NASA Astrophysics Data System (ADS)
Subramanian, Ramanathan Vishnampet Ganapathi
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 improvement. Gradient-based optimization using adjoints can circumvent the flow complexity to guide designs. Such methods have enabled sensitivity analysis and active control of turbulence at engineering flow conditions by providing gradient information at computational cost comparable to that of simulating the flow. They accelerate convergence of numerical design optimization algorithms, though this is predicated on the availability of an accurate gradient of the discretized flow equations. This is 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. 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
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.
Weak self-adjoint differential equations
NASA Astrophysics Data System (ADS)
Gandarias, M. L.
2011-07-01
The concepts of self-adjoint and quasi self-adjoint equations were introduced by Ibragimov (2006 J. Math. Anal. Appl. 318 742-57 2007 Arch. ALGA 4 55-60). In Ibragimov (2007 J. Math. Anal. Appl. 333 311-28), a general theorem on conservation laws was proved. In this paper, we generalize the concept of self-adjoint and quasi self-adjoint equations by introducing the definition of weak self-adjoint equations. We find a class of weak self-adjoint quasi-linear parabolic equations. The property of a differential equation to be weak self-adjoint is important for constructing conservation laws associated with symmetries of the differential equation.
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.
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...
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.
Tsunami waveform inversion by adjoint methods
NASA Astrophysics Data System (ADS)
Pires, Carlos; Miranda, Pedro M. A.
2001-09-01
An adjoint method for tsunami waveform inversion is proposed, as an alternative to the technique based on Green's functions of the linear long wave model. The method has the advantage of being able to use the nonlinear shallow water equations, or other appropriate equation sets, and to optimize an initial state given as a linear or nonlinear function of any set of free parameters. This last facility is used to perform explicit optimization of the focal fault parameters, characterizing the initial sea surface displacement of tsunamigenic earthquakes. The proposed methodology is validated with experiments using synthetic data, showing the possibility of recovering all relevant details of a tsunami source from tide gauge observations, providing that the adjoint method is constrained in an appropriate manner. It is found, as in other methods, that the inversion skill of tsunami sources increases with the azimuthal and temporal coverage of assimilated tide gauge stations; furthermore, it is shown that the eigenvalue analysis of the Hessian matrix of the cost function provides a consistent and useful methodology to choose the subset of independent parameters that can be inverted with a given dataset of observations and to evaluate the error of the inversion process. The method is also applied to real tide gauge series, from the tsunami of the February 28, 1969, Gorringe Bank earthquake, suggesting some reasonable changes to the assumed focal parameters of that event. It is suggested that the method proposed may be able to deal with transient tsunami sources such as those generated by submarine landslides.
Weak self-adjointness and conservation laws for a porous medium equation
NASA Astrophysics Data System (ADS)
Gandarias, M. L.
2012-06-01
The concepts of self-adjoint and quasi self-adjoint equations were introduced by Ibragimov (2006, 2007) [4,7]. In Ibragimov (2007) [6] a general theorem on conservation laws was proved. In Gandarias (2011) [3] we generalized the concept of self-adjoint and quasi self-adjoint equations by introducing the definition of weak self-adjoint equations. In this paper we find the subclasses of weak self-adjoint porous medium equations. By using the property of weak self-adjointness we construct some conservation laws associated with symmetries of the differential equation.
Turinsky, P.J.; Al-Chalabi, R.M.K.; Engrand, P.; Sarsour, H.N.; Faure, F.X.; Guo, W.
1994-06-01
NESTLE is a FORTRAN77 code that solves the few-group neutron diffusion equation utilizing the Nodal Expansion Method (NEM). NESTLE can solve the eigenvalue (criticality); eigenvalue adjoint; external fixed-source steady-state; or external fixed-source. or eigenvalue initiated transient problems. The code name NESTLE originates from the multi-problem solution capability, abbreviating Nodal Eigenvalue, Steady-state, Transient, Le core Evaluator. 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 or four energy groups can be utilized, with all energy groups being thermal groups (i.e. upscatter exits) if desired. Core geometries modelled include Cartesian and Hexagonal. Three, two and one dimensional models can be utilized with various symmetries. The non-linear iterative strategy associated with the NEM method is employed. An advantage of the non-linear iterative strategy is that NSTLE can be utilized to solve either the nodal or Finite Difference Method representation of the few-group neutron diffusion equation.
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.
Adjoint variational methods in nonconservative stability problems.
NASA Technical Reports Server (NTRS)
Prasad, S. N.; Herrmann, G.
1972-01-01
A general nonself-adjoint eigenvalue problem is examined and it is shown that the commonly employed approximate methods, such as the Galerkin procedure, the method of weighted residuals and the least square technique lack variational descriptions. When used in their previously known forms they do not yield stationary eigenvalues and eigenfunctions. With the help of an adjoint system, however, several analogous variational descriptions may be developed and it is shown in the present study that by properly restating the method of least squares, stationary eigenvalues may be obtained. Several properties of the adjoint eigenvalue problem, known only for a restricted group, are shown to exist for the more general class selected for study.
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.
Study on adjoint-based optimization method for multi-stage turbomachinery
NASA Astrophysics Data System (ADS)
Li, Weiwei; Tian, Yong; Yi, Weilin; Ji, Lucheng; Shao, Weiwei; Xiao, Yunhan
2011-10-01
Adjoint-based optimization method is a hotspot in turbomachinery. First, this paper presents principles of adjoint method from Lagrange multiplier viewpoint. Second, combining a continuous route with thin layer RANS equations, we formulate adjoint equations and anti-physical boundary conditions. Due to the multi-stage environment in turbomachinery, an adjoint interrow mixing method is introduced. Numerical techniques of solving flow equations and adjoint equations are almost the same, and once they are converged respectively, the gradients of an objective function to design variables can be calculated using complex method efficiently. Third, integrating a shape perturbation parameterization and a simple steepest descent method, a frame of adjoint-based aerodynamic shape optimization for multi-stage turbomachinery is constructed. At last, an inverse design of an annular cascade is employed to validate the above approach, and adjoint field of an Aachen 1.5 stage turbine demonstrates the conservation and areflexia of the adjoint interrow mixing method. Then a direct redesign of a 1+1 counter-rotating turbine aiming to increase efficiency and apply constraints to mass flow rate and pressure ratio is taken.
Automating adjoint wave-equation travel-time tomography using scientific workflow
NASA Astrophysics Data System (ADS)
Zhang, Xiaofeng; Chen, Po; Pullammanappallil, Satish
2013-10-01
Recent advances in commodity high-performance computing technology have dramatically reduced the computational cost for solving the seismic wave equation in complex earth structure models. As a consequence, wave-equation-based seismic tomography techniques are being actively developed and gradually adopted in routine subsurface seismic imaging practices. Wave-equation travel-time tomography is a seismic tomography technique that inverts cross-correlation travel-time misfits using full-wave Fréchet kernels computed by solving the wave equation. This technique can be implemented very efficiently using the adjoint method, in which the misfits are back-propagated from the receivers (i.e., seismometers) to produce the adjoint wave-field and the interaction between the adjoint wave-field and the forward wave-field from the seismic source gives the gradient of the objective function. Once the gradient is available, a gradient-based optimization algorithm can then be adopted to produce an optimal earth structure model that minimizes the objective function. This methodology is conceptually straightforward, but its implementation in practical situations is highly complex, error-prone and computationally demanding. In this study, we demonstrate the feasibility of automating wave-equation travel-time tomography based on the adjoint method using Kepler, an open-source software package for designing, managing and executing scientific workflows. The workflow technology allows us to abstract away much of the complexity involved in the implementation in a manner that is both robust and scalable. Our automated adjoint wave-equation travel-time tomography package has been successfully applied on a real active-source seismic dataset.
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
Nonlinear self-adjointness and conservation laws for a porous medium equation with absorption
NASA Astrophysics Data System (ADS)
Gandarias, M. L.; Bruzón, M. S.
2013-10-01
We give conditions for a general porous medium equation to be nonlinear self-adjoint. By using the property of nonlinear self-adjointness we construct some conservation laws associated with classical and nonclassical generators of a porous medium equation with absorption.
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.
Nonlinear self-adjointness and invariant solutions of a 2D Rossby wave equation
NASA Astrophysics Data System (ADS)
Cimpoiasu, Rodica; Constantinescu, Radu
2014-02-01
The paper investigates the nonlinear self-adjointness of the nonlinear inviscid barotropic nondivergent vorticity equation in a beta-plane. It is a particular form of Rossby equation which does not possess variational structure and it is studied using a recently method developed by Ibragimov. The conservation laws associated with the infinite-dimensional symmetry Lie algebra models are constructed and analyzed. Based on this Lie algebra, some classes of similarity invariant solutions with nonconstant linear and nonlinear shears are obtained. It is also shown how one of the conservation laws generates a particular wave solution of this equation.
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.
An adjoint method for the calculation of remote sensitivities in supersonic flow
NASA Astrophysics Data System (ADS)
Nadarajah, Siva K.; Jameson, Antony; Alonso, Juan
2006-02-01
This paper presents an adjoint method for the calculation of remote sensitivities in supersonic flow. The goal is to develop a set of discrete adjoint equations and their corresponding boundary conditions in order to quantify the influence of geometry modifications on the pressure distribution at an arbitrary location within the domain of interest. First, this paper presents the complete formulation and discretization of the discrete adjoint equations. The special treatment of the adjoint boundary condition to obtain remote sensitivities or sensitivities of pressure distributions at points remotely located from the wing surface are discussed. Secondly, we present results that demonstrate the application of the theory to a three-dimensional remote inverse design problem using a low sweep biconvex wing and a highly swept blunt leading edge wing. Lastly, we present results that establish the added benefit of using an objective function that contains the sum of the remote inverse and drag minimization cost functions.
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.
Adjoint methods for aerodynamic wing design
NASA Technical Reports Server (NTRS)
Grossman, Bernard
1993-01-01
A model inverse design problem is used to investigate the effect of flow discontinuities on the optimization process. The optimization involves finding the cross-sectional area distribution of a duct that produces velocities that closely match a targeted velocity distribution. Quasi-one-dimensional flow theory is used, and the target is chosen to have a shock wave in its distribution. The objective function which quantifies the difference between the targeted and calculated velocity distributions may become non-smooth due to the interaction between the shock and the discretization of the flowfield. This paper offers two techniques to resolve the resulting problems for the optimization algorithms. The first, shock-fitting, involves careful integration of the objective function through the shock wave. The second, coordinate straining with shock penalty, uses a coordinate transformation to align the calculated shock with the target and then adds a penalty proportional to the square of the distance between the shocks. The techniques are tested using several popular sensitivity and optimization methods, including finite-differences, and direct and adjoint discrete sensitivity methods. Two optimization strategies, Gauss-Newton and sequential quadratic programming (SQP), are used to drive the objective function to a minimum.
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.
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.
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.
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
Supersonic biplane design via adjoint method
NASA Astrophysics Data System (ADS)
Hu, Rui
In developing the next generation supersonic transport airplane, two major challenges must be resolved. The fuel efficiency must be significantly improved, and the sonic boom propagating to the ground must be dramatically reduced. Both of these objectives can be achieved by reducing the shockwaves formed in supersonic flight. The Busemann biplane is famous for using favorable shockwave interaction to achieve nearly shock-free supersonic flight at its design Mach number. Its performance at off-design Mach numbers, however, can be very poor. This dissertation studies the performance of supersonic biplane airfoils at design and off-design conditions. The choked flow and flow-hysteresis phenomena of these biplanes are studied. These effects are due to finite thickness of the airfoils and non-uniqueness of the solution to the Euler equations, creating over an order of magnitude more wave drag than that predicted by supersonic thin airfoil theory. As a result, the off-design performance is the major barrier to the practical use of supersonic biplanes. The main contribution of this work is to drastically improve the off-design performance of supersonic biplanes by using an adjoint based aerodynamic optimization technique. The Busemann biplane is used as the baseline design, and its shape is altered to achieve optimal wave drags in series of Mach numbers ranging from 1.1 to 1.7, during both acceleration and deceleration conditions. The optimized biplane airfoils dramatically reduces the effects of the choked flow and flow-hysteresis phenomena, while maintaining a certain degree of favorable shockwave interaction effects at the design Mach number. Compared to a diamond shaped single airfoil of the same total thickness, the wave drag of our optimized biplane is lower at almost all Mach numbers, and is significantly lower at the design Mach number. In addition, by performing a Navier-Stokes solution for the optimized airfoil, it is verified that the optimized biplane improves
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.
Adjoint method for estimating Jiles-Atherton hysteresis model parameters
NASA Astrophysics Data System (ADS)
Zaman, Mohammad Asif; Hansen, Paul C.; Neustock, Lars T.; Padhy, Punnag; Hesselink, Lambertus
2016-09-01
A computationally efficient method for identifying the parameters of the Jiles-Atherton hysteresis model is presented. Adjoint analysis is used in conjecture with an accelerated gradient descent optimization algorithm. The proposed method is used to estimate the Jiles-Atherton model parameters of two different materials. The obtained results are found to be in good agreement with the reported values. By comparing with existing methods of model parameter estimation, the proposed method is found to be computationally efficient and fast converging.
A level-set adjoint-state method for crosswell transmission-reflection traveltime tomography
NASA Astrophysics Data System (ADS)
Li, Wenbin; Leung, Shingyu; Qian, Jianliang
2014-10-01
We propose a level-set adjoint-state method for crosswell traveltime tomography using both first-arrival transmission and reflection traveltime data. Since our entire formulation is based on solving eikonal and advection equations on finite-difference meshes, our traveltime tomography strategy is carried out without computing rays explicitly. We incorporate reflection traveltime data into the formulation so that possible reflectors (slowness interfaces) in the targeted subsurface model can be recovered as well as the slowness distribution itself. Since a reflector may assume a variety of irregular geometries, we propose to use a level-set function to implicitly parametrize the shape of a reflector. Therefore, a mismatch functional is established to minimize the traveltime data misfit with respect to both the slowness distribution and the level-set function, and the minimization is achieved by using a gradient descent method with gradients computed by solving adjoint state equations. To assess uncertainty or reliability of reconstructed slowness models, we introduce a labelling function to characterize first-arrival ray coverage of the computational domain, and this labelling function satisfies an advection equation. We apply fast-sweeping type methods to solve eikonal, adjoint-state and advection equations arising in our formulation. Numerical examples demonstrate that the proposed algorithm is robust to noise in the measurements, and can recover complicated structure even with little information on the reflector.
Adjoint-Based Design of Rotors using the Navier-Stokes Equations in a Noninertial Reference Frame
NASA Technical Reports Server (NTRS)
Nielsen, Eric J.; Lee-Rausch, Elizabeth M.; Jones, William T.
2009-01-01
Optimization of rotorcraft flowfields using an adjoint method generally requires a time-dependent implementation of the equations. The current study examines an intermediate approach in which a subset of rotor flowfields are cast as steady problems in a noninertial reference frame. This technique permits the use of an existing steady-state adjoint formulation with minor modifications to perform sensitivity analyses. The formulation is valid for isolated rigid rotors in hover or where the freestream velocity is aligned with the axis of rotation. Discrete consistency of the implementation is demonstrated using comparisons with a complex-variable technique, and a number of single- and multi-point optimizations for the rotorcraft figure of merit function are shown for varying blade collective angles. Design trends are shown to remain consistent as the grid is refined.
Adjoint-Based 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.
NASA Astrophysics Data System (ADS)
Ibragimov, N. Kh; Avdonina, E. D.
2013-10-01
The method of nonlinear self-adjointness, which was recently developed by the first author, gives a generalization of Noether's theorem. This new method significantly extends approaches to constructing conservation laws associated with symmetries, since it does not require the existence of a Lagrangian. In particular, it can be applied to any linear equations and any nonlinear equations that possess at least one local conservation law. The present paper provides a brief survey of results on conservation laws which have been obtained by this method and published mostly in recent preprints of the authors, along with a method for constructing exact solutions of systems of partial differential equations with the use of conservation laws. In most cases the solutions obtained by the method of conservation laws cannot be found as invariant or partially invariant solutions. Bibliography: 23 titles.
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.
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.
Virtual Seismometer and Adjoint Methods for Induced Seismicity Monitoring
NASA Astrophysics Data System (ADS)
Morency, C.; Matzel, E.
2014-12-01
Induced seismicity is associated with subsurface fluid injection, and puts at risk efforts to develop geologic carbon sequestration and enhanced geothermal systems. We are developing methods to monitor the microseismically active zone so that we can identify faults at risk of slipping. We are using the Virtual Seismometer Method (VSM), which is an interferometric technique that is very sensitive to the source parameters (location, mechanism and magnitude) and to the earth structure in the source region. Given an ideal geometry, that is, when two quakes are roughly in line with a recording station, the correlation of their waveforms provide a precise estimate of the Green's function between them, modified by their source mechanisms. When measuring microseismicity, this geometry is rarely ideal and we need to account for variations in the geometry as well. In addition, we also investigate the adjoint method to calculate sensitivity kernels, which define the sensitivity of an observable to model parameters. Classically, adjoint tomography relies on the interaction between a forward waveform, from the source to the recording station, and a backpropagated waveform, from the recorded station to the source. By combining the two approaches we can focus on properties directly between induced micro events, and doing so, monitor the evolution of the seismicity and precisely image potential fault zones. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344.
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
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.
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.
NASA Astrophysics Data System (ADS)
Lu, Zhiming; Vesselinov, Velimir V.
2015-07-01
Sensitivity analyses are an important component of any modeling exercise. We have developed an analytical methodology based on the adjoint method to compute sensitivities of a state variable (hydraulic head) to model parameters (hydraulic conductivity and storage coefficient) for transient groundwater flow in a confined and randomly heterogeneous aquifer under ambient and pumping conditions. For a special case of two-dimensional rectangular domains, these sensitivities are represented in terms of the problem configuration (the domain size, boundary configuration, medium properties, pumping schedules and rates, and observation locations and times), and there is no need to actually solve the adjoint equations. As an example, we present analyses of the obtained solution for typical groundwater flow conditions. Analytical solutions allow us to calculate sensitivities efficiently, which can be useful for model-based analyses such as parameter estimation, data-worth evaluation, and optimal experimental design related to sampling frequency and locations of observation wells. The analytical approach is not limited to groundwater applications but can be extended to any other mathematical problem with similar governing equations and under similar conceptual conditions.
Introduction to Adjoint Models
NASA Technical Reports Server (NTRS)
Errico, Ronald M.
2015-01-01
In this lecture, some fundamentals of adjoint models will be described. This includes a basic derivation of tangent linear and corresponding adjoint models from a parent nonlinear model, the interpretation of adjoint-derived sensitivity fields, a description of methods of automatic differentiation, and the use of adjoint models to solve various optimization problems, including singular vectors. Concluding remarks will attempt to correct common misconceptions about adjoint models and their utilization.
Adjoint Sensitivity Computations for an Embedded-Boundary Cartesian Mesh Method and CAD Geometry
NASA Technical Reports Server (NTRS)
Nemec, Marian; Aftosmis,Michael J.
2006-01-01
Cartesian-mesh methods are perhaps the most promising approach for addressing the issues of flow solution automation for aerodynamic design problems. In these methods, the discretization of the wetted surface is decoupled from that of the volume mesh. This not only enables fast and robust mesh generation for geometry of arbitrary complexity, but also facilitates access to geometry modeling and manipulation using parametric Computer-Aided Design (CAD) tools. Our goal is to combine the automation capabilities of Cartesian methods with an eficient computation of design sensitivities. We address this issue using the adjoint method, where the computational cost of the design sensitivities, or objective function gradients, is esseutially indepeudent of the number of design variables. In previous work, we presented an accurate and efficient algorithm for the solution of the adjoint Euler equations discretized on Cartesian meshes with embedded, cut-cell boundaries. Novel aspects of the algorithm included the computation of surface shape sensitivities for triangulations based on parametric-CAD models and the linearization of the coupling between the surface triangulation and the cut-cells. The objective of the present work is to extend our adjoint formulation to problems involving general shape changes. Central to this development is the computation of volume-mesh sensitivities to obtain a reliable approximation of the objective finction gradient. Motivated by the success of mesh-perturbation schemes commonly used in body-fitted unstructured formulations, we propose an approach based on a local linearization of a mesh-perturbation scheme similar to the spring analogy. This approach circumvents most of the difficulties that arise due to non-smooth changes in the cut-cell layer as the boundary shape evolves and provides a consistent approximation tot he exact gradient of the discretized abjective function. A detailed gradient accurace study is presented to verify our approach
NASA Astrophysics Data System (ADS)
Chiba, G.; Tsuji, M.; Narabayashi, T.
2014-04-01
In order to better predict a kinetic behavior of a nuclear fission reactor, an improvement of the delayed neutron parameters is essential. The present paper specifies important nuclear data for a reactor kinetics: Fission yield and decay constant data of 86Ge, some bromine isotopes, 94Rb, 98mY and some iodine isotopes. Their importance is quantified as sensitivities with a help of the adjoint kinetic equation, and it is found that they are dependent on an inserted reactivity (or a reactor period). Moreover, dependence of sensitivities on nuclear data files is also quantified using the latest files. Even though the currently evaluated data are used, there are large differences among different data files from a view point of the delayed neutrons.
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.
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
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
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.
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
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.
The adjoint sensitivity method of global electromagnetic induction for CHAMP magnetic data
NASA Astrophysics Data System (ADS)
Martinec, Zdeněk; Velímský, Jakub
2009-12-01
An existing time-domain spectral-finite element approach for the forward modelling of electromagnetic induction vector data as measured by the CHAMP satellite is, in this paper, supplemented by a new method of computing the sensitivity of the CHAMP electromagnetic induction data to the Earth's mantle electrical conductivity, 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 at the satellite's altitude are the X magnetic component measured by the CHAMP vector magnetometer along the satellite track for the forward method and the difference between the measured and predicted Z magnetic component for the adjoint method. The squares of these differences summed up over all CHAMP tracks determine the misfit. The sensitivities of the CHAMP data, that is the partial derivatives of the misfit with respect to mantle conductivity parameters, are then obtained by the scalar product of the forward and adjoint solutions, multiplied by the gradient of the conductivity and integrated over all CHAMP tracks. Such exactly determined sensitivities are checked against numerical differentiation of the misfit, and good agreement is obtained. The attractiveness of the adjoint method lies in the fact that the adjoint sensitivities are calculated for the price of only an additional forward calculation, regardless of the number of conductivity parameters. However, since the adjoint solution proceeds backwards in time, the forward solution must be stored at each time step, leading to memory requirements that are linear with respect to the number of steps undertaken. Having determined the sensitivities, we apply the conjugate gradient method to infer 1-D and 2-D conductivity structures of the Earth based on the CHAMP residual time series (after the subtraction of static field and secular variations
Nonlinear self-adjointness and conservation laws
NASA Astrophysics Data System (ADS)
Ibragimov, N. H.
2011-10-01
The general concept of nonlinear self-adjointness of differential equations is introduced. It includes the linear self-adjointness as a particular case. Moreover, it embraces the strict self-adjointness (definition 1) and quasi-self-adjointness introduced earlier by the author. It is shown that the equations possessing nonlinear self-adjointness can be written equivalently in a strictly self-adjoint form by using appropriate multipliers. All linear equations possess the property of nonlinear self-adjointness, and hence can be rewritten in a nonlinear strictly self-adjoint form. For example, the heat equation ut - Δu = 0 becomes strictly self-adjoint after multiplying by u-1. Conservation laws associated with symmetries are given in an explicit form for all nonlinearly self-adjoint partial differential equations and systems.
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.
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.
Sensitivity analysis of a model of CO2 exchange in tundra ecosystems by the adjoint method
Waelbroek, C.; Louis, J.F. |
1995-02-01
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.
NASA Astrophysics Data System (ADS)
Michalak, Anna M.; Kitanidis, Peter K.
2004-08-01
As the incidence of groundwater contamination continues to grow, a number of inverse modeling methods have been developed to address forensic groundwater problems. In this work the geostatistical approach to inverse modeling is extended to allow for the recovery of the antecedent distribution of a contaminant at a given point back in time, which is critical to the assessment of historical exposure to contamination. Such problems are typically strongly underdetermined, with a large number of points at which the distribution is to be estimated. To address this challenge, the computational efficiency of the new method is increased through the application of the adjoint state method. In addition, the adjoint problem is presented in a format that allows for the reuse of existing groundwater flow and transport codes as modules in the inverse modeling algorithm. As demonstrated in the presented applications, the geostatistical approach combined with the adjoint state method allow for a historical multidimensional contaminant distribution to be recovered even in heterogeneous media, where a numerical solution is required for the forward problem.
Nonlinear self-adjointness through differential substitutions
NASA Astrophysics Data System (ADS)
Gandarias, M. L.
2014-10-01
It is known (Ibragimov, 2011; Galiakberova and Ibragimov, 2013) [14,18] that the property of nonlinear self-adjointness allows to associate conservation laws of the equations under study, with their symmetries. In this paper we show that, even when the equation is nonlinearly self-adjoint with a non differential substitution, finding the explicit form of the differential substitution can provide new conservation laws associated to its symmetries. By using the general theorem on conservation laws (Ibragimov, 2007) [11] and the property of nonlinear self-adjointness we find some new conservation laws for the modified Harry-Dym equation. By using a differential substitution we construct a conservation law for the Harry-Dym equation, which has not been derived before using Ibragimov method.
Imaging Earth's Interior based on Spectral-Element and Adjoint Methods (Invited)
NASA Astrophysics Data System (ADS)
Tromp, J.; Zhu, H.; Bozdag, E.
2013-12-01
We use spectral-element and adjoint methods to iteratively improve 3D tomographic images of Earth's interior, ranging from global to continental to exploration scales. The spectral-element method, a high-order finite-element method with the advantage of a diagonal mass matrix, is used to accurately calculate three-component synthetic seismograms in a complex 3D Earth model. An adjoint method is used to numerically compute Frechét derivatives of a misfit function based on the interaction between the wavefield for a reference Earth model and a wavefield obtained by using time-reversed differences between data and synthetics at all receivers as simultaneous sources. In combination with gradient-based optimization methods, such as a preconditioned conjugate gradient or L-BSGF method, we are able to iteratively improve 3D images of Earth's interior and gradually minimize discrepancies between observed and simulated seismograms. Various misfit functions may be chosen to quantify these discrepancies, such as cross-correlation traveltime differences, frequency-dependent phase and amplitude anomalies as well as full-waveform differences. Various physical properties of the Earth are constrained based on this method, such as elastic wavespeeds, radial anisotropy, shear attenuation and impedance contrasts. We apply this method to study seismic inverse problems at various scales, from global- and continental-scale seismic tomography to exploration-scale full-waveform inversion.
Liscum-Powell, Jennifer L.; Prinja, Anil B.; Morel, Jim E.; Lorence, Leonard J Jr.
2002-11-15
A novel approach is proposed for charged particle transport calculations using a recently developed second-order, self-adjoint angular flux (SAAF) form of the Boltzmann transport equation with continuous slowing-down. A finite element discretization that is linear continuous in space and linear discontinuous (LD) in energy is described and implemented in a one-dimensional, planar geometry, multigroup, discrete ordinates code for charged particle transport. The cross-section generating code CEPXS is used to generate the electron and photon transport cross sections employed in this code. The discrete ordinates SAAF transport equation is solved using source iteration in conjunction with an inner iteration acceleration scheme and an outer iteration acceleration scheme. Outer iterations are required with the LD energy discretization scheme because the two angular flux unknowns within each group are coupled, which gives rise to effective upscattering. The inner iteration convergence is accelerated using diffusion synthetic acceleration, and the outer iteration convergence is accelerated using a diamond difference approximation to the LD energy discretization. Computational results are given that demonstrate the effectiveness of our convergence acceleration schemes and the accuracy of our discretized SAAF equation.
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.
Magnetic Field Separation Around Planets Using an Adjoint-Method Approach
NASA Astrophysics Data System (ADS)
Nabert, Christian; Glassmeier, Karl-Heinz; Heyner, Daniel; Othmer, Carsten
The two spacecraft of the BepiColombo mission will reach planet Mercury in 2022. The magnetometers on-board these polar orbiting spacecraft will provide a detailed map of the magnetic field in Mercury's environment. Unfortunately, a separation of the magnetic field into internal and external parts using the classical Gauss-algorithm is not possible due to strong electric currents in the orbit region of the spacecraft. These currents are due to the interaction of the solar wind with Mercury's planetary magnetic field. We use an MHD code to simulate this interaction process. This requires a first choice of Mercury's planetary field which is used and modified until the simulation results fit to the actual measurements. This optimization process is carried out most efficiently using an adjoint-method. The adjoint-method is well known for its low computational cost in order to determine sensitivities required for the minimization. In a first step, the validity of our approach to separate magnetic field contributions into internal and external parts is demonstrated using synthetic generated data. Furthermore, we apply our approach to satellite measurements of the Earth's magnetic field. We can compare the results with the well known planetary field of the Earth to prove practical suitability.
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
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.
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.
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
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.
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)
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.
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)
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.
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.
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.
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.
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.
Towards magnetic sounding of the Earth's core by an adjoint method
NASA Astrophysics Data System (ADS)
Li, K.; Jackson, A.; Livermore, P. W.
2013-12-01
Earth's magnetic field is generated and sustained by the so called geodynamo system in the core. Measurements of the geomagnetic field taken at the surface, downwards continued through the electrically insulating mantle to the core-mantle boundary (CMB), provide important constraints on the time evolution of the velocity, magnetic field and temperature anomaly in the fluid outer core. The aim of any study in data assimilation applied to the Earth's core is to produce a time-dependent model consistent with these observations [1]. Snapshots of these ``tuned" models provide a window through which the inner workings of the Earth's core, usually hidden from view, can be probed. We apply a variational data assimilation framework to an inertia-free magnetohydrodynamic system (MHD) [2]. Such a model is close to magnetostrophic balance [3], to which we have added viscosity to the dominant forces of Coriolis, pressure, Lorentz and buoyancy, believed to be a good approximation of the Earth's dynamo in the convective time scale. We chose to study the MHD system driven by a static temperature anomaly to mimic the actual inner working of Earth's dynamo system, avoiding at this stage the further complication of solving for the time dependent temperature field. At the heart of the models is a time-dependent magnetic field to which the core-flow is enslaved. In previous work we laid the foundation of the adjoint methodology, applied to a subset of the full equations [4]. As an intermediate step towards our ultimate vision of applying the techniques to a fully dynamic mode of the Earth's core tuned to geomagnetic observations, we present the intermediate step of applying the adjoint technique to the inertia-free Navier-Stokes equation in continuous form. We use synthetic observations derived from evolving a geophysically-reasonable magnetic field profile as the initial condition of our MHD system. Based on our study, we also propose several different strategies for accurately
Full Seismic Waveform Tomography of the Japan region using Adjoint Methods
NASA Astrophysics Data System (ADS)
Steptoe, Hamish; Fichtner, Andreas; Rickers, Florian; Trampert, Jeannot
2013-04-01
We present a full-waveform tomographic model of the Japan region based on spectral-element wave propagation, adjoint techniques and seismic data from dense station networks. This model is intended to further our understanding of both the complex regional tectonics and the finite rupture processes of large earthquakes. The shallow Earth structure of the Japan region has been the subject of considerable tomographic investigation. The islands of Japan exist in an area of significant plate complexity: subduction related to the Pacific and Philippine Sea plates is responsible for the majority of seismicity and volcanism of Japan, whilst smaller micro-plates in the region, including the Okhotsk, and Okinawa and Amur, part of the larger North America and Eurasia plates respectively, contribute significant local intricacy. In response to the need to monitor and understand the motion of these plates and their associated faults, numerous seismograph networks have been established, including the 768 station high-sensitivity Hi-net network, 84 station broadband F-net and the strong-motion seismograph networks K-net and KiK-net in Japan. We also include the 55 station BATS network of Taiwan. We use this exceptional coverage to construct a high-resolution model of the Japan region from the full-waveform inversion of over 15,000 individual component seismograms from 53 events that occurred between 1997 and 2012. We model these data using spectral-element simulations of seismic wave propagation at a regional scale over an area from 120°-150°E and 20°-50°N to a depth of around 500 km. We quantify differences between observed and synthetic waveforms using time-frequency misfits allowing us to separate both phase and amplitude measurements whilst exploiting the complete waveform at periods of 15-60 seconds. Fréchet kernels for these misfits are calculated via the adjoint method and subsequently used in an iterative non-linear conjugate-gradient optimization. Finally, we employ
Towards magnetic sounding of the Earth's core by an adjoint method
NASA Astrophysics Data System (ADS)
Li, K.; Jackson, A.; Livermore, P. W.
2012-12-01
Earth's magnetic field is generated and sustained by the so called geodynamo system in the core. Measurements of the geomagnetic field taken at the surface, downwards continued through the electrically insulating mantle to the core-mantle boundary (CMB), provide important constraints on the time evolution of the velocity, magnetic field and temperature anomaly in the fluid outer core. The aim of any study in data assimilation applied to the Earth's core is to produce a time-dependent model consistent with these observations [1]. Snapshots of these ``tuned" models provide a window through which the inner workings of the Earth's core, usually hidden from view, can be probed. We apply a variational data assimilation framework to an inertia-free magnetohydrodynamic system (MHD) [2]. Such a model is close to magnetostrophic balance [4], to which we have added viscosity to the dominant forces of Coriolis, pressure, Lorentz and buoyancy, believed to be a good approximation of the Earth's dynamo. As a starting point, we have chosen to neglect the buoyancy force, this being another unknown and, at this stage, an unnecessary complication. At the heart of the models is a time-dependent magnetic field which is interacting with the core flow (itself slaved to the magnetic field). Based on the methodology developed in Li et al. (2011) [3], we show further developments in which we apply the adjoint technique to our version of the Navier-Stokes equation in continuous form. In this talk, we present the initial results using perfect synthetic data without any observation error, performing closed-loop tests to demonstrate the ability of our model for retrieving the 3D structure of the velocity and the magnetic fields at the same time.
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.
Sensitivity analysis of a model of CO{sub 2} exchange in tundra ecosystems by the adjoint method
Waelbroeck, C.; Louis, J.F.
1995-02-20
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 CO{sub 2} flux to perturbations in initial conditions, climatic inputs, and model`s main parameters describing current seasonal CO{sub 2} exchange in wet sedge tundra at Barrow, Alaska. The results show that net CO{sub 2} flux is more sensitive to decomposition parameters than to NPP parameters. This underlines the fact that in nutrient-limited ecosystems, decomposition drives net CO{sub 2} exchange by controlling mineralization of main nutrients. The results also indicate that the short-term (1 year) response of wet sedge tundra to CO{sub 2}-induced warming is a significant increase in CO{sub 2} emission, creating a positive feedback to atmospheric CO{sub 2} 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 CO{sub 2}, 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 CO{sub 2} 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. 38 refs., 10 figs., 7 tabs.
NASA Astrophysics Data System (ADS)
Bretaudeau, F.; Metivier, L.; Brossier, R.; Virieux, J.
2013-12-01
Traveltime tomography algorithms generally use ray tracing. The use of rays in tomography may not be suitable for handling very large datasets and perform tomography in very complex media. Traveltime maps can be computed through finite-difference approach (FD) and avoid complex ray-tracing algorithm for the forward modeling (Vidale 1998, Zhao 2004). However, rays back-traced from receiver to source following the gradient of traveltime are still used to compute the Fréchet derivatives. As a consequence, the sensitivity information computed using back-traced rays is not numerically consistent with the FD modeling used (the derivatives are only a rough approximation of the true derivatives of the forward modeling). Leung & Quian (2006) proposed a new approach that avoid ray tracing where the gradient of the misfit function is computed using the adjoint-state method. An adjoint-state variable is thus computed simultaneously for all receivers using a numerical method consistent with the forward modeling, and for the computational cost of one forward modeling. However, in their formulation, the receivers have to be located at the boundary of the investigated model, and the optimization approach is limited to simple gradient-based method (i.e. steepest descent, conjugate gradient) as only the gradient is computed. However, the Hessian operator has an important role in gradient-based reconstruction methods, providing the necessary information to rescale the gradient, correct for illumination deficit and remove artifacts. Leung & Quian (2006) uses LBFGS, a quasi-Newton method that provides an improved estimation of the influence of the inverse Hessian. Lelievre et al. (2011) also proposed a tomography approach in which the Fréchet derivatives are computed directly during the forward modeling using explicit symbolic differentiation of the modeling equations, resulting in a consistent Gauss-Newton inversion. We are interested here in the use of a new optimization approach
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.
Nakajima, Hisato; Yano, Kouya; Uetake, Shinichirou; Takagi, Ichiro
2012-02-01
There are many autoimmune liver diseases in which diagnosis is difficult so that overlap is accepted, and this negatively affects treatment. The initial diagnosis is therefore important for later treatment and convalescence. We distinguished autoimmune cholangitis, autoimmune hepatitis and primary biliary cirrhosis by the Mahalanobis·Taguchi Adjoint (MTA) method in the Mahalanobis·Taguchi system and analyzed the pattern of factor effects by the MTA method. As a result, the characteristic factor effect pattern of each disease was classified, enabling the qualitative evaluation of cases including overlapping cases which were difficult to diagnose.
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.
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.
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
The discrete adjoint approach to aerodynamic shape optimization
NASA Astrophysics Data System (ADS)
Nadarajah, Siva Kumaran
A viscous discrete adjoint approach to automatic aerodynamic shape optimization is developed, and the merits of the viscous discrete and continuous adjoint approaches are discussed. The viscous discrete and continuous adjoint gradients for inverse design and drag minimization cost functions are compared with finite-difference and complex-step gradients. The optimization of airfoils in two-dimensional flow for inverse design and drag minimization is illustrated. Both the discrete and continuous adjoint methods are used to formulate two new design problems. First, the time-dependent optimal design problem is established, and both the time accurate discrete and continuous adjoint equations are derived. An application to the reduction of the time-averaged drag coefficient while maintaining time-averaged lift and thickness distribution of a pitching airfoil in transonic flow is demonstrated. Second, the remote inverse design problem is formulated. The optimization of a three-dimensional biconvex wing in supersonic flow verifies the feasibility to reduce the near field pressure peak. Coupled drag minimization and remote inverse design cases produce wings with a lower drag and a reduced near field peak pressure signature.
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…
NASA Astrophysics Data System (ADS)
Lu, Xianqing; Zhang, Jicai
2006-10-01
Based on the simulation of M2 tide in the Bohai Sea, the Yellow Sea and the East China Sea, TOPEX/Poseidon altimeter data are assimilated into a 2D tidal model to study the spatially varying bottom friction coefficient (BFC) by using the adjoint method. In this study, the BFC at some grid points are selected as the independent BFC, while the BFC at other grid points can be obtained through linear interpolation with the independent BFC. Two strategies for selecting the independent BFC are discussed. In the first strategy, one independent BFC is uniformly selected from each 1°×1° area. In the second one, the independent BFC are selected based on the spatial distribution of water depth. Twin and practical experiments are carried out to compare the two strategies. In the twin experiments, the adjoint method has a strong ability of inverting the prescribed BFC distributions combined with the spatially varying BFC. In the practical experiments, reasonable simulation results can be obtained by optimizing the spatially varying independent BFC. In both twin and practical experiments, the simulation results with the second strategy are better than those with the first one. The BFC distribution obtained from the practical experiment indicates that the BFC in shallow water are larger than those in deep water in the Bohai Sea, the North Yellow Sea, the South Yellow Sea and the East China Sea individually. However, the BFC in the East China Sea are larger than those in the other areas perhaps because of the large difference of water depth or bottom roughness. The sensitivity analysis indicates that the model results are more sensitive to the independent BFC near the land.
Adjoint sensitivity study on idealized explosive cyclogenesis
NASA Astrophysics Data System (ADS)
Chu, Kekuan; Zhang, Yi
2016-06-01
The adjoint sensitivity related to explosive cyclogenesis in a conditionally unstable atmosphere is investigated in this study. The PSU/NCAR limited-area, nonhydrostatic primitive equation numerical model MM5 and its adjoint system are employed for numerical simulation and adjoint computation, respectively. To ensure the explosive development of a baroclinic wave, the forecast model is initialized with an idealized condition including an idealized two-dimensional baroclinic jet with a balanced three-dimensional moderate-amplitude disturbance, derived from a potential vorticity inversion technique. Firstly, the validity period of the tangent linear model for this idealized baroclinic wave case is discussed, considering different initial moisture distributions and a dry condition. Secondly, the 48-h forecast surface pressure center and the vertical component of the relative vorticity of the cyclone are selected as the response functions for adjoint computation in a dry and moist environment, respectively. The preliminary results show that the validity of the tangent linear assumption for this idealized baroclinic wave case can extend to 48 h with intense moist convection, and the validity period can last even longer in the dry adjoint integration. Adjoint sensitivity analysis indicates that the rapid development of the idealized baroclinic wave is sensitive to the initial wind and temperature perturbations around the steering level in the upstream. Moreover, the moist adjoint sensitivity can capture a secondary high sensitivity center in the upper troposphere, which cannot be depicted in the dry adjoint run.
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.
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.
Double-Difference Adjoint Tomography
NASA Astrophysics Data System (ADS)
Yuan, Yanhua O.; Simons, Frederik J.; Tromp, Jeroen
2016-04-01
We introduce a double-difference method for the inversion of seismic wavespeed structure by adjoint tomography. Differences between seismic observations and model-based 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 largely canceling out the source signature and systematic errors. We minimize the discrepancy between observations and simulations in terms of 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.
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
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.
Wave-equation based traveltime seismic tomography - Part 1: Method
NASA Astrophysics Data System (ADS)
Tong, P.; Zhao, D.; Yang, D.; Yang, X.; Chen, J.; Liu, Q.
2014-08-01
In this paper, we propose a wave-equation based traveltime seismic tomography method with a detailed description of its step-by-step process. First, a linear relationship between the traveltime residual Δt = Tobs - Tsyn and the relative velocity perturbation δc(x) / c(x) connected by a finite-frequency traveltime sensitivity kernel K(x) is theoretically derived using the adjoint method. To accurately calculate the traveltime 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. Traveltime 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 modelling. 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 modelling 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 non-linear 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.
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.
Adjoint-field errors in high fidelity compressible turbulence simulations for sound control
NASA Astrophysics Data System (ADS)
Vishnampet, Ramanathan; Bodony, Daniel; Freund, Jonathan
2013-11-01
A consistent discrete adjoint for high-fidelity discretization of the three-dimensional Navier-Stokes equations is used to quantify the error in the sensitivity gradient predicted by the continuous adjoint method, and examine the aeroacoustic flow-control problem for free-shear-flow turbulence. A particular quadrature scheme for approximating the cost functional makes our discrete adjoint formulation for a fourth-order Runge-Kutta scheme with high-order finite differences practical and efficient. The continuous adjoint-based sensitivity gradient is shown to to be inconsistent due to discretization truncation errors, grid stretching and filtering near boundaries. These errors cannot be eliminated by increasing the spatial or temporal resolution since chaotic interactions lead them to become O (1) at the time of control actuation. Although this is a known behavior for chaotic systems, its effect on noise control is much harder to anticipate, especially given the different resolution needs of different parts of the turbulence and acoustic spectra. A comparison of energy spectra of the adjoint pressure fields shows significant error in the continuous adjoint at all wavenumbers, even though they are well-resolved. The effect of this error on the noise control mechanism is analyzed.
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)
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
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.
Double-difference Adjoint Tomography
NASA Astrophysics Data System (ADS)
Yuan, Y. O.; Simons, F. J.; Tromp, J.
2015-12-01
We introduce the "double-difference" method, hugely popular in source inversion, in adjoint tomography. Differences between seismic observations and simulations may be explained in terms of many factors besides structural heterogeneity, e.g., errors in the source-time function, inaccurate timing, and systematic uncertainties. To alleviate nonuniqueness in the inverse problem, we make a differential measurement between stations, which largely cancels out the source signature and systematic errors. We seek to minimize the difference between differential measurements of observations and simulations at distinct stations. We show how to implement the double-difference concept in adjoint tomography, both theoretically and in practice. In contrast to conventional inversions aiming to maximize absolute agreement between observations and simulations, by differencing pairs of measurements at distinct locations, we obtain gradients of the new differential misfit function with respect to structural perturbations which are relatively insensitive to an incorrect source signature or timing errors. Furthermore, we analyze 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 high-resolution) structural variations in areas close to the stations. In conventional tomography, one earthquake provides very limited structural resolution, as reflected in a misfit gradient consisting of "streaks" between the stations and the source. In double-difference tomography, one earthquake can actually resolve significant details of the structure, i.e., the double-differences provide a hugely powerful constraint on structural variations. Algorithmically, we incorporate the double-difference concept into the conventional adjoint tomography workflow by simply pairing up all regular measurements. Thus, the computational cost of the related adjoint
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.
Adjoint Sensitivity Analysis of a Coupled Groundwater-Surface Water Model
NASA Astrophysics Data System (ADS)
Kelley, V. A.
2013-12-01
Derivation of the exact equations of Adjoint Sensitivity Analysis for a coupled Groundwater-Surface water model is presented here, with reference to the Stream package in MODFLOW-2005. MODFLOW-2005 offers two distinct packages to simulate river boundary conditions in an aquifer model. They are the RIV (RIVer) Package and the STR (STReam) Package. The STR package simulates a coupled Groundwater and Surface Water flow model. As a result of coupling between the Groundwater and the Surface Water flows, the flows to/from the aquifer depend not just on the river stage and aquifer head at that location (as would happen in the RIV package); but on the river stages and aquifer heads at all upstream locations, in the complex network of streams with all its distributaries and diversions. This requires a substantial modification of the adjoint state equations (not required in RIV Package). The necessary equations for the STR Package have now been developed and implemented the MODFLOW-ADJOINT Code. The exact STR Adjoint code has been validated by comparing with the results from the parameter perturbation method, for the case of San Pedro Model (USGS) and Northern Arizona Regional Aquifer Model (USGS). When the RIV package is used for the same models, the sensitivity analysis results are incorrect for some nodes, indicating the advantage of using the exact methods of the STR Package in MODFLOW-Adjoint code. This exact analysis has been used for deriving the capture functions in the management of groundwater, subject to the constraints on the depletion of surface water supplies. Capture maps are used for optimal location of the pumping wells, their rates of withdrawals, and their timing. Because of the immense savings in computational times, with this Adjoint strategy, it is feasible to embed the groundwater management problem in a stochastic framework (probabilistic approach) to address the uncertainties in the groundwater model.
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.
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).
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
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.
A Comparison of the Kernel Equating Method with Traditional Equating Methods Using SAT[R] Data
ERIC Educational Resources Information Center
Liu, Jinghua; Low, Albert C.
2008-01-01
This study applied kernel equating (KE) in two scenarios: equating to a very similar population and equating to a very different population, referred to as a distant population, using SAT[R] data. The KE results were compared to the results obtained from analogous traditional equating methods in both scenarios. The results indicate that KE results…
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)
Double-difference adjoint seismic tomography
NASA Astrophysics Data System (ADS)
Yuan, Yanhua O.; Simons, Frederik J.; Tromp, Jeroen
2016-09-01
We introduce a `double-difference' method for the inversion for seismic wave speed 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 non-uniqueness 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 practically. 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.
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.
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-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
Spline methods for conversation equations
Bottcher, C.; Strayer, M.R.
1991-01-01
The consider the numerical solution of physical theories, in particular hydrodynamics, which can be formulated as systems of conservation laws. To this end we briefly describe the Basis Spline and collocation methods, paying particular attention to representation theory, which provides discrete analogues of the continuum conservation and dispersion relations, and hence a rigorous understanding of errors and instabilities. On this foundation we propose an algorithm for hydrodynamic problems in which most linear and nonlinear instabilities are brought under control. Numerical examples are presented from one-dimensional relativistic hydrodynamics. 9 refs., 10 figs.
A new approach for developing adjoint models
NASA Astrophysics Data System (ADS)
Farrell, P. E.; Funke, S. W.
2011-12-01
Many data assimilation algorithms rely on the availability of gradients of misfit functionals, which can be efficiently computed with adjoint models. However, the development of an adjoint model for a complex geophysical code is generally very difficult. Algorithmic differentiation (AD, also called automatic differentiation) offers one strategy for simplifying this task: it takes the abstraction that a model is a sequence of primitive instructions, each of which may be differentiated in turn. While extremely successful, this low-level abstraction runs into time-consuming difficulties when applied to the whole codebase of a model, such as differentiating through linear solves, model I/O, calls to external libraries, language features that are unsupported by the AD tool, and the use of multiple programming languages. While these difficulties can be overcome, it requires a large amount of technical expertise and an intimate familiarity with both the AD tool and the model. An alternative to applying the AD tool to the whole codebase is to assemble the discrete adjoint equations and use these to compute the necessary gradients. With this approach, the AD tool must be applied to the nonlinear assembly operators, which are typically small, self-contained units of the codebase. The disadvantage of this approach is that the assembly of the discrete adjoint equations is still very difficult to perform correctly, especially for complex multiphysics models that perform temporal integration; as it stands, this approach is as difficult and time-consuming as applying AD to the whole model. In this work, we have developed a library which greatly simplifies and automates the alternate approach of assembling the discrete adjoint equations. We propose a complementary, higher-level abstraction to that of AD: that a model is a sequence of linear solves. The developer annotates model source code with library calls that build a 'tape' of the operators involved and their dependencies, and
Lattice Boltzmann equation method for the Cahn-Hilliard equation.
Zheng, Lin; Zheng, Song; Zhai, Qinglan
2015-01-01
In this paper a lattice Boltzmann equation (LBE) method is designed that is different from the previous LBE for the Cahn-Hilliard equation (CHE). The starting point of the present CHE LBE model is from the kinetic theory and the work of Lee and Liu [T. Lee and L. Liu, J. Comput. Phys. 229, 8045 (2010)]; however, because the CHE does not conserve the mass locally, a modified equilibrium density distribution function is introduced to treat the diffusion term in the CHE. Numerical simulations including layered Poiseuille flow, static droplet, and Rayleigh-Taylor instability have been conducted to validate the model. The results show that the predictions of the present LBE agree well with the analytical solution and other numerical results. PMID:25679741
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
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.
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.
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.
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
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.
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.
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
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.
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.
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.
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.
a Multiple Riccati Equations Rational-Exponent Method and its Application to Whitham-Broer Equation
NASA Astrophysics Data System (ADS)
Liu, Qing; Wang, Zi-Hua; Jia, Dong-Li
2013-03-01
According to two dependent solutions to a generalized Riccati equation together with the equation itself, a multiple Riccati equations rational-exponent method is proposed and applied to Whitham-Broer-Kaup equation. It shows that this method is a more concise and efficient approach and can uniformly derive many types of combined solutions to nonlinear partial differential equations.
Nonradiating sources with connections to the adjoint problem
Marengo, Edwin A.; Devaney, Anthony J.
2004-09-01
A general description of localized nonradiating (NR) sources whose generated fields are confined (nonzero only) within the source's support is developed that is applicable to any linear partial differential equation (PDE) including the usual PDEs of wave theory (e.g., the Helmholtz equation and the vector wave equation) as well as other PDEs arising in other disciplines. This description, which holds for both formally self-adjoint and non-self-adjoint linear partial differential operators (PDOs), is derived in the context of both the governing PDE and the corresponding adjoint PDE of the associated adjoint problem. It is shown that a necessary and sufficient condition for a source to be NR is that it obeys an orthogonality relation with respect to any solution in the source's support of the corresponding homogeneous adjoint PDE. For real linear PDOs, this description takes on a more relaxed form where, in addition to the previous necessary and sufficient condition, the obeying of a complementary orthogonality relation with respect to any solution in the source's support of the homogeneous form of the same governing PDE is also both necessary and sufficient for the source to be NR.
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.
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.
Conservations laws for a porous medium equation through nonclassical generators
NASA Astrophysics Data System (ADS)
Gandarias, M. L.
2014-02-01
In Ibragimov (2007) [13] a general theorem on conservation laws was proved. In Gandarias (2011) and Ibragimov (2011) [7,15] the concepts of self-adjoint and quasi self-adjoint equations were generalized and the definitions of weak self-adjoint equations and nonlinearly self-adjoint equations were introduced. In this paper, we find the subclasses of nonlinearly self-adjoint porous medium equations. By using the property of nonlinear self-adjointness, we construct some conservation laws associated with classical and nonclassical generators of the differential equation.
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.
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.
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.
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.
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.
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.
Adjoint electron-photon transport Monte Carlo calculations with ITS
Lorence, L.J.; Kensek, R.P.; Halbleib, J.A.; Morel, J.E.
1995-02-01
A general adjoint coupled electron-photon Monte Carlo code for solving the Boltzmann-Fokker-Planck equation has recently been created. It is a modified version of ITS 3.0, a coupled electronphoton Monte Carlo code that has world-wide distribution. The applicability of the new code to radiation-interaction problems of the type found in space environments is demonstrated.
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.
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.
NASA Astrophysics Data System (ADS)
Lowry, Thomas; Li, Shu-Guang
2005-02-01
Difficulty in solving the transient advection-diffusion equation (ADE) stems from the relationship between the advection derivatives and the time derivative. For a solution method to be viable, it must account for this relationship by being accurate in both space and time. This research presents a unique method for solving the time-dependent ADE that does not discretize the derivative terms but rather solves the equation analytically in the space-time domain. The method is computationally efficient and numerically accurate and addresses the common limitations of numerical dispersion and spurious oscillations that can be prevalent in other solution methods. The method is based on the improved finite analytic (IFA) solution method [Lowry TS, Li S-G. A characteristic based finite analytic method for solving the two-dimensional steady-state advection-diffusion equation. Water Resour Res 38 (7), 10.1029/2001WR000518] in space coupled with a Laplace transformation in time. In this way, the method has no Courant condition and maintains accuracy in space and time, performing well even at high Peclet numbers. The method is compared to a hybrid method of characteristics, a random walk particle tracking method, and an Eulerian-Lagrangian Localized Adjoint Method using various degrees of flow-field heterogeneity across multiple Peclet numbers. Results show the IFALT method to be computationally more efficient while producing similar or better accuracy than the other methods.
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.
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.
Spatial Interpolation Methods for Integrating Newton's Equation
NASA Astrophysics Data System (ADS)
Gueron, Shay; Shalloway, David
1996-11-01
Numerical integration of Newton's equation in multiple dimensions plays an important role in many fields such as biochemistry and astrophysics. Currently, some of the most important practical questions in these areas cannot be addressed because the large dimensionality of the variable space and complexity of the required force evaluations precludes integration over sufficiently large time intervals. Improving the efficiency of algorithms for this purpose is therefore of great importance. Standard numerical integration schemes (e.g., leap-frog and Runge-Kutta) ignore the special structure of Newton's equation that, for conservative systems, constrains the force to be the gradient of a scalar potential. We propose a new class of "spatial interpolation" (SI) integrators that exploit this property by interpolating the force in space rather than (as with standard methods) in time. Since the force is usually a smoother function of space than of time, this can improve algorithmic efficiency and accuracy. In particular, an SI integrator solves the one- and two-dimensional harmonic oscillators exactly with one force evaluation per step. A simple type of time-reversible SI algorithm is described and tested. Significantly improved performance is achieved on one- and multi-dimensional benchmark problems.
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)
Feng, Qing-Hua
2014-08-01
In this paper, a new fractional projective Riccati equation method is proposed to establish exact solutions for fractional partial differential equations in the sense of modified Riemann—Liouville derivative. This method can be seen as the fractional version of the known projective Riccati equation method. For illustrating the validity of this method, we apply this method to solve the space-time fractional Whitham—Broer—Kaup (WBK) equations and the nonlinear fractional Sharma—Tasso—Olever (STO) equation, and as a result, some new exact solutions for them are obtained.
NASA Astrophysics Data System (ADS)
Qiao, Yaobin; Qi, Hong; Chen, Qin; Ruan, Liming; Tan, Heping
2016-03-01
An efficient and robust method based on the complex-variable-differentiation method (CVDM) is proposed to reconstruct the distribution of optical parameters in two-dimensional participating media. An upwind-difference discrete-ordinate formulation of the time-domain radiative transfer equation is well established and used as forward model. The regularization term using generalized Gaussian Markov random field model is added in the objective function to overcome the ill-posed nature of the radiative inverse problem. The multi-start conjugate gradient method was utilized to accelerate the convergence speed of the inverse procedure. To obtain an accurate result and avoid the cumbersome formula of adjoint differentiation model, the CVDM was employed to calculate the gradient of objective function with respect to the optical parameters. All the simulation results show that the CVDM is efficient and robust for the reconstruction of optical parameters.
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.
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).
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.
Extended generalized Riccati equation mapping method for the fifth-order Sawada-Kotera equation
NASA Astrophysics Data System (ADS)
Naher, Hasibun; Abdullah, Farah Aini; Mohyud-Din, Syed Tauseef
2013-05-01
In this article, the generalized Riccati equation mapping together with the basic (G'/G)-expansion method is implemented which is advance mathematical tool to investigate nonlinear partial differential equations. Moreover, the auxiliary equation G'(ϕ) = h + f G(ϕ) + g G2(ϕ) is used with arbitrary constant coefficients and called the generalized Riccati equation. By applying this method, we have constructed abundant traveling wave solutions in a uniform way for the Sawada-Kotera equation. The obtained solutions of this equation have vital and noteworthy explanations for some practical physical phenomena.
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,…
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
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.
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.
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 method of averages applied to the KS differential equations
NASA Technical Reports Server (NTRS)
Graf, O. F., Jr.; Mueller, A. C.; Starke, S. E.
1977-01-01
A new approach for the solution of artificial satellite trajectory problems is proposed. The basic idea is to apply an analytical solution method (the method of averages) to an appropriate formulation of the orbital mechanics equations of motion (the KS-element differential equations). The result is a set of transformed equations of motion that are more amenable to numerical solution.
A 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)
Numerical solution of integral-algebraic equations for multistep methods
NASA Astrophysics Data System (ADS)
Budnikova, O. S.; Bulatov, M. V.
2012-05-01
Systems of Volterra linear integral equations with identically singular matrices in the principal part (called integral-algebraic equations) are examined. Multistep methods for the numerical solution of a selected class of such systems are proposed and justified.
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.
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.
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.
Comparative study of homotopy continuation methods for nonlinear algebraic equations
NASA Astrophysics Data System (ADS)
Nor, Hafizudin Mohamad; Ismail, Ahmad Izani Md.; Majid, Ahmad Abd.
2014-07-01
We compare some recent homotopy continuation methods to see which method has greater applicability and greater accuracy. We test the methods on systems of nonlinear algebraic equations. The results obtained indicate the superior accuracy of Newton Homotopy Continuation Method (NHCM).
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.
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
2016-11-01
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.
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.
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
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.
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.
Variable-mesh method of solving differential equations
NASA Technical Reports Server (NTRS)
Van Wyk, R.
1969-01-01
Multistep predictor-corrector method for numerical solution of ordinary differential equations retains high local accuracy and convergence properties. In addition, the method was developed in a form conducive to the generation of effective criteria for the selection of subsequent step sizes in step-by-step solution of differential equations.
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)
Spectral methods for partial differential equations
NASA Technical Reports Server (NTRS)
Hussaini, M. Y.; Streett, C. L.; Zang, T. A.
1984-01-01
Origins of spectral methods, especially their relation to the Method of Weighted Residuals, are surveyed. Basic Fourier, Chebyshev, and Legendre spectral concepts are reviewed, and demonstrated through application to simple model problems. Both collocation and tau methods are considered. These techniques are then applied to a number of difficult, nonlinear problems of hyperbolic, parabolic, elliptic, and mixed type. Fluid-dynamical applications are emphasized.
Spectral methods for partial differential equations
NASA Technical Reports Server (NTRS)
Hussaini, M. Y.; Streett, C. L.; Zang, T. A.
1983-01-01
Origins of spectral methods, especially their relation to the Method of Weighted Residuals, are surveyed. Basic Fourier, Chebyshev, and Legendre spectral concepts are reviewed, and demonstrated through application to simple model problems. Both collocation and tau methods are considered. These techniques are then applied to a number of difficult, nonlinear problems of hyperbolic, parabolic, elliptic, and mixed type. Fluid dynamical applications are emphasized.
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.
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.
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
Wavelet operational matrix method for solving the Riccati differential equation
NASA Astrophysics Data System (ADS)
Li, Yuanlu; Sun, Ning; Zheng, Bochao; Wang, Qi; Zhang, Yingchao
2014-03-01
A Haar wavelet operational matrix method (HWOMM) was derived to solve the Riccati differential equations. As a result, the computation of the nonlinear term was simplified by using the Block pulse function to expand the Haar wavelet one. The proposed method can be used to solve not only the classical Riccati differential equations but also the fractional ones. The capability and the simplicity of the proposed method was demonstrated by some examples and comparison with other methods.
Parabolic approximation method for the mode conversion-tunneling equation
Phillips, C.K.; Colestock, P.L.; Hwang, D.Q.; Swanson, D.G.
1987-07-01
The derivation of the wave equation which governs ICRF wave propagation, absorption, and mode conversion within the kinetic layer in tokamaks has been extended to include diffraction and focussing effects associated with the finite transverse dimensions of the incident wavefronts. The kinetic layer considered consists of a uniform density, uniform temperature slab model in which the equilibrium magnetic field is oriented in the z-direction and varies linearly in the x-direction. An equivalent dielectric tensor as well as a two-dimensional energy conservation equation are derived from the linearized Vlasov-Maxwell system of equations. The generalized form of the mode conversion-tunneling equation is then extracted from the Maxwell equations, using the parabolic approximation method in which transverse variations of the wave fields are assumed to be weak in comparison to the variations in the primary direction of propagation. Methods of solving the generalized wave equation are discussed. 16 refs.
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.
A deterministic photon free method to solve radiation transfer equations
Chang, Britton . E-mail: bchang@llnl.gov
2007-03-01
A new method to solve radiation transfer equations is presented. In the absence of scattering, material motion, and heat conduction, the photon variables can be eliminated from the fully implicit, multi-group, discrete-ordinate, finite difference (finite element) equations of continuum radiation transfer to yield a smaller set of equations which depends only on temperature. The solution to this smaller set of equations is used to generate the solution to the original set of equations from which the reduced set is derived. The reduced system simplifies to a nonlinear heat equation in the regime of strong absorption and strong emission. We solve the reduced set of equations by the Newton-GMRES method in which the Jacobian update is preconditioned by a linearization of this nonlinear heat equation. The performances of this new method and of the semi-implicit linear method, which is preconditioned by grey transport acceleration combined with diffusion synthetic acceleration, are compared on two test problems. The test results indicate that the new method can take larger time steps, requires less memory, is more accurate, and is competitive in speed with the semi-implicit linear method.
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.
Spectral methods for the Euler equations
NASA Technical Reports Server (NTRS)
Hussaini, M. Y.; Kopriva, D. A.; Salas, M. D.; Zang, T. A.
1983-01-01
Spectral methods for compressible flows are introduced in relation to finite difference and finite element techniques within the framework of the method of weighted residuals. Current spectral collocation methods are put in historical context. The basic concepts of both Fourier and Chebyshev spectral collocation methods are provided. Filtering strategies for both shock-fitting and shock-capturing approaches are also presented. Fourier shock capturing techniques are evaluated using a one-dimensional, periodic astrophysical 'nozzle' problem. Examples of shock-fitting approaches include a shock/acoustic wave interaction, shock/vortex interaction, and the classical blunt body problem. While the shock capturing spectral method does not yet show a clear advantage over second-order finite differences, equivalent accuracy can be obtained using shock fitting with far fewer grid points.
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.
Dispersion relation equation preserving FDTD method for nonlinear cubic Schrödinger equation
NASA Astrophysics Data System (ADS)
Sheu, Tony W. H.; Le Lin
2015-10-01
In this study we aim to solve the cubic nonlinear Schrödinger (CNLS) equation by the method of fractional steps. Over a time step from tn to tn+1, the linear part of the Schrödinger equation is solved firstly through four time integration steps. In this part of the simulation, the explicit symplectic scheme of fourth order accuracy is adopted to approximate the time derivative term. The second-order spatial derivative term in the linear Schrödinger equation is approximated by centered scheme. The resulting symplectic and space centered difference scheme renders an optimized numerical dispersion relation equation. In the second part of the simulation, the solution of the nonlinear equation is computed exactly thanks to the embedded invariant nature within each time increment. The proposed semi-discretized difference scheme underlying the modified equation analysis of second kind and the method of dispersion error minimization has been assessed in terms of the spatial modified wavenumber or the temporal angular frequency resolution. Several problems have been solved to show that application of this new finite difference scheme for the calculation of one- and two-dimensional Schrödinger equations can deemed conserve Hamiltonian quantities and preserve dispersion relation equation (DRE).
Squared eigenfunctions for the Sasa-Satsuma equation
NASA Astrophysics Data System (ADS)
Yang, Jianke; Kaup, D. J.
2009-02-01
Squared eigenfunctions are quadratic combinations of Jost functions and adjoint Jost functions which satisfy the linearized equation of an integrable equation. They are needed for various studies related to integrable equations, such as the development of its soliton perturbation theory. In this article, squared eigenfunctions are derived for the Sasa-Satsuma equation whose spectral operator is a 3×3 system, while its linearized operator is a 2×2 system. It is shown that these squared eigenfunctions are sums of two terms, where each term is a product of a Jost function and an adjoint Jost function. The procedure of this derivation consists of two steps: First is to calculate the variations of the potentials via variations of the scattering data by the Riemann-Hilbert method. The second one is to calculate the variations of the scattering data via the variations of the potentials through elementary calculations. While this procedure has been used before on other integrable equations, it is shown here, for the first time, that for a general integrable equation, the functions appearing in these variation relations are precisely the squared eigenfunctions and adjoint squared eigenfunctions satisfying, respectively, the linearized equation and the adjoint linearized equation of the integrable system. This proof clarifies this procedure and provides a unified explanation for previous results of squared eigenfunctions on individual integrable equations. This procedure uses primarily the spectral operator of the Lax pair. Thus two equations in the same integrable hierarchy will share the same squared eigenfunctions (except for a time-dependent factor). In the Appendix, the squared eigenfunctions are presented for the Manakov equations whose spectral operator is closely related to that of the Sasa-Satsuma equation.
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)
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.
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.
Advanced Methods for the Solution of Differential Equations.
ERIC Educational Resources Information Center
Goldstein, Marvin E.; Braun, Willis H.
This is a textbook, originally developed for scientists and engineers, which stresses the actual solutions of practical problems. Theorems are precisely stated, but the proofs are generally omitted. Sample contents include first-order equations, equations in the complex plane, irregular singular points, and numerical methods. A more recent idea,…
Equated Pooled Booklet Method in DIF Testing
ERIC Educational Resources Information Center
Cheng, Ying; Chen, Peihua; Qian, Jiahe; Chang, Hua-Hua
2013-01-01
Differential item functioning (DIF) analysis is an important step in the data analysis of large-scale testing programs. Nowadays, many such programs endorse matrix sampling designs to reduce the load on examinees, such as the balanced incomplete block (BIB) design. These designs pose challenges to the traditional DIF analysis methods. For example,…
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.
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.
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.
Adjoint ITS calculations using the CEPXS electron-photon cross sections
Lorence, L.J.; Kensek, R.P.; Halbleib, J.A.
1995-12-31
Continuous-energy Monte Carlo Codes are not generally suited for adjoint coupled electron-photon transport. Line radiation (e.g., fluorescence) is especially difficult to implement in adjoint mode with continuous-energy codes. The only published work on adjoint electron Monte Carlo transport is Jordan. The adjoint capability of his NOVICE code is expedited by a multigroup approximation. More recently, a Boltzmann-Fokker-Planck (BFP) Monte Carlo technique has been developed for adjoint electron transport. As in NOVICE, particle transport with BFP Monte Carlo is neither entirely continuous energy nor entirely multigroup. The BFP method has been tested in the multigroup version of MCNP and is being integrated into the ITS code package. Multigroup data produced by the CEPXS cross-section-generating code is needed to operate the BFP codes in adjoint electron-photon mode. In this paper, we present adjoint electron-photon transport results obtained with a new version of CEPXS and a new multigroup version of ITS.
A presentation of Kane's method for formulating equations of motion
NASA Astrophysics Data System (ADS)
Tran, Duc-Minh
Kane's method for obtaining the equations of motion of dynamical systems is presented. This method, derived from Newton's second law, or d'Alembert's principle, is applicable to systems subjected to holonomic and simple nonholonomic constraints. It allows the use of a large class of variables other than generalized coordinates to describe the motion of the system. When used without Lagrange multipliers, it automatically eliminates non-working constraint forces, leading to a system of first-order differential equations of minimum dimension. It is also suitable for formulating the linearized equations of motion. Kane's method with Lagrange multipliers obviates the need to select independent variables and allows the determination of unknown constraint forces. The use of Kane's method is illustrated in an example where the equations of motion of an articulated three-body system are derived.
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.
Spectral element methods for the incompressible Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Maday, Yvon; Patera, Anthony T.
1989-01-01
Spectral element methods are high-order weighted-residual techniques for partial differential equations that combine the geometric flexibility of finite element techniques with the rapid convergence rate of spectral schemes. The theoretical foundations and numerical implementation of spectral element methods for the incompressible Navier-Stokes equations are presented, considering the construction and analysis of optimal-order spectral element discretizations for elliptic and saddle (Stokes) problems, as well as the efficient solution of the resulting discrete equations by rapidly convergent tensor-product-based iterative procedures. Several examples of spectral element simulation of moderate Reynolds number unsteady flow in complex geometry are presented.
Cartesian Methods for the Shallow Water Equations on a Sphere
Drake, J.B.
2000-02-14
The shallow water equations in a spherical geometry are solved using a 3-dimensional Cartesian method. Spatial discretization of the 2-dimensional, horizontal differential operators is based on the Cartesian form of the spherical harmonics and an icosahedral (spherical) grid. Computational velocities are expressed in Cartesian coordinates so that a problem with a singularity at the pole is avoided. Solution of auxiliary elliptic equations is also not necessary. A comparison is made between the standard form of the Cartesian equations and a rotational form using a standard set of test problems. Error measures and conservation properties of the method are reported for the test problems.
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.
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.
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.
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
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.
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.
High order integral equation method for diffraction gratings.
Lu, Wangtao; Lu, Ya Yan
2012-05-01
Conventional integral equation methods for diffraction gratings require lattice sum techniques to evaluate quasi-periodic Green's functions. The boundary integral equation Neumann-to-Dirichlet map (BIE-NtD) method in Wu and Lu [J. Opt. Soc. Am. A 26, 2444 (2009)], [J. Opt. Soc. Am. A 28, 1191 (2011)] is a recently developed integral equation method that avoids the quasi-periodic Green's functions and is relatively easy to implement. In this paper, we present a number of improvements for this method, including a revised formulation that is more stable numerically, and more accurate methods for computing tangential derivatives along material interfaces and for matching boundary conditions with the homogeneous top and bottom regions. Numerical examples indicate that the improved BIE-NtD map method achieves a high order of accuracy for in-plane and conical diffractions of dielectric gratings.
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
Approximation of the transport equation by a weighted particle method
Mas-Gallic, S.; Poupaud, F.
1988-08-01
We study a particle method for numerically solving a model equation for the neutron transport. We present the method and develop the theoretical convergence analysis. We prove the stability and the convergence of the method in L/sup infinity/. Some computational test results are given.
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.
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.
Aerodynamic Design Optimization on Unstructured Grids with a Continuous Adjoint Formulation
NASA Technical Reports Server (NTRS)
Anderson, W. Kyle; Venkatakrishnan, V.
1997-01-01
A continuous adjoint approach for obtaining sensitivity derivatives on unstructured grids is developed and analyzed. The derivation of the costate equations is presented, and a second-order accurate discretization method is described. The relationship between the continuous formulation and a discrete formulation is explored for inviscid, as well as for viscous flow. Several limitations in a strict adherence to the continuous approach are uncovered, and an approach that circumvents these difficulties is presented. The issue of grid sensitivities, which do not arise naturally in the continuous formulation, is investigated and is observed to be of importance when dealing with geometric singularities. A method is described for modifying inviscid and viscous meshes during the design cycle to accommodate changes in the surface shape. The accuracy of the sensitivity derivatives is established by comparing with finite-difference gradients and several design examples are presented.
Morel, J.E.; Lorence, L.J. Jr.; Kensek, R.P.; Halbleib, J.A.; Sloan, D.P.
1996-11-01
A hybrid multigroup/continuous-energy Monte Carlo algorithm is developed for solving the Boltzmann-Fokker-Planck equation. This algorithm differs significantly from previous charged-particle Monte Carlo algorithms. Most importantly, it can be used to perform both forward and adjoint transport calculations, using the same basic multigroup cross-section data. The new algorithm is fully described, computationally tested, and compared with a standard condensed history algorithm for coupled electron-photon transport calculations.
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.
A method of solving simple harmonic oscillator Schroedinger equation
NASA Technical Reports Server (NTRS)
Maury, Juan Carlos F.
1995-01-01
A usual step in solving totally Schrodinger equation is to try first the case when dimensionless position independent variable w is large. In this case the Harmonic Oscillator equation takes the form (d(exp 2)/dw(exp 2) - w(exp 2))F = 0, and following W.K.B. method, it gives the intermediate corresponding solution F = exp(-w(exp 2)/2), which actually satisfies exactly another equation, (d(exp 2)/dw(exp 2) + 1 - w(exp 2))F = 0. We apply a different method, useful in anharmonic oscillator equations, similar to that of Rampal and Datta, and although it is slightly more complicated however it is also more general and systematic.
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. PMID:27547079
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.
Amplitude Equation for Instabilities Driven at Deformable Surfaces - Rosensweig Instability
NASA Astrophysics Data System (ADS)
Pleiner, Harald; Bohlius, Stefan; Brand, Helmut R.
2008-11-01
The derivation of amplitude equations from basic hydro-, magneto-, or electrodynamic equations requires the knowledge of the set of adjoint linear eigenvectors. This poses a particular problem for the case of a free and deformable surface, where the adjoint boundary conditions are generally non-trivial. In addition, when the driving force acts on the system via the deformable surface, not only Fredholm's alternative in the bulk, but also the proper boundary conditions are required to get amplitude equations. This is explained and demonstrated for the normal field (or Rosensweig) instability in ferrofluids as well as in ferrogels. An important aspect of the problem is its intrinsic dynamic nature, although at the end the instability is stationary. The resulting amplitude equation contains cubic and quadratic nonlinearities as well as first and (in the gel case) second order time derivatives. Spatial variations of the amplitudes cannot be obtained by using simply Newell's method in the bulk.
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.
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.
Numerical analysis of Weyl's method for integrating boundary layer equations
NASA Technical Reports Server (NTRS)
Najfeld, I.
1982-01-01
A fast method for accurate numerical integration of Blasius equation is proposed. It is based on the limit interchange in Weyl's fixed point method formulated as an iterated limit process. Each inner limit represents convergence to a discrete solution. It is shown that the error in a discrete solution admits asymptotic expansion in even powers of step size. An extrapolation process is set up to operate on a sequence of discrete solutions to reach the outer limit. Finally, this method is extended to related boundary layer equations.
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.
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.
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.
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
Diffusion-equation method for crystallographic figure of merits.
Markvardsen, Anders J; David, William I F
2010-09-01
Global optimization methods play a significant role in crystallography, particularly in structure solution from powder diffraction data. This paper presents the mathematical foundations for a diffusion-equation-based optimization method. The diffusion equation is best known for describing how heat propagates in matter. However, it has also attracted considerable attention as the basis for global optimization of a multimodal function [Piela et al. (1989). J. Phys. Chem. 93, 3339-3346]. The method relies heavily on available analytical solutions for the diffusion equation. Here it is shown that such solutions can be obtained for two important crystallographic figure-of-merit (FOM) functions that fully account for space-group symmetry and allow the diffusion-equation solution to vary depending on whether atomic coordinates are fixed or not. The resulting expression is computationally efficient, taking the same order of floating-point operations to evaluate as the starting FOM function measured in terms of the number of atoms in the asymmetric unit. This opens the possibility of implementing diffusion-equation methods for crystallographic global optimization algorithms such as structure determination from powder diffraction data.
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.
On the adjoint operator in photoacoustic tomography
NASA Astrophysics Data System (ADS)
Arridge, Simon R.; Betcke, Marta M.; Cox, Ben T.; Lucka, Felix; Treeby, Brad E.
2016-11-01
Photoacoustic tomography (PAT) is an emerging biomedical imaging from coupled physics technique, in which the image contrast is due to optical absorption, but the information is carried to the surface of the tissue as ultrasound pulses. Many algorithms and formulae for PAT image reconstruction have been proposed for the case when a complete data set is available. In many practical imaging scenarios, however, it is not possible to obtain the full data, or the data may be sub-sampled for faster data acquisition. In such cases, image reconstruction algorithms that can incorporate prior knowledge to ameliorate the loss of data are required. Hence, recently there has been an increased interest in using variational image reconstruction. A crucial ingredient for the application of these techniques is the adjoint of the PAT forward operator, which is described in this article from physical, theoretical and numerical perspectives. First, a simple mathematical derivation of the adjoint of the PAT forward operator in the continuous framework is presented. Then, an efficient numerical implementation of the adjoint using a k-space time domain wave propagation model is described and illustrated in the context of variational PAT image reconstruction, on both 2D and 3D examples including inhomogeneous sound speed. The principal advantage of this analytical adjoint over an algebraic adjoint (obtained by taking the direct adjoint of the particular numerical forward scheme used) is that it can be implemented using currently available fast wave propagation solvers.
Utilisation de sources et d'adjoints dragon pour les calculs TRIPOLI
NASA Astrophysics Data System (ADS)
Camand, Corentin
Numerical simulation is an essential part of reactor physics in order to understand the behaviour of neutrons inside and outside nuclear reactors. The objective is to solve the neutron transport equation in order to know the neutron flux and the interactions between neutrons and materials. We use neutronic simulation codes in order to solve this equation for criticallity problem, where we have a neutron multiplying environment, and shielding problems. There are two different types of numerical simulation techniques. Deterministic methods solve directly the transport equation using some approximations. The energy domain is divided in regions called groups, we use a spatial mesh for the geometry treatment, transport operator may also be simplified. Those approximations invole an inherent error. However these methods provide high computation time performances. Monte Carlo or stochastic methods follow explicitly a large number of neutrons as they travel through materials minimizing approximations. Continuous-energy and multigroup treatment are both available. Quantities calculated are random variables to which are associated statistical error called standard deviations. We have to simulate a very large number of neutrons if we want the calculation to converge and the results to be precise enough. As a matter of fact, computation time of these methods can be excessively large and represent their main weakness. The objective of this study is to set up a chaining method from a deterministic code to a Monte Carlo code, in order to improve the convergence of Monte Carlo calculations performed by the code TRIPOLI. We want to use datas calculated by the deterministic code DRAGON and use them in TRIPOLI. We will develop two methods. The first one will calculate source distribution in DRAGON and implement them in TRIPOLI as initial sources of a criticallity calculation. The objective is to accelerate the convergence of the neutrons sources, and save the first batches that are
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.
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
Modifications of the PCPT method for HJB equations
NASA Astrophysics Data System (ADS)
Kossaczký, I.; Ehrhardt, M.; Günther, M.
2016-10-01
In this paper we will revisit the modification of the piecewise constant policy timestepping (PCPT) method for solving Hamilton-Jacobi-Bellman (HJB) equations. This modification is called piecewise predicted policy timestepping (PPPT) method and if properly used, it may be significantly faster. We will quickly recapitulate the algorithms of PCPT, PPPT methods and of the classical implicit method and apply them on a passport option pricing problem with non-standard payoff. We will present modifications needed to solve this problem effectively with the PPPT method and compare the performance with the PCPT method and the classical implicit method.
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.
Dynamical systems and probabilistic methods in partial differential equations
Deift, P.; Levermore, C.D.; Wayne, C.E.
1996-12-31
This publication covers material presented at the American Mathematical Society summer seminar in June, 1994. This seminar sought to provide participants exposure to a wide range of interesting and ongoing work on dynamic systems and the application of probabilistic methods in applied mathematics. Topics discussed include: the application of dynamical systems theory to the solution of partial differential equations; specific work with the complex Ginzburg-Landau, nonlinear Schroedinger, and Korteweg-deVries equations; applications in the area of fluid mechanics; turbulence studies from the perspective of probabilistic methods. Separate abstracts have been indexed into the database from articles in this proceedings.
Fast numerical treatment of nonlinear wave equations by spectral methods
Skjaeraasen, Olaf; Robinson, P. A.; Newman, D. L.
2011-02-15
A method is presented that accelerates spectral methods for numerical solution of a broad class of nonlinear partial differential wave equations that are first order in time and that arise in plasma wave theory. The approach involves exact analytical treatment of the linear part of the wave evolution including growth and damping as well as dispersion. After introducing the method for general scalar and vector equations, we discuss and illustrate it in more detail in the context of the coupling of high- and low-frequency plasma wave modes, as modeled by the electrostatic and electromagnetic Zakharov equations in multiple dimensions. For computational efficiency, the method uses eigenvector decomposition, which is particularly advantageous when the wave damping is mode-dependent and anisotropic in wavenumber space. In this context, it is shown that the method can significantly speed up numerical integration relative to standard spectral or finite difference methods by allowing much longer time steps, especially in the limit in which the nonlinear Schroedinger equation applies.
Least-squares finite element methods for compressible Euler equations
NASA Technical Reports Server (NTRS)
Jiang, Bo-Nan; Carey, G. F.
1990-01-01
A method based on backward finite differencing in time and a least-squares finite element scheme for first-order systems of partial differential equations in space is applied to the Euler equations for gas dynamics. The scheme minimizes the L-sq-norm of the residual within each time step. The method naturally generates numerical dissipation proportional to the time step size. An implicit method employing linear elements has been implemented and proves robust. For high-order elements, computed solutions based on the L-sq method may have oscillations for calculations at similar time step sizes. To overcome this difficulty, a scheme which minimizes the weighted H1-norm of the residual is proposed and leads to a successful scheme with high-degree elements. Finally, a conservative least-squares finite element method is also developed. Numerical results for two-dimensional problems are given to demonstrate the shock resolution of the methods and compare different approaches.
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.
NASA Astrophysics Data System (ADS)
Kengne, Emmanuel; Saydé, Michel; Ben Hamouda, Fathi; Lakhssassi, Ahmed
2013-11-01
Analytical entire traveling wave solutions to the 1+1 density-dependent nonlinear reaction-diffusion equation via the extended generalized Riccati equation mapping method are presented in this paper. This equation can be regarded as an extension case of the Fisher-Kolmogoroff equation, which is used for studying insect and animal dispersal with growth dynamics. The analytical solutions are then used to investigate the effect of equation parameters on the population distribution.
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.
A Proposed Method for Solving Fuzzy System of Linear Equations
Rostami-Malkhalifeh, Mohsen; Jahanshaloo, Gholam Reza
2014-01-01
This paper proposes a new method for solving fuzzy system of linear equations with crisp coefficients matrix and fuzzy or interval right hand side. Some conditions for the existence of a fuzzy or interval solution of m × n linear system are derived and also a practical algorithm is introduced in detail. The method is based on linear programming problem. Finally the applicability of the proposed method is illustrated by some numerical examples. PMID:25215332
A proposed method for solving fuzzy system of linear equations.
Kargar, Reza; Allahviranloo, Tofigh; Rostami-Malkhalifeh, Mohsen; Jahanshaloo, Gholam Reza
2014-01-01
This paper proposes a new method for solving fuzzy system of linear equations with crisp coefficients matrix and fuzzy or interval right hand side. Some conditions for the existence of a fuzzy or interval solution of m × n linear system are derived and also a practical algorithm is introduced in detail. The method is based on linear programming problem. Finally the applicability of the proposed method is illustrated by some numerical examples.
A fourth order accurate adaptive mesh refinement method forpoisson's equation
Barad, Michael; Colella, Phillip
2004-08-20
We present a block-structured adaptive mesh refinement (AMR) method for computing solutions to Poisson's equation in two and three dimensions. It is based on a conservative, finite-volume formulation of the classical Mehrstellen methods. This is combined with finite volume AMR discretizations to obtain a method that is fourth-order accurate in solution error, and with easily verifiable solvability conditions for Neumann and periodic boundary conditions.
Dirac equation in low dimensions: The factorization method
NASA Astrophysics Data System (ADS)
Sánchez-Monroy, J. A.; Quimbay, C. J.
2014-11-01
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.
Method for mapping charge pulses in semiconductor radiation detectors
Prettyman, T.H.
1998-12-01
An efficient method for determining the distribution of charge pulses produced by semiconductor detectors is presented. The method is based on a quasi-steady-state model for semiconductor detector operation. A complete description of the model and underlying assumptions is given. Mapping of charge pulses is accomplished by solving an adjoint carrier continuity equation. The solution of the adjoint equation yields Green`s function, a time- and position-dependent map that contains all possible charge pulses that can be produced by the detector for charge generated at discrete locations (e.g., by gamma-ray interactions). Because the map is generated by solving a single, time-dependent problem, the potential for reduction in computational effort over direct mapping methods is significant, particularly for detectors with complex electrode structures. In this paper, the adjoint equation is derived and the mapping method is illustrated for a simple case.
Weighted average finite difference methods for fractional diffusion equations
NASA Astrophysics Data System (ADS)
Yuste, S. B.
2006-07-01
A class of finite difference methods for solving fractional diffusion equations is considered. These methods are an extension of the weighted average methods for ordinary (non-fractional) diffusion equations. Their accuracy is of order (Δ x) 2 and Δ t, except for the fractional version of the Crank-Nicholson method, where the accuracy with respect to the timestep is of order (Δ t) 2 if a second-order approximation to the fractional time-derivative is used. Their stability is analyzed by means of a recently proposed procedure akin to the standard von Neumann stability analysis. A simple and accurate stability criterion valid for different discretization schemes of the fractional derivative, arbitrary weight factor, and arbitrary order of the fractional derivative, is found and checked numerically. Some examples are provided in which the new methods' numerical solutions are obtained and compared against exact solutions.
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
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.
A new propagation method for the radial Schroedinger equation
NASA Technical Reports Server (NTRS)
Devries, P. L.
1979-01-01
A new method for propagating the solution of the radial Schroedinger equation is derived from a Taylor series expansion of the wavefunction and partial re-summation of the infinite series. Truncation of the series yields an approximation to the exact propagator which is applied to a model calculation and found to be highly convergent.
Islam, Md Shafiqul; Khan, Kamruzzaman; Akbar, M Ali; Mastroberardino, Antonio
2014-10-01
The purpose of this article is to present an analytical method, namely the improved F-expansion method combined with the Riccati equation, for finding exact solutions of nonlinear evolution equations. The present method is capable of calculating all branches of solutions simultaneously, even if multiple solutions are very close and thus difficult to distinguish with numerical techniques. To verify the computational efficiency, we consider the modified Benjamin-Bona-Mahony equation and the modified Korteweg-de Vries equation. Our results reveal that the method is a very effective and straightforward way of formulating the exact travelling wave solutions of nonlinear wave equations arising in mathematical physics and engineering.
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
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.
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.
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.
Multistep and Multistage Boundary Integral Methods for the Wave Equation
NASA Astrophysics Data System (ADS)
Banjai, Lehel
2009-09-01
We describe how time-discretized wave equation in a homogeneous medium can be solved by boundary integral methods. The time discretization can be a multistep, Runge-Kutta, or a more general multistep-multistage method. The resulting convolutional system of boundary integral equations falls in the family of convolution quadratures of Ch. Lubich. In this work our aim is to discuss a new technique for efficiently solving the discrete convolutional system and to present large scale 3D numerical experiments with a wide range of time-discretizations that have up to now not appeared in print. One of the conclusions is that Runge-Kutta methods are often the method of choice even at low accuracy; yet, in connection with hyperbolic problems BDF (backward difference formulas) have been predominant in the literature on convolution quadrature.
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.
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.
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.
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.
Global Adjoint Tomography: First-Generation Model
NASA Astrophysics Data System (ADS)
Bozdağ, Ebru; Peter, Daniel; Lefebvre, Matthieu; Komatitsch, Dimitri; Tromp, Jeroen; Hill, Judith; Podhorszki, Norbert; Pugmire, David
2016-09-01
We present the first-generation global tomographic model constructed based on adjoint tomography, an iterative full-waveform inversion technique. Synthetic seismograms were calculated using GPU-accelerated spectral-element simulations of global seismic wave propagation, accommodating effects due to 3D anelastic crust & mantle structure, topography & bathymetry, the ocean load, ellipticity, rotation, and self-gravitation. Fréchet derivatives were calculated in 3D anelastic models based on an adjoint-state method. The simulations were performed on the Cray XK7 named `Titan', a computer with 18,688 GPU accelerators housed at Oak Ridge National Laboratory. The transversely isotropic global model is the result of 15 tomographic iterations, which systematically reduced differences between observed and simulated three-component seismograms. Our starting model combined 3D mantle model S362ANI (Kustowski et al. 2008) with 3D crustal model Crust2.0 (Bassin et al. 2000). We simultaneously inverted for structure in the crust and mantle, thereby eliminating the need for widely used `crustal corrections'. We used data from 253 earthquakes in the magnitude range 5.8~ ≤ ~Mw~ ≤ ~7.0. For the first 12 iterations, we combined ˜30 s body-wave data with ˜60 s surface-wave data. The shortest period of the surface waves was gradually decreased, and in the last three iterations we combined ˜17 s body waves with ˜45 s surface waves. We started using 180 min-long seismograms after the 12th iteration and assimilated minor- and major-arc body and surface waves. The 15th iteration model features enhancements of well-known slabs, an enhanced image of the Samoa/Tahiti plume, as well as various other plumes and hotspots, such as Caroline, Galapagos, Yellowstone, and Erebus. Furthermore, we see clear improvements in slab resolution along the Hellenic and Japan Arcs, as well as subduction along the East of Scotia Plate, which does not exist in the starting model. Point-spread function
Diverse applications of the gauging of equations method
NASA Astrophysics Data System (ADS)
Blankleider, B.; Kvinikhidze, A. N.; Skawronski, T.
2011-12-01
The gauging of equations method was developed some years ago in order to extract gauge invariant electromagnetic currents from strongly interacting few-body systems described by integral equations. Although the method is by now well-established for this purpose, it is not so well known that the same approach can be used to solve a wide variety of problems. The purpose of this paper is to demonstrate the true power of this method by using it to solve key problems in three very different areas of study; in particular, we show (i) how generalized parton distributions (GPDs) can be determined in the case where hadrons are described in terms of their partonic degrees of freedom through solutions of dynamical equations, (ii) how to construct gauge invariant two-nucleon currents in cutoff effective field theory (EFT), even though the cutoff usually violates the gauge invariance of the underlying Lagrangian, and (iii) how to construct a potential model of πN scattering that is crossing symmetric and approximately unitary. It is noteworthy that in each case, the gauging of equations method produces results that are consistent with the relevant requirements of quantum field theory. For example, in extracting GPDs from the model of strong interactions defined by dynamical equations, all possible mechanisms contributing to the GPDs are taken into account, so that all GPD sum rules are satisfied automatically. Similarly, in the construction of electromagnetic currents in cutoff EFT, gauge invariance is a consequence of the fact that an external photon is effectively coupled to every part of every strong interaction diagram in the model.
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.
A parareal method for time-fractional differential equations
NASA Astrophysics Data System (ADS)
Xu, Qinwu; Hesthaven, Jan S.; Chen, Feng
2015-07-01
In this paper, a parareal method is proposed for the parallel-in-time integration of time-fractional differential equations (TFDEs). It is a generalization of the original parareal method, proposed for classic differential equations. To match the global feature of fractional derivatives, the new method has in the correction step embraced the history part of the solution. We provide a convergence analysis under the assumption of Lipschitz stability conditions. We use a multi-domain spectral integrator to build the serial solvers and numerical results demonstrate the feasibility of the new approach and confirm the convergence analysis. Studies also show that both the coarse resolution and the nature of the differential operators can affect the performance.
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.
GPU Accelerated Spectral Element Methods: 3D Euler equations
NASA Astrophysics Data System (ADS)
Abdi, D. S.; Wilcox, L.; Giraldo, F.; Warburton, T.
2015-12-01
A GPU accelerated nodal discontinuous Galerkin method for the solution of three dimensional Euler equations is presented. The Euler equations are nonlinear hyperbolic equations that are widely used in Numerical Weather Prediction (NWP). Therefore, acceleration of the method plays an important practical role in not only getting daily forecasts faster but also in obtaining more accurate (high resolution) results. The equation sets used in our atomospheric model NUMA (non-hydrostatic unified model of the atmosphere) take into consideration non-hydrostatic effects that become more important with high resolution. We use algorithms suitable for the single instruction multiple thread (SIMT) architecture of GPUs to accelerate solution by an order of magnitude (20x) relative to CPU implementation. For portability to heterogeneous computing environment, we use a new programming language OCCA, which can be cross-compiled to either OpenCL, CUDA or OpenMP at runtime. Finally, the accuracy and performance of our GPU implementations are veried using several benchmark problems representative of different scales of atmospheric dynamics.
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.
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.
NASA Astrophysics Data System (ADS)
Dumansky, Alexander M.; Tairova, Lyudmila P.
2008-09-01
A method for the construction of hereditary constitutive equation is proposed for the laminate on the basis of hereditary constitutive equations of a layer. The method is developed from the assumption that in the directions of axes of orthotropy the layer follows elastic behavior, and obeys hereditary constitutive equations under shear. The constitutive equations of the laminate are constructed on the basis of classical laminate theory and algebra of resolvent operators. Effective matrix algorithm and relationships of operator algebra are used to derive visco-elastic stiffness and compliance of the laminate. The example of construction of hereditary constitutive equations of cross-ply carbon fiber-reinforced plastic is presented.
A numerical method for solving the Vlasov equation
NASA Technical Reports Server (NTRS)
Satofuka, N.
1982-01-01
A numerical procedure is derived for the solution of the Vlasov-Poisson system of equations in two phase-space variables. Derivatives with respect to the phase-space variables are approximated by a weighted sum of the values of the distribution function at property chosen neighboring points. The resulting set of ordinary differential equations is then solved by using an appropriate time intergration scheme. The accuracy of the proposed method is tested with some simple model problems. The results for the free streaming case, linear Landau damping, and nonlinear Landau damping are investigated and compared with those of the splitting scheme. The proposed method is found to be very accurate and efficient.
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…
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.
Modeling Finite Faults Using the Adjoint Wave Field
NASA Astrophysics Data System (ADS)
Hjörleifsdóttir, V.; Liu, Q.; Tromp, J.
2004-12-01
Time-reversal acoustics, a technique in which an acoustic signal is recorded by an array of transducers, time-reversed, and retransmitted, is used, e.g., in medical therapy to locate and destroy gallstones (for a review see Fink, 1997). As discussed by Tromp et al. (2004), time-reversal techniques for locating sources are closely linked to so-called `adjoint methods' (Talagrand and Courtier, 1987), which may be used to evaluate the gradient of a misfit function. Tromp et al. (2004) illustrate how a (finite) source inversion may be implemented based upon the adjoint wave field by writing the change in the misfit function, δ χ, due to a change in the moment-density tensor, δ m, as an integral of the adjoint strain field ɛ x,t) over the fault plane Σ : δ χ = ∫ 0T∫_Σ ɛ x,T-t) :δ m(x,t) d2xdt. We find that if the real fault plane is located at a distance δ h in the direction of the fault normal hat n, then to first order an additional factor of ∫ 0T∫_Σ δ h (x) ∂ n ɛ x,T-t):m(x,t) d2xdt is added to the change in the misfit function. The adjoint strain is computed by using the time-reversed difference between data and synthetics recorded at all receivers as simultaneous sources and recording the resulting strain on the fault plane. In accordance with time-reversal acoustics, all the resulting waves will constructively interfere at the position of the original source in space and time. The level of convergence will be deterimined by factors such as the source-receiver geometry, the frequency of the recorded data and synthetics, and the accuracy of the velocity structure used when back propagating the wave field. The terms ɛ x,T-t) and ∂ n ɛ x,T-t):m(x,t) can be viewed as sensitivity kernels for the moment density and the faultplane location respectively. By looking at these quantities we can make an educated choice of fault parametrization given the data in hand. The process can then be repeated to invert for the best source model, as
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
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.
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.
An automatic method for deriving steady-state rate equations.
Cornish-Bowden, A
1977-01-01
A method is described for systematically deriving steady-state rate equations. It is based on the schematic method of King & Altman [J. Phys. Chem. (1956) 60, 1375-1378], but is expressed in purely algebraic terms. It is suitable for implementation as a computer program, and a program has been written in FORTRAN IV and deposited as Supplementary Publication SUP 50078 (12 pages) at the British Library (Lending Division), Boston Spa, Wetherby, West Yorkshire LS23 7BQ, U.K., from whom copies can be obtained on the terms indicated in Biochem. J. (1977) 161, 1-2. PMID:889575
A Collocation Method for Numerical Solutions of Coupled Burgers' Equations
NASA Astrophysics Data System (ADS)
Mittal, R. C.; Tripathi, A.
2014-09-01
In this paper, we propose a collocation-based numerical scheme to obtain approximate solutions of coupled Burgers' equations. The scheme employs collocation of modified cubic B-spline functions. We have used modified cubic B-spline functions for unknown dependent variables u, v, and their derivatives w.r.t. space variable x. Collocation forms of the partial differential equations result in systems of first-order ordinary differential equations (ODEs). In this scheme, we did not use any transformation or linearization method to handle nonlinearity. The obtained system of ODEs has been solved by strong stability preserving the Runge-Kutta method. The proposed scheme needs less storage space and execution time. The test problems considered in the literature have been discussed to demonstrate the strength and utility of the proposed scheme. The computed numerical solutions are in good agreement with the exact solutions and competent with those available in earlier studies. The scheme is simple as well as easy to implement. The scheme provides approximate solutions not only at the grid points, but also at any point in the solution range.
An adaptive stepsize method for the chemical Langevin equation.
Ilie, Silvana; Teslya, Alexandra
2012-05-14
Mathematical and computational modeling are key tools in analyzing important biological processes in cells and living organisms. In particular, stochastic models are essential to accurately describe the cellular dynamics, when the assumption of the thermodynamic limit can no longer be applied. However, stochastic models are computationally much more challenging than the traditional deterministic models. Moreover, many biochemical systems arising in applications have multiple time-scales, which lead to mathematical stiffness. In this paper we investigate the numerical solution of a stochastic continuous model of well-stirred biochemical systems, the chemical Langevin equation. The chemical Langevin equation is a stochastic differential equation with multiplicative, non-commutative noise. We propose an adaptive stepsize algorithm for approximating the solution of models of biochemical systems in the Langevin regime, with small noise, based on estimates of the local error. The underlying numerical method is the Milstein scheme. The proposed adaptive method is tested on several examples arising in applications and it is shown to have improved efficiency and accuracy compared to the existing fixed stepsize schemes.
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.
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
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.
Bicubic B-spline interpolation method for two-dimensional heat equation
NASA Astrophysics Data System (ADS)
Hamid, Nur Nadiah Abd.; Majid, Ahmad Abd.; Ismail, Ahmad Izani Md.
2015-10-01
Two-dimensional heat equation was solved using bicubic B-spline interpolation method. An arbitrary surface equation was generated by bicubic B-spline equation. This equation was incorporated in the heat equation after discretizing the time using finite difference method. An under-determined system of linear equation was obtained and solved to obtain the approximate analytical solution for the problem. This method was tested on one example.
A Primer on Functional Methods and the Schwinger-Dyson Equations
Swanson, Eric S.
2010-11-12
An elementary introduction to functional methods and the Schwinger-Dyson equations is presented. Emphasis is placed on practical topics not normally covered in textbooks, such as a diagrammatic method for generating equations at high order, different forms of Schwinger-Dyson equations, renormalisation, and methods for solving Schwinger-Dyson equations.
NASA Astrophysics Data System (ADS)
Kumar, Hitender; Chand, Fakir
2013-03-01
The (2+1)-dimensional Maccari and nonlinear Schrödinger equations are reduced to a nonlinear ordinary differential equation (ODE) by using a simple transformation, various solutions of the nonlinear ODE are obtained by using extended F-expansion and projective Ricatti equation methods. With the aid of solutions of the nonlinear ODE more explicit traveling wave solutions expressed by the hyperbolic functions, trigonometric functions and rational functions are found out. It is shown that these methods provides a powerful mathematical tool for solving nonlinear evolution equations in mathematical physics.
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.
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.
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.
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
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.
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.
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.
[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (2)].
Murase, Kenya
2015-01-01
In this issue, symbolic methods for solving differential equations were firstly introduced. Of the symbolic methods, Laplace transform method was also introduced together with some examples, in which this method was applied to solving the differential equations derived from a two-compartment kinetic model and an equivalent circuit model for membrane potential. Second, series expansion methods for solving differential equations were introduced together with some examples, in which these methods were used to solve Bessel's and Legendre's differential equations. In the next issue, simultaneous differential equations and various methods for solving these differential equations will be introduced together with some examples in medical physics.
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.
A Wave Equation Migration Method for Receiver Function Imaging
NASA Astrophysics Data System (ADS)
Chen, L.; Wen, L.; Zheng, T.
2004-12-01
A wave equation based poststack depth migration method is proposed to image the crustal and upper mantle structures using teleseismic receiver functions. By utilizing a frequency-wavenumber domain one-way phase-screen propagator for wavefield extrapolation in the migration scheme, the common conversion point (CCP) stacked receiver functions are backward propagated to construct the subsurface structural images. Synthetic experiments demonstrate the validity of the migration method for a variety of laterally heterogeneous models. The migrated images show considerable improvement over the CCP images in recovering the structural features. The phase-screen propagator migration method proves to be particularly useful for imaging complex structures and deep discontinuities overlain by strong shallow anomalies, because of its capability of handling lateral velocity variations. Influences of several factors on the image quality of the poststack migration are further investigated, including inter-station spacing, noise level of the data, velocity model used in migration, and earthquake distribution (incident direction of source fields). Theoretical derivation and numerical results suggest that both the CCP stacking and the poststack migration of receiver functions need to be designed in a target-oriented way for reliable and efficient imaging, and special consideration on earthquake distribution is particularly required in designing seismic experiments if structures of large dips are present. The proposed wav equation migration scheme is applied to image the Earth's internal structures using a number of dense field data sets collected at many seismic arrays in Asia. The constructed images reveal several interesting subsurface structures of the study regions and synthetic tests indicate that those subsurface features are well resolved by the seismic data. Significant improvements of the image quality demonstrate the great potential and flexibility of the proposed migration
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.
Advances in Global Adjoint Tomography -- Massive Data Assimilation
NASA Astrophysics Data System (ADS)
Ruan, Y.; Lei, W.; Bozdag, E.; Lefebvre, M. P.; Smith, J. A.; Krischer, L.; Tromp, J.
2015-12-01
Azimuthal anisotropy and anelasticity are key to understanding a myriad of processes in Earth's interior. Resolving these properties requires accurate simulations of seismic wave propagation in complex 3-D Earth models and an iterative inversion strategy. In the wake of successes in regional studies(e.g., Chen et al., 2007; Tape et al., 2009, 2010; Fichtner et al., 2009, 2010; Chen et al.,2010; Zhu et al., 2012, 2013; Chen et al., 2015), we are employing adjoint tomography based on a spectral-element method (Komatitsch & Tromp 1999, 2002) on a global scale using the supercomputer ''Titan'' at Oak Ridge National Laboratory. After 15 iterations, we have obtained a high-resolution transversely isotropic Earth model (M15) using traveltime data from 253 earthquakes. To obtain higher resolution images of the emerging new features and to prepare the inversion for azimuthal anisotropy and anelasticity, we expanded the original dataset with approximately 4,220 additional global earthquakes (Mw5.5-7.0) --occurring between 1995 and 2014-- and downloaded 300-minute-long time series for all available data archived at the IRIS Data Management Center, ORFEUS, and F-net. Ocean Bottom Seismograph data from the last decade are also included to maximize data coverage. In order to handle the huge dataset and solve the I/O bottleneck in global adjoint tomography, we implemented a python-based parallel data processing workflow based on the newly developed Adaptable Seismic Data Format (ASDF). With the help of the data selection tool MUSTANG developed by IRIS, we cleaned our dataset and assembled event-based ASDF files for parallel processing. We have started Centroid Moment Tensors (CMT) inversions for all 4,220 earthquakes with the latest model M15, and selected high-quality data for measurement. We will statistically investigate each channel using synthetic seismograms calculated in M15 for updated CMTs and identify problematic channels. In addition to data screening, we also modified
Adjoint 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
[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.
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.
A spectral-based numerical method for Kolmogorov equations in Hilbert spaces
NASA Astrophysics Data System (ADS)
Delgado-Vences, Francisco; Flandoli, Franco
2016-08-01
We propose a numerical solution for the solution of the Fokker-Planck-Kolmogorov (FPK) equations associated with stochastic partial differential equations in Hilbert spaces. The method is based on the spectral decomposition of the Ornstein-Uhlenbeck semigroup associated to the Kolmogorov equation. This allows us to write the solution of the Kolmogorov equation as a deterministic version of the Wiener-Chaos Expansion. By using this expansion we reformulate the Kolmogorov equation as an infinite system of ordinary differential equations, and by truncating it we set a linear finite system of differential equations. The solution of such system allow us to build an approximation to the solution of the Kolmogorov equations. We test the numerical method with the Kolmogorov equations associated with a stochastic diffusion equation, a Fisher-KPP stochastic equation and a stochastic Burgers equation in dimension 1.
NASA Astrophysics Data System (ADS)
Baskonus, Haci Mehmet; Bulut, Hasan
2015-10-01
In this study, we obtain some new complex analytical solutions to the Kundu-Eckhaus equation which seems in the quantum field theory, weakly nonlinear dispersive water waves and nonlinear optics using improved Bernoulli sub-equation function method. After we have mentioned the general structure of improved Bernoulli sub-equation function method, we have successfully applied this method and then obtained some new complex hyperbolic and complex trigonometric function solutions. Two- and three-dimensional surfaces of analytical solutions have been plotted via wolfram Mathematica 9 version. At the end of this article, a conclusion has been submitted by mentioning important points founded in this study.
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.
a Non-Overlapping Discretization Method for Partial Differential Equations
NASA Astrophysics Data System (ADS)
Rosas-Medina, A.; Herrera, I.
2013-05-01
Mathematical models of many systems of interest, including very important continuous systems of Engineering and Science, lead to a great variety of partial differential equations whose solution methods are based on the computational processing of large-scale algebraic systems. Furthermore, the incredible expansion experienced by the existing computational hardware and software has made amenable to effective treatment problems of an ever increasing diversity and complexity, posed by engineering and scientific applications. The emergence of parallel computing prompted on the part of the computational-modeling community a continued and systematic effort with the purpose of harnessing it for the endeavor of solving boundary-value problems (BVPs) of partial differential equations. Very early after such an effort began, it was recognized that domain decomposition methods (DDM) were the most effective technique for applying parallel computing to the solution of partial differential equations, since such an approach drastically simplifies the coordination of the many processors that carry out the different tasks and also reduces very much the requirements of information-transmission between them. Ideally, DDMs intend producing algorithms that fulfill the DDM-paradigm; i.e., such that "the global solution is obtained by solving local problems defined separately in each subdomain of the coarse-mesh -or domain-decomposition-". Stated in a simplistic manner, the basic idea is that, when the DDM-paradigm is satisfied, full parallelization can be achieved by assigning each subdomain to a different processor. When intensive DDM research began much attention was given to overlapping DDMs, but soon after attention shifted to non-overlapping DDMs. This evolution seems natural when the DDM-paradigm is taken into account: it is easier to uncouple the local problems when the subdomains are separated. However, an important limitation of non-overlapping domain decompositions, as that
Millett, I.; Vance, W.; Ross, J.
1999-10-14
The authors present the first experiments that use the phase response method to determine components of the adjoint eigenvector (of the Jacobian matrix of the linearized system) of an oscillating reaction system. The Briggs-Rauscher reaction was studied near a supercritical Hopf bifurcation. Phase response curves for I{sup {minus}} and Mn{sup 2+} have been determined, and from them corresponding components of the adjoint eigenvector have been deduced. The relative magnitudes and difference in arguments of these components agree reasonably well with those from a reduced model of the Briggs-Rauscher reaction, whereas agreement with results from quenching experiments is mixed.
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.
NEMOTAM: tangent and adjoint models for the ocean modelling platform NEMO
NASA Astrophysics Data System (ADS)
Vidard, A.; Bouttier, P.-A.; Vigilant, F.
2015-04-01
Tangent linear and adjoint models (TAMs) are efficient tools to analyse and to control dynamical systems such as NEMO. They can be involved in a large range of applications such as sensitivity analysis, parameter estimation or the computation of characteristic vectors. A TAM is also required by the 4D-Var algorithm, which is one of the major methods in data assimilation. This paper describes the development and the validation of the tangent linear and adjoint model for the NEMO ocean modelling platform (NEMOTAM). The diagnostic tools that are available alongside NEMOTAM are detailed and discussed, and several applications are also presented.
NASA Astrophysics Data System (ADS)
Barbone, Paul E.; Oberai, Assad A.; Harari, Isaac
2007-12-01
We consider the direct (i.e. non-iterative) solution of the inverse problem of heat conduction for which at least two interior temperature fields are available. The strong form of the problem for the single, unknown, thermal conductivity field is governed by two partial differential equations of pure advective transport. The given temperature fields must satisfy a compatibility condition for the problem to have a solution. We introduce a novel variational formulation, the adjoint-weighted equation (AWE), for solving the two-field problem. In this case, the gradients of two given temperature fields must be linearly independent in the entire domain, a weaker condition than the compatibility required by the strong form. We show that the solution of the AWE formulation is equivalent to that of the strong form when both are well posed. We prove that the Galerkin discretization of the AWE formulation leads to a stable, convergent numerical method that has optimal rates of convergence. We show computational examples that confirm these optimal rates. The AWE formulation shows good numerical performance on problems with both smooth and rough coefficients and solutions.
NASA Astrophysics Data System (ADS)
Teodoro, M. F.
2012-09-01
We are particularly interested in the numerical solution of the functional differential equations with symmetric delay and advance. In this work, we consider a nonlinear forward-backward equation, the Fitz Hugh-Nagumo equation. It is presented a scheme which extends the algorithm introduced in [1]. A computational method using Newton's method, finite element method and method of steps is developped.
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.
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.
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.
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.
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
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.
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.
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.
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.
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.
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
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…
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.
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.
A numerical method for solving partial differential algebraic equations
NASA Astrophysics Data System (ADS)
Diep, Nguyen Khac; Chistyakov, V. F.
2013-06-01
Linear systems of partial differential equations with constant coefficient matrices are considered. The matrices multiplying the derivatives of the sought vector function are assumed to be singular. The structure of solutions to such systems is examined. The numerical solution of initialboundary value problems for such equations by applying implicit difference schemes is discussed.
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.
A surface misfit inversion method for brain deformation modeling
NASA Astrophysics Data System (ADS)
Liu, Fenghong; Paulsen, Keith D.; Hartov, Alexander; Roberts, David W.
2007-03-01
Biomechanical models of brain deformation are useful tools for estimating the shift that occurs during neurosurgical interventions. Incorporation of intra-operative data into the biomechanical model improves the accuracy of the registration between the patient and the image volume. The representer method to solve the adjoint equations (AEM) for data assimilation has been developed. In order to improve the computational efficiency and to process more intraoperative data, we modified the adjoint equation method by changing the way in which intraoperative data is applied. The current formulation is developed around a point-based data-model misfit. Surface based data-model misfit could be a more robust and computationally efficient technique. Our approach is to express the surface misfit as the volume between the measured surface and model predicted surface. An iterative method is used to solve the adjoint equations. The surface misfit criterion is tested in a cortical distension clinical case and compared to the results generated with the prior point-based methodology solved either iteratively or with the representer algorithm. The results show that solving the adjoint equations with an iterative method improves computational efficiency dramatically over the representer approach and that reformulating the minimization criterion in terms of a surface description is even more efficient. Applying intra-operative data in the form of a surface misfit is computationally very efficient and appears promising with respect to its accuracy in estimating brain deformation.
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.
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.
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.
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.
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.
Elementary operators on self-adjoint operators
NASA Astrophysics Data System (ADS)
Molnar, Lajos; Semrl, Peter
2007-03-01
Let H be a Hilbert space and let and be standard *-operator algebras on H. Denote by and the set of all self-adjoint operators in and , respectively. Assume that and are surjective maps such that M(AM*(B)A)=M(A)BM(A) and M*(BM(A)B)=M*(B)AM*(B) for every pair , . Then there exist an invertible bounded linear or conjugate-linear operator and a constant c[set membership, variant]{-1,1} such that M(A)=cTAT*, , and M*(B)=cT*BT, .
Spectral methods for the Euler equations: Chebyshev methods and shock-fitting
NASA Technical Reports Server (NTRS)
Hussaini, M. Y.; Kopriva, D. A.; Salas, M. D.; Zang, T. A.
1984-01-01
The Chebyshev spectral collocation method for the Euler gas-dynamic equations is described. It is used with shock fitting to compute several two-dimensional, gas-dynamic flows. Examples include a shock-acoustic wave interaction, a shock/vortex interaction, and the classical blunt body problem. With shock fitting, the spectral method has a clear advantage over second order finite differences in that equivalent accuracy can be obtained with far fewer grid points.
Spatial and angular variation and discretization of the self-adjoint transport operator
Roberts, R.M.
1996-03-11
This mathematical treatise begins with a variational derivation of a second-order, self-adjoint form of the transport equation. Next, a space variational functional whose minimization solves the transport equation is derived. A one-dimensional example is given. Then, {ital S{sub N}} and {ital P{sub N}} discretized functionals are expressed. Next, the surface contributions to the functionals are discretized. Finally, the explicit forms of the {rvec D} and {rvec H} matrices are given for four different geometries: hexahedron, wedge, tetrahedron, and pyramid.
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.
The MASH 1.0 code system: Utilization of morse in the adjoint mode
Johnson, J.O.; Santoro, R.T.
1993-06-01
The Monte Carlo Adjoint Shielding Code System -- MASH 1.0, principally developed at Oak Ridge National Laboratory (ORNL), represents an advanced method of calculating neutron and gamma-ray environments and radiation protection factors for complex shielding configurations by coupling a forward discrete ordinates radiation environment (i.e. air-over-ground) transport calculation with an adjoint Monte Carlo treatment of the shielding geometry. The primary application to date has been to determine the radiation shielding characteristics of armored vehicles exposed to prompt radiation from a nuclear weapon detonation. Other potential applications include analyses of the mission equipment associated with space exploration, the civilian airline industry, and other problems associated with an external neutron and gamma-ray radiation environment. This paper will provide an overview of the MASH 1.0 code system, including the verification, validation, and application to {open_quotes}benchmark{close_quotes} experimental data. Attention will be given to the adjoint Monte Carlo calculation, the use of {open_quotes}in-group{close_quotes} biasing to control the weights of the adjoint particles, and the coupling of a new graphics package for the diagnosis of combinatorial geometry descriptions and visualization of radiation transport results.
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.
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.
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
Calculation of vertical velocity in three-dimensional, shallow water equation, finite element models
NASA Astrophysics Data System (ADS)
Muccino, J. C.; Gray, W. G.; Foreman, M. G. G.
1997-10-01
Computation of vertical velocity within the confines of a three-dimensional, finite element model is a difficult but important task. This paper examines four approaches to the solution of the overdetermined system of equations arising when the first-order continuity equation is solved in conjunction with two boundary conditions. The traditional (TRAD) method neglects one boundary condition, solving the continuity equation with the remaining boundary condition. The vertical derivative of continuity (VDC) method involves solution of the second-order equation obtained by differentiation of the continuity equation with respect to the vertical co-ordinate. The least squares (LS) method minimizes the residuals of the continuity equation (in discrete form) and the two boundary conditions. The adjoint (ADJ) method minimizes the residuals of the continuity equation (in continuous form) and the two boundary conditions.Two domains are considered: a quarter-annular harbour and the southwest coast of Vancouver Island. Results indicate that the highest-quality solution is obtained with both LS and ADJ. Furthermore, ADJ requires less CPU and memory than LS. Therefore the optimal method for computation of vertical velocity in a three-dimensional finite element model is the adjoint (ADJ) method.
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.…
New iterative method for fractional gas dynamics and coupled Burger's equations.
Al-Luhaibi, Mohamed S
2015-01-01
This paper presents the approximate analytical solutions to solve the nonlinear gas dynamics and coupled Burger's equations with fractional time derivative. By using initial values, the explicit solutions of the equations are solved by using a reliable algorithm. Numerical results show that the new iterative method is easy to implement and accurate when applied to time-fractional partial differential equations.
New Iterative Method for Fractional Gas Dynamics and Coupled Burger's Equations
2015-01-01
This paper presents the approximate analytical solutions to solve the nonlinear gas dynamics and coupled Burger's equations with fractional time derivative. By using initial values, the explicit solutions of the equations are solved by using a reliable algorithm. Numerical results show that the new iterative method is easy to implement and accurate when applied to time-fractional partial differential equations. PMID:25884018
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…
Analysis of the finite element variable penalty method for Stokes equations
NASA Astrophysics Data System (ADS)
Kheshgi, H.; Luskin, M.
1985-10-01
The mathematical relations concerning a Stokes system for viscous, incompressible flow are considered, taking into account the penalty method for Stokes equations, which replaces the continuity equation by a perturbed equation. The introduction of the approximation makes it possible to eliminate the pressure variable, and a 'simpler' system of equations is obtained. The present paper is concerned with the analysis of a related perturbation method, the variable penalty method. It is pointed out that the penalty method is often used to eliminate the pressure unknowns from the linear system of equations which is obtained from finite element (or finite difference) discretizations of Stokes equations. Recent numerical experiments have shown that the finite element variable penalty method is more accurate than the standard finite element penalty method. The current paper has the objective to explain these results.
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.
Inhomogeneous Media 3D EM Modeling with Integral Equation Method
NASA Astrophysics Data System (ADS)
di, Q.; Wang, R.; An, Z.; Fu, C.; Xu, C.
2010-12-01
In general, only the half space of earth is considered in electromagnetic exploration. However, for the long bipole source, because the length is close to the height of ionosphere and also most offsets between source and receivers are equal or larger than the height of ionosphere, the effect of ionosphere on the electromagnetic (EM) field should be considered when observation is carried at a very far (about several thousands kilometers) location away from the source. At this point the problem becomes one which should contain ionosphere, atmosphere and earth that is “earth-ionosphere” case. There are a few of literatures to report the electromagnetic field results which is including ionosphere, atmosphere and earth media at the same time. We firstly calculate the electromagnetic fields with the traditional controlled source (CSEM) configuration using integral equation (IE) method for a three layers earth-ionosphere model. The modeling results agree well with the half space analytical results because the effect of ionosphere for this small scale bipole source can be ignorable. The comparison of small scale three layers earth-ionosphere modeling and half space analytical resolution shows that the IE method can be used to modeling the EM fields for long bipole large offset configuration. In order to discuss EM fields’ characteristics for complicate earth-ionosphere media excited by long bipole source in the far-field and wave-guide zones, we first modeled the decay characters of electromagnetic fields for three layers earth-ionosphere model. Because of the effect of ionosphere, the earth-ionosphere electromagnetic fields’ decay curves with given frequency show that there should be an extra wave guide zone for long bipole artificial source, and there are many different characters between this extra zone and far field zone. They are: 1) the amplitudes of EM fields decay much slower; 2) the polarization patterns change; 3) the positions better to measure Zxy and
NASA Astrophysics Data System (ADS)
de la Rosa, R.; Gandarias, M. L.; Bruzón, M. S.
2016-11-01
In this paper we study the generalized variable-coefficient Gardner equations of the form ut + A(t) unux + C(t) u2nux + B(t) uxxx + Q(t) u = 0 . This class broadens out many other equations previously considered: Johnpillai and Khalique (2010), Molati and Ramollo (2012) and Vaneeva et al. (2015). The use of the equivalence group of this class allows us to perform an exhaustive study and a simple and clear formulation of the results. Some conservation laws are derived for the nonlinearly self-adjoint equations by using a general theorem on conservation laws. We also construct conservation laws by applying the multipliers method.
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.
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.
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.
NASA Astrophysics Data System (ADS)
Felippa, C. A.; Oñate, E.
2007-01-01
This article presents the first application of the Finite Calculus (FIC) in a Ritz-FEM variational framework. FIC provides a steplength parametrization of mesh dimensions, which is used to modify the shape functions. This approach is applied to the FEM discretization of the steady-state, one-dimensional, diffusion-absorption and Helmholtz equations. Parametrized linear shape functions are directly inserted into a FIC functional. The resulting Ritz-FIC equations are symmetric and carry a element-level free parameter coming from the function modification process. Both constant- and variable-coefficient cases are studied. It is shown that the parameter can be used to produce nodally exact solutions for the constant coefficient case. The optimal value is found by matching the finite-order modified differential equation (FOMoDE) of the Ritz-FIC equations with the original field equation. The inclusion of the Ritz-FIC models in the context of templates is examined. This inclusion shows that there is an infinite number of nodally exact models for the constant coefficient case. The ingredients of these methods (FIC, Ritz, MoDE and templates) can be extended to multiple dimensions
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…
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.
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…
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.
Adjoints and Low-rank Covariance Representation
NASA Technical Reports Server (NTRS)
Tippett, Michael K.; Cohn, Stephen E.
2000-01-01
Quantitative measures of the uncertainty of Earth System estimates can be as important as the estimates themselves. Second moments of estimation errors are described by the covariance matrix, whose direct calculation is impractical when the number of degrees of freedom of the system state is large. Ensemble and reduced-state approaches to prediction and data assimilation replace full estimation error covariance matrices by low-rank approximations. The appropriateness of such approximations depends on the spectrum of the full error covariance matrix, whose calculation is also often impractical. Here we examine the situation where the error covariance is a linear transformation of a forcing error covariance. We use operator norms and adjoints to relate the appropriateness of low-rank representations to the conditioning of this transformation. The analysis is used to investigate low-rank representations of the steady-state response to random forcing of an idealized discrete-time dynamical system.
Spectral methods for the wave equation in second-order form
Taylor, Nicholas W.; Teukolsky, Saul A.; Kidder, Lawrence E.
2010-07-15
Current spectral simulations of Einstein's equations require writing the equations in first-order form, potentially introducing instabilities and inefficiencies. We present a new penalty method for pseudospectral evolutions of second order in space wave equations. The penalties are constructed as functions of Legendre polynomials and are added to the equations of motion everywhere, not only on the boundaries. Using energy methods, we prove semidiscrete stability of the new method for the scalar wave equation in flat space and show how it can be applied to the scalar wave on a curved background. Numerical results demonstrating stability and convergence for multidomain second-order scalar wave evolutions are also presented. This work provides a foundation for treating Einstein's equations directly in second-order form by spectral methods.
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.
Adaptive aggregation method for the Chemical Master Equation.
Zhang, Jingwei; Watson, Layne T; Cao, Yang
2009-01-01
One important aspect of biological systems such as gene regulatory networks and protein-protein interaction networks is the stochastic nature of interactions between chemical species. Such stochastic behaviour can be accurately modelled by the Chemical Master Equation (CME). However, the CME usually imposes intensive computational requirements when used to characterise molecular biological systems. The major challenge comes from the curse of dimensionality, which has been tackled by a few research papers. The essential goal is to aggregate the system efficiently with limited approximation errors. This paper presents an adaptive way to implement the aggregation process using information collected from Monte Carlo simulations. Numerical results show the effectiveness of the proposed algorithm.
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.
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 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.
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.
NASA Astrophysics Data System (ADS)
Morimoto, Kenichi; Suzuki, Yuji; Kasagi, Nobuhide
An adjoint-based shape optimization method of heat exchangers, which takes into account the heat transfer performance with the pressure loss penalty, is proposed, and its effectiveness is examined through a series of numerical simulation. Undulated heat transfer surface is optimized under an isothermal heated condition based on the variational method with the first derivative of the cost function, which is determined by an adjoint analysis of momentum and heat transfer. When applied to a modeled heat-exchanger passage with a pair of oblique wavy walls, the present optimization method refines the duct shape so as to enhance the heat transfer while suppressing the flow separation. It is shown that the j/f factor is further increased by 4% from the best value of the initial obliquely wavy duct. The effects of the initial wave amplitude upon the shape evolution process are also investigated.
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.
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.
A fifth order implicit method for the numerical solution of differential-algebraic equations
NASA Astrophysics Data System (ADS)
Skvortsov, L. M.
2015-06-01
An implicit two-step Runge-Kutta method of fifth order is proposed for the numerical solution of differential and differential-algebraic equations. The location of nodes in this method makes it possible to estimate the values of higher derivatives at the initial and terminal points of an integration step. Consequently, the proposed method can be regarded as a finite-difference analog of the Obrechkoff method. Numerical results, some of which are presented in this paper, show that our method preserves its order while solving stiff equations and equations of indices two and three. This is the main advantage of the proposed method as compared with the available ones.
The arithmetic mean iterative method for solving 2D Helmholtz equation
NASA Astrophysics Data System (ADS)
Muthuvalu, Mohana Sundaram; Akhir, Mohd Kamalrulzaman Md; Sulaiman, Jumat; Suleiman, Mohamed; Dass, Sarat Chandra; Singh, Narinderjit Singh Sawaran
2014-10-01
In this paper, application of the Arithmetic Mean (AM) iterative method is extended by solving second order finite difference algebraic equations. The performance of AM method in solving second order finite difference algebraic equations is comparatively studied by their application on two-dimensional Helmholtz equation. Numerical results of AM method in solving two test problems are included and compared with the standard Gauss-Seidel (GS) method. Based on the numerical results obtained, the results show that AM method is better than GS method in the sense of number of iterations and CPU time.
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.
The Novikov-Veselov equation and the inverse scattering method: II. Computation
NASA Astrophysics Data System (ADS)
Lassas, M.; Mueller, J. L.; Siltanen, S.; Stahel, A.
2012-06-01
The Novikov-Veselov (NV) equation is a (2 + 1)-dimensional nonlinear evolution equation generalizing the (1 + 1)-dimensional Korteweg-deVries equation. The inverse scattering method (ISM) is applied for numerical solution of the NV equation. It is the first time the ISM is used as a computational tool for computing evolutions of a (2 + 1)-dimensional integrable system. In addition, a semi-implicit method is given for the numerical solution of the NV equation using finite differences in the spatial variables, Crank-Nicolson in time, and fast Fourier transforms for the auxiliary equation. Evolutions of initial data satisfying the hypotheses of part I of this paper are computed by the two methods and are observed to coincide with significant accuracy.
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.
New Soliton Solutions of Chaffee-Infante Equations Using the Exp-Function Method
NASA Astrophysics Data System (ADS)
Sakthivel, Rathinasamy; Chun, Changbum
2010-03-01
In this paper, the exp-function method is applied by using symbolic computation to construct a variety of new generalized solitonary solutions for the Chaffee-Infante equation with distinct physical structures. The results reveal that the exp-function method is suited for finding travelling wave solutions of nonlinear partial differential equations arising in mathematical physics
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…
Asymptotic Analysis to Two Nonlinear Equations in Fluid Mechanics by Homotopy Renormalisation Method
NASA Astrophysics Data System (ADS)
Guan, Jiang; Kai, Yue
2016-09-01
By the homotopy renormalisation method, the global approximate solutions to Falkner-Skan equation and Von Kármá's problem of a rotating disk in an infinite viscous fluid are obtained. The homotopy renormalisation method is simple and powerful for finding global approximate solutions to nonlinear perturbed differential equations arising in mathematical physics.
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.
Solution of nonlinear partial differential equations using the Chebyshev spectral method
NASA Astrophysics Data System (ADS)
Kapania, R. K.; Eldred, L. B.
1991-05-01
The spectral method is a powerful numerical technique for solving engineering differential equations. The method is a specialization of the method of weighted residuals. Trial functions that are easily and exactly differentiable are used. Often the functions used also satisfy an orthogonality equation, which can improve the efficiency of the approximation. Generally, the entire domain is modeled, but multiple sub-domains may be used. A Chebyshev-Collocation Spectral method is used to solve a two-dimensional, highly nonlinear, two parameter Bratu's equation. This equation previously assumed to have only symmetric solutions are shown to have regions where solutions that are non-symmetric in x and y are valid. Away from these regions an accurate and efficient technique for tracking the equation's multi-valued solutions was developed. It is found that the accuracy of the present method is very good, with a significant improvement in computer time.
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.
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
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.
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.
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.
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).
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
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
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.
Numerical solution of hybrid fuzzy differential equations using improved predictor-corrector method
NASA Astrophysics Data System (ADS)
Kim, Hyunsoo; Sakthivel, Rathinasamy
2012-10-01
The hybrid fuzzy differential equations have a wide range of applications in science and engineering. This paper considers numerical solution for hybrid fuzzy differential equations. The improved predictor-corrector method is adapted and modified for solving the hybrid fuzzy differential equations. The proposed algorithm is illustrated by numerical examples and the results obtained using the scheme presented here agree well with the analytical solutions. The computer symbolic systems such as Maple and Mathematica allow us to perform complicated calculations of algorithm.
NASA Astrophysics Data System (ADS)
Nazarov, Sergey A.
2007-12-01
The spectra of the elasticity and piezo-electricity systems for a solid with a sharp peak point on the boundary, which is free of traction, are not discrete. An algebraic criterion of non-empty continuous spectrum is found for the Neumann problem for rather arbitrary formally self-adjoint elliptic systems of second-order differential equations on a sharp peak-shaped domain. To cite this article: S.A. Nazarov, C. R. Mecanique 335 (2007).
Application of the Discrete Regularization Method to the Inverse of the Chord Vibration Equation
NASA Astrophysics Data System (ADS)
Wang, Linjun; Han, Xu; Wei, Zhouchao
The inverse problem of the initial condition about the boundary value of the chord vibration equation is ill-posed. First, we transform it into a Fredholm integral equation. Second, we discretize it by the trapezoidal formula method, and then obtain a severely ill-conditioned linear equation, which is sensitive to the disturbance of the data. In addition, the tiny error of right data causes the huge concussion of the solution. We cannot obtain good results by the traditional method. In this paper, we solve this problem by the Tikhonov regularization method, and the numerical simulations demonstrate that this method is feasible and effective.
Semi analytical solution of second order fuzzy Riccati equation by homotopy perturbation method
NASA Astrophysics Data System (ADS)
Jameel, A. F.; Ismail, Ahmad Izani Md
2014-07-01
In this work, the Homotopy Perturbation Method (HPM) is formulated to find a semi-analytical solution of the Fuzzy Initial Value Problem (FIVP) involving nonlinear second order Riccati equation. This method is based upon homotopy perturbation theory. This method allows for the solution of the differential equation to be calculated in the form of an infinite series in which the components can be easily calculated. The effectiveness of the algorithm is demonstrated by solving nonlinear second order fuzzy Riccati equation. The results indicate that the method is very effective and simple to apply.
Barzel, Baruch; Biham, Ofer; Kupferman, Raz; Lipshtat, Azi; Zait, Amir
2010-08-01
Chemical reaction networks which exhibit strong fluctuations are common in microscopic systems in which reactants appear in low copy numbers. The analysis of these networks requires stochastic methods, which come in two forms: direct integration of the master equation and Monte Carlo simulations. The master equation becomes infeasible for large networks because the number of equations increases exponentially with the number of reactive species. Monte Carlo methods, which are more efficient in integrating over the exponentially large phase space, also become impractical due to the large amounts of noisy data that need to be stored and analyzed. The recently introduced multiplane method [A. Lipshtat and O. Biham, Phys. Rev. Lett. 93, 170601 (2004)] is an efficient framework for the stochastic analysis of large reaction networks. It is a dimensional reduction method, based on the master equation, which provides a dramatic reduction in the number of equations without compromising the accuracy of the results. The reduction is achieved by breaking the network into a set of maximal fully connected subnetworks (maximal cliques). A separate master equation is written for the reduced probability distribution associated with each clique, with suitable coupling terms between them. This method is highly efficient in the case of sparse networks, in which the maximal cliques tend to be small. However, in dense networks some of the cliques may be rather large and the dimensional reduction is not as effective. Furthermore, the derivation of the multiplane equations from the master equation is tedious and difficult. Here we present the reduced-multiplane method in which the maximal cliques are broken down to the fundamental two-vertex cliques. The number of equations is further reduced, making the method highly efficient even for dense networks. Moreover, the equations take a simpler form, which can be easily constructed using a diagrammatic procedure, for any desired network
NASA Astrophysics Data System (ADS)
Heimbach, P.; Bugnion, V.
2008-12-01
We present a new and original approach to understanding the sensitivity of the Greenland ice sheet to key model parameters and environmental conditions. At the heart of this approach is the use of an adjoint ice sheet model. MacAyeal (1992) introduced adjoints in the context of applying control theory to estimate basal sliding parameters (basal shear stress, basal friction) of an ice stream model which minimize a least-squares model vs. observation misfit. Since then, this method has become widespread to fit ice stream models to the increasing number and diversity of satellite observations, and to estimate uncertain model parameters. However, no attempt has been made to extend this method to comprehensive ice sheet models. Here, we present a first step toward moving beyond limiting the use of control theory to ice stream models. We have generated an adjoint of the three-dimensional thermo-mechanical ice sheet model SICOPOLIS of Greve (1997). The adjoint was generated using the automatic differentiation (AD) tool TAF. TAF generates exact source code representing the tangent linear and adjoint model of the parent model provided. Model sensitivities are given by the partial derivatives of a scalar-valued model diagnostic or "cost function" with respect to the controls, and can be efficiently calculated via the adjoint. An effort to generate an efficient adjoint with the newly developed open-source AD tool OpenAD is also under way. To gain insight into the adjoint solutions, we explore various cost functions, such as local and domain-integrated ice temperature, total ice volume or the velocity of ice at the margins of the ice sheet. Elements of our control space include initial cold ice temperatures, surface mass balance, as well as parameters such as appear in Glen's flow law, or in the surface degree-day or basal sliding parameterizations. Sensitivity maps provide a comprehensive view, and allow a quantification of where and to which variables the ice sheet model is
QSAGE iterative method applied to fuzzy parabolic equation
NASA Astrophysics Data System (ADS)
Dahalan, A. A.; Muthuvalu, M. S.; Sulaiman, J.
2016-02-01
The aim of this paper is to examine the effectiveness of the Quarter-Sweep Alternating Group Explicit (QSAGE) iterative method by solving linear system generated from the discretization of one-dimensional fuzzy diffusion problems. In addition, the formulation and implementation of the proposed method are also presented. The results obtained are then compared with Full-Sweep Gauss-Seidel (FSGS), Full-Sweep AGE (FSAGE) and Half-Sweep AGE (HSAGE) to illustrate their feasibility.
An Accurate Solution to the Lotka-Volterra Equations by Modified Homotopy Perturbation Method
NASA Astrophysics Data System (ADS)
Chowdhury, M. S. H.; Rahman, M. M.
In this paper, we suggest a method to solve the multispecies Lotka-Voltera equations. The suggested method, which we call modified homotopy perturbation method, can be considered as an extension of the homotopy perturbation method (HPM) which is very efficient in solving a varety of differential and algebraic equations. The HPM is modified in order to obtain the approximate solutions of Lotka-Voltera equation response in a sequence of time intervals. In particular, the example of two species is considered. The accuracy of this method is examined by comparison with the numerical solution of the Runge-Kutta-Verner method. The results prove that the modified HPM is a powerful tool for the solution of nonlinear 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.
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.
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.
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)).
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.
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.
NASA Astrophysics Data System (ADS)
Huang, Qing; Wang, Li-Zhen; Zuo, Su-Li
2016-02-01
In this paper, a consistent Riccati expansion method is developed to solve nonlinear fractional partial differential equations involving Jumarie's modified Riemann-Liouville derivative. The efficiency and power of this approach are demonstrated by applying it successfully to some important fractional differential equations, namely, the time fractional Burgers, fractional Sawada-Kotera, and fractional coupled mKdV equation. A variety of new exact solutions to these equations under study are constructed. Supported by the National Natural Science Foundation of China under Grant Nos. 11101332, 11201371, 11371293 and the Natural Science Foundation of Shaanxi Province under Grant No. 2015JM1037
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…
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…
An Evaluation of Five Linear Equating Methods for the NEAT Design
ERIC Educational Resources Information Center
Mroch, Andrew A.; Suh, Youngsuk; Kane, Michael T.; Ripkey, Douglas R.
2009-01-01
This study uses the results of two previous papers (Kane, Mroch, Suh, & Ripkey, this issue; Suh, Mroch, Kane, & Ripkey, this issue) and the literature on linear equating to evaluate five linear equating methods along several dimensions, including the plausibility of their assumptions and their levels of bias and root mean squared difference…
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…
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…
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.
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)
Choudhury, A. Ghose; Guha, Partha; Khanra, Barun
2009-10-01
The Darboux integrability method is particularly useful to determine first integrals of nonplanar autonomous systems of ordinary differential equations, whose associated vector fields are polynomials. In particular, we obtain first integrals for a variant of the generalized Raychaudhuri equation, which has appeared in string inspired modern cosmology.
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.
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.
Modeling Solution of Nonlinear Dispersive Partial Differential Equations using the Marker Method
Jerome L.V. Lewandowski
2005-01-25
A new method for the solution of nonlinear dispersive partial differential equations is described. The marker method relies on the definition of a convective field associated with the underlying partial differential equation; the information about the approximate solution is associated with the response of an ensemble of markers to this convective field. Some key aspects of the method, such as the selection of the shape function and the initial loading, are discussed in some details.
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
Baryogenesis via leptogenesis in adjoint SU(5)
Blanchet, Steve; Fileviez Perez, Pavel E-mail: fileviez@physics.wisc.edu
2008-08-15
The possibility of explaining the baryon asymmetry in the Universe through the leptogenesis mechanism in the context of adjoint SU(5) is investigated. In this model neutrino masses are generated through the type I and type III seesaw mechanisms, and the field responsible for the type III seesaw, called {rho}{sub 3}, generates the B-L asymmetry needed to satisfy the observed value of the baryon asymmetry in the Universe. We find that the CP asymmetry originates only from the vertex correction, since the self-energy contribution is not present. When neutrino masses have a normal hierarchy, successful leptogenesis is possible for 10{sup 11} GeV{approx}
Adjoint estimation of ozone climate penalties
NASA Astrophysics Data System (ADS)
Zhao, Shunliu; Pappin, Amanda J.; Morteza Mesbah, S.; Joyce Zhang, J. Y.; MacDonald, Nicole L.; Hakami, Amir
2013-10-01
adjoint of a regional chemical transport model is used to calculate location-specific temperature influences (climate penalties) on two policy-relevant ozone metrics: concentrations in polluted regions (>65 ppb) and short-term mortality in Canada and the U.S. Temperature influences through changes in chemical reaction rates, atmospheric moisture content, and biogenic emissions exhibit significant spatial variability. In particular, high-NOx, polluted regions are prominently distinguished by substantial climate penalties (up to 6.2 ppb/K in major urban areas) as a result of large temperature influences through increased biogenic emissions and nonnegative water vapor sensitivities. Temperature influences on ozone mortality, when integrated across the domain, result in 369 excess deaths/K in Canada and the U.S. over a summer season—an impact comparable to a 5% change in anthropogenic NOx emissions. As such, we suggest that NOx control can be also regarded as a climate change adaptation strategy with regard to ozone air quality.
Block method of Runge Kutta type for solving differential algebraic equation
NASA Astrophysics Data System (ADS)
Wen, Khoo Kai; Majid, Zanariah Abdul; Senu, Norazak
2015-10-01
In this paper, a self-starting block method of Runge Kutta type is proposed to solve semi-explicit index-1 differential algebraic equation (DAE). Semi-explicit DAE consists of a system of ordinary differential equations with algebraic constraints. This method will compute the solutions of DAE at two points simultaneously in a block by block steps using constant step size. The DAE is a stiff equation, therefore the Newton iteration is needed during the implementation. Numerical examples are given in order to illustrate the efficiency of the block method when solving the DAE.
Optimal error estimates for high order Runge-Kutta methods applied to evolutionary equations
McKinney, W.R.
1989-01-01
Fully discrete approximations to 1-periodic solutions of the Generalized Korteweg de-Vries and the Cahn-Hilliard equations are analyzed. These approximations are generated by an Implicit Runge-Kutta method for the temporal discretization and a Galerkin Finite Element method for the spatial discretization. Furthermore, these approximations may be of arbitrarily high order. In particular, it is shown that the well-known order reduction phenomenon afflicting Implicit Runge Kutta methods does not occur. Numerical results supporting these optimal error estimates for the Korteweg-de Vries equation and indicating the existence of a slow motion manifold for the Cahn-Hilliard equation are also provided.
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.
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.
Lattice Boltzmann method for solving the bioheat equation.
Zhang, Haifeng
2008-02-01
In this work, we develop the lattice Boltzmann method (LBM) as a potential solver for the bioheat problems. The accuracy of the present LBM algorithm is validated through comparison with the analytical solution and the finite element simulation. The results show that the LBM can give a precise prediction of the temperature distribution, and it is efficient to deal with the space- and time-dependent heat source, which are often encountered in the treatment planning of tumor hyperthermia.
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.
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.
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.
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.
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.
a Generalized Albedo Option for Forward and Adjoint Monte Carlo Calculations
NASA Astrophysics Data System (ADS)
Gomes, Itacil Chiari
1991-02-01
The advisability of using the albedo procedure for the Monte Carlo solution of deep penetration shielding problems which have ducts and other penetrations is investigated. It is generally accepted that the use of albedo data can dramatically improve the computational efficiency of certain Monte Carlo calculations--however the accuracy of these results may be unacceptable because of lost information during the albedo event and serious errors in the available differential albedo data. This study has been done to evaluate and appropriately modify the MORSE/BREESE package, to develop new methods for generating the required albedo data, and to extend the adjoint capability to the albedo-modified calculations. The major modifications include an option to save for further use information that would be lost at the albedo event, an option to displace the emergent point during an albedo event, and an option to read spatially -dependent albedo data for both forward and adjoint calculations --which includes the emergent point as a new random variable to be selected during an albedo reflection event. The theoretical basis for using TORT-generated forward albedo information to produce adjuncton-albedos is derived. The MORSE/STORM code was developed to perform both forward and adjoint modes of analysis using spatially-dependent albedo data. The results obtained using the MORSE/STORM code package for both forward and adjoint modes were compared with benchmark solutions--excellent agreements along with improved computational efficiencies were achieved demonstrating the full utilization of the albedo option in the MORSE code.
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.
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…
An Approach to Maxwell Equations in Circular Paraboloidal Coordinates by Newman-Penrose Method
NASA Astrophysics Data System (ADS)
Turakulov, Z. Ya.
1997-11-01
Variables are separated in Maxwell equations by the Newman-Penrose method of isotrope complex tetrade in the coordinate system of circular paraboloid. Exact solutions are obtained in the form of cylindirc function.
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.
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.
Solving the transport equation with quadratic finite elements: Theory and applications
Ferguson, J.M.
1997-12-31
At the 4th Joint Conference on Computational Mathematics, the author presented a paper introducing a new quadratic finite element scheme (QFEM) for solving the transport equation. In the ensuing year the author has obtained considerable experience in the application of this method, including solution of eigenvalue problems, transmission problems, and solution of the adjoint form of the equation as well as the usual forward solution. He will present detailed results, and will also discuss other refinements of his transport codes, particularly for 3-dimensional problems on rectilinear and non-rectilinear grids.
Meshless local integral equation method for two-dimensional nonlocal elastodynamic problems
NASA Astrophysics Data System (ADS)
Huang, X. J.; Wen, P. H.
2016-08-01
This paper presents the meshless local integral equation method (LIEM) for nonlocal analyses of two-dimensional dynamic problems based on the Eringen’s model. A unit test function is used in the local weak-form of the governing equation and by applying the divergence theorem to the weak-form, local boundary-domain integral equations are derived. Radial Basis Function (RBF) approximations are utilized for implementation of displacements. The Newmark method is employed to carry out the time marching approximation. Two numerical examples are presented to demonstrate the application of time domain technique to deal with nonlocal elastodynamic mechanical problems.
NASA Astrophysics Data System (ADS)
Camporesi, Roberto
2011-06-01
We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of the other more advanced approaches: Laplace transform, linear systems, the general theory of linear equations with variable coefficients and the variation of constants method. The approach presented here can be used in a first course on differential equations for science and engineering majors.
Imaginary Time Step Method to Solve the Dirac Equation with Nonlocal Potential
Zhang Ying; Liang Haozhao; Meng Jie
2009-08-26
The imaginary time step (ITS) method is applied to solve the Dirac equation with nonlocal potentials in coordinate space. Taking the nucleus {sup 12}C as an example, even with nonlocal potentials, the direct ITS evolution for the Dirac equation still meets the disaster of the Dirac sea. However, following the recipe in our former investigation, the disaster can be avoided by the ITS evolution for the corresponding Schroedinger-like equation without localization, which gives the convergent results exactly the same with those obtained iteratively by the shooting method with localized effective potentials.
An asymptotic induced numerical method for the convection-diffusion-reaction equation
NASA Technical Reports Server (NTRS)
Scroggs, Jeffrey S.; Sorensen, Danny C.
1988-01-01
A parallel algorithm for the efficient solution of a time dependent reaction convection diffusion equation with small parameter on the diffusion term is presented. The method is based on a domain decomposition that is dictated by singular perturbation analysis. The analysis is used to determine regions where certain reduced equations may be solved in place of the full equation. Parallelism is evident at two levels. Domain decomposition provides parallelism at the highest level, and within each domain there is ample opportunity to exploit parallelism. Run time results demonstrate the viability of the method.
Uniform high order spectral methods for one and two dimensional Euler equations
NASA Technical Reports Server (NTRS)
Cai, Wei; Shu, Chi-Wang
1991-01-01
Uniform high order spectral methods to solve multi-dimensional Euler equations for gas dynamics are discussed. Uniform high order spectral approximations with spectral accuracy in smooth regions of solutions are constructed by introducing the idea of the Essentially Non-Oscillatory (ENO) polynomial interpolations into the spectral methods. The authors present numerical results for the inviscid Burgers' equation, and for the one dimensional Euler equations including the interactions between a shock wave and density disturbance, Sod's and Lax's shock tube problems, and the blast wave problem. The interaction between a Mach 3 two dimensional shock wave and a rotating vortex is simulated.
A Cartesian Embedded Boundary Method for the Compressible Navier-Stokes Equations
Kupiainen, M; Sjogreen, B
2008-03-21
We here generalize the embedded boundary method that was developed for boundary discretizations of the wave equation in second order formulation in [6] and for the Euler equations of compressible fluid flow in [11], to the compressible Navier-Stokes equations. We describe the method and we implement it on a parallel computer. The implementation is tested for accuracy and correctness. The ability of the embedded boundary technique to resolve boundary layers is investigated by computing skin-friction profiles along the surfaces of the embedded objects. The accuracy is assessed by comparing the computed skin-friction profiles with those obtained by a body fitted discretization.
An adaptive-mesh finite-difference solution method for the Navier-Stokes equations
NASA Astrophysics Data System (ADS)
Luchini, Paolo
1987-02-01
An adjustable variable-spacing grid is presented which permits the addition or deletion of single points during iterative solutions of the Navier-Stokes equations by finite difference methods. The grid is designed for application to two-dimensional steady-flow problems which can be described by partial differential equations whose second derivatives are constrained to the Laplacian operator. An explicit Navier-Stokes equations solution technique defined for use with the grid incorporates a hybrid form of the convective terms. Three methods are developed for automatic modifications of the mesh during calculations.
Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations
Zhou Tao; Tang Tao
2010-11-01
In a recent work by Xiu and Shen [D. Xiu, J. Shen, Efficient stochastic Galerkin methods for random diffusion equations, J. Comput. Phys. 228 (2009) 266-281], the Galerkin methods are used to solve stochastic diffusion equations in random media, where some properties for the coefficient matrix of the resulting system are provided. They also posed an open question on the properties of the coefficient matrix. In this work, we will provide some results related to the open question.
Variational iteration method for Bratu-like equation arising in electrospinning.
He, Ji-Huan; Kong, Hai-Yan; Chen, Rou-Xi; Hu, Ming-sheng; Chen, Qiao-ling
2014-05-25
This paper points out that the so called enhanced variational iteration method (Colantoni & Boubaker, 2014) for a nonlinear equation arising in electrospinning and vibration-electrospinning process is the standard variational iteration method. An effective algorithm using the variational iteration algorithm-II is suggested for Bratu-like equation arising in electrospinning. A suitable choice of initial guess results in a relatively accurate solution by one or few iteration.
Dirac lattices, zero-range potentials, and self-adjoint extension
NASA Astrophysics Data System (ADS)
Bordag, M.; Muñoz-Castañeda, J. M.
2015-03-01
We consider the electromagnetic field in the presence of polarizable point dipoles. In the corresponding effective Maxwell equation these dipoles are described by three dimensional delta function potentials. We review the approaches handling these: the self-adjoint extension, regularization/renormalization and the zero range potential methods. Their close interrelations are discussed in detail and compared with the electrostatic approach which drops the contributions from the self fields. For a homogeneous two dimensional lattice of dipoles we write down the complete solutions, which allow, for example, for an easy numerical treatment of the scattering of the electromagnetic field on the lattice or for investigating plasmons. Using these formulas, we consider the limiting case of vanishing lattice spacing, i.e., the transition to a continuous sheet. For a scalar field and for the TE polarization of the electromagnetic field this transition is smooth and results in the results known from the continuous sheet. Especially for the TE polarization, we reproduce the results known from the hydrodynamic model describing a two dimensional electron gas. For the TM polarization, for polarizability parallel and perpendicular to the lattice, in both cases, the transition is singular. For the parallel polarizability this is surprising and different from the hydrodynamic model. For perpendicular polarizability this is what was known in literature. We also investigate the case when the transition is done with dipoles described by smeared delta function, i.e., keeping a regularization. Here, for TM polarization for parallel polarizability, when subsequently doing the limit of vanishing lattice spacing, we reproduce the result known from the hydrodynamic model. In case of perpendicular polarizability we need an additional renormalization to reproduce the result obtained previously by stepping back from the dipole approximation.
Improving the accuracy of convexity splitting methods for gradient flow equations
NASA Astrophysics Data System (ADS)
Glasner, Karl; Orizaga, Saulo
2016-06-01
This paper introduces numerical time discretization methods which significantly improve the accuracy of the convexity-splitting approach of Eyre (1998) [7], while retaining the same numerical cost and stability properties. A first order method is constructed by iteration of a semi-implicit method based upon decomposing the energy into convex and concave parts. A second order method is also presented based on backwards differentiation formulas. Several extrapolation procedures for iteration initialization are proposed. We show that, under broad circumstances, these methods have an energy decreasing property, leading to good numerical stability. The new schemes are tested using two evolution equations commonly used in materials science: the Cahn-Hilliard equation and the phase field crystal equation. We find that our methods can increase accuracy by many orders of magnitude in comparison to the original convexity-splitting algorithm. In addition, the optimal methods require little or no iteration, making their computation cost similar to the original algorithm.
Theoretical study of the incompressible Navier-Stokes equations by the least-squares method
NASA Technical Reports Server (NTRS)
Jiang, Bo-Nan; Loh, Ching Y.; Povinelli, Louis A.
1994-01-01
Usually the theoretical analysis of the Navier-Stokes equations is conducted via the Galerkin method which leads to difficult saddle-point problems. This paper demonstrates that the least-squares method is a useful alternative tool for the theoretical study of partial differential equations since it leads to minimization problems which can often be treated by an elementary technique. The principal part of the Navier-Stokes equations in the first-order velocity-pressure-vorticity formulation consists of two div-curl systems, so the three-dimensional div-curl system is thoroughly studied at first. By introducing a dummy variable and by using the least-squares method, this paper shows that the div-curl system is properly determined and elliptic, and has a unique solution. The same technique then is employed to prove that the Stokes equations are properly determined and elliptic, and that four boundary conditions on a fixed boundary are required for three-dimensional problems. This paper also shows that under four combinations of non-standard boundary conditions the solution of the Stokes equations is unique. This paper emphasizes the application of the least-squares method and the div-curl method to derive a high-order version of differential equations and additional boundary conditions. In this paper, an elementary method (integration by parts) is used to prove Friedrichs' inequalities related to the div and curl operators which play an essential role in the analysis.
New analytical exact solutions of time fractional KdV–KZK equation by Kudryashov methods
NASA Astrophysics Data System (ADS)
S Saha, Ray
2016-04-01
In this paper, new exact solutions of the time fractional KdV–Khokhlov–Zabolotskaya–Kuznetsov (KdV–KZK) equation are obtained by the classical Kudryashov method and modified Kudryashov method respectively. For this purpose, the modified Riemann–Liouville derivative is used to convert the nonlinear time fractional KdV–KZK equation into the nonlinear ordinary differential equation. In the present analysis, the classical Kudryashov method and modified Kudryashov method are both used successively to compute the analytical solutions of the time fractional KdV–KZK equation. As a result, new exact solutions involving the symmetrical Fibonacci function, hyperbolic function and exponential function are obtained for the first time. The methods under consideration are reliable and efficient, and can be used as an alternative to establish new exact solutions of different types of fractional differential equations arising from mathematical physics. The obtained results are exhibited graphically in order to demonstrate the efficiencies and applicabilities of these proposed methods of solving the nonlinear time fractional KdV–KZK equation.
Solving systems of phaseless equations via Kaczmarz methods: a proof of concept study
NASA Astrophysics Data System (ADS)
Wei, Ke
2015-12-01
We study the Kaczmarz methods for solving systems of phaseless equations, i.e., the generalized phase retrieval problem. The methods extend the Kaczmarz methods for solving systems of linear equations by integrating a phase selection heuristic in each iteration and overall have the same per iteration computational complexity. Extensive empirical performance comparisons establish the computational advantages of the Kaczmarz methods over other state-of-the-art phase retrieval algorithms both in terms of the number of measurements needed for successful recovery and in terms of computation time. Preliminary convergence analysis is presented for the randomized Kaczmarz methods.
Explicit Solution of Nonlinear ZK-BBM Wave Equation Using Exp-Function Method
NASA Astrophysics Data System (ADS)
Mahmoudi, J.; Tolou, N.; Khatami, I.; Barari, A.; Ganji, D. D.
This study is devoted to studying the (2+1)-dimensional ZK-BBM (Zakharov-Kuznetsov-Benjamin-Bona-Mahony) wave equation in an analytical solution. The analysis is based on the implementation a new method, called Exp-function method. The obtained results from the proposed approximate solution have been verified with those obtained by the extended tanh method. It shows that the obtained results of these methods are the same; while Exp-function method, with the help of symbolic computation, provides a powerful mathematical tool for solving nonlinear partial differential equations of engineering problems in the terms of accuracy and efficiency.
On the Application of Homotopy Perturbation Method for Solving Systems of Linear Equations
Edalatpanah, S. A.; Rashidi, M. M.
2014-01-01
The application of homotopy perturbation method (HPM) for solving systems of linear equations is further discussed and focused on a method for choosing an auxiliary matrix to improve the rate of convergence. Moreover, solving of convection-diffusion equations has been developed by HPM and the convergence properties of the proposed method have been analyzed in detail; the obtained results are compared with some other methods in the frame of HPM. Numerical experiment shows a good improvement on the convergence rate and the efficiency of this method. PMID:27350974
An asymptotic preserving Monte Carlo method for the multispecies Boltzmann equation
NASA Astrophysics Data System (ADS)
Zhang, Bin; Liu, Hong; Jin, Shi
2016-01-01
An asymptotic preserving (AP) scheme is efficient in solving multiscale kinetic equations with a wide range of the Knudsen number. In this paper, we generalize the asymptotic preserving Monte Carlo method (AP-DSMC) developed in [25] to the multispecies Boltzmann equation. This method is based on the successive penalty method [26] originated from the BGK-penalization-based AP scheme developed in [7]. For the multispecies Boltzmann equation, the penalizing Maxwellian should use the unified Maxwellian as suggested in [12]. We give the details of AP-DSMC for multispecies Boltzmann equation, show its AP property, and verify through several numerical examples that the scheme can allow time step much larger than the mean free time, thus making it much more efficient for flows with possibly small Knudsen numbers than the classical DSMC.
NASA Astrophysics Data System (ADS)
Resita Arum, Sari; A, Suparmi; C, Cari
2016-01-01
The Dirac equation for Eckart potential and trigonometric Manning Rosen potential with exact spin symmetry is obtained using an asymptotic iteration method. The combination of the two potentials is substituted into the Dirac equation, then the variables are separated into radial and angular parts. The Dirac equation is solved by using an asymptotic iteration method that can reduce the second order differential equation into a differential equation with substitution variables of hypergeometry type. The relativistic energy is calculated using Matlab 2011. This study is limited to the case of spin symmetry. With the asymptotic iteration method, the energy spectra of the relativistic equations and equations of orbital quantum number l can be obtained, where both are interrelated between quantum numbers. The energy spectrum is also numerically solved using the Matlab software, where the increase in the radial quantum number nr causes the energy to decrease. The radial part and the angular part of the wave function are defined as hypergeometry functions and visualized with Matlab 2011. The results show that the disturbance of a combination of the Eckart potential and trigonometric Manning Rosen potential can change the radial part and the angular part of the wave function. Project supported by the Higher Education Project (Grant No. 698/UN27.11/PN/2015).
ERIC Educational Resources Information Center
von Davier, Alina A.; Fournier-Zajac, Stephanie; Holland, Paul W.
2007-01-01
In the nonequivalent groups with anchor test (NEAT) design, there are several ways to use the information provided by the anchor in the equating process. One of the NEAT-design equating methods is the linear observed-score Levine method (Kolen & Brennan, 2004). It is based on a classical test theory model of the true scores on the test forms…
Formulation of a moment method for multidimensional Fokker-Planck equations
NASA Astrophysics Data System (ADS)
Huang, Hanchen; Ghoniem, Nasr M.
1995-06-01
A moment method for general n-dimensional (n>=1) Fokker-Planck equations in semi-infinite domains with mixed boundary conditions is developed in this paper. Generally, time evolution equations of moments include terms with reduced distribution functions. With mixed boundary conditions in n-dimensional phase spaces, the reduced distribution functions are not explicitly known. This adds an openness to the time evolution equations of moments. We develop an auxiliary set of variables that allow the removal of this type of openness by introducing it into a general moment truncation scheme. The other openness of moment equations caused by the general phase space dependence of drift and diffusion coefficients is removed by using the conventional central moment truncation scheme. The closed set of time evolution equations of moments is numerically solved with the lsoda\\} package of computer programs [A. Hindmarsh, in Scientific Computing, edited by R. Stepleman et al. (North-Holland, Amsterdam, 1983), pp. 55-64]. The method is applied to three examples. The coupling of moments and reduced moments is first demonstrated by an interstitial clustering process in diatomic materials. Then, the moment equations for a one-dimensional Fokker-Planck equation in a semi-infinite domain are derived as a special case of the present method. The moment equations of the one-dimensional Fokker-Planck equation derived by Ghoniem [Phys. Rev. B 39, 11 810 (1989)] for atomic clustering are thus recovered in the second example. Finally, the moment method is also tested by applying it to a two-dimensional Ornstein-Uhlenbeck process, which can be solved analytically. Numerical calculations of the first three moments with truncation only at second-order moments are in very good agreement with the analytical results. Truncation at fourth-order moments is found to give similar results for the first three moments.
Căruntu, Bogdan
2014-01-01
The paper presents the optimal homotopy perturbation method, which is a new method to find approximate analytical solutions for nonlinear partial differential equations. Based on the well-known homotopy perturbation method, the optimal homotopy perturbation method presents an accelerated convergence compared to the regular homotopy perturbation method. The applications presented emphasize the high accuracy of the method by means of a comparison with previous results. PMID:25003150
Accuracy of least-squares methods for the Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Bochev, Pavel B.; Gunzburger, Max D.
1993-01-01
Recently there has been substantial interest in least-squares finite element methods for velocity-vorticity-pressure formulations of the incompressible Navier-Stokes equations. The main cause for this interest is the fact that algorithms for the resulting discrete equations can be devised which require the solution of only symmetric, positive definite systems of algebraic equations. On the other hand, it is well-documented that methods using the vorticity as a primary variable often yield very poor approximations. Thus, here we study the accuracy of these methods through a series of computational experiments, and also comment on theoretical error estimates. It is found, despite the failure of standard methods for deriving error estimates, that computational evidence suggests that these methods are, at the least, nearly optimally accurate. Thus, in addition to the desirable matrix properties yielded by least-squares methods, one also obtains accurate approximations.
A method for the spatial discretization of parabolic equations in one space variable
Skeel, R.D.; Berzins, M.
1987-02-01
The aim of this paper is to describe and analyze a new spatial discretization method for parabolic equations in one space variable: Ordinary and parabolic partial differential equations in one space variable x often have a singularity due to the use of polar cylindrical or spherical coordinates. The method we propose is a simple piecewise nonlinear Galerkin/Petrov-Galerkin method which is second order accurate in space. (It supersedes the method proposed by Skeel). The case m = 1 involves the use of the logarithm function, which is probably the only accurate way to model the logarithmic singularity present in the solution. A code based on a variant of the proposed method has already been included as part of the SPRINT package of Berzins, Dew, and Furzeland. The method that we propose here will be distributed in the next release of the D03P (parabolic equations) section of the NAG Library. 18 refs.
Application of an analytical method for solution of thermal hydraulic conservation equations
Fakory, M.R.
1995-09-01
An analytical method has been developed and applied for solution of two-phase flow conservation equations. The test results for application of the model for simulation of BWR transients are presented and compared with the results obtained from application of the explicit method for integration of conservation equations. The test results show that with application of the analytical method for integration of conservation equations, the Courant limitation associated with explicit Euler method of integration was eliminated. The results obtained from application of the analytical method (with large time steps) agreed well with the results obtained from application of explicit method of integration (with time steps smaller than the size imposed by Courant limitation). The results demonstrate that application of the analytical approach significantly improves the numerical stability and computational efficiency.
A deterministic particle method for one-dimensional reaction-diffusion equations
NASA Technical Reports Server (NTRS)
Mascagni, Michael
1995-01-01
We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.
Various methods for solving time fractional KdV-Zakharov-Kuznetsov equation
NASA Astrophysics Data System (ADS)
Guner, Ozkan; Aksoy, Esin; Bekir, Ahmet; Cevikel, Adem C.
2016-06-01
This paper presents the exact analytical solution of the (3+1)-dimensional time fractional KdV-Zakharov-Kuznetsov (KdV-ZK) equation with the help of the Kudryashov method, the exp-function method and the functional variable method. The fractional derivatives are described in Jumarie's sense.
NASA Astrophysics Data System (ADS)
Muthuvalu, Mohana Sundaram
2016-06-01
In this paper, performance analysis of the preconditioned Gauss-Seidel iterative methods for solving dense linear system arise from Fredholm integral equations of the second kind is investigated. The formulation and implementation of the preconditioned Gauss-Seidel methods are presented. Numerical results are included in order to verify the performance of the methods.
NASA Astrophysics Data System (ADS)
Bota, C.; Cǎruntu, B.; Bundǎu, O.
2013-10-01
In this paper we applied the Squared Remainder Minimization Method (SRMM) to find analytic approximate polynomial solutions for Riccati differential equations. Two examples are included to demonstrated the validity and applicability of the method. The results are compared to those obtained by other methods.
A Classroom Note on: An Alternative Method for Solving Linear Equations
ERIC Educational Resources Information Center
Klikovac, Ida; Riedinger, Michael
2011-01-01
The method of "Double False Position" is an arithmetic approach to solving linear equations that pre-dates current algebraic methods by more than 3,000 years. The method applies to problems that, in algebraic notation, would be expressed as y = L(x), where L(x) is a linear function of x. Double False Position works by evaluating the described…