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Sample records for adjoint equation method

  1. An exact and consistent adjoint method for high-fidelity discretization of the compressible flow equations

    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

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

    NASA Technical Reports Server (NTRS)

    Grossman, Bernard

    1999-01-01

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

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

    NASA Technical Reports Server (NTRS)

    Grossman, Bernard

    1999-01-01

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

  4. A finite-volume Eulerian-Lagrangian localized adjoint method for solution of the advection-dispersion equation

    USGS Publications Warehouse

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

    1993-01-01

    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

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

    EPA Science Inventory

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

  6. Adjoint Fokker-Planck equation and runaway electron dynamics

    SciTech Connect

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

    2016-01-15

    The adjoint Fokker-Planck equation method is applied to study the runaway probability function and the expected slowing-down time for highly relativistic runaway electrons, including the loss of energy due to synchrotron radiation. In direct correspondence to Monte Carlo simulation methods, the runaway probability function has a smooth transition across the runaway separatrix, which can be attributed to effect of the pitch angle scattering term in the kinetic equation. However, for the same numerical accuracy, the adjoint method is more efficient than the Monte Carlo method. The expected slowing-down time gives a novel method to estimate the runaway current decay time in experiments. A new result from this work is that the decay rate of high energy electrons is very slow when E is close to the critical electric field. This effect contributes further to a hysteresis previously found in the runaway electron population.

  7. Adjoint Fokker-Planck equation and runaway electron dynamics

    NASA Astrophysics Data System (ADS)

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

    2016-01-01

    The adjoint Fokker-Planck equation method is applied to study the runaway probability function and the expected slowing-down time for highly relativistic runaway electrons, including the loss of energy due to synchrotron radiation. In direct correspondence to Monte Carlo simulation methods, the runaway probability function has a smooth transition across the runaway separatrix, which can be attributed to effect of the pitch angle scattering term in the kinetic equation. However, for the same numerical accuracy, the adjoint method is more efficient than the Monte Carlo method. The expected slowing-down time gives a novel method to estimate the runaway current decay time in experiments. A new result from this work is that the decay rate of high energy electrons is very slow when E is close to the critical electric field. This effect contributes further to a hysteresis previously found in the runaway electron population.

  8. 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.

  9. A new mathematical adjoint for the modified SAAF-SN equations

    SciTech Connect

    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.

  10. Gradient-based optimum aerodynamic design using adjoint methods

    NASA Astrophysics Data System (ADS)

    Xie, Lei

    2002-09-01

    Continuous adjoint methods and optimal control theory are applied to a pressure-matching inverse design problem of quasi 1-D nozzle flows. Pontryagin's Minimum Principle is used to derive the adjoint system and the reduced gradient of the cost functional. The properties of adjoint variables at the sonic throat and the shock location are studied, revealing a log-arithmic singularity at the sonic throat and continuity at the shock location. A numerical method, based on the Steger-Warming flux-vector-splitting scheme, is proposed to solve the adjoint equations. This scheme can finely resolve the singularity at the sonic throat. A non-uniform grid, with points clustered near the throat region, can resolve it even better. The analytical solutions to the adjoint equations are also constructed via Green's function approach for the purpose of comparing the numerical results. The pressure-matching inverse design is then conducted for a nozzle parameterized by a single geometric parameter. In the second part, the adjoint methods are applied to the problem of minimizing drag coefficient, at fixed lift coefficient, for 2-D transonic airfoil flows. Reduced gradients of several functionals are derived through application of a Lagrange Multiplier Theorem. The adjoint system is carefully studied including the adjoint characteristic boundary conditions at the far-field boundary. A super-reduced design formulation is also explored by treating the angle of attack as an additional state; super-reduced gradients can be constructed either by solving adjoint equations with non-local boundary conditions or by a direct Lagrange multiplier method. In this way, the constrained optimization reduces to an unconstrained design problem. Numerical methods based on Jameson's finite volume scheme are employed to solve the adjoint equations. The same grid system generated from an efficient hyperbolic grid generator are adopted in both the Euler flow solver and the adjoint solver. Several

  11. 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.

  12. Self-adjointness and conservation laws of difference equations

    NASA Astrophysics Data System (ADS)

    Peng, Linyu

    2015-06-01

    A general theorem on conservation laws for arbitrary difference equations is proved. The theorem is based on an introduction of an adjoint system related with a given difference system, and it does not require the existence of a difference Lagrangian. It is proved that the system, combined by the original system and its adjoint system, is governed by a variational principle, which inherits all symmetries of the original system. Noether's theorem can then be applied. With some special techniques, e.g. self-adjointness properties, this allows us to obtain conservation laws for difference equations, which are not necessary governed by Lagrangian formalisms.

  13. Adjoint method and runaway electron avalanche

    NASA Astrophysics Data System (ADS)

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

    2017-02-01

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

  14. Adjoint design sensitivity analysis of reduced atomic systems using generalized Langevin equation for lattice structures

    SciTech Connect

    Kim, Min-Geun; Jang, Hong-Lae; Cho, Seonho

    2013-05-01

    An efficient adjoint design sensitivity analysis method is developed for reduced atomic systems. A reduced atomic system and the adjoint system are constructed in a locally confined region, utilizing generalized Langevin equation (GLE) for periodic lattice structures. Due to the translational symmetry of lattice structures, the size of time history kernel function that accounts for the boundary effects of the reduced atomic systems could be reduced to a single atom’s degrees of freedom. For the problems of highly nonlinear design variables, the finite difference method is impractical for its inefficiency and inaccuracy. However, the adjoint method is very efficient regardless of the number of design variables since one additional time integration is required for the adjoint GLE. Through numerical examples, the derived adjoint sensitivity turns out to be accurate and efficient through the comparison with finite difference sensitivity.

  15. 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.

  16. NESTLE: Few-group neutron diffusion equation solver utilizing the nodal expansion method for eigenvalue, adjoint, fixed-source steady-state and transient problems

    SciTech Connect

    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.

  17. 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.

  18. 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.

  19. Adjoint Formulation for an Embedded-Boundary Cartesian Method

    NASA Technical Reports Server (NTRS)

    Nemec, Marian; Aftosmis, Michael J.; Murman, Scott M.; Pulliam, Thomas H.

    2004-01-01

    Many problems in aerodynamic design can be characterized by smooth and convex objective functions. This motivates the use of gradient-based algorithms, particularly for problems with a large number of design variables, to efficiently determine optimal shapes and configurations that maximize aerodynamic performance. Accurate and efficient computation of the gradient, however, remains a challenging task. In optimization problems where the number of design variables dominates the number of objectives and flow- dependent constraints, the cost of gradient computations can be significantly reduced by the use of the adjoint method. The problem of aerodynamic optimization using the adjoint method has been analyzed and validated for both structured and unstructured grids. The method has been applied to design problems governed by the potential, Euler, and Navier-Stokes equations and can be subdivided into the continuous and discrete formulations. Giles and Pierce provide a detailed review of both approaches. Most implementations rely on grid-perturbation or mapping procedures during the gradient computation that explicitly couple changes in the surface shape to the volume grid. The solution of the adjoint equation is usually accomplished using the same scheme that solves the governing flow equations. Examples of such code reuse include multistage Runge-Kutta schemes coupled with multigrid, approximate-factorization, line-implicit Gauss-Seidel, and also preconditioned GMRES. The development of the adjoint method for aerodynamic optimization problems on Cartesian grids has been limited. In contrast to implementations on structured and unstructured grids, Cartesian grid methods decouple the surface discretization from the volume grid. This feature makes Cartesian methods well suited for the automated analysis of complex geometry problems, and consequently a promising approach to aerodynamic optimization. Melvin e t al. developed an adjoint formulation for the TRANAIR code

  20. Adjoint Methods for Guiding Adaptive Mesh Refinement in Tsunami Modeling

    NASA Astrophysics Data System (ADS)

    Davis, B. N.; LeVeque, R. J.

    2016-12-01

    One difficulty in developing numerical methods for tsunami modeling is the fact that solutions contain time-varying regions where much higher resolution is required than elsewhere in the domain, particularly when tracking a tsunami propagating across the ocean. The open source GeoClaw software deals with this issue by using block-structured adaptive mesh refinement to selectively refine around propagating waves. For problems where only a target area of the total solution is of interest (e.g., one coastal community), a method that allows identifying and refining the grid only in regions that influence this target area would significantly reduce the computational cost of finding a solution. In this work, we show that solving the time-dependent adjoint equation and using a suitable inner product with the forward solution allows more precise refinement of the relevant waves. We present the adjoint methodology first in one space dimension for illustration and in a broad context since it could also be used in other adaptive software, and potentially for other tsunami applications beyond adaptive refinement. We then show how this adjoint method has been integrated into the adaptive mesh refinement strategy of the open source GeoClaw software and present tsunami modeling results showing that the accuracy of the solution is maintained and the computational time required is significantly reduced through the integration of the adjoint method into adaptive mesh refinement.

  1. Imaging Earth's Interior Based Upon Adjoint Methods

    NASA Astrophysics Data System (ADS)

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

    2008-12-01

    Modern numerical methods in combination with rapid advances in parallel computing have enabled the simulation of seismic wave propagation in 3D Earth models at unpredcented resolution and accuracy. On a modest PC cluster one can now simulate global seismic wave propagation at periods of 20~s longer accounting for heterogeneity in the crust and mantle, topography, anisotropy, attenuation, fluid-solid interactions, self-gravitation, rotation, and the oceans. On the 'Ranger' system at the Texas Advanced Computing Center one can break the 2~s barrier. By drawing connections between seismic tomography, adjoint methods popular in climate and ocean dynamics, time-reversal imaging, and finite-frequency 'banana-doughnut' kernels, it has been demonstrated that Fréchet derivatives for tomographic and (finite) source inversions in complex 3D Earth models may be obtained based upon just two numerical simulations for each earthquake: one calculation for the current model and a second, 'adjoint', calculation that uses time-reversed signals at the receivers as simultaneous, fictitious sources. The adjoint wavefield is calculated while the regular wavefield is reconstructed on the fly by propagating the last frame of the wavefield saved by a previous forward simulation backward in time. This aproach has been used to calculate sensitivity kernels in regional and global Earth models for various body- and surface-wave arrivals. These kernels illustrate the sensitivity of the observations to the structural parameters and form the basis of 'adjoint tomography'. We use a non-linear conjugate gradient method in combination with a source subspace projection preconditioning technique to iterative minimize the misfit function. Using an automated time window selection algorithm, our emphasis is on matching targeted, frequency-dependent body-wave traveltimes and surface-wave phase anomalies, rather than entire waveforms. To avoid reaching a local minimum in the optimization procedure, we

  2. Local-in-Time Adjoint-Based Method for Optimal Control/Design Optimization of Unsteady Compressible Flows

    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.

  3. 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.

  4. Generation of perturbations by means of decoupled equations and their adjoints

    NASA Astrophysics Data System (ADS)

    Torres Del Castillo, G. F.

    1990-10-01

    It is shown that the procedure introduced by Wald for constructing solutions of a coupled system of linear partial differential equations from the solution of a single equation, based on the concept of the adjoint of a linear partial differential operator, can be extended to equations involving spinor fields, matrix fields and two or more fields. Some results concerning massless spinor fields are presented and the application of the method to linear perturbations of Yang-Mills fields and of Einstein-Maxwell fields is indicated.

  5. Adjoint Algorithm for CAD-Based Shape Optimization Using a Cartesian Method

    NASA Technical Reports Server (NTRS)

    Nemec, Marian; Aftosmis, Michael J.

    2004-01-01

    Adjoint solutions of the governing flow equations are becoming increasingly important for the development of efficient analysis and optimization algorithms. A well-known use of the adjoint method is gradient-based shape optimization. Given an objective function that defines some measure of performance, such as the lift and drag functionals, its gradient is computed at a cost that is essentially independent of the number of design variables (geometric parameters that control the shape). More recently, emerging adjoint applications focus on the analysis problem, where the adjoint solution is used to drive mesh adaptation, as well as to provide estimates of functional error bounds and corrections. The attractive feature of this approach is that the mesh-adaptation procedure targets a specific functional, thereby localizing the mesh refinement and reducing computational cost. Our focus is on the development of adjoint-based optimization techniques for a Cartesian method with embedded boundaries.12 In contrast t o implementations on structured and unstructured grids, Cartesian methods decouple the surface discretization from the volume mesh. This feature makes Cartesian methods well suited for the automated analysis of complex geometry problems, and consequently a promising approach to aerodynamic optimization. Melvin et developed an adjoint formulation for the TRANAIR code, which is based on the full-potential equation with viscous corrections. More recently, Dadone and Grossman presented an adjoint formulation for the Euler equations. In both approaches, a boundary condition is introduced to approximate the effects of the evolving surface shape that results in accurate gradient computation. Central to automated shape optimization algorithms is the issue of geometry modeling and control. The need to optimize complex, "real-life" geometry provides a strong incentive for the use of parametric-CAD systems within the optimization procedure. In previous work, we presented

  6. 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.

  7. Important literature on the use of adjoint, variational methods and the Kalman filter in meteorology

    NASA Astrophysics Data System (ADS)

    Courtier, Philippe; Derber, John; Errico, Ron; Louis, Jean-Francois; Vukićević, Tomislava

    1993-10-01

    The use of adjoint equations is proving to be invaluable in many areas of meteorological research. Unlike a forecast model which describes the evolution of meteorological fields forward in time, the adjoint equations describe the evolution of sensitivity (to initial, boundary and parametric conditions) backward in time. Essentially, by utilizing this sensitivity information, many types of problems can be solved more efficiently than in the past, including variational data assimilation, parameter fitting, optimal instability and sensitivity analysis in general. For this reason, the adjoints of various models and their applications have been appearing more and more frequently in meteorological research. This paper is a bibliography in chronological order of published works in meteorology dealing with adjoints which have appeared prior to this issue of Tellus. Also included are meteorological works regarding variational methods (even without adjoints) and Kalman filtering in data assimilation, plus some references outside meteorology. These additional works are included here because the main thrust for adjoint application within meteorology is currently concentrated in the development of next-generation data assimilation systems.

  8. Adjoint sensitivity analysis of plasmonic structures using the FDTD method.

    PubMed

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

    2014-05-15

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

  9. 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.

  10. 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.

  11. 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.

  12. A practical discrete-adjoint method for high-fidelity compressible turbulence simulations

    SciTech Connect

    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

  13. 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

  14. The adjoint neutron transport equation and the statistical approach for its solution

    NASA Astrophysics Data System (ADS)

    Saracco, P.; Dulla, S.; Ravetto, P.

    2016-11-01

    The adjoint equation was introduced in the early days of neutron transport and its solution, the neutron importance, has been used for several applications in neutronics. The work presents at first a critical review of the adjoint neutron transport equation. Afterwards, the adjont model is constructed for a reference physical situation, for which an analytical approach is viable, i.e. an infinite homogeneous scattering medium. This problem leads to an equation that is the adjoint of the slowing-down equation, which is well known in nuclear reactor physics. A general closed-form analytical solution to such adjoint equation is obtained by a procedure that can be used also to derive the classical Placzek functions. This solution constitutes a benchmark for any statistical or numerical approach to the adjoint equation. A sampling technique to evaluate the adjoint flux for the transport equation is then proposed and physically interpreted as a transport model for pseudo-particles. This can be done by introducing appropriate kernels describing the transfer of the pseudo-particles in the phase space. This technique allows estimating the importance function by a standard Monte Carlo approach. The sampling scheme is validated by comparison with the analytical results previously obtained.

  15. 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

  16. Aerodynamic Optimization Design of Multi-stage Turbine Using the Continuous Adjoint Method

    NASA Astrophysics Data System (ADS)

    Chen, Lei; Chen, Jiang

    2015-05-01

    This paper develops a continuous adjoint formulation for the aerodynamic shape design of a turbine in a multi-stage environment based on S2 surface governed by the Euler equations with source terms. First, given the general expression of the objective function, the adjoint equations and their boundary conditions are derived by introducing the adjoint variable vectors. Then, the final expression of the objective function gradient only includes the terms pertinent to the physical shape variations. The adjoint system is solved numerically by a finite-difference method with the Jameson spatial scheme employing first and third order dissipative flux and the time-marching is conducted by Runge-Kutta time method. Integrating the blade stagger angles, stacking lines and passage perturbation parameterization with the Quasi-Newton method of BFGS, a gradient-based aerodynamic optimization design system is constructed. Finally, the application of the adjoint method is validated through the blade and passage optimization of a 2-stage turbine with an objective function of entropy generation. The efficiency increased by 0.37% with the deviations of the mass flow rate and the pressure ratio within 1% via the optimization, which demonstrates the capability of the gradient-based system for turbine aerodynamic design.

  17. Reconstruction of Mantle Convection in the Geological Past Using the Adjoint Method

    NASA Astrophysics Data System (ADS)

    Liu, L.; Gurnis, M.

    2006-12-01

    In mantle convection, earlier work has demonstrated the effectiveness of the adjoint method, widely applied in models of atmospheric circulation. With CitComS.py, the spherical finite element model of mantle convection, and the Pyre framework, we developed an adjoint of the energy equation which, together with the forward modeling, solves for temperature conditions in the past. Our model is applied to several problems, including plume heads impacting and eroding the lithosphere. The assumed true initial condition is a hot spherical blob in the lower mantle, and the final state of the forward model qualitatively shows little information on initial conditions. The adjoint method allows us to retrieve this unknown initial condition iteratively with a first guess. We tested different kinds of first guess initials, and found that a better knowledge of the true initial leads to a better converged solution, both in the sense of mismatch pattern and its RMS norm. Since we have limited knowledge of past mantle structures, earlier adjoint models in mantle convection used arbitrary first guesses which caused large errors in the retrieved initial condition. Our experiments show that a simple backward integration of the energy equation while neglecting thermal diffusion can be used as a first guess and leads to a smaller error. This is potentially important because the overall effectiveness of the adjoint methods is almost doubled using this optimal first guess. We are now experimenting with partial data assimilation with dynamic topography and plate kinematics in conjunction with seismic tomography models.

  18. Sensitivity kernels for viscoelastic loading based on adjoint methods

    NASA Astrophysics Data System (ADS)

    Al-Attar, David; Tromp, Jeroen

    2014-01-01

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

  19. Finite-frequency sensitivity kernels for global seismic wave propagation based upon adjoint methods

    NASA Astrophysics Data System (ADS)

    Liu, Qinya; Tromp, Jeroen

    2008-07-01

    We determine adjoint equations and Fréchet kernels for global seismic wave propagation based upon a Lagrange multiplier method. We start from the equations of motion for a rotating, self-gravitating earth model initially in hydrostatic equilibrium, and derive the corresponding adjoint equations that involve motions on an earth model that rotates in the opposite direction. Variations in the misfit function χ then may be expressed as , where δlnm = δm/m denotes relative model perturbations in the volume V, δlnd denotes relative topographic variations on solid-solid or fluid-solid boundaries Σ, and ∇Σδlnd denotes surface gradients in relative topographic variations on fluid-solid boundaries ΣFS. The 3-D Fréchet kernel Km determines the sensitivity to model perturbations δlnm, and the 2-D kernels Kd and Kd determine the sensitivity to topographic variations δlnd. We demonstrate also how anelasticity may be incorporated within the framework of adjoint methods. Finite-frequency sensitivity kernels are calculated by simultaneously computing the adjoint wavefield forward in time and reconstructing the regular wavefield backward in time. Both the forward and adjoint simulations are based upon a spectral-element method. We apply the adjoint technique to generate finite-frequency traveltime kernels for global seismic phases (P, Pdiff, PKP, S, SKS, depth phases, surface-reflected phases, surface waves, etc.) in both 1-D and 3-D earth models. For 1-D models these adjoint-generated kernels generally agree well with results obtained from ray-based methods. However, adjoint methods do not have the same theoretical limitations as ray-based methods, and can produce sensitivity kernels for any given phase in any 3-D earth model. The Fréchet kernels presented in this paper illustrate the sensitivity of seismic observations to structural parameters and topography on internal discontinuities. These kernels form the basis of future 3-D tomographic inversions.

  20. On the nonlinear self-adjointness and local conservation laws for a class of evolution equations unifying many models

    NASA Astrophysics Data System (ADS)

    Freire, Igor Leite; Santos Sampaio, Júlio Cesar

    2014-02-01

    In this paper we consider a class of evolution equations up to fifth-order containing many arbitrary smooth functions from the point of view of nonlinear self-adjointness. The studied class includes many important equations modeling different phenomena. In particular, some of the considered equations were studied previously by other researchers from the point of view of quasi self-adjointness or strictly self-adjointness. Therefore we find new local conservation laws for these equations invoking the obtained results on nonlinearly self-adjointness and the conservation theorem proposed by Nail Ibragimov.

  1. Full Waveform Inversion Using the Adjoint Method for Earthquake Kinematics Inversion

    NASA Astrophysics Data System (ADS)

    Tago Pacheco, J.; Metivier, L.; Brossier, R.; Virieux, J.

    2014-12-01

    Extracting the information contained in seismograms for better description of the Earth structure and evolution is often based on only selected attributes of these signals. Exploiting the entire seismogram, Full Wave Inversion based on an adjoint estimation of the gradient and Hessian operators, has been recognized as a high-resolution imaging technique. Most of earthquake kinematics inversion are still based on the estimation of the Frechet derivatives for the gradient operator computation in linearized optimization. One may wonder the benefit of the adjoint formulation which avoids the estimation of these derivatives for the gradient estimation. Recently, Somala et al. (submitted) have detailed the adjoint method for earthquake kinematics inversion starting from the second-order wave equation in 3D media. They have used a conjugate gradient method for the optimization procedure. We explore a similar adjoint formulation based on the first-order wave equations while using different optimization schemes. Indeed, for earthquake kinematics inversion, the model space is the slip-rate spatio-temporal history over the fault. Seismograms obtained from a dislocation rupture simulation are linearly linked to this slip-rate distribution. Therefore, we introduce a simple systematic procedure based on Lagrangian formulation of the adjoint method in the linear problem of earthquake kinematics. We have developed both the gradient estimation using the adjoint formulation and the Hessian influence using the second-order adjoint formulation (Metivier et al, 2013, 2014). Since the earthquake kinematics is a linear problem, the minimization problem is quadratic, henceforth, only one solution of the Newton equations is needed with the Hessian impact. Moreover, the formal uncertainty estimation over slip-rate distribution could be deduced from this Hessian analysis. On simple synthetic examples for antiplane kinematic rupture configuration in 2D medium, we illustrate the properties of

  2. 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.

  3. 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.

  4. 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.

  5. 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.

  6. 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

  7. An adjoint method for a high-order discretization of deforming domain conservation laws for optimization of flow problems

    NASA Astrophysics Data System (ADS)

    Zahr, M. J.; Persson, P.-O.

    2016-12-01

    The fully discrete adjoint equations and the corresponding adjoint method are derived for a globally high-order accurate discretization of conservation laws on parametrized, deforming domains. The conservation law on the deforming domain is transformed into one on a fixed reference domain by the introduction of a time-dependent mapping that encapsulates the domain deformation and parametrization, resulting in an Arbitrary Lagrangian-Eulerian form of the governing equations. A high-order discontinuous Galerkin method is used to discretize the transformed equation in space and a high-order diagonally implicit Runge-Kutta scheme is used for the temporal discretization. Quantities of interest that take the form of space-time integrals are discretized in a solver-consistent manner. The corresponding fully discrete adjoint method is used to compute exact gradients of quantities of interest along the manifold of solutions of the fully discrete conservation law. These quantities of interest and their gradients are used in the context of gradient-based PDE-constrained optimization. The adjoint method is used to solve two optimal shape and control problems governed by the isentropic, compressible Navier-Stokes equations. The first optimization problem seeks the energetically optimal trajectory of a 2D airfoil given a required initial and final spatial position. The optimization solver, driven by gradients computed via the adjoint method, reduced the total energy required to complete the specified mission nearly an order of magnitude. The second optimization problem seeks the energetically optimal flapping motion and time-morphed geometry of a 2D airfoil given an equality constraint on the x-directed impulse generated on the airfoil. The optimization solver satisfied the impulse constraint to greater than 8 digits of accuracy and reduced the required energy between a factor of 2 and 10, depending on the value of the impulse constraint, as compared to the nominal configuration.

  8. The adjoint-state method for the downward continuation of the geomagnetic field

    NASA Astrophysics Data System (ADS)

    Hagedoorn, J. M.; Martinec, Z.

    2015-05-01

    The downward continuation of the observed geomagnetic field from the Earth's surface to the core-mantle boundary (CMB) is complicated due to induction and diffusion processes in the electrically conducting Earth mantle, which modify the amplitudes and morphology of the geomagnetic field. Various methods have been developed to solve this problem, for example, the perturbation approach by Benton & Whaler, or the non-harmonic downward continuation by Ballani et al. In this paper, we present a new approach for determining the geomagnetic field at the CMB by reformulating the ill-posed, one-sided boundary-value problem with time-variable boundary-value function on the Earth's surface into an optimization problem for the boundary condition at the CMB. The reformulated well-posed problem is solved by a conjugate gradient technique using the adjoint gradient of a misfit. For this purpose, we formulate the geomagnetic adjoint-state equations for efficient computations of the misfit gradient. Beside the theoretical description of the new adjoint-state method (ASM), the first applications to a global geomagnetic field model are presented. The comparison with other methods demonstrates the capability of the new method to determine the geomagnetic field at the CMB and allows us to investigate the variability of the determined field with respect to the applied methods. This shows that it is necessary to apply the ASM when investigating the effect of the Earth's mantle conductivity because the difference between the results of approximate methods (harmonic downward continuation, perturbation approach) and the rigorous ASM are of the same order as the difference between the results of the ASM applied for different mantle conductivities.

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

    NASA Technical Reports Server (NTRS)

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

    2017-01-01

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

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

    NASA Technical Reports Server (NTRS)

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

    2013-01-01

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

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

    SciTech Connect

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

    2016-05-01

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

  12. 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.

  13. 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.

  14. 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

  15. 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.

  16. Inversion of tsunami sources by the adjoint method in the presence of observational and model errors

    NASA Astrophysics Data System (ADS)

    Pires, C.; Miranda, P. M. A.

    2003-04-01

    The adjoint method is applied to the inversion of tsumani sources from tide-gauge observations in both idealized and realistic setups, with emphasis on the effects of observational, bathymetric and other model errors in the quality of the inversion. The method is developed in a way that allows for the direct optimization of seismic focal parameters, in the case of seismic tsunamis, through a 4-step inversion procedure that can be fully automated, consisting in (i) source area delimitation, by adjoint backward ray-tracing, (ii) adjoint optimization of the initial sea state, from a vanishing first-guess, (iii) non-linear adjustment of the fault model and (iv) final adjoint optimization in the fault parameter space. The methodology is systematically tested with synthetic data, showing its flexibility and robustness in the presence of significant amounts of error.

  17. Seismic imaging and inversion based on spectral-element and adjoint methods

    NASA Astrophysics Data System (ADS)

    Luo, Yang

    One of the most important topics in seismology is to construct detailed tomographic images beneath the surface, which can be interpreted geologically and geochemically to understand geodynamic processes happening in the interior of the Earth. Classically, these images are usually produced based upon linearized traveltime anomalies involving several particular seismic phases, whereas nonlinear inversion fitting synthetic seismograms and recorded signals based upon the adjoint method becomes more and more favorable. The adjoint tomography, also referred to as waveform inversion, is advantageous over classical techniques in several aspects, such as better resolution, while it also has several drawbacks, e.g., slow convergence and lack of quantitative resolution analysis. In this dissertation, we focus on solving these remaining issues in adjoint tomography, from a theoretical perspective and based upon synthetic examples. To make the thesis complete by itself and easy to follow, we start from development of the spectral-element method, a wave equation solver that enables access to accurate synthetic seismograms for an arbitrary Earth model, and the adjoint method, which provides Frechet derivatives, also named as sensitivity kernels, of a given misfit function. Then, the sensitivity kernels for waveform misfit functions are illustrated, using examples from exploration seismology, in other words, for migration purposes. Next, we show step by step how these gradient derivatives may be utilized in minimizing the misfit function, which leads to iterative refinements on the Earth model. Strategies needed to speed up the inversion, ensure convergence and improve resolution, e.g., preconditioning, quasi-Newton methods, multi-scale measurements and combination of traveltime and waveform misfit functions, are discussed. Through comparisons between the adjoint tomography and classical tomography, we address the resolution issue by calculating the point-spread function, the

  18. Aerodynamic shape optimization via discrete adjoint formulation using Euler equations on unstructured grids

    NASA Astrophysics Data System (ADS)

    Nath, Bijoyendra

    A methodology for aerodynamic shape optimization on two-dimensional unstructured grids using Euler equations is presented. The sensitivity derivatives are obtained using the discrete adjoint formulation. The Euler equations are solved using a fully implicit, upwind, cell-vertex, median-dual finite volume scheme. Roe's upwind flux-difference-splitting scheme is used to determine the inviscid fluxes. To enable discontinuities to be captured without oscillations, limiters are used at the reconstruction stage. The derivation of the accurate discretization of the flux Jacobians due to the conserved variables and the entire mesh required for the costate equation is developed and its efficient accumulation algorithm on an edge-based loop is implemented and documented. Exact linearization of Roe's approximate Riemann solver is incorporated into the aerodynamic analysis as well as the sensitivity analysis. Higher-order discretization is achieved by including all distance-one and -two terms due to the reconstruction and the limiter, although the limiter is not linearized. Two-dimensional body conforming grid movement strategy and grid sensitivity are obtained by considering the grid to be a system of interconnected springs. Arbitrary airfoil geometries are obtained using an algorithm for generalized von Mises airfoils with finite trailing edges. An incremental iterative formulation is used to solve the large sparse linear systems of equations obtained from the sensitivity analysis. The discrete linear systems obtained from the equations governing the flow and those from the sensitivity analysis are solved iteratively using the preconditioned GMRES (Generalized Minimum Residual) algorithm. For the optimization process, a constrained nonlinear programming package which uses a sequential quadratic programming algorithm is used. This study presents the process of analytically obtaining the exact discrete sensitivity derivatives and computationally cost-effective algorithms to

  19. 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

  20. 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

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

    SciTech Connect

    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

  2. Two-Point Boundary Value Problems and the Method of Adjoints.

    ERIC Educational Resources Information Center

    Fay, Temple H.; Miller, H. Vincent

    1990-01-01

    Discusses a numerical technique called the method of adjoints, turning a linear two-point boundary value problem into an initial value problem. Described are steps for using the method in linear or nonlinear systems. Applies the technique to solve a simple pendulum problem. Lists 15 references. (YP)

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

    NASA Technical Reports Server (NTRS)

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

    1993-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2017-03-01

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

  5. A coupled-adjoint method for high-fidelity aero-structural optimization

    NASA Astrophysics Data System (ADS)

    Martins, Joaquim Rafael Rost A.

    A new integrated aero-structural design method for aerospace vehicles is presented. The approach combines an aero-structural analysis solver, a coupled aero-structural adjoint solver, a geometry engine, and an efficient gradient-based optimization algorithm. The aero-structural solver ensures accurate solutions by using high-fidelity models for the aerodynamics, structures, and coupling procedure. The coupled aero-structural adjoint solver is used to calculate the sensitivities of aerodynamic and structural cost functions with respect to both aerodynamic shape and structural variables. The aero-structural adjoint sensitivities are compared with those given by the complex-step derivative approximation and finite differences. The proposed method is shown to be both accurate and efficient, exhibiting a significant cost advantage when the gradient of a small number of functions with respect to a large number of design variables is needed. The optimization of a supersonic business jet configuration demonstrates the usefulness and importance of computing aero-structural sensitivities using the coupled-adjoint method.

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

    SciTech Connect

    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.

  7. 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.

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

    NASA Astrophysics Data System (ADS)

    Tape, Carl; Liu, Qinya; Tromp, Jeroen

    2007-03-01

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

  9. Adjoint methods for adjusting three-dimensional atmosphere and surface properties to fit multi-angle/multi-pixel polarimetric measurements

    NASA Astrophysics Data System (ADS)

    Martin, William; Cairns, Brian; Bal, Guillaume

    2014-09-01

    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.

  10. Efficient Adjoint Computation of Hybrid Systems of Differential Algebraic Equations with Applications in Power Systems

    SciTech Connect

    Abhyankar, Shrirang; Anitescu, Mihai; Constantinescu, Emil; Zhang, Hong

    2016-03-31

    Sensitivity analysis is an important tool to describe power system dynamic behavior in response to parameter variations. It is a central component in preventive and corrective control applications. The existing approaches for sensitivity calculations, namely, finite-difference and forward sensitivity analysis, require a computational effort that increases linearly with the number of sensitivity parameters. In this work, we investigate, implement, and test a discrete adjoint sensitivity approach whose computational effort is effectively independent of the number of sensitivity parameters. The proposed approach is highly efficient for calculating trajectory sensitivities of larger systems and is consistent, within machine precision, with the function whose sensitivity we are seeking. This is an essential feature for use in optimization applications. Moreover, our approach includes a consistent treatment of systems with switching, such as DC exciters, by deriving and implementing the adjoint jump conditions that arise from state and time-dependent discontinuities. The accuracy and the computational efficiency of the proposed approach are demonstrated in comparison with the forward sensitivity analysis approach.

  11. Adjustment of Tsunami Source Parameters By Adjoint Methods

    NASA Astrophysics Data System (ADS)

    Pires, C.; Miranda, P.

    Tsunami waveforms recorded at tide gauges can be used to adjust tsunami source pa- rameters and, indirectly, seismic focal parameters. Simple inversion methods, based on ray-tracing techniques, only used a small fraction of available information. More elab- orate techniques, based on the Green's functions methods, also have some limitations in their scope. A new methodology, using a variational approach, allows for a much more general inversion, which can directly optimize focal parameters of tsunamigenic earthquakes. Idealized synthetic data and an application to the 1969 Gorringe Earth- quake are used to validate the methodology.

  12. Numerical Computation of Sensitivities and the Adjoint Approach

    NASA Technical Reports Server (NTRS)

    Lewis, Robert Michael

    1997-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2015-04-01

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

  14. Imaging the slab beneath central Chile using the Spectral Elements Method and adjoint techniques

    NASA Astrophysics Data System (ADS)

    Mercerat, E. D.; Nolet, G.; Marot, M.; Deshayes, P.; Monfret, T.

    2010-12-01

    This work focuses on imaging the subducting slab beneath Central Chile using novel inversion techniques based on the adjoint method and accurate wave propagation simulations using the Spectral Elements Method. The study area comprises the flat slab portion of the Nazca plate between 29 S and 34 S subducting beneath South America. We will use a database of regional seismicity consisting of both crustal and deep slab earthquakes with magnitude 3 < Mw < 6 recorded by different temporary and permanent seismological networks. Our main goal is to determine both the kinematics and the geometry of the subducting slab in order to help the geodynamical interpretation of such particular active margin. The Spectral Elements Method (SPECFEM3D code) is used to generate the synthetic seismograms and it will be applied for the iterative minimization based on adjoint techniques. The numerical mesh is 600 km x 600 km in horizontal coordinates and 220 km depth. As a first step, we are faced to well-known issues concerning mesh generation (resolution, quality, absorbing boundary conditions). In particular, we must evaluate the influence of free surface topography, as well as the MOHO and other geological interfaces in the synthetic seismograms. The initial velocity model from a previous travel-time tomography study, is linearly interpolated to the Gauss-Lobatto-Legendre grid. The comparison between the first forward simulations (up to 4 seconds minimum period) validate the initial velocity model of the study area, although many features not reproduced by the initial model have already been identified. Next step will concentrate in the comparison between finite-frequency kernels calculated by travel-time methods with ones based on adjoint methods, in order to highlight advantages and disadvantages in terms of resolution, accuracy, but also computational cost.

  15. Numerical study of tidal dynamics in the South China Sea with adjoint method

    NASA Astrophysics Data System (ADS)

    Gao, Xiumin; Wei, Zexun; Lv, Xianqing; Wang, Yonggang; Fang, Guohong

    2015-08-01

    We adopt a parameterized internal tide dissipation term to the two-dimensional (2-D) shallow water equations, and develop the corresponding adjoint model to investigate tidal dynamics in the South China Sea (SCS). The harmonic constants derived from 63 tidal gauge stations and 24 TOPEX/Poseidon (T/P) satellite altimeter crossover points are assimilated into the adjoint model to minimize the deviations of the simulated results and observations by optimizing the bottom friction coefficient and the internal tide dissipation coefficient. Tidal constituents M2, S2, K1 and O1 are simulated simultaneously. The numerical results (assimilating only tidal gauge data) agree well with T/P data showing that the model results are reliable. The co-tidal charts of M2, S2, K1 and O1 are obtained, which reflect the characteristics of tides in the SCS. The tidal energy flux is analyzed based on numerical results. The strongest tidal energy flux appears in the Luzon Strait (LS) for both semi-diurnal and diurnal tidal constituents. The analysis of tidal energy dissipation indicates that the bottom friction dissipation occurs mainly in shallow water area, meanwhile the internal tide dissipation is mainly concentrated in the LS and the deep basin of the SCS. The tidal energetics in the LS is examined showing that the tidal energy input closely balances the tidal energy dissipation.

  16. The forward sensitivity and adjoint-state methods of glacial isostatic adjustment

    NASA Astrophysics Data System (ADS)

    Martinec, Zdeněk; Sasgen, Ingo; Velímský, Jakub

    2015-01-01

    In this study, a new method for computing the sensitivity of the glacial isostatic adjustment (GIA) forward solution with respect to the Earth's mantle viscosity, the so-called the forward sensitivity method (FSM), and a method for computing the gradient of data misfit with respect to viscosity parameters, the so-called adjoint-state method (ASM), are presented. These advanced formal methods complement each other in the inverse modelling of GIA-related observations. When solving this inverse problem, the first step is to calculate the forward sensitivities by the FSM and use them to fix the model parameters that do not affect the forward model solution, as well as identifying and removing redundant parts of the inferred viscosity structure. Once the viscosity model is optimized in view of the forward sensitivities, the minimization of the data misfit with respect to the viscosity parameters can be carried out by a gradient technique which makes use of the ASM. The aim is this paper is to derive the FSM and ASM in the forms that are closely associated with the forward solver of GIA developed by Martinec. Since this method is based on a continuous form of the forward model equations, which are then discretized by spectral and finite elements, we first derive the continuous forms of the FSM and ASM and then discretize them by the spectral and finite elements used in the discretization of the forward model equations. The advantage of this approach is that all three methods (forward, FSM and ASM) have the same matrix of equations and use the same methodology for the implementation of the time evolution of stresses. The only difference between the forward method and the FSM and ASM is that the different numerical differencing schemes for the time evolution of the Maxwell and generalized Maxwell viscous stresses are applied in the respective methods. However, it requires only a little extra computational time for carrying out the FSM and ASM numerically. An

  17. 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.

  18. Waveform Inversion of OBS Data and Illumination/Resolution Analyses on Marine Seismic Data Acquisitions by the Adjoint Wavefield Method

    NASA Astrophysics Data System (ADS)

    Chen, H.; Li, K.

    2012-12-01

    We applied a wave-equation based adjoint wavefield method for seismic illumination/resolution analyses and full waveform inversion. A two-way wave-equation is used to calculate directional and diffracted energy fluxes for waves propagating between sources and receivers to the subsurface target. The first-order staggered-grid pressure-velocity formulation, which lacks the characteristic of being self-adjoint is further validated and corrected to render the modeling operator before its practical application. Despite most published papers on synthetic kernel research, realistic applications to two field experiments are demonstrated and emphasize its practical needs. The Fréchet sensitivity kernels are used to quantify the target illumination conditions. For realistic illumination measurements and resolution analyses, two completely different survey geometries and nontrivial pre-conditioning strategies based on seismic data type are demonstrated and compared. From illumination studies, particle velocity responses are more sensitive to lateral velocity variations than pressure records. For waveform inversion, the more accurately estimated velocity model obtained the deeper the depth of investigation would be reached. To achieve better resolution and illumination, closely spaced OBS receiver interval is preferred. Based on the results, waveform inversion is applied for a gas hydrate site in Taiwan for shallow structure and BSR detection. Full waveform approach potentially provides better depth resolution than ray approach. The quantitative analyses, a by-product of full waveform inversion, are useful for quantifying seismic processing and depth migration strategies.llumination/resolution analysis for a 3D MCS/OBS survey in 2008. Analysis of OBS data shows that pressure (top), horizontal (middle) and vertical (bottom) velocity records produce different resolving power for gas hydrate exploration. ull waveform inversion of 8 OBS data along Yuan-An Ridge in SW Taiwan

  19. Solving Large-Scale Inverse Magnetostatic Problems using the Adjoint Method

    NASA Astrophysics Data System (ADS)

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

    2017-01-01

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

  20. Solving Large-Scale Inverse Magnetostatic Problems using the Adjoint Method

    PubMed Central

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

    2017-01-01

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

  1. Sensitivity analysis of numerically-simulated convective storms using direct and adjoint methods

    SciTech Connect

    Park, S.K.; Droegemeier, K.K.; Bischof, C.; Knauff, T.

    1994-06-01

    The goal of this project is to evaluate the sensitivity of numerically modeled convective storms to control parameters such as the initial conditions, boundary conditions, environment, and various physical and computational parameters. In other words, the authors seek the gradient of the solution vector with respect to specified parameters. One can use two approaches to accomplish this task. In the first or so-called brute force method, one uses a fully nonlinear model to generate a control forecast starting from a specified initial state. Then, a number of other forecasts are made in which chosen parameters (e.g., initial conditions) are systematically varied. The obvious drawback is that a large number of full model predictions are needed to examine the effects of only a single parameter. The authors describe herein an alternative, essentially automated method (ADIFOR, or Automatic DIfferentiation of FORtran) for obtaining the solution gradient that bypasses the adjoint altogether yet provides even more information about the gradient. (ADIFOR, like the adjoint technique, is constrained by the linearity assumption.) Applied to a 1-D moist cloud model, the authors assess the utility of ADIFOR relative to the brute force approach and evaluate the validity of the tangent linear approximation in the context of deep convection.

  2. 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.

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

    USGS Publications Warehouse

    Heberton, C.I.; Russell, T.F.; Konikow, 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.

  4. Data assimilation for massive autonomous systems based on a second-order adjoint method

    NASA Astrophysics Data System (ADS)

    Ito, Shin-ichi; Nagao, Hiromichi; Yamanaka, Akinori; Tsukada, Yuhki; Koyama, Toshiyuki; Kano, Masayuki; Inoue, Junya

    2016-10-01

    Data assimilation (DA) is a fundamental computational technique that integrates numerical simulation models and observation data on the basis of Bayesian statistics. Originally developed for meteorology, especially weather forecasting, DA is now an accepted technique in various scientific fields. One key issue that remains controversial is the implementation of DA in massive simulation models under the constraints of limited computation time and resources. In this paper, we propose an adjoint-based DA method for massive autonomous models that produces optimum estimates and their uncertainties within reasonable computation time and resource constraints. The uncertainties are given as several diagonal elements of an inverse Hessian matrix, which is the covariance matrix of a normal distribution that approximates the target posterior probability density function in the neighborhood of the optimum. Conventional algorithms for deriving the inverse Hessian matrix require O (C N2+N3) computations and O (N2) memory, where N is the number of degrees of freedom of a given autonomous system and C is the number of computations needed to simulate time series of suitable length. The proposed method using a second-order adjoint method allows us to directly evaluate the diagonal elements of the inverse Hessian matrix without computing all of its elements. This drastically reduces the number of computations to O (C ) and the amount of memory to O (N ) for each diagonal element. The proposed method is validated through numerical tests using a massive two-dimensional Kobayashi phase-field model. We confirm that the proposed method correctly reproduces the parameter and initial state assumed in advance, and successfully evaluates the uncertainty of the parameter. Such information regarding uncertainty is valuable, as it can be used to optimize the design of experiments.

  5. 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

  6. The Effective Equation Method

    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.

  7. 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.

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

    NASA Technical Reports Server (NTRS)

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

    2002-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Paige, Cody

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

  10. MCNP: Multigroup/adjoint capabilities

    SciTech Connect

    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.

  11. Adjoint-Based Methodology for Time-Dependent Optimization

    NASA Technical Reports Server (NTRS)

    Yamaleev, N. K.; Diskin, B.; Nielsen, E. J.

    2008-01-01

    This paper presents a discrete adjoint method for a broad class of time-dependent optimization problems. The time-dependent adjoint equations are derived in terms of the discrete residual of an arbitrary finite volume scheme which approximates unsteady conservation law equations. Although only the 2-D unsteady Euler equations are considered in the present analysis, this time-dependent adjoint method is applicable to the 3-D unsteady Reynolds-averaged Navier-Stokes equations with minor modifications. The discrete adjoint operators involving the derivatives of the discrete residual and the cost functional with respect to the flow variables are computed using a complex-variable approach, which provides discrete consistency and drastically reduces the implementation and debugging cycle. The implementation of the time-dependent adjoint method is validated by comparing the sensitivity derivative with that obtained by forward mode differentiation. Our numerical results show that O(10) optimization iterations of the steepest descent method are needed to reduce the objective functional by 3-6 orders of magnitude for test problems considered.

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

    NASA Astrophysics Data System (ADS)

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

    2011-12-01

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

  13. Geothermal reservoir monitoring based upon spectral-element and adjoint methods

    NASA Astrophysics Data System (ADS)

    Morency, C.; Templeton, D. C.; Harris, D.; Mellors, R. J.

    2011-12-01

    Induced seismicity associated with CO2 sequestration, enhanced oil recovery, and enhanced geothermal systems is triggered by fracturing during fluid injection. These events range from magnitude -1 (microseismicity) up to 3.5, for induced seismicity on pre-existing faults. In our approach, we are using seismic data collected at the Salton Sea geothermal field, to improve the current structural model (SCEC CVM4.0 including a 10m resolution topography) and to invert for the moment tensor and source location of the microseismic events. The key here is to refine the velocity model to then precisely invert for the location and mechanism (tensile or shear) of fracture openings. This information is crucial for geothermal reservoir assessment, especially in an unconventional setting where hydrofracturing is used to enhance productivity. The location of pre-existing and formed fractures as well as their type of openings are important elements for strategic decisions. Numerical simulations are performed using a spectral-element method, which contrary to finite-element methods (FEM), uses high degree Lagrange polynomials, allowing the technique to not only handle complex geometries, like the FEM, but also to retain the strength of exponential convergence and accuracy due to the use of high degree polynomials. Finite-frequency sensitivity kernels, used in the non-linear iterative inversions, are calculated based on an adjoint method.

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

    NASA Technical Reports Server (NTRS)

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

    2014-01-01

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

  15. 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

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

    SciTech Connect

    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.

  17. Parameter estimates of a zero-dimensional ecosystem model applying the adjoint method

    NASA Astrophysics Data System (ADS)

    Schartau, Markus; Oschlies, Andreas; Willebrand, Jürgen

    Assimilation experiments with data from the Bermuda Atlantic Time-series Study (BATS, 1989-1993) were performed with a simple mixed-layer ecosystem model of dissolved inorganic nitrogen ( N), phytoplankton ( P) and herbivorous zooplankton ( H). Our aim is to optimize the biological model parameters, such that the misfits between model results and observations are minimized. The utilized assimilation method is the variational adjoint technique, starting from a wide range of first-parameter guesses. A twin experiment displayed two kinds of solutions, when Gaussian noise was added to the model-generated data. The expected solution refers to the global minimum of the misfit model-data function, whereas the other solution is biologically implausible and is associated with a local minimum. Experiments with real data showed either bottom-up or top-down controlled ecosystem dynamics, depending on the deep nutrient availability. To confine the solutions, an additional constraint on zooplankton biomass was added to the optimization procedure. This inclusion did not produce optimal model results that were consistent with observations. The modelled zooplankton biomass still exceeded the observations. From the model-data discrepancies systematic model errors could be determined, in particular when the chlorophyll concentration started to decline before primary production reached its maximum. A direct comparision of measured 14C-production data with modelled phytoplankton production rates is inadequate at BATS, at least when a constant carbon to nitrogen C : N ratio is assumed for data assimilation.

  18. Development of a four-dimensional variational analysis system using the adjoint method at GLA. I - Dynamics

    NASA Technical Reports Server (NTRS)

    Chao, Winston C.; Chang, Lang-Ping

    1992-01-01

    Recent developments in the field of data assimilation have pointed to variational analysis (essentially least-squares fitting of a model solution to observed data) using the adjoint method as a new direction that holds the potential of major improvements over the current optimal interpolation method. This paper describes the initial effort in the development of a 4D variational analysis system. Although the development is based on the Goddard Laboratory for Atmospheres General Circulation Model (GCM), the methods and procedures described in this paper can be applied to any model. The adjoint code that computes the gradients needed in the analysis can be written directly from the GCM code. An easy error-detection technique was devised in the construction of the adjoint model. Also, a method of determining the weights and the preconditioning scales for the cases where model-generated data, which are error free, are used as observation is proposed. Two test experiments show that the dynamics part of the system has been successfully completed.

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

    NASA Astrophysics Data System (ADS)

    Sikarwar, Nidhi

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

  20. Sensitivity analysis of a model of CO{sub 2} exchange in tundra ecosystems by the adjoint method

    SciTech Connect

    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.

  1. Methods for Equating Mental Tests.

    DTIC Science & Technology

    1984-11-01

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

  2. Comparison of Observation Impacts in Two Forecast Systems using Adjoint Methods

    NASA Technical Reports Server (NTRS)

    Gelaro, Ronald; Langland, Rolf; Todling, Ricardo

    2009-01-01

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

  3. The truncated Newton using 1st and 2nd order adjoint-state method: a new approach for traveltime tomography without rays

    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

  4. 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.

  5. Adjoint simulation of stream depletion due to aquifer pumping.

    PubMed

    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.

  6. Optimal ignition placement using nonlinear adjoint looping

    NASA Astrophysics Data System (ADS)

    Qadri, Ubaid; Schmid, Peter; Magri, Luca; Ihme, Matthias

    2016-11-01

    Spark ignition of a turbulent mixture of fuel and oxidizer is a highly sensitive process. Traditionally, a large number of parametric studies are used to determine the effects of different factors on ignition and this can be quite tedious. In contrast, we treat ignition as an initial value problem and seek to find the initial condition that maximizes a given cost function. We use direct numerical simulation of the low Mach number equations with finite rate one-step chemistry, and of the corresponding adjoint equations, to study an axisymmetric jet diffusion flame. We find the L - 2 norm of the temperature field integrated over a short time to be a suitable cost function. We find that the adjoint fields localize around the flame front, identifying the most sensitive region of the flow. The adjoint fields provide gradient information that we use as part of an optimization loop to converge to a local optimal ignition location. We find that the optimal locations correspond with the stoichiometric surface downstream of the jet inlet plane. The methods and results of this study can be easily applied to more complex flow geometries.

  7. Tomography, Adjoint Methods, Time-Reversal, and Banana-Doughnut Kernels

    NASA Astrophysics Data System (ADS)

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

    2004-12-01

    We demonstrate that Fréchet derivatives for tomographic inversions may be obtained based upon just two calculations for each earthquake: one calculation for the current model and a second, `adjoint', calculation that uses time-reversed signals at the receivers as simultaneous, fictitious sources. For a given model~m, we consider objective functions χ(m) that minimize differences between waveforms, traveltimes, or amplitudes. We show that the Fréchet derivatives of such objective functions may be written in the generic form δ χ=∫ VK_m( {x}) δ ln m( {x}) d3 {x}, where δ ln m=δ m/m denotes the relative model perturbation. The volumetric kernel Km is defined throughout the model volume V and is determined by time-integrated products between spatial and temporal derivatives of the regular displacement field {s} and the adjoint displacement field {s} obtained by using time-reversed signals at the receivers as simultaneous sources. In waveform tomography the time-reversed signal consists of differences between the data and the synthetics, in traveltime tomography it is determined by synthetic velocities, and in amplitude tomography it is controlled by synthetic displacements. For each event, the construction of the kernel Km requires one forward calculation for the regular field {s} and one adjoint calculation involving the fields {s} and {s}. For multiple events the kernels are simply summed. The final summed kernel is controlled by the distribution of events and stations and thus determines image resolution. In the case of traveltime tomography, the kernels Km are weighted combinations of banana-doughnut kernels. We demonstrate also how amplitude anomalies may be inverted for lateral variations in elastic and anelastic structure. The theory is illustrated based upon 2D spectral-element simulations.

  8. Joint inversion of seismic velocities and source location without rays using the truncated Newton and the adjoint-state method

    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

  9. Support Operators Method for the Diffusion Equation in Multiple Materials

    SciTech Connect

    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.

  10. Adjoint-based sensitivity analysis for high-energy density radiative transfer using flux-limited diffusion

    NASA Astrophysics Data System (ADS)

    Humbird, Kelli D.; McClarren, Ryan G.

    2017-03-01

    Uncertainty quantification and sensitivity analyses are a vital component for predictive modeling in the sciences and engineering. The adjoint approach to sensitivity analysis requires solving a primary system of equations and a mathematically related set of adjoint equations. The information contained in the equations can be combined to produce sensitivity information in a computationally efficient manner. In this work, sensitivity analyses are performed on systems described by flux-limited radiative diffusion using the adjoint approach. The sensitivities computed are shown to agree with standard perturbation theory and require significantly less computational time. The adjoint approach saves the computational cost of one forward solve per sensitivity, making the method attractive when multiple sensitivities are of interest.

  11. 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.

  12. 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.

  13. Galerkin Methods for Nonlinear Elliptic Equations.

    NASA Astrophysics Data System (ADS)

    Murdoch, Thomas

    Available from UMI in association with The British Library. Requires signed TDF. This thesis exploits in the nonlinear situation the optimal approximation property of the finite element method for linear, elliptic problems. Of particular interest are the steady state semiconductor equations in one and two dimensions. Instead of discretising the differential equations by the finite element method and solving the nonlinear algebraic equations by Newton's method, a Newton linearisation of the continuous problem is preferred and a sequence of linear problems solved until some convergence criterion is achieved. For nonlinear Poisson equations, this approach reduces to solving a sequence of linear, elliptic, self -adjoint problems, their approximation by the finite element being optimal in a suitably defined energy norm. Consequently, there is the potential to recover a smoother representation of the underlying solution at each step of the Newton iteration. When this approach is applied to the continuity equations for semiconductor devices, a sequence of linear problems of the form -_{nabla }(anabla u - bu) = f must be solved. The Galerkin method in its crude form does not adequately represent the true solution: however, generalising the framework to permit Petrov-Galerkin approximations remedies the situation. For one dimensional problems, the work of Barrett and Morton allows an optimal test space to be chosen at each step of the Newton iteration so that the resulting approximation is near optimal in a norm closely related to the standard L^2 norm. More detailed information about the underlying solution can then be obtained by recovering a solution of an appropriate form. For two-dimensional problems, since the optimal test functions are difficult to find in practice, an upwinding method due to Heinrich et.al. is used at each step of the Newton iteration. Also, a framework is presented in which various upwind methods may be compared. The thesis also addresses the

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

    DTIC Science & Technology

    2006-01-30

    for travel-time [11], and the viscosity solution for the eikonal equation with a point -source condition is the least travel-time from the source to...paper. 2 Governing Equations We start from the eikonal equation with a point source condition in an isotropic medium which occupies an open, bounded...tomography so that we can avoid the cumbersome ray-tracing. We start from the eikonal equation, define a mismatching functional and derive the gradient

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

    NASA Technical Reports Server (NTRS)

    Murio, Diego A.; Mejia, Carlos E.

    1991-01-01

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

  16. 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…

  17. A Generalized Adjoint Approach for Quantifying Reflector Assembly Discontinuity Factor Uncertainties

    SciTech Connect

    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.

  18. Accurate adjoint design sensitivities for nano metal optics.

    PubMed

    Hansen, Paul; Hesselink, Lambertus

    2015-09-07

    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.

  19. Adjoint Error Estimation for Linear Advection

    SciTech Connect

    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.

  20. 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.

  1. The Adjoint Method for The Optimization of Brachytherapy and Radiotherapy Patient Treatment Planning Procedures Using Monte Carlo Calculations

    SciTech Connect

    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.

  2. 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.

  3. The forward and adjoint sensitivity methods of glacial isostatic adjustment: Existence, uniqueness and time-differencing scheme

    NASA Astrophysics Data System (ADS)

    Martinec, Zdenek; Sasgen, Ingo; Velimsky, Jakub

    2014-05-01

    In this study, two new methods for computing the sensitivity of the glacial isostatic adjustment (GIA) forward solution with respect to the Earth's mantle viscosity are presented: the forward sensitivity method (FSM) and the adjoint sensitivity method (ASM). These advanced formal methods are based on the time-domain,spectral-finite element method for modelling the GIA response of laterally heterogeneous earth models developed by Martinec (2000). There are many similarities between the forward method and the FSM and ASM for a general physical system. However, in the case of GIA, there are also important differences between the forward and sensitivity methods. The analysis carried out in this study results in the following findings. First, the forward method of GIA is unconditionally solvable, regardless of whether or not a combined ice and ocean-water load contains the first-degree spherical harmonics. This is also the case for the FSM, however, the ASM must in addition be supplemented by nine conditions on the misfit between the given GIA-related data and the forward model predictions to guarantee the existence of a solution. This constrains the definition of data least-squares misfit. Second, the forward method of GIA implements an ocean load as a free boundary-value function over an ocean area with a free geometry. That is, an ocean load and the shape of ocean, the so-called ocean function, are being sought, in addition to deformation and gravity-increment fields, by solving the forward method. The FSM and ASM also apply the adjoint ocean load as a free boundary-value function, but instead over an ocean area with the fixed geometry given by the ocean function determined by the forward method. In other words, a boundary-value problem for the forward method of GIA is free with respect to determining (i) the boundary-value data over an ocean area and (ii) the ocean function itself, while the boundary-value problems for the FSM and ASM are free only with respect to

  4. Estimating the time evolution of the geoid: An application of the adjoint method in global mantle circulation models

    NASA Astrophysics Data System (ADS)

    Horbach, A.; Bunge, H.-P.

    2012-04-01

    Forward simulations of mantle circulation processes in the Earth's interior suffer from the problem of an unknown initial condition, that is the temperature distribution of the past is not known a-priori. With the help of the adjoint method (Bunge (2003)), we are able to determine an optimal initial condition iteratively, given a temperature model of the present time. Here we use an s-wave tomography (Grand (1997)) as the estimator for present-day Earth structure. The seismic model is converted into temperature using a published self-consistent mineralogical model (Piazzoni (2007)), allowing us to constrain a time series of mantle flow consistent with the present-day estimator for the past 40 Myrs. Temperature fluctuations initiate density anomalies, which in turn influence the Earth's external gravitational field. Gravity provides an important constraint for geodynamic modelling. We find a very high correlation of our model geoid for the present time to current satellite derived geoid solutions. Furthermore, our models of paleo circulation allow us to determine time-series of the geoid for the past 40 Ma. Some remarkable geodynamic features can be recognized from our proof-of-concept models, especially the sinking of the Farallon and the Tethys slab through the Earth's mantle, and their associated effects on past topography and geoid.

  5. Continuous-Energy Adjoint Flux and Perturbation Calculation using the Iterated Fission Probability Method in Monte Carlo Code TRIPOLI-4® and Underlying Applications

    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

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

    NASA Technical Reports Server (NTRS)

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

    1997-01-01

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

  7. Global Adjoint Tomography

    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.

  8. 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.

  9. Design sensitivity analysis with Applicon IFAD using the adjoint variable method

    NASA Technical Reports Server (NTRS)

    Frederick, Marjorie C.; Choi, Kyung K.

    1984-01-01

    A numerical method is presented to implement structural design sensitivity analysis using the versatility and convenience of existing finite element structural analysis program and the theoretical foundation in structural design sensitivity analysis. Conventional design variables, such as thickness and cross-sectional areas, are considered. Structural performance functionals considered include compliance, displacement, and stress. It is shown that calculations can be carried out outside existing finite element codes, using postprocessing data only. That is, design sensitivity analysis software does not have to be imbedded in an existing finite element code. The finite element structural analysis program used in the implementation presented is IFAD. Feasibility of the method is shown through analysis of several problems, including built-up structures. Accurate design sensitivity results are obtained without the uncertainty of numerical accuracy associated with selection of a finite difference perturbation.

  10. Adjoint based sensitivity analysis of a reacting jet in crossflow

    NASA Astrophysics Data System (ADS)

    Sashittal, Palash; Sayadi, Taraneh; Schmid, Peter

    2016-11-01

    With current advances in computational resources, high fidelity simulations of reactive flows are increasingly being used as predictive tools in various industrial applications. In order to capture the combustion process accurately, detailed/reduced chemical mechanisms are employed, which in turn rely on various model parameters. Therefore, it would be of great interest to quantify the sensitivities of the predictions with respect to the introduced models. Due to the high dimensionality of the parameter space, methods such as finite differences which rely on multiple forward simulations prove to be very costly and adjoint based techniques are a suitable alternative. The complex nature of the governing equations, however, renders an efficient strategy in finding the adjoint equations a challenging task. In this study, we employ the modular approach of Fosas de Pando et al. (2012), to build a discrete adjoint framework applied to a reacting jet in crossflow. The developed framework is then used to extract the sensitivity of the integrated heat release with respect to the existing combustion parameters. Analyzing the sensitivities in the three-dimensional domain provides insight towards the specific regions of the flow that are more susceptible to the choice of the model.

  11. Adjoint Optimization of Wind Plant Layouts

    DOE PAGES

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

    2016-08-31

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

  12. Adjoint Optimization of Wind Plant Layouts

    SciTech Connect

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

    2016-08-31

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

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

    NASA Technical Reports Server (NTRS)

    Gelaro, Ron; Liu, Emily; Sienkiewicz, Meta

    2011-01-01

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

  14. Adjoint-based constrained topology optimization for viscous flows, including heat transfer

    NASA Astrophysics Data System (ADS)

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

    2013-08-01

    In fluid mechanics, topology optimization is used for designing flow passages, connecting predefined inlets and outlets, with optimal performance based on selected criteria. In this article, the continuous adjoint approach to topology optimization in incompressible ducted flows with heat transfer is presented. A variable porosity field, to be determined during the optimization, is the means to define the optimal topology. The objective functions take into account viscous losses and the amount of heat transfer. Turbulent flows are handled using the Spalart-Allmaras model and the proposed adjoint is exact, i.e. the adjoint to the turbulence model equation is formulated and solved, too. This is an important novelty in this article which extends the porosity-based method to account for heat transfer flow problems in turbulent flows. In problems such as the design of manifolds, constraints on the outlet flow direction, rates and mean outlet temperatures are imposed.

  15. Real data assimilation for optimization of frictional parameters and prediction of afterslip in the 2003 Tokachi-oki earthquake inferred from slip velocity by an adjoint method

    NASA Astrophysics Data System (ADS)

    Kano, Masayuki; Miyazaki, Shin'ichi; Ishikawa, Yoichi; Hiyoshi, Yoshihisa; Ito, Kosuke; Hirahara, Kazuro

    2015-10-01

    Data assimilation is a technique that optimizes the parameters used in a numerical model with a constraint of model dynamics achieving the better fit to observations. Optimized parameters can be utilized for the subsequent prediction with a numerical model and predicted physical variables are presumably closer to observations that will be available in the future, at least, comparing to those obtained without the optimization through data assimilation. In this work, an adjoint data assimilation system is developed for optimizing a relatively large number of spatially inhomogeneous frictional parameters during the afterslip period in which the physical constraints are a quasi-dynamic equation of motion and a laboratory derived rate and state dependent friction law that describe the temporal evolution of slip velocity at subduction zones. The observed variable is estimated slip velocity on the plate interface. Before applying this method to the real data assimilation for the afterslip of the 2003 Tokachi-oki earthquake, a synthetic data assimilation experiment is conducted to examine the feasibility of optimizing the frictional parameters in the afterslip area. It is confirmed that the current system is capable of optimizing the frictional parameters A-B, A and L by adopting the physical constraint based on a numerical model if observations capture the acceleration and decaying phases of slip on the plate interface. On the other hand, it is unlikely to constrain the frictional parameters in the region where the amplitude of afterslip is less than 1.0 cm d-1. Next, real data assimilation for the 2003 Tokachi-oki earthquake is conducted to incorporate slip velocity data inferred from time dependent inversion of Global Navigation Satellite System time-series. The optimized values of A-B, A and L are O(10 kPa), O(102 kPa) and O(10 mm), respectively. The optimized frictional parameters yield the better fit to the observations and the better prediction skill of slip

  16. SQP-methods for solving optimal control problems with control and state constraints: adjoint variables, sensitivity analysis and real-time control

    NASA Astrophysics Data System (ADS)

    Büskens, Christof; Maurer, Helmut

    2000-08-01

    Parametric nonlinear optimal control problems subject to control and state constraints are studied. Two discretization methods are discussed that transcribe optimal control problems into nonlinear programming problems for which SQP-methods provide efficient solution methods. It is shown that SQP-methods can be used also for a check of second-order sufficient conditions and for a postoptimal calculation of adjoint variables. In addition, SQP-methods lead to a robust computation of sensitivity differentials of optimal solutions with respect to perturbation parameters. Numerical sensitivity analysis is the basis for real-time control approximations of perturbed solutions which are obtained by evaluating a first-order Taylor expansion with respect to the parameter. The proposed numerical methods are illustrated by the optimal control of a low-thrust satellite transfer to geosynchronous orbit and a complex control problem from aquanautics. The examples illustrate the robustness, accuracy and efficiency of the proposed numerical algorithms.

  17. 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

  18. Dynamics of solitons to the ill-posed Boussinesq equation

    NASA Astrophysics Data System (ADS)

    Tchier, Fairouz; Aliyu, Aliyu Isa; Yusuf, Abdullahi; Inc, Mustafa

    2017-03-01

    In this paper, we analyze the dynamic behavior of the ill-posed Boussinesq equation (IPBE) that arises in nonlinear lattices and also in shallow water waves. Some solitary wave solutions are obtained by using the solitary wave ansatz method and the Bernoulli sub-Ode. By applying the technique of nonlinear self-adjoint, a quasi self-adjoint substitution for the IPBE is constructed. The classical symmetries of the equation are constructed. Then, we used along with the obtained nonlinear self-adjoint substitution to construct a set of new conservation laws (Cls).

  19. 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.

  20. 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.

  1. Effect of the acoustic environment on adjoint sound speed inversions

    NASA Astrophysics Data System (ADS)

    Richards, Edward

    search space of the adjoint method. The second issue is the proper treatment of the acoustic interaction between the ocean and its sea floor. The adjoint method uses the implicit finite difference form of the Parabolic Equation, which has a few possible bottom treatments. Two simple bottom interface treatments are the local boundary conditions of McDaniel and Lee [J. Acoustic. Soc. Am. 71 , 855-858 (1992)] and the non-local boundary conditions of Papadakis et al. [J. Acoustic. Soc. Am. 92 , 2030-2038 (1992)]. Local boundary conditions treat the interface by altering sound speed values at the interface to account for density interfaces. This interface treatment was selected over the more complete treatment of non-local boundary conditions, which treat the interface with a reflection coefficient. This decision was based on the relative simplicity of the testing environment, which did not require sophisticated bottom treatments. Finally, the performance of the adjoint method was tested by numerical simulation with a number of different test environments. The adjoint performance was most sensitive to the range of propagation, and relatively insensitive to other environmental parameters such as source depth and bottom depth. These results suggest that the adjoint inversion method will perform consistently in appropriate testing conditions.

  2. 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

  3. A combination method for solving nonlinear equations

    NASA Astrophysics Data System (ADS)

    Silalahi, B. P.; Laila, R.; Sitanggang, I. S.

    2017-01-01

    This paper discusses methods for finding solutions of nonlinear equations: the Newton method, the Halley method and the combination of the Newton method, the Newton inverse method and the Halley method. Computational results in terms of the accuracy, the number of iterations and the running time for solving some given problems are presented.

  4. 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…

  5. 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

  6. Entropy viscosity method applied to Euler equations

    SciTech Connect

    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)

  7. Chiral phases of fundamental and adjoint quarks

    SciTech Connect

    Natale, A. A.

    2016-01-22

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

  8. Chiral phases of fundamental and adjoint quarks

    NASA Astrophysics Data System (ADS)

    Natale, A. A.

    2016-01-01

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

  9. 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.

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

    NASA Technical Reports Server (NTRS)

    Arian, Eyal; Salas, Manuel D.

    1997-01-01

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

  11. AN ADJOINT-BASED METHOD FOR THE INVERSION OF THE JUNO AND CASSINI GRAVITY MEASUREMENTS INTO WIND FIELDS

    SciTech Connect

    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.

  12. Lattice Boltzmann equation method for the Cahn-Hilliard equation

    NASA Astrophysics Data System (ADS)

    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), 10.1016/j.jcp.2010.07.007]; 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.

  13. Linearized Implicit Numerical Method for Burgers' Equation

    NASA Astrophysics Data System (ADS)

    Mukundan, Vijitha; Awasthi, Ashish

    2016-12-01

    In this work, a novel numerical scheme based on method of lines (MOL) is proposed to solve the nonlinear time dependent Burgers' equation. The Burgers' equation is semi discretized in spatial direction by using MOL to yield system of nonlinear ordinary differential equations in time. The resulting system of nonlinear differential equations is integrated by an implicit finite difference method. We have not used Cole-Hopf transformation which gives less accurate solution for very small values of kinematic viscosity. Also, we have not considered nonlinear solvers that are computationally costlier and take more running time.In the proposed scheme nonlinearity is tackled by Taylor series and the use of fully discretized scheme is easy and practical. The proposed method is unconditionally stable in the linear sense. Furthermore, efficiency of the proposed scheme is demonstrated using three test problems.

  14. A Posteriori Analysis for Hydrodynamic Simulations Using Adjoint Methodologies

    SciTech Connect

    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.

  15. 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.

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

    NASA Technical Reports Server (NTRS)

    Nielsen, Eric J.; Kleb, William L.

    2005-01-01

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

  17. 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.

  18. Efficient numerical methods for nonlinear Schrodinger equations

    NASA Astrophysics Data System (ADS)

    Liang, Xiao

    The nonlinear Schrodinger equations are widely used to model a number of important physical phenomena, including solitary wave propagations in optical fibers, deep water turbulence, laser beam transmissions, and the Bose-Einstein condensation, just to mention a few. In the field of optics and photonics, the systems of nonlinear Schrodinger equations can be used to model multi-component solitons and the interaction of self-focusing laser beams. In three spatial dimensions, the nonlinear Schrodinger equation is known as the Gross-Pitaevskii equation, which models the soliton in a low-cost graded-index fiber. Recently, research on nonlinear space fractional Schrodinger equations, which capture the self-similarity in the fractional environment, has become prevalent. Our study includes the systems of multi-dimensional nonlinear space fractional Schrodinger equations. To solve the systems of multi-dimensional nonlinear Schrodinger equations efficiently, several novel numerical methods are presented. The central difference and quartic spline approximation based exponential time differencing Crank-Nicolson method is introduced for solving systems of one- and two-dimensional nonlinear Schrodinger equations. A local extrapolation is employed to achieve fourth-order accuracy in time. The numerical examples include the transmission of a self-focusing laser beam. The local discontinuous Galerkin methods combined with the fourth-order exponential time differencing Runge-Kutta time discretization are studied for solving the systems of nonlinear Schrodinger equations with hyperbolic terms, which are critical in modeling optical solitons in the birefringent fibers. The local discontinuous Galerkin method is able to achieve any order of accuracy in space, thanks to the usage of piecewise polynomial spaces. The exponential time differencing methods are employed to deal with the coupled nonlinearities for the reason that there is no need to solve nonlinear systems at every time step

  19. Sensitivity Analysis of Differential-Algebraic Equations and Partial Differential Equations

    SciTech Connect

    Petzold, L; Cao, Y; Li, S; Serban, R

    2005-08-09

    Sensitivity analysis generates essential information for model development, design optimization, parameter estimation, optimal control, model reduction and experimental design. In this paper we describe the forward and adjoint methods for sensitivity analysis, and outline some of our recent work on theory, algorithms and software for sensitivity analysis of differential-algebraic equation (DAE) and time-dependent partial differential equation (PDE) systems.

  20. Unsteady adjoint of a gas turbine inlet guide vane

    NASA Astrophysics Data System (ADS)

    Talnikar, Chaitanya; Wang, Qiqi

    2015-11-01

    Unsteady fluid flow simulations like large eddy simulation have been shown to be crucial in accurately predicting heat transfer in turbomachinery applications like transonic flow over an inlet guide vane. To compute sensitivities of aerothermal objectives for a vane with respect to design parameters an unsteady adjoint is required. In this talk we present unsteady adjoint solutions for a vane from VKI using pressure loss and heat transfer over the vane surface as the objectives. The boundary layer on the suction side near the trailing edge of the vane is turbulent and this poses a challenge for an adjoint solver. The chaotic dynamics cause the adjoint solution to diverge exponentially to infinity from that region when simulated backwards in time. The prospect of adding artificial viscosity to the adjoint equations to dampen the adjoint fields is investigated. Results for the vane from simulations performed on the Titan supercomputer will be shown and the effect of the additional viscosity on the accuracy of the sensitivities will be discussed.

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

    ERIC Educational Resources Information Center

    Savoye, Philippe

    2009-01-01

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

  2. 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.

  3. 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.

  4. Optimization of wind plant layouts using an adjoint approach

    DOE PAGES

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

    2017-03-10

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

  5. Homogenization and Numerical Methods for Hyperbolic Equations

    NASA Astrophysics Data System (ADS)

    Liu, Jian-Guo

    1990-01-01

    This dissertation studies three aspects of analysis and numerical methods for partial differential equations with oscillatory solutions. 1. Homogenization theory for certain linear hyperbolic equations is developed. We derive the homogenized convection equations for linear convection problems with rapidly varying velocity in space and time. We find that the oscillatory solutions are very sensitive to the arithmetic properties of certain parameters, such as the corresponding rotation number and the ratio between the components of the mean velocity field in linear convection. We also show that the oscillatory velocity field in two dimensional incompressible flow behaves like shear flows. 2. The homogenization of scalar nonlinear conservation laws in several space variables with oscillatory initial data is also discussed. We prove that the initial oscillations will be eliminated for any positive time when the equations are non-degenerate. This is also true for degenerate equations if there is enough mixing among the initial oscillations in the degenerate direction. Otherwise, the initial oscillation, for which the homogenized equation is obtained, will survive and be propagated. The large-time behavior of conservation laws with several space variables is studied. We show that, under a new nondegenerate condition (the second derivatives of the flux functions are linearly independent in any interval), a piecewise smooth periodic solution with converge strongly to the mean value of initial data. This generalizes Glimm and Lax's result for the one dimensional problem (3). 3. Numerical simulations of the oscillatory solutions are also carried out. We give some error estimate for varepsilon-h resonance ( varepsilon: oscillation wave length, h: numerical step) and prove essential convergence (24) of order alpha < 1 for some numerical schemes. These include upwind schemes and particle methods for linear hyperbolic equations with oscillatory coefficients. A stochastic analysis

  6. 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.

  7. 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.

  8. Self-adjoint commuting differential operators of rank two

    NASA Astrophysics Data System (ADS)

    Mironov, A. E.

    2016-08-01

    This is a survey of results on self-adjoint commuting ordinary differential operators of rank two. In particular, the action of automorphisms of the first Weyl algebra on the set of commuting differential operators with polynomial coefficients is discussed, as well as the problem of constructing algebro-geometric solutions of rank l>1 of soliton equations. Bibliography: 59 titles.

  9. Adjoined Piecewise Linear Approximations (APLAs) for Equating: Accuracy Evaluations of a Postsmoothing Equating Method

    ERIC Educational Resources Information Center

    Moses, Tim

    2013-01-01

    The purpose of this study was to evaluate the use of adjoined and piecewise linear approximations (APLAs) of raw equipercentile equating functions as a postsmoothing equating method. APLAs are less familiar than other postsmoothing equating methods (i.e., cubic splines), but their use has been described in historical equating practices of…

  10. Lie symmetry analysis of the Heisenberg equation

    NASA Astrophysics Data System (ADS)

    Zhao, Zhonglong; Han, Bo

    2017-04-01

    The Lie symmetry analysis is performed on the Heisenberg equation from the statistical physics. Its Lie point symmetries and optimal system of one-dimensional subalgebras are determined. The similarity reductions and invariant solutions are obtained. Using the multipliers, some conservation laws are obtained. We prove that this equation is nonlinearly self-adjoint. The conservation laws associated with symmetries of this equation are constructed by means of Ibragimov's method.

  11. Adjoint Sensitivity Analysis of Push-Pull Partitioning Tracer Test Data for DNAPL Saturation Estimation

    NASA Astrophysics Data System (ADS)

    Tang, T.; Boroumand, A.; Abriola, L. M.; Miller, E. L.

    2013-12-01

    Characterization of dense non-aqueous phase liquid (DNAPL) source zones is a critical component for successful remediation of sites contaminated by chlorinated solvents. Although Push-Pull Tracer Tests (PPTTs) offer a promising approach for local in situ source zone characterization, non-equilibrium mass transfer effects and the spatial variability of saturation make their interpretation difficult. To better understand the dependence of well test data on these factors and as the basis for the estimation of the spatial DNAPL distribution, here we develop numerical methods based on the use of adjoint sensitivity mehtods to explore the sensitivity of PPTT observations to the distribution of DNAPL saturation. We examine the utility of the developed approach using three-dimensional hypothetical source zones containing heterogeneous DNAPL distributions. For model applications the flow fields are generated with MODFLOW and non-equilibrium tracer mass transfer is described by a linear driving force expression. Comprehensive modeling of partitioning tracer tests requires the solution of tracer mass balance equations in the aqueous and DNAPL phases. Consistent with this process coupling, the developed adjoint method introduces a vector of adjoint variables to formulate the coupled adjoint states equations for tracer concentrations in both the aqueous and NAPL phases. For the sensitivity analysis, we investigate how the tracer concentration in the well changes with perturbations of the saturation within the interrogated zone. Using the calculated sensitivity functions, coupled with the observed tracer breakthrough curve, we develop a nonlinear least-squares inverse method to determine three metrics related to the spatial distribution of DNAPL in the source zone: average DNAPL saturation, total mass of DNAPL and distance of the DNAPL from the test well. These results have utility for local source zone characterization and can provide an initial quantitative understanding of

  12. Krylov subspace methods for the Dirac equation

    NASA Astrophysics Data System (ADS)

    Beerwerth, Randolf; Bauke, Heiko

    2015-03-01

    The Lanczos algorithm is evaluated for solving the time-independent as well as the time-dependent Dirac equation with arbitrary electromagnetic fields. We demonstrate that the Lanczos algorithm can yield very precise eigenenergies and allows very precise time propagation of relativistic wave packets. The unboundedness of the Dirac Hamiltonian does not hinder the applicability of the Lanczos algorithm. As the Lanczos algorithm requires only matrix-vector products and inner products, which both can be efficiently parallelized, it is an ideal method for large-scale calculations. The excellent parallelization capabilities are demonstrated by a parallel implementation of the Dirac Lanczos propagator utilizing the Message Passing Interface standard.

  13. A finite analytic method for solving the 2-D time-dependent advection diffusion equation with time-invariant coefficients

    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.

  14. 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.

  15. Mixed Total Variation and L1 Regularization Method for Optical Tomography Based on Radiative Transfer Equation

    PubMed Central

    Bi, Bo; Li, Li

    2017-01-01

    Optical tomography is an emerging and important molecular imaging modality. The aim of optical tomography is to reconstruct optical properties of human tissues. In this paper, we focus on reconstructing the absorption coefficient based on the radiative transfer equation (RTE). It is an ill-posed parameter identification problem. Regularization methods have been broadly applied to reconstruct the optical coefficients, such as the total variation (TV) regularization and the L1 regularization. In order to better reconstruct the piecewise constant and sparse coefficient distributions, TV and L1 norms are combined as the regularization. The forward problem is discretized with the discontinuous Galerkin method on the spatial space and the finite element method on the angular space. The minimization problem is solved by a Jacobian-based Levenberg-Marquardt type method which is equipped with a split Bregman algorithms for the L1 regularization. We use the adjoint method to compute the Jacobian matrix which dramatically improves the computation efficiency. By comparing with the other imaging reconstruction methods based on TV and L1 regularizations, the simulation results show the validity and efficiency of the proposed method. PMID:28280517

  16. Mixed Total Variation and L(1) Regularization Method for Optical Tomography Based on Radiative Transfer Equation.

    PubMed

    Tang, Jinping; Han, Bo; Han, Weimin; Bi, Bo; Li, Li

    2017-01-01

    Optical tomography is an emerging and important molecular imaging modality. The aim of optical tomography is to reconstruct optical properties of human tissues. In this paper, we focus on reconstructing the absorption coefficient based on the radiative transfer equation (RTE). It is an ill-posed parameter identification problem. Regularization methods have been broadly applied to reconstruct the optical coefficients, such as the total variation (TV) regularization and the L(1) regularization. In order to better reconstruct the piecewise constant and sparse coefficient distributions, TV and L(1) norms are combined as the regularization. The forward problem is discretized with the discontinuous Galerkin method on the spatial space and the finite element method on the angular space. The minimization problem is solved by a Jacobian-based Levenberg-Marquardt type method which is equipped with a split Bregman algorithms for the L(1) regularization. We use the adjoint method to compute the Jacobian matrix which dramatically improves the computation efficiency. By comparing with the other imaging reconstruction methods based on TV and L(1) regularizations, the simulation results show the validity and efficiency of the proposed method.

  17. Method of lines solution of Richards` equation

    SciTech Connect

    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.

  18. 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.

  19. An efficient and robust reconstruction method for optical tomography with the time-domain radiative transfer equation

    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.

  20. A generalized fractional sub-equation method for fractional differential equations with variable coefficients

    NASA Astrophysics Data System (ADS)

    Tang, Bo; He, Yinnian; Wei, Leilei; Zhang, Xindong

    2012-08-01

    In this Letter, a generalized fractional sub-equation method is proposed for solving fractional differential equations with variable coefficients. Being concise and straightforward, this method is applied to the space-time fractional Gardner equation with variable coefficients. As a result, many exact solutions are obtained including hyperbolic function solutions, trigonometric function solutions and rational solutions. It is shown that the considered method provides a very effective, convenient and powerful mathematical tool for solving many other fractional differential equations in mathematical physics.

  1. 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).

  2. Adjoint sensitivity analysis of an ultrawideband antenna

    SciTech Connect

    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.

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

    NASA Technical Reports Server (NTRS)

    Reuther, James; Jameson, Antony

    1995-01-01

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

  4. 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,…

  5. 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.

  6. Impact of Matched Samples Equating Methods on Equating Accuracy and the Adequacy of Equating Assumptions

    ERIC Educational Resources Information Center

    Powers, Sonya Jean

    2010-01-01

    When test forms are administered to examinee groups that differ in proficiency, equating procedures are used to disentangle group differences from form differences. This dissertation investigates the extent to which equating results are population invariant, the impact of group differences on equating results, the impact of group differences on…

  7. Data adjoint assimilation into the adjoint inverse coastal circulation model that conforms to topography

    NASA Astrophysics Data System (ADS)

    Fang, F.; Pain, C. C.; Gaddard, A. J. H.; de Oliveira, C. R. E.; Piggott, M. D.; Umpleby, A. P.; Copeland, G. J. M.

    2003-04-01

    There are often uncertain factors in ocean numerical models, e.g. the initial and boundary conditions, parameters. With the introduction of advanced observational techniques, more attention has been given to data assimilation to improve the predictive capabilities of ocean models. The question is how and where best to assimilate the observations for reducing the dependence of solutions on the initial and boundary data and getting a better representation of non-stratified water flows around and over coastal topography. In this investigation, we aim to introduce an adjoint model into the Imperial College Ocean Model (ICOM), which is a 3D nonlinear non-hydrostatic model with mesh adaptivity and optimal Domain Decomposition Method (DDM) parallel solver. By using an unstructured mesh, ICOM can automatically conform to the complicated coastal topography and with mesh adaptivity the resolution can be designed to meet physics demands such as flows in region of high shear and flow separation at coastlines. In the initial stage of this investigation, we discuss various adjoint methods and their consistence. To accelerate the convergence of the gradient calculation and reduce the memory requirement, the numerical techniques: Nonlinear Conjugate Gradient and Check Pointing are introduced. We then apply the adjoint method to 1D nonlinear shallow water and 2D coastal flow past a headland with the inversion of both boundary and initial conditions. We give an initial insight to (1) Effect of data information to be inverted; (2) Role of the nonlinear terms in the inversion; (3) Possibility of adopting non-consistent discretization schemes in the forward and backward adjoint models; (4) Effect of various boundary conditions, e.g. uniform flow and wave/tidal flow.

  8. A new least-squares transport equation compatible with voids

    SciTech Connect

    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)

  9. Adjoint-based optimization of fish swimming gaits

    NASA Astrophysics Data System (ADS)

    Floryan, Daniel; Rowley, Clarence W.; Smits, Alexander J.

    2016-11-01

    We study a simplified model of fish swimming, namely a flat plate periodically pitching about its leading edge. Using gradient-based optimization, we seek periodic gaits that are optimal in regards to a particular objective (e.g. maximal thrust). The two-dimensional immersed boundary projection method is used to investigate the flow states, and its adjoint formulation is used to efficiently calculate the gradient of the objective function needed for optimization. The adjoint method also provides sensitivity information, which may be used to elucidate the physics responsible for optimality. Supported under ONR MURI Grants N00014-14-1-0533, Program Manager Bob Brizzolara.

  10. 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.

  11. Continuous adjoint sensitivity analysis for aerodynamic and acoustic optimization

    NASA Astrophysics Data System (ADS)

    Ghayour, Kaveh

    1999-11-01

    A gradient-based shape optimization methodology based on continuous adjoint sensitivities has been developed for two-dimensional steady Euler equations on unstructured meshes and the unsteady transonic small disturbance equation. The continuous adjoint sensitivities of the Helmholtz equation for acoustic applications have also been derived and discussed. The highlights of the developments for the steady two-dimensional Euler equations are the generalization of the airfoil surface boundary condition of the adjoint system to allow a proper closure of the Lagrangian functional associated with a general cost functional and the results for an inverse problem with density as the prescribed target. Furthermore, it has been demonstrated that a transformation to the natural coordinate system, in conjunction with the reduction of the governing state equations to the control surface, results in sensitivity integrals that are only a function of the tangential derivatives of the state variables. This approach alleviates the need for directional derivative computations with components along the normal to the control surface, which can render erroneous results. With regard to the unsteady transonic small disturbance equation (UTSD), the continuous adjoint methodology has been successfully extended to unsteady flows. It has been demonstrated that for periodic airfoil oscillations leading to limit-cycle behavior, the Lagrangian functional can be only closed if the time interval of interest spans one or more periods of the flow oscillations after the limit-cycle has been attained. The steady state and limit-cycle sensitivities are then validated by comparing with the brute-force derivatives. The importance of accounting for the flow circulation sensitivity, appearing in the form of a Dirac delta in the wall boundary condition at the trailing edge, has been stressed and demonstrated. Remarkably, the cost of an unsteady adjoint solution is about 0.2 times that of a UTSD solution

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

    PubMed

    Sudao, Bilige; Wang, Xiaomin

    2015-01-01

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

  13. 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.

  14. Adjoint-based approach to Enhancing Mixing in Rayleigh-Taylor Turbulence

    NASA Astrophysics Data System (ADS)

    Kord, Ali; Capecelatro, Jesse

    2016-11-01

    A recently developed adjoint method for multi-component compressible flow is used to measure sensitivity of the mixing rate to initial perturbations in Rayleigh-Taylor (RT) turbulence. Direct numerical simulations (DNS) of RT instabilities are performed at moderate Reynolds numbers. The DNS are used to provide an initial prediction, and the corresponding space-time discrete-exact adjoint provides a sensitivity gradient for a specific quantity of interest (QoI). In this work, a QoI is defined based on the time-integrated scalar field to quantify the mixing rate. Therefore, the adjoint solution is used to measure sensitivity of this QoI to a set of initial perturbations, and inform a gradient-based line search to optimize mixing. We first demonstrate the adjoint approach in the linear regime and compare the optimized initial conditions to the expected values from linear stability analysis. The adjoint method is then used in the high Reynolds number limit where theory is no longer valid. Finally, chaos is known to contaminate the accuracy of the adjoint gradient in turbulent flows when integrated over long time horizons. We assess the influence of chaos on the accuracy of the adjoint gradient to guide the work of future studies on adjoint-based sensitivity of turbulent mixing. PhD Student, Department of Mechanical Engineering, University of Michigan, Ann Arbor, MI.

  15. A Photon Free Method to Solve Radiation Transport Equations

    SciTech Connect

    Chang, B

    2006-09-05

    The multi-group discrete-ordinate equations of radiation transfer is solved for the first time by Newton's method. It is a photon free method because the photon variables are eliminated from the radiation equations to yield a N{sub group}XN{sub direction} smaller but equivalent system of equations. The smaller set of equations can be solved more efficiently than the original set of equations. Newton's method is more stable than the Semi-implicit Linear method currently used by conventional radiation codes.

  16. Relaxation Method for Navier-Stokes Equation

    NASA Astrophysics Data System (ADS)

    de Oliveira, P. M. C.

    2012-04-01

    The motivation for this work was a simple experiment [P. M. C. de Oliveira, S. Moss de Oliveira, F. A. Pereira and J. C. Sartorelli, preprint (2010), arXiv:1005.4086], where a little polystyrene ball is released falling in air. The interesting observation is a speed breaking. After an initial nearly linear time-dependence, the ball speed reaches a maximum value. After this, the speed finally decreases until its final, limit value. The provided explanation is related to the so-called von Kármán street of vortices successively formed behind the falling ball. After completely formed, the whole street extends for some hundred diameters. However, before a certain transient time needed to reach this steady-state, the street is shorter and the drag force is relatively reduced. Thus, at the beginning of the fall, a small and light ball may reach a speed superior to the sustainable steady-state value. Besides the real experiment, the numerical simulation of a related theoretical problem is also performed. A cylinder (instead of a 3D ball, thus reducing the effective dimension to 2) is positioned at rest inside a wind tunnel initially switched off. Suddenly, at t = 0 it is switched on with a constant and uniform wind velocity ěc{V} far from the cylinder and perpendicular to it. This is the first boundary condition. The second is the cylinder surface, where the wind velocity is null. In between these two boundaries, the velocity field is determined by solving the Navier-Stokes equation, as a function of time. For that, the initial condition is taken as the known Stokes laminar limit V → 0, since initially the tunnel is switched off. The numerical method adopted in this task is the object of the current text.

  17. 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.

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

    ERIC Educational Resources Information Center

    Choi, Sae Il

    2009-01-01

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

  19. 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.

  20. Embedding methods for the steady Euler equations

    NASA Technical Reports Server (NTRS)

    Chang, S. H.; Johnson, G. M.

    1983-01-01

    An approach to the numerical solution of the steady Euler equations is to embed the first-order Euler system in a second-order system and then to recapture the original solution by imposing additional boundary conditions. Initial development of this approach and computational experimentation with it were previously based on heuristic physical reasoning. This has led to the construction of a relaxation procedure for the solution of two-dimensional steady flow problems. The theoretical justification for the embedding approach is addressed. It is proven that, with the appropriate choice of embedding operator and additional boundary conditions, the solution to the embedded system is exactly the one to the original Euler equations. Hence, solving the embedded version of the Euler equations will not produce extraneous solutions.

  1. 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).

  2. 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.

  3. 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…

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

    NASA Technical Reports Server (NTRS)

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

    1997-01-01

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

  5. 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.

  6. Fractional Solutions of Bessel Equation with N-Method

    PubMed Central

    Bas, Erdal; Yilmazer, Resat; Panakhov, Etibar

    2013-01-01

    This paper deals with the design fractional solution of Bessel equation. We obtain explicit solutions of the equation with the help of fractional calculus techniques. Using the N-fractional calculus operator Nν method, we derive the fractional solutions of the equation. PMID:24023534

  7. 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…

  8. Simultaneous inversion of mantle properties and initial conditions using an adjoint of mantle convection

    NASA Astrophysics Data System (ADS)

    Liu, Lijun; Gurnis, Michael

    2008-08-01

    Through the assimilation of present-day mantle seismic structure, adjoint methods can be used to constrain the structure of the mantle at earlier times, i.e., mantle initial conditions. However, the application to geophysical problems is restricted through both the high computational expense from repeated iteration between forward and adjoint models and the need to know mantle properties (such as viscosity and the absolute magnitude of temperature or density) a priori. We propose that an optimal first guess to the initial condition can be obtained through a simple backward integration (SBI) of the governing equations, thus lessening the computational expense. Given a model with known mantle properties, we show that a solution based on an SBI-generated first guess has smaller residuals than arbitrary guesses. Mantle viscosity and the effective Rayleigh number are crucial for mantle convection models, neither of which is exactly known. We place additional constraints on these basic mantle properties when the convection-induced dynamic topography on Earth's surface is considered within an adjoint inverse method. Besides assimilating present-day seismic structure as a constraint, we use dynamic topography and its rate of change in an inverse method that allows simultaneous inversion of the absolute upper and lower mantle viscosities, scaling between seismic velocity and thermal anomalies, and initial condition. The theory is derived from the governing equations of mantle convection and validated by synthetic experiments for both one-layer viscosity and two-layer viscosity regionally bounded spherical shells. For the one-layer model, at any instant of time, the magnitude of dynamic topography is controlled by the temperature scaling while the rate of change of topography is controlled by the absolute value of viscosity. For the two-layer case, the rate of change of topography constrains upper mantle viscosity while the magnitude of dynamic topography determines the

  9. Self-adjointness of deformed unbounded operators

    SciTech Connect

    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.

  10. 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.

  11. 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.

  12. Variable-coefficient extended mapping method for nonlinear evolution equations

    NASA Astrophysics Data System (ADS)

    Zhang, Sheng; Xia, Tiecheng

    2008-03-01

    In this Letter, a variable-coefficient extended mapping method is proposed to seek new and more general exact solutions of nonlinear evolution equations. Being concise and straightforward, this method is applied to the mKdV equation with variable coefficients and ( 2+1)-dimensional Nizhnik-Novikov-Veselov equations. As a result, many new and more general exact solutions are obtained including Jacobi elliptic function solutions, hyperbolic function solutions and trigonometric function solutions. It is shown that the proposed method provides a very effective and powerful mathematical tool for solving a great many nonlinear evolution equations in mathematical physics.

  13. Residual power series method for fractional Burger types equations

    NASA Astrophysics Data System (ADS)

    Kumar, Amit; Kumar, Sunil

    2016-12-01

    We present an analytic algorithm to solve the generalized Berger-Fisher (B-F) equation, B-F equation, generalized Fisher equation and Fisher equation by using residual power series method (RPSM), which is based on the generalized Taylor's series formula together with the residual error function. In all the cases obtained results are verified through the different graphical representation. Comparison of the results obtained by the present method with exact solution reveals that the accuracy and fast convergence of the proposed method.

  14. 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.

  15. Efficient Asymptotic Preserving Deterministic methods for the Boltzmann Equation

    DTIC Science & Technology

    2011-04-01

    release, distribution unlimited 13. SUPPLEMENTARY NOTES See also ADA579248. Models and Computational Methods for Rarefied Flows (Modeles et methodes de...nonlinear collisional kinetic equation. The most well-known example is represented by the Boltzmann equation of rarefied gas dynamics (Cercignani, 1988...et al. (2010). Although the scope of our insights is wider, here we will focus mainly on the classical Boltzmann equation of rarefied gas dynamics

  16. Exp-function method for solving fractional partial differential equations.

    PubMed

    Zheng, Bin

    2013-01-01

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

  17. Adjoint-operators and non-adiabatic learning algorithms in neural networks

    NASA Technical Reports Server (NTRS)

    Toomarian, N.; Barhen, J.

    1991-01-01

    Adjoint sensitivity equations are presented, which can be solved simultaneously (i.e., forward in time) with the dynamics of a nonlinear neural network. These equations provide the foundations for a new methodology which enables the implementation of temporal learning algorithms in a highly efficient manner.

  18. 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.

  19. 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)

  20. 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.

  1. Mapping pan-Arctic CH4 emissions using an adjoint method by integrating process-based wetland and lake biogeochemical models and atmospheric CH4 concentrations

    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.

  2. Fast multipole method for the biharmonic equation in three dimensions

    NASA Astrophysics Data System (ADS)

    Gumerov, Nail A.; Duraiswami, Ramani

    2006-06-01

    The evaluation of sums (matrix-vector products) of the solutions of the three-dimensional biharmonic equation can be accelerated using the fast multipole method, while memory requirements can also be significantly reduced. We develop a complete translation theory for these equations. It is shown that translations of elementary solutions of the biharmonic equation can be achieved by considering the translation of a pair of elementary solutions of the Laplace equations. The extension of the theory to the case of polyharmonic equations in R3 is also discussed. An efficient way of performing the FMM for biharmonic equations using the solution of a complex valued FMM for the Laplace equation is presented. Compared to previous methods presented for the biharmonic equation our method appears more efficient. The theory is implemented and numerical tests presented that demonstrate the performance of the method for varying problem sizes and accuracy requirements. In our implementation, the FMM for the biharmonic equation is faster than direct matrix-vector product for a matrix size of 550 for a relative L2 accuracy ɛ2 = 10 -4, and N = 3550 for ɛ2 = 10 -12.

  3. Parabolic approximation method for the mode conversion-tunneling equation

    SciTech Connect

    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.

  4. Adjoint Optimization of Multistage Axial Compressor Blades with Static Pressure Constraint at Blade Row Interface

    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.

  5. Fast sweeping method for the factored eikonal equation

    NASA Astrophysics Data System (ADS)

    Fomel, Sergey; Luo, Songting; Zhao, Hongkai

    2009-09-01

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

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

    NASA Astrophysics Data System (ADS)

    Talnikar, Chaitanya; Wang, Qiqi; Laskowski, Gregory

    2016-11-01

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

  7. 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.

  8. Numerical methods for high-dimensional probability density function equations

    SciTech Connect

    Cho, H.; Venturi, D.; Karniadakis, G.E.

    2016-01-15

    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.

  9. 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).

  10. 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.

  11. 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,…

  12. 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.

  13. Solving Differential Matrix Riccati Equations by a piecewise-linearized method based on the conmutant equation

    NASA Astrophysics Data System (ADS)

    Ibáñez, Javier; Hernández, Vicente

    2009-11-01

    Differential Matrix Riccati Equations play a fundamental role in control theory, for example, in optimal control, filtering and estimation, decoupling and order reduction, etc. In this paper a piecewise-linearized method based on the conmutant equation to solve Differential Matrix Riccati Equations (DMREs) is described. This method is applied to develop two algorithms which solve these equations: one for time-varying DMREs and another for time-invariant DMREs, also MATLAB implementations of the above algorithms are developed. Since MATLAB does not have functions which solve DMREs, two algorithms based on a BDF method are also developed. All implemented algorithms have been compared, under equal conditions, at both precision and computational costs. Experimental results show the advantages of solving non-stiff DMREs and in particular stiff DMREs by the proposed algorithms.

  14. High-Order CESE Methods for the Euler Equations

    DTIC Science & Technology

    2010-11-01

    Technical Paper 3. DATES COVERED (From - To) 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER High-Order CESE Methods for the Euler Equations 5b. GRANT NUMBER...of high-order CESE methods for solving nonlinear hyperbolic partial differential equations. A series of high-order algorithms have been developed...based on a systematic, recursive formulation that achieves fourth-, sixth-, and eighth-order accuracy. The new high-order CESE method shares many

  15. Exponential Methods for the Time Integration of Schroedinger Equation

    SciTech Connect

    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.

  16. 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,…

  17. Approximate methods for equations of incompressible fluid

    NASA Astrophysics Data System (ADS)

    Galkin, V. A.; Dubovik, A. O.; Epifanov, A. A.

    2017-02-01

    Approximate methods on the basis of sequential approximations in the theory of functional solutions to systems of conservation laws is considered, including the model of dynamics of incompressible fluid. Test calculations are performed, and a comparison with exact solutions is carried out.

  18. Consistent Adjoint Driven Importance Sampling using Space, Energy and Angle

    SciTech Connect

    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.

  19. GPU-Accelerated Adjoint Algorithmic Differentiation.

    PubMed

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

    2016-03-01

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

  20. 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.

  1. GPU-Accelerated Adjoint Algorithmic Differentiation

    PubMed Central

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

    2015-01-01

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

  2. Application of Block Krylov Subspace Spectral Methods to Maxwell's Equations

    SciTech Connect

    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.

  3. 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.

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

    NASA Astrophysics Data System (ADS)

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

    2016-11-01

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

  5. Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

    PubMed

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

    2014-01-01

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

  6. Cartesian Methods for the Shallow Water Equations on a Sphere

    SciTech Connect

    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.

  7. An Extended Equation of State Modeling Method II. Mixtures

    NASA Astrophysics Data System (ADS)

    Scalabrin, G.; Marchi, P.; Stringari, P.; Richon, D.

    2006-09-01

    This work is the extension of previous work dedicated to pure fluids. The same method is extended to the representation of thermodynamic properties of a mixture through a fundamental equation of state in terms of the Helmholtz energy. The proposed technique exploits the extended corresponding-states concept of distorting the independent variables of a dedicated equation of state for a reference fluid using suitable scale factor functions to adapt the equation to experimental data of a target system. An existing equation of state for the target mixture is used instead of an equation for the reference fluid, completely avoiding the need for a reference fluid. In particular, a Soave-Redlich-Kwong cubic equation with van der Waals mixing rules is chosen. The scale factors, which are functions of temperature, density, and mole fraction of the target mixture, are expressed in the form of a multilayer feedforward neural network, whose coefficients are regressed by minimizing a suitable objective function involving different kinds of mixture thermodynamic data. As a preliminary test, the model is applied to five binary and two ternary haloalkane mixtures, using data generated from existing dedicated equations of state for the selected mixtures. The results show that the method is robust and straightforward for the effective development of a mixture- specific equation of state directly from experimental data.

  8. 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.

  9. Analytic solution for Telegraph equation by differential transform method

    NASA Astrophysics Data System (ADS)

    Biazar, J.; Eslami, M.

    2010-06-01

    In this article differential transform method (DTM) is considered to solve Telegraph equation. This method is a powerful tool for solving large amount of problems (Zhou (1986) [1], Chen and Ho (1999) [2], Jang et al. (2001) [3], Kangalgil and Ayaz (2009) [4], Ravi Kanth and Aruna (2009) [5], Arikoglu and Ozkol (2007) [6]). Using differential transform method, it is possible to find the exact solution or a closed approximate solution of an equation. To illustrate the ability and reliability of the method some examples are provided. The results reveal that the method is very effective and simple.

  10. Turbulence modeling methods for the compressible Navier-Stokes equations

    NASA Technical Reports Server (NTRS)

    Coakley, T. J.

    1983-01-01

    Turbulence modeling methods for the compressible Navier-Stokes equations, including several zero- and two-equation eddy-viscosity models, are described and applied. Advantages and disadvantages of the models are discussed with respect to mathematical simplicity, conformity with physical theory, and numerical compatibility with methods. A new two-equation model is introduced which shows advantages over other two-equation models with regard to numerical compatibility and the ability to predict low-Reynolds-number transitional phenomena. Calculations of various transonic airfoil flows are compared with experimental results. A new implicit upwind-differencing method is used which enhances numerical stability and accuracy, and leads to rapidly convergent steady-state solutions.

  11. Improved method for solving the viscous shock layer equations

    NASA Technical Reports Server (NTRS)

    Gordon, Rachel; Davis, R. T.

    1992-01-01

    An improved method for solving the viscous shock layer equations for supersonic/hypersonic flows past blunt-nosed bodies is presented. The method is capable of handling slender to thick bodies. The solution is obtained by solving a coupled set of five equations, built of the four basic viscous shock layer equations and an additional equation for the standoff distance. The coupling of the equations prevents the local iterations divergence problems encountered by previous methods of solution far downstream on slender bodies. It also eliminates the need for local iterations, which were required by previous methods of solution, for a first-order scheme in the streamwise direction. A new global iteration procedure is employed to impose the shock boundary conditions. The procedure prevents the global iteration instability encountered by the basic method of solution and improves the convergence rate of the global iteration procedure of later methods devised to overcome this difficulty. The new technique reduces the computation time by 65-95 percent as compared to previous methods of solution. The method can efficiently be implemented in vector/parallel computers.

  12. 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.

  13. 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.

  14. Adjoint optimal control problems for the RANS system

    NASA Astrophysics Data System (ADS)

    Attavino, A.; Cerroni, D.; Da Vià, R.; Manservisi, S.; Menghini, F.

    2017-01-01

    Adjoint optimal control in computational fluid dynamics has become increasingly popular recently because of its use in several engineering and research studies. However the optimal control of turbulent flows without the use of Direct Numerical Simulation is still an open problem and various methods have been proposed based on different approaches. In this work we study optimal control problems for a turbulent flow modeled with a Reynolds-Averaged Navier-Stokes system. The adjoint system is obtained through the use of a Lagrangian multiplier method by setting as objective of the control a velocity matching profile or an increase or decrease in the turbulent kinetic energy. The optimality system is solved with an in-house finite element code and numerical results are reported in order to show the validity of this approach.

  15. An approximation method for fractional integro-differential equations

    NASA Astrophysics Data System (ADS)

    Emiroglu, Ibrahim

    2015-12-01

    In this work, an approximation method is proposed for fractional order linear Fredholm type integrodifferential equations with boundary conditions. The Sinc collocation method is applied to the examples and its efficiency and strength is also discussed by some special examples. The results of the proposed method are compared to the available analytic solutions.

  16. Adjoint-based Aeroacoustic Control

    DTIC Science & Technology

    2006-05-01

    temperature To - 1/(y - 1) Table 1: Vectors used for different controls: F [fl f2 f 3 f4 T defined in (4); F’ = [fl’ f2 f3 f]’T defined in (15); A = [ 0 a; a...listed in table 1 for the different types of control considered. 4.2.3 Numerical methods The flow equations were solved numerically and without any...The F’ correspond- ing to the specific controls we consider are listed in table 1. With an inner product defined (c, d) c . d dxdt f cn(x, t)dn(x, t

  17. 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.

  18. 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.

  19. 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.

  20. Analysis of Double Ring Resonators using Method of Equating Fields

    NASA Astrophysics Data System (ADS)

    Althaf, Shahana

    Optical ring resonators have the potential to be integral parts of large scale photonic circuits. My thesis theoretically analyzes parallel coupled double ring resonators (DRRs) in detail. The analysis is performed using the method of equating fields (MEF) which provides an in depth understanding about the transmitted and reflected light paths in the structure. Equations for the transmitted and reflected fields are derived; these equations allow for unequal ring lengths and coupling coefficients. Sanity checks including comparison with previously studied structures are performed in the final chapter in order to prove the correctness of the obtained results.

  1. 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.

  2. Traffic flow equations coming from the Grad's method.

    NASA Astrophysics Data System (ADS)

    Velasco, Rosa M.; Méndez, Alma R.

    2006-11-01

    The usual Grad's method in kinetic theory of gases is developed to construct a new model in traffic flow problems. This is applied to the kinetic equation called as the Paveri-Fontana equation which tells us how the distribution function evolves in time [1]. We assume a special model for the desired velocity of drivers [2] and the Grad's method provides us with a closure relation in the macroscopic equations. The simulation results for this model allow us to find the behavior of density, mean velocity and the velocity variance in the system. All the results are consistent with the validity region of the kinetic equation and with the qualitative behavior proper to traffic models. We show some comparisons with other models in the literature [3]. [1] S.L Paveri-Fontana; Transp. Res. 9 (1975), 225. [2] R.M. Velasco, W. Marques Jr.; Phys. Rev. E72 (2005), 046102. [3] D. Helbing; Phys. Rev. E51 (1995), 3164.

  3. 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

  4. 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.

  5. International Conference on Multiscale Methods and Partial Differential Equations.

    SciTech Connect

    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.

  6. Multi wave method for the generalized form of BBM equation

    NASA Astrophysics Data System (ADS)

    Bildik, Necdet; Tandogan, Yusuf Ali

    2014-12-01

    In this paper, we apply the multi-wave method to find new multi wave solutions for an important nonlinear physical model. This model is well known as generalized form of Benjamin Bona Mahony (BBM) equation. Using the mathematics software Mathematica, we compute the traveling wave solutions. Then, the multi wave solutions including periodic wave solutions, bright soliton solutions and rational function solutions are obtained by the multi wave method. It is seen that this method is very useful mathematical approach for generalized form of BBM equation.

  7. GHM method for obtaining rationalsolutions of nonlinear differential equations.

    PubMed

    Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

    2015-01-01

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

  8. 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.

  9. 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.

  10. The constrained reinitialization equation for level set methods

    NASA Astrophysics Data System (ADS)

    Hartmann, Daniel; Meinke, Matthias; Schröder, Wolfgang

    2010-03-01

    Based on the constrained reinitialization scheme [D. Hartmann, M. Meinke, W. Schröder, Differential equation based constrained reinitialization for level set methods, J. Comput. Phys. 227 (2008) 6821-6845] a new constrained reinitialization equation incorporating a forcing term is introduced. Two formulations for high-order constrained reinitialization (HCR) are presented combining the simplicity and generality of the original reinitialization equation [M. Sussman, P. Smereka, S. Osher, A level set approach for computing solutions to incompressible two-phase flow, J. Comput. Phys. 114 (1994) 146-159] in terms of high-order standard discretization and the accuracy of the constrained reinitialization scheme in terms of interface displacement. The novel HCR schemes represent simple extensions of standard implementations of the original reinitialization equation. The results evidence the significantly increased accuracy and robustness of the novel schemes.

  11. 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

  12. A uniformly second order fast sweeping method for eikonal equations

    NASA Astrophysics Data System (ADS)

    Luo, Songting

    2013-05-01

    A uniformly second order method with a local solver based on the piecewise linear discontinuous Galerkin formulation is introduced to solve the eikonal equation with Dirichlet boundary conditions. The method utilizes an interesting phenomenon, referred as the superconvergence phenomenon, that the numerical solution of monotone upwind schemes for the eikonal equation is first order accurate on both its value and gradient when the solution is smooth. This phenomenon greatly simplifies the local solver based on the discontinuous Galerkin formulation by reducing its local degrees of freedom from two (1-D) (or three (2-D), or four (3-D)) to one with the information of the gradient frozen. When considering the eikonal equation with point-source conditions, we further utilize a factorization approach to resolve the source singularities of the eikonal by decomposing it into two parts, either multiplicatively or additively. One part is known and captures the source singularities; the other part serves as a correction term that is differentiable at the sources and satisfies the factored eikonal equations. We extend the second order method to solve the factored eikonal equations to compute the correction term with second order accuracy, then recover the eikonal with second order accuracy. Numerical examples are presented to demonstrate the performance of the method.

  13. Diffusion-equation method for crystallographic figure of merits.

    PubMed

    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.

  14. Improved stochastic approximation methods for discretized parabolic partial differential equations

    NASA Astrophysics Data System (ADS)

    Guiaş, Flavius

    2016-12-01

    We present improvements of the stochastic direct simulation method, a known numerical scheme based on Markov jump processes which is used for approximating solutions of ordinary differential equations. This scheme is suited especially for spatial discretizations of evolution partial differential equations (PDEs). By exploiting the full path simulation of the stochastic method, we use this first approximation as a predictor and construct improved approximations by Picard iterations, Runge-Kutta steps, or a combination. This has as consequence an increased order of convergence. We illustrate the features of the improved method at a standard benchmark problem, a reaction-diffusion equation modeling a combustion process in one space dimension (1D) and two space dimensions (2D).

  15. Lattice Boltzmann method for the fractional advection-diffusion equation.

    PubMed

    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.

  16. 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.

  17. Inversion of Gravity Fields From the Spacecraft Orbital Data Using an Adjoint Operator Approach

    NASA Technical Reports Server (NTRS)

    Ustinov, E. A.

    1999-01-01

    In perturbation approximation, the forward problem of orbital dynamics (equations with initial conditions) is linear with respect to variations of coordinates and/or velocities of the spacecraft and to corresponding variations of the gravity field in the models used. The linear operator adjoint to the linear operator of such forward problem turns out to be instrumental in inversion of differences between observed and predicted coordinates/velocities in terms of the updates of harmonics in the initial gravity field model. Based on this approach, the solution of resulting adjoint problem of orbital dynamics can be used to directly evaluate the matrix of partial derivatives of observable differences with respect to the gravity field harmonics. General discussion of the adjoint problem of orbital dynamics is given and an example of a mathematical formalism for the practical retrieval algorithm is presented.

  18. 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.

  19. Leapfrog/Finite Element Method for Fractional Diffusion Equation

    PubMed Central

    Zhao, Zhengang; Zheng, Yunying

    2014-01-01

    We analyze a fully discrete leapfrog/Galerkin finite element method for the numerical solution of the space fractional order (fractional for simplicity) diffusion equation. The generalized fractional derivative spaces are defined in a bounded interval. And some related properties are further discussed for the following finite element analysis. Then the fractional diffusion equation is discretized in space by the finite element method and in time by the explicit leapfrog scheme. For the resulting fully discrete, conditionally stable scheme, we prove an L 2-error bound of finite element accuracy and of second order in time. Numerical examples are included to confirm our theoretical analysis. PMID:24955431

  20. Solitary Waves of the MRLW Equation by Variational Iteration Method

    SciTech Connect

    Hassan, Saleh M.; Alamery, D. G.

    2009-09-09

    In a recent publication, Soliman solved numerically the modified regularized long wave (MRLW) equation by using the variational iteration method (VIM). In this paper, corrected numerical results have been computed, plotted, tabulated, and compared with not only the exact analytical solutions but also the Adomian decomposition method results. Solitary wave solutions of the MRLW equation are exactly obtained as a convergent series with easily computable components. Propagation of single solitary wave, interaction of two and three waves, and also birth of solitons have been discussed. Three invariants of motion have been evaluated to determine the conservation properties of the problem.

  1. 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.

  2. 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.

  3. A proposed method for solving fuzzy system of linear equations.

    PubMed

    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.

  4. Spectral methods for time dependent partial differential equations

    NASA Technical Reports Server (NTRS)

    Gottlieb, D.; Turkel, E.

    1983-01-01

    The theory of spectral methods for time dependent partial differential equations is reviewed. When the domain is periodic Fourier methods are presented while for nonperiodic problems both Chebyshev and Legendre methods are discussed. The theory is presented for both hyperbolic and parabolic systems using both Galerkin and collocation procedures. While most of the review considers problems with constant coefficients the extension to nonlinear problems is also discussed. Some results for problems with shocks are presented.

  5. A Spectral Method for the Equal Width Equation

    NASA Astrophysics Data System (ADS)

    García-Archilla, Bosco

    1996-05-01

    A spectral discretization of the equal width equation (EWE) is presented. The method is shown to be convergent and nonlinearly stable. Time-stepping is performed with high-order Adams methods. The spectral accuracy of the scheme reveals some features of the EWE that the methods previously used could not bare out properly. For instance, we may now study the changes in amplitude and velocity of solitary waves after collisions.

  6. Integral equation methods for vesicle electrohydrodynamics in three dimensions

    NASA Astrophysics Data System (ADS)

    Veerapaneni, Shravan

    2016-12-01

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

  7. Adjoint operator approach in marginal separation theory

    NASA Astrophysics Data System (ADS)

    Braun, Stefan; Scheichl, Stefan; Kluwick, Alfred

    2013-10-01

    Thin airfoils are prone to localized flow separation at their leading edge if subjected to moderate angles of attack α. Although 'laminar separation bubbles' at first do not significantly alter the airfoil performance, they tend to 'burst' if a is increased further or perturbations acting upon the flow reach a certain intensity. This then leads either to global flow separation (stall) or triggers the laminar-turbulent transition process within the boundary layer flow. The present paper addresses the asymptotic analysis of the early stages of the latter phenomenon in the limit as the characteristic Reynolds number Re → ∞, commonly referred to as marginal separation theory (MST). A new approach based on the adjoint operator method is presented to derive the fundamental similarity laws of MST and to extend the analysis to higher order. Special emphasis is placed on the breakdown of the flow description, i.e. the formation of finite time singularities (a manifestation of the bursting process), and its resolution based on asymptotic reasoning. The computation of the spatio-temporal evolution of the flow in the subsequent triple deck stage is performed by means of a Chebyshev spectral method. The associated numerical treatment of fractional integrals characteristic of MST is based on barycentric Lagrange interpolation, which is described in detail.

  8. Global adjoint tomography: First-generation model

    SciTech Connect

    Bozdag, Ebru; Peter, Daniel; Lefebvre, Matthieu; Komatitsch, Dimitri; Tromp, Jeroen; Hill, Judith C.; Podhorszki, Norbert; Pugmire, David

    2016-09-22

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

  9. Global adjoint tomography: First-generation model

    DOE PAGES

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

    2016-09-22

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

  10. 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

    2016-12-01

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

  11. An Explicitly Correlated Wavelet Method for the Electronic Schroedinger Equation

    SciTech Connect

    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.

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

    PubMed Central

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

    2014-01-01

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

  13. A method for finding coefficients of a quasilinear hyperbolic equation

    NASA Astrophysics Data System (ADS)

    Shcheglov, A. Yu.

    2006-05-01

    The inverse problem of finding the coefficients q( s) and p( s) in the equation u tt = a 2 u xx + q( u) u t - p( u) u x is investigated. As overdetermination required in the inverse setting, two additional conditions are set: a boundary condition and a condition with a fixed value of the timelike variable. An iteration method for solving the inverse problem is proposed based on an equivalent system of integral equations of the second kind. A uniqueness theorem and an existence theorem in a small domain are proved for the inverse problem to substantiate the convergence of the algorithm.

  14. Numerical method for evolving the projected Gross-Pitaevskii equation.

    PubMed

    Blakie, P Blair

    2008-08-01

    In this paper we describe a method for evolving the projected Gross-Pitaevskii equation (PGPE) for a Bose gas in a harmonic oscillator potential. The central difficulty in solving this equation is the requirement that the classical field is restricted to a small set of prescribed modes that constitute the low energy classical region of the system. We present a scheme, using a Hermite-polynomial based spectral representation, that precisely implements this mode restriction and allows an efficient and accurate solution of the PGPE. We show equilibrium and nonequilibrium results from the application of the PGPE to an anisotropic trapped three-dimensional Bose gas.

  15. 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.

  16. GPU Accelerated Discontinuous Galerkin Methods for Shallow Water Equations

    NASA Astrophysics Data System (ADS)

    Gandham, Rajesh; Medina, David; Warburton, Timothy

    2015-07-01

    We discuss the development, verification, and performance of a GPU accelerated discontinuous Galerkin method for the solutions of two dimensional nonlinear shallow water equations. The shallow water equations are hyperbolic partial differential equations and are widely used in the simulation of tsunami wave propagations. Our algorithms are tailored to take advantage of the single instruction multiple data (SIMD) architecture of graphic processing units. The time integration is accelerated by local time stepping based on a multi-rate Adams-Bashforth scheme. A total variational bounded limiter is adopted for nonlinear stability of the numerical scheme. This limiter is coupled with a mass and momentum conserving positivity preserving limiter for the special treatment of a dry or partially wet element in the triangulation. Accuracy, robustness and performance are demonstrated with the aid of test cases. We compare the performance of the kernels expressed in a portable threading language OCCA, when cross compiled with OpenCL, CUDA, and OpenMP at runtime.

  17. Development of Discontinuous Galerkin Method for the Linearized Euler Equations

    DTIC Science & Technology

    2003-02-01

    ESktbkX-(9) i=1 k=O Since the LEE are linear, Fj(Uh) is expanded in a natural way as can be seen from Eq.(7). Furthermore, Atkins and Lockard [5...Discontinuous Galerkin method for Hyperbolic Equations, AIAA Journal, Vol. 36, pp. 775-782, 1998. [5] H.L. Atkins and D.P. Lockard , A High-Order Method using

  18. Automatic multirate methods for ordinary differential equations. [Adaptive time steps

    SciTech Connect

    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.

  19. 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.

  20. A new method for parameter estimation in nonlinear dynamical equations

    NASA Astrophysics Data System (ADS)

    Wang, Liu; He, Wen-Ping; Liao, Le-Jian; Wan, Shi-Quan; He, Tao

    2015-01-01

    Parameter estimation is an important scientific problem in various fields such as chaos control, chaos synchronization and other mathematical models. In this paper, a new method for parameter estimation in nonlinear dynamical equations is proposed based on evolutionary modelling (EM). This will be achieved by utilizing the following characteristics of EM which includes self-organizing, adaptive and self-learning features which are inspired by biological natural selection, and mutation and genetic inheritance. The performance of the new method is demonstrated by using various numerical tests on the classic chaos model—Lorenz equation (Lorenz 1963). The results indicate that the new method can be used for fast and effective parameter estimation irrespective of whether partial parameters or all parameters are unknown in the Lorenz equation. Moreover, the new method has a good convergence rate. Noises are inevitable in observational data. The influence of observational noises on the performance of the presented method has been investigated. The results indicate that the strong noises, such as signal noise ratio (SNR) of 10 dB, have a larger influence on parameter estimation than the relatively weak noises. However, it is found that the precision of the parameter estimation remains acceptable for the relatively weak noises, e.g. SNR is 20 or 30 dB. It indicates that the presented method also has some anti-noise performance.

  1. 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

  2. Iterative methods for compressible Navier-Stokes and Euler equations

    SciTech Connect

    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.

  3. Some splitting methods for equations of geophysical fluid dynamics

    NASA Astrophysics Data System (ADS)

    Ji, Zhongzhen; Wang, Bin

    1995-03-01

    In this paper, equations of atmospheric and oceanic dynamics are reduced to a kind of evolutionary equation in operator form, based on which a conclusion that the separability of motion stages is relative is made and an issue that the tractional splitting methods established on the physical separability of the fast stage and the slow stage neglect the interaction between the two stages to some extent is shown. Also, three splitting patterns are summed up from the splitting methods in common use so that a comparison between them is carried out. The comparison shows that only the improved splitting pattern (ISP) can be in second order and keep the interaction well. Finally, the applications of some splitting methods on numerical simulations of typhoon tracks made clear that ISP owns the best effect and can save more than 80% CPU time.

  4. Adjoint-Based Uncertainty Quantification with MCNP

    SciTech Connect

    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.

  5. Adjoint-Based Uncertainty Quantification with MCNP

    NASA Astrophysics Data System (ADS)

    Seifried, Jeffrey Edwin

    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.

  6. 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.

  7. Towards adjoint-based inversion of time-dependent mantle convection with non-linear viscosity

    NASA Astrophysics Data System (ADS)

    Li, Dunzhu; Gurnis, Michael; Stadler, Georg

    2017-01-01

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

  8. 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.

  9. 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

  10. Implicit upwind methods for the compressible Navier-Stokes equations

    NASA Technical Reports Server (NTRS)

    Coakley, T. J.

    1983-01-01

    A class of implicit upwind differencing methods for the compressible Navier-Stokes equations is described and applied. The methods are based on the use of local eigenvalues or wave speeds to control spatial differencing of inviscid terms and are aimed at increasing the level of accuracy and stability achievable in computation. Techniques for accelerating the rate of convergence to a steady state solution are also used. Applications to inviscid and viscous transonic flows are discussed and compared with other methods and experimental measurements. It is shown that accurate and efficient transonic airfoil calculations can be made on the Cray-l computer in less than 2 min.

  11. Simple numerical method for solving the steady Euler equations

    NASA Technical Reports Server (NTRS)

    Von Lavante, E.; Melson, N. Duane

    1987-01-01

    A numerical method for solving the isenthalpic form of the governing equations for compressible inviscid flows is developed. The method is based on the concept of flux vector splitting in its implicit form and is tested on several demanding configurations. Time marching to steady state is accelerated by the implementation of the multigrid procedure which very effectively increases the rate of convergence. Steady-state results are obtained for various test cases. Only short computational times are required due to the relative efficiency of the basic method.

  12. Enclosure method for the p-Laplace equation

    NASA Astrophysics Data System (ADS)

    Brander, Tommi; Kar, Manas; Salo, Mikko

    2015-04-01

    We study the enclosure method for the p-Calderón problem, which is a nonlinear generalization of the inverse conductivity problem due to Calderón that involves the p-Laplace equation. The method allows one to reconstruct the convex hull of an inclusion in the nonlinear model by using exponentially growing solutions introduced by Wolff. We justify this method for the penetrable obstacle case, where the inclusion is modelled as a jump in the conductivity. The result is based on a monotonicity inequality and the properties of the Wolff solutions.

  13. 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.

  14. Distributional Monte Carlo Methods for the Boltzmann Equation

    DTIC Science & Technology

    2013-03-01

    Examples of such violations arise in rarefied gas dynamics, hypersonic flows , and micro-scale flows . Additionally, there is an “equilibrium hypothesis...are rarefied flows and flows containing non-equilibrium phenomena. Applications of rarefied gas dynamics typically involve high-altitude flight and...1 1.1 Kinetic Theory and Rarefied Gas Dynamics . . . . . . . . . . . . . . . . . 3 1.2 Computational Methods for the Boltzmann equation

  15. Incompressible Spectral-Element Method-Derivation of Equations

    DTIC Science & Technology

    1993-04-01

    expansion functions. Not all orthogonal expansion functions provide high accuracy; however, the eigenfunctions of a singlar Sturm - Liouville operator allow...orthogonal functions p(x), q(x), w(x) = functions in Sturm - Liouville equation P = p/p + IV-V, dynamic pressure Pn = a system of orthogonal polynomials of...truncated series in approximating functions. 1.2 Sturm - Liouville Problems The importance of Sturm - Liouville problems for spectral methods lies in the fact

  16. 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.

  17. Fast Numerical Methods for Stochastic Partial Differential Equations

    DTIC Science & Technology

    2016-04-15

    uncertainty quantification. In the last decade much progress has been made in the construction of numerical algorithms to efficiently solve SPDES with...applicable SPDES with efficient numerical methods. This project is intended to address the numerical analysis as well as algorithm aspects of SPDES. Three...differential equations. Our work contains algorithm constructions, rigorous error analysis, and extensive numerical experiments to demonstrate our algorithm

  18. Distributional monte carlo methods for the boltzmann equation

    NASA Astrophysics Data System (ADS)

    Schrock, Christopher R.

    Stochastic particle methods (SPMs) for the Boltzmann equation, such as the Direct Simulation Monte Carlo (DSMC) technique, have gained popularity for the prediction of flows in which the assumptions behind the continuum equations of fluid mechanics break down; however, there are still a number of issues that make SPMs computationally challenging for practical use. In traditional SPMs, simulated particles may possess only a single velocity vector, even though they may represent an extremely large collection of actual particles. This limits the method to converge only in law to the Boltzmann solution. This document details the development of new SPMs that allow the velocity of each simulated particle to be distributed. This approach has been termed Distributional Monte Carlo (DMC). A technique is described which applies kernel density estimation to Nanbu's DSMC algorithm. It is then proven that the method converges not just in law, but also in solution for Linfinity(R 3) solutions of the space homogeneous Boltzmann equation. This provides for direct evaluation of the velocity density function. The derivation of a general Distributional Monte Carlo method is given which treats collision interactions between simulated particles as a relaxation problem. The framework is proven to converge in law to the solution of the space homogeneous Boltzmann equation, as well as in solution for Linfinity(R3) solutions. An approach based on the BGK simplification is presented which computes collision outcomes deterministically. Each technique is applied to the well-studied Bobylev-Krook-Wu solution as a numerical test case. Accuracy and variance of the solutions are examined as functions of various simulation parameters. Significantly improved accuracy and reduced variance are observed in the normalized moments for the Distributional Monte Carlo technique employing discrete BGK collision modeling.

  19. A multigrid method for variable coefficient Maxwell's equations

    SciTech Connect

    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.

  20. Equation-Method for correcting clipping errors in OFDM signals.

    PubMed

    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.

  1. New Equating Methods and Their Relationships with Levine Observed Score Linear Equating under the Kernel Equating Framework

    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…

  2. A B-spline Galerkin method for the Dirac equation

    NASA Astrophysics Data System (ADS)

    Froese Fischer, Charlotte; Zatsarinny, Oleg

    2009-06-01

    The B-spline Galerkin method is first investigated for the simple eigenvalue problem, y=-λy, that can also be written as a pair of first-order equations y=λz, z=-λy. Expanding both y(r) and z(r) in the B basis results in many spurious solutions such as those observed for the Dirac equation. However, when y(r) is expanded in the B basis and z(r) in the dB/dr basis, solutions of the well-behaved second-order differential equation are obtained. From this analysis, we propose a stable method ( B,B) basis for the Dirac equation and evaluate its accuracy by comparing the computed and exact R-matrix for a wide range of nuclear charges Z and angular quantum numbers κ. When splines of the same order are used, many spurious solutions are found whereas none are found for splines of different order. Excellent agreement is obtained for the R-matrix and energies for bound states for low values of Z. For high Z, accuracy requires the use of a grid with many points near the nucleus. We demonstrate the accuracy of the bound-state wavefunctions by comparing integrals arising in hyperfine interaction matrix elements with exact analytic expressions. We also show that the Thomas-Reiche-Kuhn sum rule is not a good measure of the quality of the solutions obtained by the B-spline Galerkin method whereas the R-matrix is very sensitive to the appearance of pseudo-states.

  3. A New Approach to Comparing Several Equating Methods in the Context of the NEAT Design

    ERIC Educational Resources Information Center

    Sinharay, Sandip; Holland, Paul W.

    2010-01-01

    The nonequivalent groups with anchor test (NEAT) design involves missing data that are missing by design. Three equating methods that can be used with a NEAT design are the frequency estimation equipercentile equating method, the chain equipercentile equating method, and the item-response-theory observed-score-equating method. We suggest an…

  4. Method for Solving Physical Problems Described by Linear Differential Equations

    NASA Astrophysics Data System (ADS)

    Belyaev, B. A.; Tyurnev, V. V.

    2017-01-01

    A method for solving physical problems is suggested in which the general solution of a differential equation in partial derivatives is written in the form of decomposition in spherical harmonics with indefinite coefficients. Values of these coefficients are determined from a comparison of the decomposition with a solution obtained for any simplest particular case of the examined problem. The efficiency of the method is demonstrated on an example of calculation of electromagnetic fields generated by a current-carrying circular wire. The formulas obtained can be used to analyze paths in the near-field magnetic (magnetically inductive) communication systems working in moderately conductive media, for example, in sea water.

  5. An adaptive stepsize method for the chemical Langevin equation.

    PubMed

    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.

  6. 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.

  7. Linear Multistep Methods for Integrating Reversible Differential Equations

    NASA Astrophysics Data System (ADS)

    Evans, N. Wyn; Tremaine, Scott

    1999-10-01

    This paper studies multistep methods for the integration of reversible dynamical systems, with particular emphasis on the planar Kepler problem. It has previously been shown by Cano & Sanz-Serna that reversible linear multisteps for first-order differential equations are generally unstable. Here we report on a subset of these methods-the zero-growth methods-that evade these instabilities. We provide an algorithm for identifying these rare methods. We find and study all zero-growth, reversible multisteps with six or fewer steps. This select group includes two well-known second-order multisteps (the trapezoidal and explicit midpoint methods), as well as three new fourth-order multisteps-one of which is explicit. Variable time steps can be readily implemented without spoiling the reversibility. Tests on Keplerian orbits show that these new reversible multisteps work well on orbits with low or moderate eccentricity, although at least 100 steps per radian are required for stability.

  8. Scalable implementation of spectral methods for the Dirac equation

    SciTech Connect

    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.

  9. A stochastic Galerkin method for the Boltzmann equation with uncertainty

    SciTech Connect

    Hu, Jingwei; Jin, Shi

    2016-06-15

    We develop a stochastic Galerkin method for the Boltzmann equation with uncertainty. The method is based on the generalized polynomial chaos (gPC) approximation in the stochastic Galerkin framework, and can handle random inputs from collision kernel, initial data or boundary data. We show that a simple singular value decomposition of gPC related coefficients combined with the fast Fourier-spectral method (in velocity space) allows one to compute the high-dimensional collision operator very efficiently. In the spatially homogeneous case, we first prove that the analytical solution preserves the regularity of the initial data in the random space, and then use it to establish the spectral accuracy of the proposed stochastic Galerkin method. Several numerical examples are presented to illustrate the validity of the proposed scheme.

  10. A bin integral method for solving the kinetic collection equation

    NASA Astrophysics Data System (ADS)

    Wang, Lian-Ping; Xue, Yan; Grabowski, Wojciech W.

    2007-09-01

    A new numerical method for solving the kinetic collection equation (KCE) is proposed, and its accuracy and convergence are investigated. The method, herein referred to as the bin integral method with Gauss quadrature (BIMGQ), makes use of two binwise moments, namely, the number and mass concentration in each bin. These two degrees of freedom define an extended linear representation of the number density distribution for each bin following Enukashvily (1980). Unlike previous moment-based methods in which the gain and loss integrals are evaluated for a target bin, the concept of source-bin pair interactions is used to transfer bin moments from source bins to target bins. Collection kernels are treated by bilinear interpolations. All binwise interaction integrals are then handled exactly by Gauss quadrature of various orders. In essence the method combines favorable features in previous spectral moment-based and bin-based pair-interaction (or flux) methods to greatly enhance the logic, consistency, and simplicity in the numerical method and its implementation. Quantitative measures are developed to rigorously examine the accuracy and convergence properties of BIMGQ for both the Golovin kernel and hydrodynamic kernels. It is shown that BIMGQ has a superior accuracy for the Golovin kernel and a monotonic convergence behavior for hydrodynamic kernels. Direct comparisons are also made with the method of Berry and Reinhardt (1974), the linear flux method of Bott (1998), and the linear discrete method of Simmel et al. (2002).

  11. The Examination of the Classification of Students into Performance Categories by Two Different Equating Methods

    ERIC Educational Resources Information Center

    Keller, Lisa A.; Keller, Robert R.; Parker, Pauline A.

    2011-01-01

    This study investigates the comparability of two item response theory based equating methods: true score equating (TSE), and estimated true equating (ETE). Additionally, six scaling methods were implemented within each equating method: mean-sigma, mean-mean, two versions of fixed common item parameter, Stocking and Lord, and Haebara. Empirical…

  12. A Primer on Functional Methods and the Schwinger-Dyson Equations

    SciTech Connect

    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.

  13. A new method of imposing boundary conditions in pseudospectral approximations of hyperbolic equations

    NASA Technical Reports Server (NTRS)

    Funaro, D.; Gottlieb, D.

    1988-01-01

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

  14. Symplectic and multisymplectic Lobatto methods for the ``good'' Boussinesq equation

    NASA Astrophysics Data System (ADS)

    Aydın, A.; Karasözen, B.

    2008-08-01

    In this paper, we construct second order symplectic and multisymplectic integrators for the "good" Boussineq equation using the two-stage Lobatto IIIA-IIIB partitioned Runge-Kutta method, which yield an explicit scheme and is equivalent to the classical central difference approximation to the second order spatial derivative. Numerical dispersion properties and the stability of both integrators are investigated. Numerical results for different solitary wave solutions confirm the excellent long time behavior of symplectic and multisymplectic integrators by preserving local and global energy and momentum.

  15. 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.

  16. Gabor Wave Packet Method to Solve Plasma Wave Equations

    SciTech Connect

    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.

  17. 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

  18. Numerical method for the stochastic projected Gross-Pitaevskii equation

    NASA Astrophysics Data System (ADS)

    Rooney, S. J.; Blakie, P. B.; Bradley, A. S.

    2014-01-01

    We present a method for solving the stochastic projected Gross-Pitaevskii equation (SPGPE) for a three-dimensional weakly interacting Bose gas in a harmonic-oscillator trapping potential. The SPGPE contains the challenge of both accurately evolving all modes in the low-energy classical region of the system, and evaluating terms from the number-conserving scattering reservoir process. We give an accurate and efficient procedure for evaluating the scattering terms using a Hermite-polynomial based spectral-Galerkin representation, which allows us to precisely implement the low-energy mode restriction. Stochastic integration is performed using the weak semi-implicit Euler method. We extensively characterize the accuracy of our method, finding a faster-than-expected rate of stochastic convergence. Physical consistency of the algorithm is demonstrated by considering thermalization of initially random states.

  19. Second order upwind Lagrangian particle method for Euler equations

    SciTech Connect

    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 long 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.

  20. Second order upwind Lagrangian particle method for Euler equations

    DOE PAGES

    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

  1. Evaluation of Two New Smoothing Methods in Equating: The Cubic B-Spline Presmoothing Method and the Direct Presmoothing Method

    ERIC Educational Resources Information Center

    Cui, Zhongmin; Kolen, Michael J.

    2009-01-01

    This article considers two new smoothing methods in equipercentile equating, the cubic B-spline presmoothing method and the direct presmoothing method. Using a simulation study, these two methods are compared with established methods, the beta-4 method, the polynomial loglinear method, and the cubic spline postsmoothing method, under three sample…

  2. A new efficient method for solving delay differential equations and a comparison with other methods

    NASA Astrophysics Data System (ADS)

    Bildik, Necdet; Deniz, Sinan

    2017-01-01

    In this paper, a new analytical technique, namely the optimal perturbation iteration method, is presented and applied to delay differential equations to find an efficient algorithm for their approximate solutions. Effectiveness of this method is tested by various examples of linear and nonlinear problems of delay differential equations. Obtained results reveal that optimal perturbation iteration algorithm is very effective, easy to use and simple to perform.

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

    PubMed

    Murase, Kenya

    2015-01-01

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

  4. Optimal Multistage Algorithm for Adjoint Computation

    SciTech Connect

    Aupy, Guillaume; Herrmann, Julien; Hovland, Paul; Robert, Yves

    2016-01-01

    We reexamine the work of Stumm and Walther on multistage algorithms for adjoint computation. We provide an optimal algorithm for this problem when there are two levels of checkpoints, in memory and on disk. Previously, optimal algorithms for adjoint computations were known only for a single level of checkpoints with no writing and reading costs; a well-known example is the binomial checkpointing algorithm of Griewank and Walther. Stumm and Walther extended that binomial checkpointing algorithm to the case of two levels of checkpoints, but they did not provide any optimality results. We bridge the gap by designing the first optimal algorithm in this context. We experimentally compare our optimal algorithm with that of Stumm and Walther to assess the difference in performance.

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

    NASA Technical Reports Server (NTRS)

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

    1996-01-01

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

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

    NASA Technical Reports Server (NTRS)

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

    1996-01-01

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

  7. The reduced basis method for the electric field integral equation

    SciTech Connect

    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.

  8. [Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (1)].

    PubMed

    Murase, Kenya

    2014-01-01

    Utilization of differential equations and methods for solving them in medical physics are presented. First, the basic concept and the kinds of differential equations were overviewed. Second, separable differential equations and well-known first-order and second-order differential equations were introduced, and the methods for solving them were described together with several examples. In the next issue, the symbolic and series expansion methods for solving differential equations will be mainly introduced.

  9. Final Report: Symposium on Adaptive Methods for Partial Differential Equations

    SciTech Connect

    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.

  10. Pressure updating methods for the steady-state fluid equations

    NASA Technical Reports Server (NTRS)

    Fiterman, A.; Turkel, E.; Vatsa, V.

    1995-01-01

    We consider the steady state equations for a compressible fluid. Since we wish to solve for a range of speeds we must consider the equations in conservation form. For transonic speeds these equations are of mixed type. Hence, the usual approach is to add time derivatives to the steady state equations and then march these equations in time. One then adds a time derivative of the density to the continuity equation, a derivative of the momentum to the momentum equation and a derivative of the total energy to the energy equation. This choice is dictated by the time consistent equations. However, since we are only interested in the steady state this is not necessary. Thus we shall consider the possibility of adding a time derivative of the pressure to the continuity equation and similar modifications for the energy equation. This can then be generalized to adding combinations of time derivatives to each equation since these vanish in the steady state. When using acceleration techniques such as residual smoothing, multigrid, etc. these are applied to the pressure rather than the density. Hence, the code duplicates the behavior of the incompressible equations for low speeds.

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

    DOE PAGES

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

    2014-12-16

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

  12. A comparison between the propagators method and the decomposition method for nonlinear equations

    SciTech Connect

    Azmy, Y.Y.; Protopopescu, V. ); Cacuci, D.G. . Dept. of Chemical and Nuclear Engineering)

    1990-01-01

    Recently, a new formalism for solving nonlinear problems has been formulated. The formalism is based on the construction of advanced and retarded propagators that generalize the customary Green's functions in linear theory. One of the main advantages of this formalism is the possibility of transforming nonlinear differential equations into nonlinear integral equations that are usually easier to handle theoretically and computationally. The aim of this paper is to compare, on an example, the performances of the propagator method with other methods used for nonlinear equations, in particular, the decomposition method. The propagator method is stable, accurate, and efficient for all initial values and time intervals considered, while the decomposition method is unstable at large time intervals, even for very conveniently chosen initial conditions. 5 refs., 4 tabs.

  13. Exact solutions of the Biswas-Milovic equation, the ZK(m,n,k) equation and the K(m,n) equation using the generalized Kudryashov method

    NASA Astrophysics Data System (ADS)

    Zayed, EL Sayed M. E.; Al-Nowehy, Abdul-Ghani

    2016-01-01

    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.

  14. 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.

  15. Efficient Numerical Methods for Evolution Partial Differential Equations

    DTIC Science & Technology

    1989-09-30

    public lease; distribution mlim ed.-.... 13. ABSTRACT (Maxmum 200 woard Generalized Korteweg - de Vries equation (GKdV). This equation is written as...McKinney. On Optimal high-order in time approxiniations.for the Korteweg -de Vries equation ..To appear in Math. Comp.. 3. J.L. Bona, V.A. Dougalis...O.Karakashian and W. Mckinney, Conservative high-order schemes for the Generalized Korteweg -de Vries equation . In preparation. 4. G. D. Akrivis, V.A

  16. Supersymmetric descendants of self-adjointly extended quantum mechanical Hamiltonians

    NASA Astrophysics Data System (ADS)

    Al-Hashimi, M. H.; Salman, M.; Shalaby, A.; Wiese, U.-J.

    2013-10-01

    We consider the descendants of self-adjointly extended Hamiltonians in supersymmetric quantum mechanics on a half-line, on an interval, and on a punctured line or interval. While there is a 4-parameter family of self-adjointly extended Hamiltonians on a punctured line, only a 3-parameter sub-family has supersymmetric descendants that are themselves self-adjoint. We also address the self-adjointness of an operator related to the supercharge, and point out that only a sub-class of its most general self-adjoint extensions is physical. Besides a general characterization of self-adjoint extensions and their supersymmetric descendants, we explicitly consider concrete examples, including a particle in a box with general boundary conditions, with and without an additional point interaction. We also discuss bulk-boundary resonances and their manifestation in the supersymmetric descendant.

  17. MIB method for elliptic equations with multi-material interfaces.

    PubMed

    Xia, Kelin; Zhan, Meng; Wei, Guo-Wei

    2011-06-01

    Elliptic partial differential equations (PDEs) are widely used to model real-world problems. Due to the heterogeneous characteristics of many naturally occurring materials and man-made structures, devices, and equipments, one frequently needs to solve elliptic PDEs with discontinuous coefficients and singular sources. The development of high-order elliptic interface schemes has been an active research field for decades. However, challenges remain in the construction of high-order schemes and particularly, for nonsmooth interfaces, i.e., interfaces with geometric singularities. The challenge of geometric singularities is amplified when they are originated from two or more material interfaces joining together or crossing each other. High-order methods for elliptic equations with multi-material interfaces have not been reported in the literature to our knowledge. The present work develops matched interface and boundary (MIB) method based schemes for solving two-dimensional (2D) elliptic PDEs with geometric singularities of multi-material interfaces. A number of new MIB schemes are constructed to account for all possible topological variations due to two-material interfaces. The geometric singularities of three-material interfaces are significantly more difficult to handle. Three new MIB schemes are designed to handle a variety of geometric situations and topological variations, although not all of them. The performance of the proposed new MIB schemes is validated by numerical experiments with a wide range of coefficient contrasts, geometric singularities, and solution types. Extensive numerical studies confirm the designed second order accuracy of the MIB method for multi-material interfaces, including a case where the derivative of the solution diverges.

  18. Initialization of the Primitive Equations by the Bounded Derivative Method.

    NASA Astrophysics Data System (ADS)

    Browning, G.; Kasahara, A.; Kreiss, H.-O.

    1980-07-01

    Large-amplitude high-frequency motions can appear in the solution of a hyperbolic system containing multiple time scales unless the initial conditions are suitably adjusted through a process called initialization. We observe that a solution of such a system which varies slowly with respect to time must have a number of time derivatives on the order of the slow time scale. Given a variable which is characteristic of low-frequency motions (e.g., vorticity), we can apply this observation at the initial time to find constraints which determine the rest of the initial data so that the amplitudes of the ensuing high-frequency motions remain small. Boundary conditions of the system must be taken into account in the derivation of the constraints. This procedure is referred to as the bounded derivative method.For a general linear version of the shallow-water equations, we prove that if the initial kth order time derivative is of the order of the slow time scale, then it will remain so for a fixed time interval. For the corresponding constant coefficient system, we compare the present initialization procedure with the normal mode approach. We then apply the new procedure to initialize the nonlinear shallow-water equations including the effect of orography for both the midlatitude and equatorial beta plane cases. In the midlatitude case, the initialization scheme based on quasi-geostrophic theory can be obtained from the bounded derivative method by certain simplifying assumptions. In the equatorial case, the bounded derivative method provides an effective initialization scheme and new insight into the nature of equatorial flows.

  19. MIB method for elliptic equations with multi-material interfaces

    PubMed Central

    Xia, Kelin; Zhan, Meng; Wei, Guo-Wei

    2011-01-01

    Elliptic partial differential equations (PDEs) are widely used to model real-world problems. Due to the heterogeneous characteristics of many naturally occurring materials and man-made structures, devices, and equipments, one frequently needs to solve elliptic PDEs with discontinuous coefficients and singular sources. The development of high-order elliptic interface schemes has been an active research field for decades. However, challenges remain in the construction of high-order schemes and particularly, for nonsmooth interfaces, i.e., interfaces with geometric singularities. The challenge of geometric singularities is amplified when they are originated from two or more material interfaces joining together or crossing each other. High-order methods for elliptic equations with multi-material interfaces have not been reported in the literature to our knowledge. The present work develops matched interface and boundary (MIB) method based schemes for solving two-dimensional (2D) elliptic PDEs with geometric singularities of multi-material interfaces. A number of new MIB schemes are constructed to account for all possible topological variations due to two-material interfaces. The geometric singularities of three-material interfaces are significantly more difficult to handle. Three new MIB schemes are designed to handle a variety of geometric situations and topological variations, although not all of them. The performance of the proposed new MIB schemes is validated by numerical experiments with a wide range of coefficient contrasts, geometric singularities, and solution types. Extensive numerical studies confirm the designed second order accuracy of the MIB method for multi-material interfaces, including a case where the derivative of the solution diverges. PMID:21691433

  20. Joint Inversion of Mantle Viscosity and Thermal Structure: Applications of the Adjoint of Mantle Convection with Observational Constraints

    NASA Astrophysics Data System (ADS)

    Liu, L.; Gurnis, M.

    2007-12-01

    The adjoint method widely used in meteorology and oceanography was introduced into mantle convection by Bunge et al (2003) and Ismail et al (2004). We implemented the adjoint method in CitcomS, a finite-element code that solves for thermal convection within a spherical shell. This method constrains the initial condition by minimizing the mismatch of prediction to observation. Since the present day mantle thermal structure is inferred from seismic tomography, we converted seismic velocity to temperature, an uncertain conversion. Moreover, since mantle viscosity is also uncertain, the inference of mantle initial conditions from tomography is not unique. We have developed a method that incorporates dynamic topography as an additional constraint and are able to jointly invert for mantle viscosity and the seismic to thermal scaling. We assume the thermal structure of present day mantle has the same ¡°pattern¡± as inferred from tomography, but leave the scaling to temperature as an unknown. The other constraint is the evolving dynamic topography recorded at specific points on earth's surface. From the governing equations of mantle convection, we derive the relations between dynamic topography, thermal anomaly and mantle viscosities. These relations allow a two- layer looping algorithm that inverts for viscosity and thermal anomaly: the inner loop takes the tomographic image as a constraint and the outer loop takes dynamic topography and its rate of change. Starting with incorrect values of thermal anomaly and viscosities, we show with synthetic experiments that all variables converge to their correct values after a finite number of iterations. Our method is examined both in a uniformly viscous mantle and a mantle with depth- and temperature-dependent viscosity. The method has been applied to the descent of the Farallon slab beneath North America.

  1. The mixed finite element multigrid method for stokes equations.

    PubMed

    Muzhinji, K; Shateyi, S; Motsa, S S

    2015-01-01

    The stable finite element discretization of the Stokes problem produces a symmetric indefinite system of linear algebraic equations. A variety of iterative solvers have been proposed for such systems in an attempt to construct efficient, fast, and robust solution techniques. This paper investigates one of such iterative solvers, the geometric multigrid solver, to find the approximate solution of the indefinite systems. The main ingredient of the multigrid method is the choice of an appropriate smoothing strategy. This study considers the application of different smoothers and compares their effects in the overall performance of the multigrid solver. We study the multigrid method with the following smoothers: distributed Gauss Seidel, inexact Uzawa, preconditioned MINRES, and Braess-Sarazin type smoothers. A comparative study of the smoothers shows that the Braess-Sarazin smoothers enhance good performance of the multigrid method. We study the problem in a two-dimensional domain using stable Hood-Taylor Q2-Q1 pair of finite rectangular elements. We also give the main theoretical convergence results. We present the numerical results to demonstrate the efficiency and robustness of the multigrid method and confirm the theoretical results.

  2. The Mixed Finite Element Multigrid Method for Stokes Equations

    PubMed Central

    Muzhinji, K.; Shateyi, S.; Motsa, S. S.

    2015-01-01

    The stable finite element discretization of the Stokes problem produces a symmetric indefinite system of linear algebraic equations. A variety of iterative solvers have been proposed for such systems in an attempt to construct efficient, fast, and robust solution techniques. This paper investigates one of such iterative solvers, the geometric multigrid solver, to find the approximate solution of the indefinite systems. The main ingredient of the multigrid method is the choice of an appropriate smoothing strategy. This study considers the application of different smoothers and compares their effects in the overall performance of the multigrid solver. We study the multigrid method with the following smoothers: distributed Gauss Seidel, inexact Uzawa, preconditioned MINRES, and Braess-Sarazin type smoothers. A comparative study of the smoothers shows that the Braess-Sarazin smoothers enhance good performance of the multigrid method. We study the problem in a two-dimensional domain using stable Hood-Taylor Q2-Q1 pair of finite rectangular elements. We also give the main theoretical convergence results. We present the numerical results to demonstrate the efficiency and robustness of the multigrid method and confirm the theoretical results. PMID:25945361

  3. Adjoint-based uncertainty quantification and sensitivity analysis for reactor depletion calculations

    NASA Astrophysics Data System (ADS)

    Stripling, Hayes Franklin

    Depletion calculations for nuclear reactors model the dynamic coupling between the material composition and neutron flux and help predict reactor performance and safety characteristics. In order to be trusted as reliable predictive tools and inputs to licensing and operational decisions, the simulations must include an accurate and holistic quantification of errors and uncertainties in its outputs. Uncertainty quantification is a formidable challenge in large, realistic reactor models because of the large number of unknowns and myriad sources of uncertainty and error. We present a framework for performing efficient uncertainty quantification in depletion problems using an adjoint approach, with emphasis on high-fidelity calculations using advanced massively parallel computing architectures. This approach calls for a solution to two systems of equations: (a) the forward, engineering system that models the reactor, and (b) the adjoint system, which is mathematically related to but different from the forward system. We use the solutions of these systems to produce sensitivity and error estimates at a cost that does not grow rapidly with the number of uncertain inputs. We present the framework in a general fashion and apply it to both the source-driven and k-eigenvalue forms of the depletion equations. We describe the implementation and verification of solvers for the forward and ad- joint equations in the PDT code, and we test the algorithms on realistic reactor analysis problems. We demonstrate a new approach for reducing the memory and I/O demands on the host machine, which can be overwhelming for typical adjoint algorithms. Our conclusion is that adjoint depletion calculations using full transport solutions are not only computationally tractable, they are the most attractive option for performing uncertainty quantification on high-fidelity reactor analysis problems.

  4. Generalized uncertainty principle and self-adjoint operators

    SciTech Connect

    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.

  5. Geometric and Integral Equation Methods for Scattering in Layered Media

    NASA Astrophysics Data System (ADS)

    Wiskin, James Walter

    This dissertation is an extension of the Stenger -Johnson-Borup sinc and Fast Fourier Transform (FFT) based integral equation imaging algorithms to the case of a layered ambient medium. This scenario has medical, geophysical and nondestructive testing applications. It is also a first step in the direction of incorporating a geometric point of view in forward and inverse scattering. The construction of layered Green's functions and concomitant inverse scattering algorithms for inhomogeneities residing within a layered medium whose layers are known a priori is carried out. Computer simulations and numerical experiments investigate the ill -posedness of inverse scattering in this context. Both 2 and 3D ambient media are considered and the relationship to the distorted wave Born approximation are discussed. Noise contamination and attenuation in both the layered background medium and the inhomogeneity are included for realism. Global minimization techniques based on homotopy are introduced and generalized. Concepts from Cartan/Kahler differential geometry play a natural role in understanding homotopy methods of global minimization. These minimization methods have application to biomolecular modelling as well as scattering. Exterior Differential Forms provide a natural vehicle for extending results determined here to include shear effects in fully elastic media. It is also shown that the methods developed here can be extended to ambient media with different types of known structure.

  6. 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.

  7. A 4D-Var inversion system based on the icosahedral grid model (NICAM-TM 4D-Var v1.0) - Part 1: Offline forward and adjoint transport models

    NASA Astrophysics Data System (ADS)

    Niwa, Yosuke; Tomita, Hirofumi; Satoh, Masaki; Imasu, Ryoichi; Sawa, Yousuke; Tsuboi, Kazuhiro; Matsueda, Hidekazu; Machida, Toshinobu; Sasakawa, Motoki; Belan, Boris; Saigusa, Nobuko

    2017-03-01

    A four-dimensional variational (4D-Var) method is a popular algorithm for inverting atmospheric greenhouse gas (GHG) measurements. In order to meet the computationally intense 4D-Var iterative calculation, offline forward and adjoint transport models are developed based on the Nonhydrostatic ICosahedral Atmospheric Model (NICAM). By introducing flexibility into the temporal resolution of the input meteorological data, the forward model developed in this study is not only computationally efficient, it is also found to nearly match the transport performance of the online model. In a transport simulation of atmospheric carbon dioxide (CO2), the data-thinning error (error resulting from reduction in the time resolution of the meteorological data used to drive the offline transport model) is minimized by employing high temporal resolution data of the vertical diffusion coefficient; with a low 6-hourly temporal resolution, significant concentration biases near the surface are introduced. The new adjoint model can be run in discrete or continuous adjoint mode for the advection process. The discrete adjoint is characterized by perfect adjoint relationship with the forward model that switches off the flux limiter, while the continuous adjoint is characterized by an imperfect but reasonable adjoint relationship with its corresponding forward model. In the latter case, both the forward and adjoint models use the flux limiter to ensure the monotonicity of tracer concentrations and sensitivities. Trajectory analysis for high CO2 concentration events are performed to test adjoint sensitivities. We also demonstrate the potential usefulness of our adjoint model for diagnosing tracer transport. Both the offline forward and adjoint models have computational efficiency about 10 times higher than the online model. A description of our new 4D-Var system that includes an optimization method, along with its application in an atmospheric CO2 inversion and the effects of using either the

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

    PubMed

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

    2014-01-01

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

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

    PubMed Central

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

    2014-01-01

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

  10. 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.

  11. 3-D crustal and uppermost mantle structure beneath NE China revealed by ambient noise adjoint tomography

    NASA Astrophysics Data System (ADS)

    Liu, Yaning; Niu, Fenglin; Chen, Min; Yang, Wencai

    2017-03-01

    We construct a new 3-D shear wave speed model of the crust and the uppermost mantle beneath Northeast China using the ambient noise adjoint tomography method. Without intermediate steps of measuring phase dispersion, the adjoint tomography inverts for shear wave speeds of the crust and uppermost mantle directly from 6-40 s waveforms of Empirical Green's functions (EGFs) of Rayleigh waves, which are derived from interferometry of two years of ambient noise data recorded by the 127 Northeast China Extended Seismic Array stations. With an initial 3-D model derived from traditional asymptotic surface wave tomography method, adjoint tomography refines the 3-D model by iteratively minimizing the frequency-dependent traveltime misfits between EGFs and synthetic Green's functions measured in four period bands: 6-15 s, 10-20 s, 15-30 s, and 20-40 s. Our new model shows shear wave speed anomalies that are spatially correlated with known tectonic units such as the Great Xing'an range and the Changbaishan mountain range. The new model also reveals low wave speed conduits in the mid-lower crust and the uppermost mantle with a wave speed reduction indicative of partial melting beneath the Halaha, Xilinhot-Abaga, and Jingpohu volcanic complexes, suggesting that the Cenozoic volcanism in the area has a deep origin. Overall, the adjoint tomographic images show more vertically continuous velocity anomalies with larger amplitudes due to the consideration of the finite frequency and 3-D effects.

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

    ERIC Educational Resources Information Center

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

    2009-01-01

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

  13. Lattice Boltzmann equation method for multiple immiscible continuum fluids.

    PubMed

    Spencer, T J; Halliday, I; Care, C M

    2010-12-01

    This paper generalizes the two-component algorithm of Sec. , extending it, in Sec. , to describe N>2 mutually immiscible fluids in the isothermal continuum regime. Each fluid has an independent interfacial tension. While retaining all its computational advantages, we remove entirely the empiricism associated with contact behavior in our previous multiple immiscible fluid models [M. M. Dupin, Phys. Rev. E 73, 055701(R) (2006); Med. Eng. Phys. 28, 13 (2006)] while solidifying the physical foundations. Moreover, the model relies upon a fluid-fluid segregation which is simpler, computationally faster, more free of artifacts (i.e., the interfacial microcurrent), and upon an interface-inducing force distribution which is analytic. The method is completely symmetric between any numbers of immiscible fluids and stable over a wide range of directly input interfacial tension. We present data on the steady-state properties of multiple interface model, which are in good agreement with theory [R. E. Johnson and S. S. Sadhal, Annu. Rev. Fluid Mech. 17, 289 (1985)], specifically on the shapes of multidrop systems. Section is an analysis of the kinetic and continuum-scale descriptions of the underlying two-component lattice Boltzmann model for immiscible fluids, extendable to more than two immiscible fluids. This extension requires (i) the use of a more local kinetic equation perturbation which is (ii) free from a reliance on measured interfacial curvature. It should be noted that viewed simply as a two-component method, the continuum algorithm is inferior to our previous methods, reported by Lishchuk [Phys. Rev. E 67, 036701 (2003)] and Halliday [Phys. Rev. E 76, 026708 (2007)]. Greater stability and parameter range is achieved in multiple drop simulations by using the forced multi-relaxation-time lattice Boltzmann method developed, along with (for completeness) a forced exactly incompressible Bhatnagar-Gross-Krook lattice Boltzmann model, in the Appendix. These appended schemes

  14. 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.

  15. Variational Iterative Methods for Nonsymmetric Systems of Linear Equations.

    DTIC Science & Technology

    1981-08-01

    approximations to the convection diffusion equation. In Society of Petroleum Engineers of AIME, Proceedinus of the Fifth Svmnosium on Reservoir Simulation , 1979...simultaneous linear equations. In Society of Petroleum Engineers of ADIE, Proceedings 2f the Fourth SyvMosium on Reservoir Simulation , 1976, pp. 149

  16. On numerical methods for Hamiltonian PDEs and a collocation method for the Vlasov-Maxwell equations

    SciTech Connect

    Holloway, J.P.

    1996-11-01

    Hamiltonian partial differential equations often have implicit conservation laws-constants of the motion-embedded within them. It is not, in general, possible to preserve these conservation laws simply by discretization in conservative form because there is frequently only one explicit conservation law. However, by using weighted residual methods and exploiting the Hamiltonian structure of the equations it is shown that at least some of the conservation laws are preserved in a method of lines (continuous in time). In particular, the Hamiltonian can always be exactly preserved as a constant of the motion. Other conservation laws, in particular linear and quadratic Casimirs and momenta, can sometimes be conserved too, depending on the details of the equations under consideration and the form of discretization employed. Collocation methods also offer automatic conservation of linear and quadratic Casimirs. Some standard discretization methods, when applied to Hamiltonian problems are shown to be derived from a numerical approximation to the exact Poisson bracket of the system. A method for the Vlasov-Maxwell equations based on Legendre-Gauss-Lobatto collocation is presented as an example of these ideas. 22 refs.

  17. 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, .

  18. Green's functional for a higher order ordinary integro-differential equation with nonlocal conditions

    NASA Astrophysics Data System (ADS)

    Özen, Kemal

    2016-12-01

    One of the little-known techniques for ordinary integro-differential equations in literature is Green's functional method, the origin of which dates back to Azerbaijani scientist Seyidali S. Akhiev. According to this method, Green's functional concepts for some simple forms of such equations have been introduced in the several studies. In this study, we extend Green's functional concept to a higher order ordinary integro-differential equation involving generally nonlocal conditions. A novel kind of adjoint problem and Green's functional are constructed for completely nonhomogeneous problem. By means of the obtained Green's functional, the solution to the problem is identified.

  19. Approximate direct reduction method: infinite series reductions to the perturbed mKdV equation

    NASA Astrophysics Data System (ADS)

    Jiao, Xiao-Yu; Lou, Sen-Yue

    2009-09-01

    The approximate direct reduction method is applied to the perturbed mKdV equation with weak fourth order dispersion and weak dissipation. The similarity reduction solutions of different orders conform to formal coherence, accounting for infinite series reduction solutions to the original equation and general formulas of similarity reduction equations. Painlevé II type equations, hyperbolic secant and Jacobi elliptic function solutions are obtained for zero-order similarity reduction equations. Higher order similarity reduction equations are linear variable coefficient ordinary differential equations.

  20. Supersymmetric descendants of self-adjointly extended quantum mechanical Hamiltonians

    SciTech Connect

    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.

  1. Stochastic weighted particle methods for population balance equations

    SciTech Connect

    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.

  2. A Method of Solution for Painleve Equations: Painleve IV, V,

    DTIC Science & Technology

    1987-02-01

    Korteweg - deVries (KdV) equation lead to PI and PII [9); PHI and special cases of PIll and PIV can be obtained from the exact similarity reduction of the...value problem; solving such an initial value problem is essentially equivalent to solving an inverse problem for a certain isomonodromic linear equation ...there is a unified approach to solving certain initial value problems for equations in 1, 1+1 (one spatial and one temporal) and 2+1 dimensions. Using

  3. Numerical method to solve Cauchy type singular integral equation with error bounds

    NASA Astrophysics Data System (ADS)

    Setia, Amit; Sharma, Vaishali; Liu, Yucheng

    2017-01-01

    Cauchy type singular integral equations with index zero naturally occur in the field of aerodynamics. Literature is very much developed for these equations and Chebyshevs polynomials are most frequently used to solve these integral equations. In this paper, a residual based Galerkins method has been proposed by using Legendre polynomial as basis functions to solve Cauchy singular integral equation of index zero. It converts the Cauchy singular integral equation into system of equations which can be easily solved. The test examples are given for illustration of proposed numerical method. Error bounds are derived as well as implemented in all the test examples.

  4. Lattice Boltzmann equation method for multiple immiscible continuum fluids

    NASA Astrophysics Data System (ADS)

    Spencer, T. J.; Halliday, I.; Care, C. M.

    2010-12-01

    This paper generalizes the two-component algorithm of Sec. , extending it, in Sec. , to describe N>2 mutually immiscible fluids in the isothermal continuum regime. Each fluid has an independent interfacial tension. While retaining all its computational advantages, we remove entirely the empiricism associated with contact behavior in our previous multiple immiscible fluid models [M. M. Dupin , Phys. Rev. E 73, 055701(R) (2006)10.1103/PhysRevE.73.055701; Med. Eng. Phys. 28, 13 (2006)10.1016/j.medengphy.2005.04.015] while solidifying the physical foundations. Moreover, the model relies upon a fluid-fluid segregation which is simpler, computationally faster, more free of artifacts (i.e., the interfacial microcurrent), and upon an interface-inducing force distribution which is analytic. The method is completely symmetric between any numbers of immiscible fluids and stable over a wide range of directly input interfacial tension. We present data on the steady-state properties of multiple interface model, which are in good agreement with theory [R. E. Johnson and S. S. Sadhal, Annu. Rev. Fluid Mech. 17, 289 (1985)10.1146/annurev.fl.17.010185.001445], specifically on the shapes of multidrop systems. Section is an analysis of the kinetic and continuum-scale descriptions of the underlying two-component lattice Boltzmann model for immiscible fluids, extendable to more than two immiscible fluids. This extension requires (i) the use of a more local kinetic equation perturbation which is (ii) free from a reliance on measured interfacial curvature. It should be noted that viewed simply as a two-component method, the continuum algorithm is inferior to our previous methods, reported by Lishchuk [Phys. Rev. E 67, 036701 (2003)]10.1103/PhysRevE.76.036701 and Halliday [Phys. Rev. E 76, 026708 (2007)]10.1103/PhysRevE.76.026708. Greater stability and parameter range is achieved in multiple drop simulations by using the forced multi-relaxation-time lattice Boltzmann method developed

  5. Spectral methods for the Euler equations. II - Chebyshev methods and shock fitting

    NASA Technical Reports Server (NTRS)

    Hussaini, M. Y.; Kopriva, D. A.; Salas, M. D.; Zang, T. A.

    1985-01-01

    The Chebyshev spectral collocation method for the Euler gasdynamic equations is described. It is used with shock fitting to compute several two-dimensional gasdynamic 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.

  6. 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.

  7. 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.

  8. The (G'/G)-expansion method for the nonlinear time fractional differential equations

    NASA Astrophysics Data System (ADS)

    Unsal, Omer; Guner, Ozkan; Bekir, Ahmet; Cevikel, Adem C.

    2017-01-01

    In this paper, we obtain exact solutions of two time fractional differential equations using Jumarie's modified Riemann-Liouville derivative which is encountered in mathematical physics and applied mathematics; namely (3 + 1)-dimensional time fractional KdV-ZK equation and time fractional ADR equation by using fractional complex transform and (G/'G )-expansion method. It is shown that the considered transform and method are very useful in solving nonlinear fractional differential equations.

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

    SciTech Connect

    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.

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

    NASA Technical Reports Server (NTRS)

    Lewis, Robert Michael

    1997-01-01

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

  11. 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.

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

    NASA Astrophysics Data System (ADS)

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

    2016-11-01

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

  13. Runge-Kutta collocation methods for differential-algebraic equations of indices 2 and 3

    NASA Astrophysics Data System (ADS)

    Skvortsov, L. M.

    2012-10-01

    Stiffly accurate Runge-Kutta collocation methods with explicit first stage are examined. The parameters of these methods are chosen so as to minimize the errors in the solutions to differential-algebraic equations of indices 2 and 3. This construction results in methods for solving such equations that are superior to the available Runge-Kutta methods.

  14. Solving Point-Reactor Kinetics Equations Using Exponential Moment Methods

    DTIC Science & Technology

    2013-03-21

    equations of the following form: ( ) ( ) ( ) ( ) ( )i i i dn t t n t c t S t dt               (2) ( ) ( ) ( )i ii i dc t c t n...presented in the function. Exponential moment functions are orderless; that is, the value of the function is invariant under permutations of its...turned into an integral equation by   ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) i i i i i i i i i i i i dn

  15. Boundary integral equation method for electromagnetic and elastic waves

    NASA Astrophysics Data System (ADS)

    Chen, Kun

    In this thesis, the boundary integral equation method (BIEM) is studied and applied to electromagnetic and elastic wave problems. First of all, a spectral domain BIEM called the spectral domain approach is employed for full wave analysis of metal strip grating on grounded dielectric slab (MSG-GDS) and microstrips shielded with either perfect electric conductor (PEC) or perfect magnetic conductor (PMC) walls. The modal relations between these structures are revealed by exploring their symmetries. It is derived analytically and validated numerically that all the even and odd modes of the latter two (when they are mirror symmetric) find their correspondence in the modes of metal strip grating on grounded dielectric slab when the phase shift between adjacent two unit cells is 0 or pi. Extension to non-symmetric case is also made. Several factors, including frequency, grating period, slab thickness and strip width, are further investigated for their impacts on the effective permittivity of the dominant mode of PEC/PMC shielded microstrips. It is found that the PMC shielded microstrip generally has a larger wave number than the PEC shielded microstrip. Secondly, computational aspects of the layered medim doubly periodic Green's function (LMDPGF) in matrix-friendly formulation (MFF) are investigated. The MFF for doubly periodic structures in layered medium is derived, and the singularity of the periodic Green's function when the transverse wave number equals zero in this formulation is analytically extracted. A novel approach is proposed to calculate the LMDPGF, which makes delicate use of several techniques including factorization of the Green's function, generalized pencil of function (GPOF) method and high order Taylor expansion to derive the high order asymptotic expressions, which are then evaluated by newly derived fast convergent series. This approach exhibits robustness, high accuracy and fast and high order convergence; it also allows fast frequency sweep for

  16. Direct and adjoint sensitivity analysis of chemical kinetic systems with KPP: Part I—theory and software tools

    NASA Astrophysics Data System (ADS)

    Sandu, Adrian; Daescu, Dacian N.; Carmichael, Gregory R.

    The analysis of comprehensive chemical reactions mechanisms, parameter estimation techniques, and variational chemical data assimilation applications require the development of efficient sensitivity methods for chemical kinetics systems. The new release (KPP-1.2) of the kinetic preprocessor (KPP) contains software tools that facilitate direct and adjoint sensitivity analysis. The direct-decoupled method, built using BDF formulas, has been the method of choice for direct sensitivity studies. In this work, we extend the direct-decoupled approach to Rosenbrock stiff integration methods. The need for Jacobian derivatives prevented Rosenbrock methods to be used extensively in direct sensitivity calculations; however, the new automatic and symbolic differentiation technologies make the computation of these derivatives feasible. The direct-decoupled method is known to be efficient for computing the sensitivities of a large number of output parameters with respect to a small number of input parameters. The adjoint modeling is presented as an efficient tool to evaluate the sensitivity of a scalar response function with respect to the initial conditions and model parameters. In addition, sensitivity with respect to time-dependent model parameters may be obtained through a single backward integration of the adjoint model. KPP software may be used to completely generate the continuous and discrete adjoint models taking full advantage of the sparsity of the chemical mechanism. Flexible direct-decoupled and adjoint sensitivity code implementations are achieved with minimal user intervention. In a companion paper, we present an extensive set of numerical experiments that validate the KPP software tools for several direct/adjoint sensitivity applications, and demonstrate the efficiency of KPP-generated sensitivity code implementations.

  17. 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…

  18. Robust Scale Transformation Methods in IRT True Score Equating under Common-Item Nonequivalent Groups Design

    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…

  19. Convergence of step-by-step methods for non-linear integro-differential equations.

    NASA Technical Reports Server (NTRS)

    Mocarsky, W. L.

    1971-01-01

    The theory of consistent step-by-step methods for solving Volterra integral equations is extended to nonsingular Volterra integro-differential equations. It is shown that standard step-by-step algorithms for these more general equations are convergent. Several numerical examples are included.

  20. New iterative method for fractional gas dynamics and coupled Burger's equations.

    PubMed

    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.

  1. Spectral methods for some singularly perturbed third order ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Temsah, R.

    2008-01-01

    Spectral methods with interface point are presented to deal with some singularly perturbed third order boundary value problems of reaction-diffusion and convection-diffusion types. First, linear equations are considered and then non-linear equations. To solve non-linear equations, Newton?s method of quasi-linearization is applied. The problem is reduced to two systems of ordinary differential equations. And, then, each system is solved using spectral collocation methods. Our numerical experiments show that the proposed methods are produce highly accurate solutions in little computer time when compared with the other methods available in the literature.

  2. Improved fully-implicit spherical harmonics methods for first and second order forms of the transport equation using Galerkin Finite Element

    NASA Astrophysics Data System (ADS)

    Laboure, Vincent Matthieu

    In this dissertation, we focus on solving the linear Boltzmann equation -- or transport equation -- using spherical harmonics (PN) expansions with fully-implicit time-integration schemes and Galerkin Finite Element spatial discretizations within the Multiphysics Object Oriented Simulation Environment (MOOSE) framework. The presentation is composed of two main ensembles. On one hand, we study the first-order form of the transport equation in the context of Thermal Radiation Transport (TRT). This nonlinear application physically necessitates to maintain a positive material temperature while the PN approximation tends to create oscillations and negativity in the solution. To mitigate these flaws, we provide a fully-implicit implementation of the Filtered PN (FPN) method and investigate local filtering strategies. After analyzing its effect on the conditioning of the system and showing that it improves the convergence properties of the iterative solver, we numerically investigate the error estimates derived in the linear setting and observe that they hold in the non-linear case. Then, we illustrate the benefits of the method on a standard test problem and compare it with implicit Monte Carlo (IMC) simulations. On the other hand, we focus on second-order forms of the transport equation for neutronics applications. We mostly consider the Self-Adjoint Angular Flux (SAAF) and Least-Squares (LS) formulations, the former being globally conservative but void incompatible and the latter having -- in all generality -- the opposite properties. We study the relationship between these two methods based on the weakly-imposed LS boundary conditions. Equivalences between various parity-based PN methods are also established, in particular showing that second-order filters are not an appropriate fix to retrieve void compatibility. The importance of global conservation is highlighted on a heterogeneous multigroup k-eigenvalue test problem. Based on these considerations, we propose a new

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

    NASA Technical Reports Server (NTRS)

    Ustinov, Eugene A.; Sunseri, Richard F.

    2005-01-01

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

  4. 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.

  5. Gauge mediation models with adjoint messengers

    NASA Astrophysics Data System (ADS)

    Gogoladze, Ilia; Mustafayev, Azar; Shafi, Qaisar; Ün, Cem Salih

    2016-10-01

    We present a class of models in the framework of gauge mediation supersymmetry breaking where the messenger fields transform in the adjoint representation of the standard model gauge symmetry. To avoid unacceptably light right-handed sleptons in the spectrum we introduce a nonzero U (1 )B-L D-term. This leads to an additional contribution to the soft supersymmetry breaking mass terms which makes the right-handed slepton masses compatible with the current experimental bounds. We show that in this framework the observed 125 GeV Higgs boson mass can be accommodated with the sleptons accessible at the LHC, while the squarks and gluinos lie in the multi-TeV range. We also discuss the issue of the fine-tuning and show that the desired relic dark matter abundance can also be accommodated.

  6. Solving the Helmholtz equation in conformal mapped ARROW structures using homotopy perturbation method.

    PubMed

    Reck, Kasper; Thomsen, Erik V; Hansen, Ole

    2011-01-31

    The scalar wave equation, or Helmholtz equation, describes within a certain approximation the electromagnetic field distribution in a given system. In this paper we show how to solve the Helmholtz equation in complex geometries using conformal mapping and the homotopy perturbation method. The solution of the mapped Helmholtz equation is found by solving an infinite series of Poisson equations using two dimensional Fourier series. The solution is entirely based on analytical expressions and is not mesh dependent. The analytical results are compared to a numerical (finite element method) solution.

  7. Variable-coefficient discrete tanh method and its application to ( 2+1)-dimensional Toda equation

    NASA Astrophysics Data System (ADS)

    Zhang, Sheng; Zhang, Hong-Qing

    2009-08-01

    In this Letter, a variable-coefficient discrete tanh method is proposed for solving nonlinear differential-difference equations. With the aid of symbolic computation, we choose a ( 2+1)-dimensional Toda equation to illustrate the validity and advantages of the method. As a result, hyperbolic function solutions, trigonometric function solutions and rational solutions with arbitrary functions are obtained. It is shown that the proposed method provides a powerful mathematical tool for nonlinear differential-difference equations in mathematical physics.

  8. A new method to compute standard-weight equations that reduces length-related bias

    USGS Publications Warehouse

    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.

  9. Parameter identification of multi-body railway vehicle models - Application of the adjoint state approach

    NASA Astrophysics Data System (ADS)

    Kraft, S.; Puel, G.; Aubry, D.; Funfschilling, C.

    2016-12-01

    For the calibration of multi-body models of railway vehicles, the identification of the model parameters from on-track measurement is required. This involves the solution of an inverse problem by minimising the misfit function which describes the distance between model and measurement using optimisation methods. The application of gradient-based optimisation methods is advantageous but necessitates an efficient approach for the computation of the gradients considering the large number of model parameters and the costly evaluation of the forward model. This work shows that the application of the adjoint state approach to the nonlinear vehicle-track multi-body system is suitable, reducing on the one hand the computational cost and increasing on the other hand the precision of the gradients. Gradients from the adjoint state method are computed for vehicle models and validated taking into account measurement noise.

  10. 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.

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

    ERIC Educational Resources Information Center

    Wang, Tianyou

    2008-01-01

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

  12. 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.

  13. POSTPROCESSING MIXED FINITE ELEMENT METHODS FOR SOLVING CAHN-HILLIARD EQUATION: METHODS AND ERROR ANALYSIS.

    PubMed

    Wang, Wansheng; Chen, Long; Zhou, Jie

    2016-05-01

    A postprocessing technique for mixed finite element methods for the Cahn-Hilliard equation is developed and analyzed. Once the mixed finite element approximations have been computed at a fixed time on the coarser mesh, the approximations are postprocessed by solving two decoupled Poisson equations in an enriched finite element space (either on a finer grid or a higher-order space) for which many fast Poisson solvers can be applied. The nonlinear iteration is only applied to a much smaller size problem and the computational cost using Newton and direct solvers is negligible compared with the cost of the linear problem. The analysis presented here shows that this technique remains the optimal rate of convergence for both the concentration and the chemical potential approximations. The corresponding error estimate obtained in our paper, especially the negative norm error estimates, are non-trivial and different with the existing results in the literatures.

  14. The modified equation approach to the stability and accuracy analysis of finite-difference methods

    NASA Technical Reports Server (NTRS)

    Warming, R. F.; Hyett, B. J.

    1974-01-01

    The stability and accuracy of finite-difference approximations to simple linear partial differential equations are analyzed by studying the modified partial differential equation. Aside from round-off error, the modified equation represents the actual partial differential equation solved when a numerical solution is computed using a finite-difference equation. The modified equation is derived by first expanding each term of a difference scheme in a Taylor series and then eliminating time derivatives higher than first order by certain algebraic manipulations. The connection between 'heuristic' stability theory based on the modified equation approach and the von Neumann (Fourier) method is established. In addition to the determination of necessary and sufficient conditions for computational stability, a truncated version of the modified equation can be used to gain insight into the nature of both dissipative and dispersive errors.

  15. On time discretizations for spectral methods. [numerical integration of Fourier and Chebyshev methods for dynamic partial differential equations

    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.

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

    NASA Astrophysics Data System (ADS)

    Marcotte, Christopher D.; Grigoriev, Roman O.

    2016-09-01

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

  17. 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.

  18. Bicubic B-spline interpolation method for two-dimensional Laplace's equations

    NASA Astrophysics Data System (ADS)

    Abd Hamid, Nur Nadiah; Majid, Ahmad Abd.; Ismail, Ahmad Izani Md.

    2013-04-01

    Two-dimensional Laplace's equation is solved using bicubic B-spline interpolation method. An arbitrary surface with some unknown coefficients is generated using bicubic B-spline surface's formula. This surface is presumed to be the solution for the equation. The values of the coefficients are calculated by spline interpolation technique using the corresponding differential equations and boundary conditions. This method produces approximated analytical solution for the equation. A numerical example will be presented along with a comparison of the results with finite element and isogeometrical methods.

  19. Analytical solutions with the improved (G’/G)-expansion method for nonlinear evolution equations

    NASA Astrophysics Data System (ADS)

    Kaplan, Melike; Bekir, Ahmet; Akbulut, Arzu

    2016-10-01

    To seek the exact solutions of nonlinear partial differential equations (NPDEs), the improved (G'/G)-expansion method is proposed in the present work. With the aid of symbolic computation, this effective method is applied to construct exact solutions of the (1+1)-dimensional nonlinear dispersive modified Benjamin-Bona-Mahony equation and (3+1)- dimensional Kudryashov-Sinelshchikov equation. As a result, new types of exact solutions are obtained.

  20. Numerical methods for a general class of porous medium equations

    SciTech Connect

    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.

  1. Edge-based finite element method for shallow water equations

    NASA Astrophysics Data System (ADS)

    Ribeiro, F. L. B.; Galeão, A. C.; Landau, L.

    2001-07-01

    This paper describes an edge-based implementation of the generalized residual minimum (GMRES) solver for the fully coupled solution of non-linear systems arising from finite element discretization of shallow water equations (SWEs). The gain in terms of memory, floating point operations and indirect addressing is quantified for semi-discrete and space-time analyses. Stabilized formulations, including Petrov-Galerkin models and discontinuity-capturing operators, are also discussed for both types of discretization. Results illustrating the quality of the stabilized solutions and the advantages of using the edge-based approach are presented at the end of the paper. Copyright

  2. Fully Implicit Numerical Methods for the Baroclinic Primitive Equations

    NASA Technical Reports Server (NTRS)

    Cohn, S. E.; Isaacson, E.

    1984-01-01

    A fully implicit code was developed to solve the three-dimensional primitive equations of atmospheric flow. The scheme is second order accurate in time and fourth order accurate in the horizontal and vertical directions. Furthermore, as a result of being fully implicit, the time step is not restricted by the mesh spacing near the poles, nor by the speed of inertia-gravity waves. Rather, the time step, deltat is determined simply by the requirement that it be small enough to adequately resolve the atmospheric flow of interest. The accuracy and efficiency of current models for fine grids should be significantly improved.

  3. Phase-integral method for the radial Dirac equation

    SciTech Connect

    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.

  4. 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.

  5. 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.

  6. 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.

  7. Optimizing Spectral Wave Estimates with Adjoint-Based Sensitivity Maps

    DTIC Science & Technology

    2014-02-18

    forecasts of nearshore wave conditions are important to a diverse constituency, including vacation destinations such as Miami Beach or San Diego, coastal...a collection of information if it does not display a currently valid OMB control number. 1. REPORT DATE 18 FEB 2014 2. REPORT TYPE 3. DATES...Sensitivity maps for wave spectra For any type of adjoint, sensitivity maps may be constructed from adjoint output to track the response of system properties

  8. 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.

  9. Monte Carlo Method for Solving the Fredholm Integral Equations of the Second Kind

    NASA Astrophysics Data System (ADS)

    ZhiMin, Hong; ZaiZai, Yan; JianRui, Chen

    2012-12-01

    This article is concerned with a numerical algorithm for solving approximate solutions of Fredholm integral equations of the second kind with random sampling. We use Simpson's rule for solving integral equations, which yields a linear system. The Monte Carlo method, based on the simulation of a finite discrete Markov chain, is employed to solve this linear system. To show the efficiency of the method, we use numerical examples. Results obtained by the present method indicate that the method is an effective alternate method.

  10. Globally Convergent Methods for Solving Coefficient Inverse Problems for Time Dependent Maxwell Equations

    DTIC Science & Technology

    2014-08-19

    finite element method, performance verification on experimental data, imaging of explosive devices, comparison with the classical Krein equation method...of the globally convergent numerical method of this project and the classical Krein equation method. It was established that while the first method...of a long standing problem about uniqueness of a phaseless 3-d inverse problem of quantum scattering. This was an open question since the publication

  11. Numerical approximation of Lévy-Feller fractional diffusion equation via Chebyshev-Legendre collocation method

    NASA Astrophysics Data System (ADS)

    Sweilam, N. H.; Abou Hasan, M. M.

    2016-08-01

    This paper reports a new spectral algorithm for obtaining an approximate solution for the Lévy-Feller diffusion equation depending on Legendre polynomials and Chebyshev collocation points. The Lévy-Feller diffusion equation is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative. A new formula expressing explicitly any fractional-order derivatives, in the sense of Riesz-Feller operator, of Legendre polynomials of any degree in terms of Jacobi polynomials is proved. Moreover, the Chebyshev-Legendre collocation method together with the implicit Euler method are used to reduce these types of differential equations to a system of algebraic equations which can be solved numerically. Numerical results with comparisons are given to confirm the reliability of the proposed method for the Lévy-Feller diffusion equation.

  12. 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.

  13. 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…

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

    NASA Astrophysics Data System (ADS)

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

    2015-12-01

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

  15. A parallel fast sweeping method for the Eikonal equation

    NASA Astrophysics Data System (ADS)

    Detrixhe, Miles; Gibou, Frédéric; Min, Chohong

    2013-03-01

    We present an algorithm for solving in parallel the Eikonal equation. The efficiency of our approach is rooted in the ordering and distribution of the grid points on the available processors; we utilize a Cuthill-McKee ordering. The advantages of our approach is that (1) the efficiency does not plateau for a large number of threads; we compare our approach to the current state-of-the-art parallel implementation of Zhao (2007) [14] and (2) the total number of iterations needed for convergence is the same as that of a sequential implementation, i.e. our parallel implementation does not increase the complexity of the underlying sequential algorithm. Numerical examples are used to illustrate the efficiency of our approach.

  16. Green`s function of Maxwell`s equations and corresponding implications for iterative methods

    SciTech Connect

    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.

  17. Stochastic approach to the generalized Schrödinger equation: A method of eigenfunction expansion.

    PubMed

    Tsuchida, Satoshi; Kuratsuji, Hiroshi

    2015-05-01

    Using a method of eigenfunction expansion, a stochastic equation is developed for the generalized Schrödinger equation with random fluctuations. The wave field ψ is expanded in terms of eigenfunctions: ψ=∑(n)a(n)(t)ϕ(n)(x), with ϕ(n) being the eigenfunction that satisfies the eigenvalue equation H(0)ϕ(n)=λ(n)ϕ(n), where H(0) is the reference "Hamiltonian" conventionally called the "unperturbed" Hamiltonian. The Langevin equation is derived for the expansion coefficient a(n)(t), and it is converted to the Fokker-Planck (FP) equation for a set {a(n)} under the assumption of Gaussian white noise for the fluctuation. This procedure is carried out by a functional integral, in which the functional Jacobian plays a crucial role in determining the form of the FP equation. The analyses are given for the FP equation by adopting several approximate schemes.

  18. 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.

  19. Direct Coupling Method for Time-Accurate Solution of Incompressible Navier-Stokes Equations

    NASA Technical Reports Server (NTRS)

    Soh, Woo Y.

    1992-01-01

    A noniterative finite difference numerical method is presented for the solution of the incompressible Navier-Stokes equations with second order accuracy in time and space. Explicit treatment of convection and diffusion terms and implicit treatment of the pressure gradient give a single pressure Poisson equation when the discretized momentum and continuity equations are combined. A pressure boundary condition is not needed on solid boundaries in the staggered mesh system. The solution of the pressure Poisson equation is obtained directly by Gaussian elimination. This method is tested on flow problems in a driven cavity and a curved duct.

  20. Inverse scattering for the one-dimensional Helmholtz equation: fast numerical method.

    PubMed

    Belai, Oleg V; Frumin, Leonid L; Podivilov, Evgeny V; Shapiro, David A

    2008-09-15

    The inverse scattering problem for the one-dimensional Helmholtz wave equation is studied. The equation is reduced to a Fresnel set that describes multiple bulk reflection and is similar to the coupled-wave equations. The inverse scattering problem is equivalent to coupled Gel'fand-Levitan-Marchenko integral equations. In the discrete representation its matrix has Töplitz symmetry, and the fast inner bordering method can be applied for its inversion. Previously the method was developed for the design of fiber Bragg gratings. The testing example of a short Bragg reflector with deep modulation demonstrates the high efficiency of refractive-index reconstruction.

  1. Methods of Power Geometry in Asymptotic Analysis of Solutions to Algebraic or Differential Equations

    NASA Astrophysics Data System (ADS)

    Goryuchkina, Irina

    2010-06-01

    Here we present some basic ideas of the plane Power Geometry to study asymptotic behavior of solutions to differential equations. We consider two examples for demonstration of these methods and two applications the methods.

  2. Solution of Dirac equation for modified Poschl Teller plus trigonometric Scarf potential using Romanovsky polynomials method

    NASA Astrophysics Data System (ADS)

    Prastyaningrum, I.; Cari, C.; Suparmi, A.

    2016-11-01

    The approximation analytical solution of Dirac equation for Modified Poschl Teller plus Trigonometric Scarf Potential are investigated numerically in terms of finite Romanovsky Polynomial. The combination of two potentials are substituted into Dirac Equation then the variables are separated into radial and angular parts. The Dirac equation is solved by using Romanovsky Polynomial Method. The equation that can reduce from the second order of differential equation into the differential equation of hypergeometry type by substituted variable method. The energy spectrum is numerically solved using Matlab 2011. Where the increase in the radial quantum number nr and variable of modified Poschl Teller Potential causes the energy to decrease. The radial and the angular part of the wave function also visualized with Matlab 2011. The results show, by the disturbance of a combination between this potential can change the wave function of the radial and angular part.

  3. SOME NEW FINITE DIFFERENCE METHODS FOR HELMHOLTZ EQUATIONS ON IRREGULAR DOMAINS OR WITH INTERFACES.

    PubMed

    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.

  4. H[alpha]-stability of modified Runge-Kutta methods for nonlinear neutral pantograph equations

    NASA Astrophysics Data System (ADS)

    Ma, S. F.; Yang, Z. W.; Liu, M. Z.

    2007-11-01

    In this paper, we investigate H[alpha]-stability of algebraically stable Runge-Kutta methods with a variable stepsize for nonlinear neutral pantograph equations. As a result, the Radau IA, Radau IIA, Lobatto IIIC method, the odd-stage Gauss-Legendre methods and the one-leg [theta]-method with are H[alpha]-stable for nonlinear neutral pantograph equations. Some experiments are given.

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

    PubMed Central

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

    2016-01-01

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

  6. Baryogenesis via leptogenesis in adjoint SU(5)

    SciTech Connect

    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}

  7. 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.

  8. Finite Difference Methods for Time-Dependent, Linear Differential Algebraic Equations

    DTIC Science & Technology

    1993-10-27

    Time-Dependent, Linear Differential Algebraic Equations ’ BY PATRICK J. RABIER AND WERNER C. RHEINBOLDT 2 T r e n - sa le; its tot puba"- c. 2 ed...1993 Finite Difference Methods for Time-Dependent, I Linear Differential Algebraic Equations ’ BY PATRICK J. RABIER AND WERNER C. RHEINBOLDT2...LINEAR DIFFERENTIAL ALGEBRAIC EQUATIONS 1 BY PATRICK J. RABIER AND WERNER C. RHEINBOLDT 2 ABSTRACT. Recently the authors developed a global reduction

  9. On several aspects and applications of the multigrid method for solving partial differential equations

    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.

  10. 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.

  11. Method for Numerical Solution of the Stationary Schrödinger Equation

    NASA Astrophysics Data System (ADS)

    Knyazev, S. Yu.; Shcherbakova, E. E.

    2017-02-01

    The aim of this work is to describe a method of numerical solution of the stationary Schrödinger equation based on the integral equation that is identical to the Schrödinger equation. The method considered here allows one to find the eigenvalues and eigensolutions for quantum-mechanical problems of different dimensionality. The method is tested by solving problems for one-dimensional and two-dimensional quantum oscillators, and results of these tests are presented. Satisfactory agreement of the results obtained using this numerical method with well-known analytical solutions is demonstrated.

  12. Dimensional reduction of the master equation for stochastic chemical networks: The reduced-multiplane method.

    PubMed

    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

  13. A reliable iterative method for solving Volterra integro-differential equations and some applications for the Lane-Emden equations of the first kind

    NASA Astrophysics Data System (ADS)

    AL-Jawary, M. A.; AL-Qaissy, H. R.

    2015-04-01

    In this paper, we implement the new iterative method proposed by Daftardar-Gejji and Jafari namely new iterative method (DJM) to solve the linear and non-linear Volterra integro-differential equations and systems of linear and non-linear Volterra integro-differential equations. The applications of the DJM for solving the resulting equations of the non-linear Volterra integro-differential equations forms of the Lane-Emden equations are presented. The Volterra integro-differential equations forms of the Lane-Emden equation overcome the singular behaviour at the origin x = 0 of the original differential equation. Some examples are solved and different cases of the Lane-Emden equations of first kind are presented. Moreover, the DJM is applied to solve the system of the linear and non-linear Volterra integro-differential forms of the Lane-Emden equations. The results demonstrate that the method has many merits such as being derivative-free, and overcoming the difficulty arising in calculating Adomian polynomials to handle the non-linear terms in Adomian Decomposition Method (ADM). It does not require to calculate Lagrange multiplier in Variational Iteration Method (VIM) and no need to construct a homotopy in Homotopy Perturbation Method (HPM) and solve the corresponding algebraic equations.

  14. Exponential-Krylov methods for ordinary differential equations

    NASA Astrophysics Data System (ADS)

    Tranquilli, Paul; Sandu, Adrian

    2014-12-01

    This paper develops a new family of exponential time discretization methods called exponential-Krylov (EXPK). The new schemes treat the time discretization and the Krylov-based approximation of exponential matrix-vector products as a single computational process. The classical order conditions theory developed herein accounts for both the temporal and the Krylov approximation errors. Unlike traditional exponential schemes, EXPK methods require the construction of only a single Krylov space at each timestep. The number of basis vectors that guarantee the temporal order of accuracy does not depend on the application at hand. Numerical results show favorable properties of EXPK methods when compared to current exponential schemes.

  15. 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.

  16. A Monte Carlo method for the PDF (Probability Density Functions) equations of turbulent flow

    NASA Astrophysics Data System (ADS)

    Pope, S. B.

    1980-02-01

    The transport equations of joint probability density functions (pdfs) in turbulent flows are simulated using a Monte Carlo method because finite difference solutions of the equations are impracticable, mainly due to the large dimensionality of the pdfs. Attention is focused on equation for the joint pdf of chemical and thermodynamic properties in turbulent reactive flows. It is shown that the Monte Carlo method provides a true simulation of this equation and that the amount of computation required increases only linearly with the number of properties considered. Consequently, the method can be used to solve the pdf equation for turbulent flows involving many chemical species and complex reaction kinetics. Monte Carlo calculations of the pdf of temperature in a turbulent mixing layer are reported. These calculations are in good agreement with the measurements of Batt (1977).

  17. Characteristic function method for classification of equations of hydrodynamics of a perfect fluid

    NASA Astrophysics Data System (ADS)

    Abd-El-Malek, M. B.; Helal, M. M.

    2005-10-01

    The characteristic function method has been employed to determine and investigate certain classes of solution of a system of first-order nonlinear hydrodynamical equations of a perfect fluid with respect to different Coriolis parameters. The application of a one-parameter group of infinitesimal transformations reduces the number of independent variables by one, and consequently, the system of partial differential equations in two independent variables reduces to a system of ordinary differential equations. The resulting differential equations are solved analytically for some special cases.

  18. Preconditioned methods for solving the incompressible and low speed compressible equations

    NASA Technical Reports Server (NTRS)

    Turkel, E.

    1986-01-01

    Acceleration methods are presented for solving the steady state incompressible equations. These systems are preconditioned by introducing artificial time derivatives which allow for a faster convergence to the steady state. The compressible equations in conservation form with slow flow are also considered. Two arbitrary functions, alpha and beta, are introduced in the general preconditioning. An analysis of this system is presented and an optimal value for beta is determined given a constant, alpha. It is further shown that the resultant incompressible equations form a symmetric hyperbolic system and so are well posed. Several generalizations to the compressible equations are presented which generalize previous results.

  19. 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.

  20. Estimating and Interpreting Latent Variable Interactions: A Tutorial for Applying the Latent Moderated Structural Equations Method

    ERIC Educational Resources Information Center

    Maslowsky, Julie; Jager, Justin; Hemken, Douglas

    2015-01-01

    Latent variables are common in psychological research. Research questions involving the interaction of two variables are likewise quite common. Methods for estimating and interpreting interactions between latent variables within a structural equation modeling framework have recently become available. The latent moderated structural equations (LMS)…

  1. Determination of elementary first integrals of a generalized Raychaudhuri equation by the Darboux integrability method

    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.

  2. 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…

  3. 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…

  4. Exact solutions of some fractional differential equations by various expansion methods

    NASA Astrophysics Data System (ADS)

    Topsakal, Muammer; Guner, Ozkan; Bekir, Ahmet; Unsal, Omer

    2016-10-01

    In this paper, we construct the exact solutions of some nonlinear spacetime fractional differential equations involving modified Riemann-Liouville derivative in mathematical physics and applied mathematics; namely the fractional modified Benjamin-Bona- Mahony (mBBM) and Kawahara equations by using G'/G and (G'/G, 1/G)-expansion methods.

  5. 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…

  6. Development of Methods to Determine the Hugoniot Equation-of-State of Concrete

    DTIC Science & Technology

    Methods used to determine the Hugoniot equation - of - state were experimentally evaluated for structural concrete having 3/4 in. (prototype) and 1/8 in... equation - of - state of the prototype concrete can be matched with a modeled concrete mixture. Shock propagation simulations of a computer modeled

  7. Splitting methods for low Mach number Euler and Navier-Stokes equations

    NASA Technical Reports Server (NTRS)

    Abarbanel, Saul; Dutt, Pravir; Gottlieb, David

    1987-01-01

    Examined are some splitting techniques for low Mach number Euler flows. Shortcomings of some of the proposed methods are pointed out and an explanation for their inadequacy suggested. A symmetric splitting for both the Euler and Navier-Stokes equations is then presented which removes the stiffness of these equations when the Mach number is small. The splitting is shown to be stable.

  8. On spectral multigrid methods for the time-dependent Navier-Stokes equations

    NASA Technical Reports Server (NTRS)

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

    1985-01-01

    A splitting scheme is proposed for the numerical solution of the time-dependent, incompressible Navier-Stokes equations by spectral methods. A staggered grid is used for the pressure, improved intermediate boundary conditions are employed in the split step for the velocity, and spectral multigrid techniques are used for the solution of the implicit equations.

  9. The equivalence of the radial return and Mendelson methods for integrating the classical plasticity equations

    NASA Astrophysics Data System (ADS)

    Bednarcyk, Brett A.; Aboudi, Jacob; Arnold, Steven M.

    2008-02-01

    The radial return method is a well-known algorithm for integrating the classical plasticity equations. Mendelson presented an alternative method for integrating these equations in terms of the so-called plastic strain—total strain plasticity relations. In the present communication, it is shown that, although the two methods appear to be unrelated, they are actually equivalent. A table is provided demonstrating the step by step correspondence of the radial return and Mendelson algorithms in the case of isotropic hardening.

  10. Modeling Solution of Nonlinear Dispersive Partial Differential Equations using the Marker Method

    SciTech Connect

    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.

  11. Formulation and Application of Optimal Homotopty Asymptotic Method to Coupled Differential - Difference Equations

    PubMed Central

    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

  12. Testing for Structural Change by D-Methods in Switching Simultaneous Equations Models.

    DTIC Science & Technology

    1982-02-01

    TEST CHART NATIONAL BURLAU (IF STANOAROS-613-A PROFESSIONAL PAPER 342 / February 1982 TESTING FOR STRUCTURAL CHANGE BY D- METHODS IN SWITCHING...BY D- METHODS IN SWITCHING SIMULTANEOUS EQUATIONS MODELS Lung-Fei Lee c. Maddala DTIC ACCESSION Feb 2NOTICE 1.RE RT IDENTIFYING INORMATIO.-."--- T...PROFESSIONAL PAPER 34. February 1982 TESTING FOR STRUCTURAL CHANGE BY D- METHODS IN SWITCHING SIMULTANEOUS EQUATIONS MODELS Lung-Fei Lee G. S. Maddala R

  13. A Fast Numerical Method for a Nonlinear Black-Scholes Equation

    NASA Astrophysics Data System (ADS)

    Koleva, Miglena N.; Vulkov, Lubin G.

    2009-11-01

    In this paper we will present an effective numerical method for the Black-Scholes equation with transaction costs for the limiting price u(s, t;a). The technique combines the Rothe method with a two-grid (coarse-fine) algorithm for computation of numerical solutions to initial boundary-values problems to this equation. Numerical experiments for comparison the accuracy ant the computational cost of the method with other known numerical schemes are discussed.

  14. Final Report: Symposium on Adaptive Methods for Partial Differential Equations

    SciTech Connect

    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.

  15. 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)).

  16. 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.

  17. A generalized (GG)-expansion method for the mKdV equation with variable coefficients

    NASA Astrophysics Data System (ADS)

    Zhang, Sheng; Tong, Jing-Lin; Wang, Wei

    2008-03-01

    In this Letter, a generalized (G/G)-expansion method is proposed to seek exact solutions of nonlinear evolution equations. Being concise and straightforward, this method is applied to the mKdV equation with variable coefficients. As a result, hyperbolic function solution, trigonometric function solution and rational solution with parameters are obtained. When the parameters are taken as special values, two known kink-type solitary wave solutions are derived from the hyperbolic function solution. It is shown that the proposed method is direct, effective and can be used for many other nonlinear evolution equations in mathematical physics.

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

    SciTech Connect

    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.

  19. The application of the Galerkin method to solving PIES for Laplace's equation

    NASA Astrophysics Data System (ADS)

    Bołtuć, Agnieszka; Zieniuk, Eugeniusz

    2016-06-01

    The paper presents the application of the Galerkin method to solving the parametric integral equation system (PIES) on the example of Laplace's equation. The main aim of the paper is the analysis of the effectiveness of two methods for PIES solving: the collocation method and the Galerkin method. Researches were performed on two examples with analytical solutions. Tests concern mainly the accuracy of obtained numerical solutions and their stability. For both analyzed methods calculations were made with the various number of expressions in the approximation series, whilst in the collocation method two variants of the arrangement of collocation points were considered. We also compared the complexity of both methods using the execution time.

  20. One-step block method for solving Volterra integro-differential equations

    NASA Astrophysics Data System (ADS)

    Mohamed, Nurul Atikah binti; Majid, Zanariah Abdul

    2015-10-01

    One-step block method for solving linear Volterra integro-differential equations (VIDEs) is presented in this paper. In VIDEs, the unknown function appears in the form of derivative and under the integral sign. The popular methods for solving VIDEs are the method of quadrature or quadrature method combined with numerical method. The proposed block method will solve the ordinary differential equations (ODEs) part and Newton-Cotes quadrature rule is applied to calculate the integral part of VIDEs. Numerical problems are presented to illustrate the performance of the proposed method.

  1. Optimization methods, flux conserving methods for steady state Navier-Stokes equation

    NASA Technical Reports Server (NTRS)

    Adeyeye, John; Attia, Nauib

    1995-01-01

    Navier-Stokes equation as discretized by new flux conserving method proposed by Chang and Scott results in the system: vector F(vector x) = 0, where F is a vector valued function. The Optimization method we use is based on Quasi-Newton methods: given a nonlinear function vector F(vector x) = 0, we solve, Delta(vector x) = -BF(vector x), where Delta(vector x) is the correction term and B is the inverse Jacobian of F(x). Then, iteratively, vector(x(sub (i+1))) = vector(x (sub i)) + alpha.Delta(vector x(sub i)), where alpha is a line search correction term determined by a line search routine. We use the BFCG's update the Jacobian matrix B(sub k) at each iteration. It is well known that B(sub k) approaches B(*) at the solution X(*). This algorithm has several advantages over the Newton-Raphson method. For example, we do not need to calculate the Jacobian matrix at each iteration which is computationally very expensive.

  2. Semi-implicit spectral deferred correction methods for ordinary differential equations

    SciTech Connect

    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.

  3. Critical study of higher order numerical methods for solving the boundary-layer equations

    NASA Technical Reports Server (NTRS)

    Wornom, S. F.

    1978-01-01

    A fourth order box method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method, which is the natural extension of the second order box scheme to fourth order, was demonstrated with application to the incompressible, laminar and turbulent, boundary layer equations. The efficiency of the present method is compared with two point and three point higher order methods, namely, the Keller box scheme with Richardson extrapolation, the method of deferred corrections, a three point spline method, and a modified finite element method. For equivalent accuracy, numerical results show the present method to be more efficient than higher order methods for both laminar and turbulent flows.

  4. Application of higher-order numerical methods to the boundary-layer equations

    NASA Technical Reports Server (NTRS)

    Wornom, S. F.

    1978-01-01

    A fourth-order method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method is the natural extension of the second-order Keller Box Scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary-layer equations for both attached and separated flows. The efficiency of the present method is compared with other higher-order methods; namely, the Keller Box Scheme with Richardson extrapolation, the method of deferred corrections, the three-point spline methods, and a modified finite-element method. For equivalent accuracy, numerical results show the present method to be more efficient than the other higher-order methods for both laminar and turbulent flows.

  5. Curvature theory for point-path and plane-envelope in spherical kinematics by new adjoint approach

    NASA Astrophysics Data System (ADS)

    Wang, Wei; Wang, Delun

    2014-11-01

    Planar kinematics has been studied systematically based on centrodes, however axodes are underutilized to set up the curvature theories in spherical and spatial kinematics. Through a spherical adjoint approach, an axode-based theoretical system of spherical kinematics is established. The spherical motion is re-described by the adjoint approach and vector equation of spherical instant center is concisely derived. The moving and fixed axodes for spherical motion are mapped onto a unit sphere to obtain spherical centrodes, whose kinematic invariants totally reflect the intrinsic property of spherical motion. Based on the spherical centrodes, the curvature theories for a point and a plane of a rigid body in spherical motion are revealed by spherical fixed point and plane conditions. The Euler-Savary analogue for point-path is presented. Tracing points with higher order curvature features are located in the moving body by means of algebraic equations. For plane-envelope, the construction parameters are obtained. The osculating conditions for plane-envelope and circular cylindrical surface or circular conical surface are given. A spherical four-bar linkage is taken as an example to demonstrate the spherical adjoint approach and the curvature theories. The research proposes systematic spherical curvature theories with the axode as logical starting-point, and sets up a bridge from the centrode-based planar kinematics to the axode-based spatial kinematics.

  6. A Comparison of Presmoothing and Postsmoothing Methods in Equipercentile Equating. ACT Research Report Series 94-4.

    ERIC Educational Resources Information Center

    Hanson, Bradley A.; And Others

    This paper compares various methods of smoothed equipercentile equating and linear equating in the random groups equating design. Three presmoothing methods (based on the beta binomial model, four-parameter beta binomial model and a log-linear model) are compared to postsmoothing using cubic splines, linear equating and unsmoothed equipercentile…

  7. Boundary element method with bioheat equation for skin burn injury.

    PubMed

    Ng, E Y K; Tan, H M; Ooi, E H

    2009-11-01

    Burns are second to vehicle crashes as the leading cause of non-intentional injury deaths in the United States. The survival of a burn patient actually depends on the seriousness of the burn. It is important to understand the physiology of burns for a successful treatment of a burn patient. This has prompted researchers to conduct investigations both numerically and experimentally to understand the thermal behaviour of the human skin when subjected to heat injury. In this study, a model of the human skin is developed where the steady state temperature during burns is simulated using the boundary element method (BEM). The BEM is used since it requires boundary only discretion and thus, reduces the requirement of high computer memory. The skin is modeled as three layered in axisymmetric coordinates. The three layers are the epidermis (uppermost), dermis (middle) and subcutaneous fat. Burning is applied via a heating disk which is assumed to be at constant temperature. The results predicted by the BEM model showed very good agreement with the results obtained using the finite element method (FEM). The good agreement despite using only linear elements as compared to quadratic elements in the FEM model shows the versatility of the BEM. A sensitivity analysis was conducted to investigate how changes in the values of certain skin variables such as the thermal conductivity and environmental conditions like the ambient convection coefficient affect the temperature distribution inside the skin. The Taguchi method was also applied to identify the combination of parameters which produces the largest increase in skin temperature during burns.

  8. Conservation properties of numerical integration methods for systems of ordinary differential equations

    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.

  9. Fourth order exponential time differencing method with local discontinuous Galerkin approximation for coupled nonlinear Schrodinger equations

    DOE PAGES

    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.

  10. A critical study of higher-order numerical methods for solving the boundary-layer equations

    NASA Technical Reports Server (NTRS)

    Wornom, S. F.

    1977-01-01

    A fourth-order box method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method is the natural extension of the second-order Keller Box Scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary-layer equations. The efficiency of the present method is compared with other two-point and three-point higher-order methods; namely, the Keller Box Scheme with Richardson extrapolation, the method of deferred corrections, and the three-point spline methods. For equivalent accuracy, numerical results show the present method to be more efficient than the other higher-order methods for both laminar and turbulent flows.

  11. A Reconstructed Discontinuous Galerkin Method for the Compressible Navier-Stokes Equations on Arbitrary Grids

    SciTech Connect

    Hong Luo; Luqing Luo; Robert Nourgaliev; Vincent A. Mousseau

    2010-09-01

    A reconstruction-based discontinuous Galerkin (RDG) method is presented for the solution of the compressible Navier–Stokes equations on arbitrary grids. The RDG method, originally developed for the compressible Euler equations, is extended to discretize viscous and heat fluxes in the Navier–Stokes equations using a so-called inter-cell reconstruction, where a smooth solution is locally reconstructed using a least-squares method from the underlying discontinuous DG solution. Similar to the recovery-based DG (rDG) methods, this reconstructed DG method eliminates the introduction of ad hoc penalty or coupling terms commonly found in traditional DG methods. Unlike rDG methods, this RDG method does not need to judiciously choose a proper form of a recovered polynomial, thus is simple, flexible, and robust, and can be used on arbitrary grids. The developed RDG method is used to compute a variety of flow problems on arbitrary meshes to demonstrate its accuracy, efficiency, robustness, and versatility. The numerical results indicate that this RDG method is able to deliver the same accuracy as the well-known Bassi–Rebay II scheme, at a half of its computing costs for the discretization of the viscous fluxes in the Navier–Stokes equations, clearly demonstrating its superior performance over the existing DG methods for solving the compressible Navier–Stokes equations.

  12. A Reconstructed Discontinuous Galerkin Method for the Compressible Navier-Stokes Equations on Arbitrary Grids

    SciTech Connect

    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.

  13. A fast finite volume method for conservative space-fractional diffusion equations in convex domains

    NASA Astrophysics Data System (ADS)

    Jia, Jinhong; Wang, Hong

    2016-04-01

    We develop a fast finite volume method for variable-coefficient, conservative space-fractional diffusion equations in convex domains via a volume-penalization approach. The method has an optimal storage and an almost linear computational complexity. The method retains second-order accuracy without requiring a Richardson extrapolation. Numerical results are presented to show the utility of the method.

  14. 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.

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

    NASA Technical Reports Server (NTRS)

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

    2002-01-01

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

  16. Spectral (Finite) Volume Method for One Dimensional Euler Equations

    NASA Technical Reports Server (NTRS)

    Wang, Z. J.; Liu, Yen; Kwak, Dochan (Technical Monitor)

    2002-01-01

    Consider a mesh of unstructured triangular cells. Each cell is called a Spectral Volume (SV), denoted by Si, which is further partitioned into subcells named Control Volumes (CVs), indicated by C(sub i,j). To represent the solution as a polynomial of degree m in two dimensions (2D) we need N = (m+1)(m+2)/2 pieces of independent information, or degrees of freedom (DOFs). The DOFs in a SV method are the volume-averaged mean variables at the N CVs. For example, to build a quadratic reconstruction in 2D, we need at least (2+1)(3+1)/2 = 6 DOFs. There are numerous ways of partitioning a SV, and not every partition is admissible in the sense that the partition may not be capable of producing a degree m polynomial. Once N mean solutions in the CVs of a SV are given, a unique polynomial reconstruction can be obtained.

  17. A new method to determine the asymptotic eigenfrequency equation of low-degree acoustic modes

    NASA Astrophysics Data System (ADS)

    Lopes, Ilídio P.

    2001-03-01

    The high accuracy of the observed solar spectra obtained from the space experiments GOLF and VIRGO has motivated us to develop a more precise asymptotic analysis of low-degree acoustic modes. Therefore we present a phase method to build an asymptotic solution to the equation of motion of acoustic oscillations. The principle consists of describing the oscillatory motion by a system of two first-order non-linear differential equations for the phase and amplitude. The equations are coupled only in the amplitude equation, leaving a single phase equation to determine the eigenfrequencies. We illustrate also the deficiency in the accuracy of standard asymptotic methods to determine the eigenfrequency, and highlight the advantages of this new method. The strength of this new technique is based on an accurate description of the phase dependence on the background state rather than on the wavefunction, as is done in standard asymptotic methods. This allows us to obtain a new asymptotic eigenvalue equation for low-degree acoustic modes, which is more accurate than the usual ones. In this case, the eigenfrequency equation is obtained without making the so-called Cowling approximation, i.e., by neglecting the Eulerian perturbation of the gravitational field. This allows us to obtain a new expression for the small separation, valid for the global acoustic modes of high and low radial orders.

  18. Newton's method as applied to the Riemann problem for media with general equations of state

    NASA Astrophysics Data System (ADS)

    Moiseev, N. Ya.; Mukhamadieva, T. A.

    2008-06-01

    An approach based on Newton’s method is proposed for solving the Riemann problem for media with normal equations of state. The Riemann integrals are evaluated using a cubic approximation of an isentropic curve that is superior to the Simpson method in terms of accuracy, convergence rate, and efficiency. The potentials of the approach are demonstrated by solving problems for media obeying the Mie-Grüneisen equation of state. The algebraic equation of the isentropic curve and some exact solutions for configurations with rarefaction waves are explicitly given.

  19. Linear ordinary differential equations with constant coefficients. Revisiting the impulsive response method using factorization

    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.

  20. Laplace transform method for linear sequential Riemann Liouville and Caputo fractional differential equations

    NASA Astrophysics Data System (ADS)

    Vatsala, Aghalaya S.; Sowmya, M.

    2017-01-01

    Study of nonlinear sequential fractional differential equations of Riemann-Lioville type and Caputo type initial value problem are very useful in applications. In order to develop any iterative methods to solve the nonlinear problems, we need to solve the corresponding linear problem. In this work, we develop Laplace transform method to solve the linear sequential Riemann-Liouville fractional differential equations as well as linear sequential Caputo fractional differential equations of order nq which is sequential of order q. Also, nq is chosen such that (n-1) < nq < n. All our results yield the integer results as a special case when q tends to 1.