Diffusion maps embedding and transition matrix analysis of the large-scale flow structure in turbulent Rayleigh--B\'enard convection

By utilizing diffusion maps embedding and transition matrix analysis we investigate sparse temperature measurement time-series data from Rayleigh--B\'enard convection experiments in a cylindrical container of aspect ratio $\Gamma=D/L=0.5$ between its diameter ($D$) and height ($L$). We consider the two cases of a cylinder at rest and rotating around its cylinder axis. We find that the relative amplitude of the large-scale circulation (LSC) and its orientation inside the container at different points in time are associated to prominent geometric features in the embedding space spanned by the two dominant diffusion-maps eigenvectors. From this two-dimensional embedding we can measure azimuthal drift and diffusion rates, as well as coherence times of the LSC. In addition, we can distinguish from the data clearly the single roll state (SRS), when a single roll extends through the whole cell, from the double roll state (DRS), when two counter-rotating rolls are on top of each other. Based on this embedding we also build a transition matrix (a discrete transfer operator), whose eigenvectors and eigenvalues reveal typical time scales for the stability of the SRS and DRS as well as for the azimuthal drift velocity of the flow structures inside the cylinder. Thus, the combination of nonlinear dimension reduction and dynamical systems tools enables to gain insight into turbulent flows without relying on model assumptions

Closed-form solution of decomposable stochastic models

Markov and semi-Markov processes are increasingly being used in the modeling of complex reconfigurable systems (fault tolerant computers). The estimation of the reliability (or some measure of performance) of the system reduces to solving the process for its state probabilities. Such a model may exhibit numerous states and complicated transition distributions, contributing to an expensive and numerically delicate solution procedure. Thus, when a system exhibits a decomposition property, either structurally (autonomous subsystems), or behaviorally (component failure versus reconfiguration), it is desirable to exploit this decomposition in the reliability calculation. In interesting cases there can be failure states which arise from non-failure states of the subsystems. Equations are presented which allow the computation of failure probabilities of the total (combined) model without requiring a complete solution of the combined model. This material is presented within the context of closed-form functional representation of probabilities as utilized in the Symbolic Hierarchical Automated Reliability and Performance Evaluator (SHARPE) tool. The techniques adopted enable one to compute such probability functions for a much wider class of systems at a reduced computational cost. Several examples show how the method is used, especially in enhancing the versatility of the SHARPE tool

Dichtematrix-Renormierung, angewandt auf nichtlineare dynamische Systeme

Bogner T. Density matrix renormalisation applied to nonlinear dynamical systems. Bielefeld (Germany): Bielefeld University; 2007.In dieser Dissertation wird die effektive numerische Beschreibung nichtlinearer dynamischer Systeme untersucht. Systeme dieser Art tauchen praktisch überall auf, wo zeitabhängige Größen quantitativ untersucht werden, d.h. in fast allen Bereichen der Physik, aber auch in der Biologie, Ökonomie oder Mathematik. Ziel ist die Bestimmung reduzierter Modelle, deren Phasenraum eine signifikant reduzierte Dimensionalität aufweist. Dies wird erreicht durch Benutzung von Konzepten aus der Dichtematrix-Renormierung. In dieser Arbeit werden drei neue Anwendungen vorgeschlagen. Zuerst wird eine Dichtematrix-Renormierungsmethode zur Berechnung einer Schur-Zerlegung vorgestellt. Verglichen mit bereits existierenden Arbeiten liegt der Vorteil dieses Ansatzes in der Möglichkeit, auch für nicht-normale Operatoren orthonormale Basen von sukzessive invarianten Unterräumen zu bestimmen. Der Algorithmus wird dann angewandt auf Gittermodelle stochastischer Systeme, wobei als Beispiele ein Reaktions-Diffusions- und ein Oberflächenablagerungs-Modell dienen. Als Nächstes wird ein Dichtematrix-Renormierungsansatz für die orthogonale Zerlegung (proper orthogonal decomposition) entwickelt. Diese Zerlegung erlaubt die Bestimmung relevanter linearer Unterräume auch für nichtlineare Systeme. Durch die Verwendung der Dichtematrix-Renormierung werden alle Berechnungen nur für kleine Untersysteme durchgeführt. Dabei werden diskretisierte partielle Differentialgleichungen, d.h. die Diffusionsgleichung, die Burgers-Gleichung und eine nichtlineare Diffusionsgleichung als numerische Beispiele betrachtet. Schließlich wird das vorige Konzept auf höherdimensionale Probleme in Form eines Variationsverfahrens erweitert. Dies Verfahren wird dann an den zweidimensionalen Navier-Stokes-Gleichungen erprobt.In this work the effective numerical description of nonlinear dynamical systems is investigated. Such systems arise in most fields of physics, as well as in mathematics, biology, economy and essentially in all problems for which a quantitative description of a time evolution is considered. The aim is to find reduced models with a phase space of significantly reduced dimensionality. This is achieved by the use of concepts from density matrix renormalisation. Three new applications are proposed in this work. First, a density matrix renormalisation method for calculating a Schur decomposition is introduced. The advantage of this approach, compared to existing work, is the possibility to obtain orthonormal bases for successively invariant subspaces even if the generator of evolution is not normal. The algorithm is applied to lattice models for stochastic systems, namely a reaction diffusion and a surface deposition model. Next, a density matrix renormalisation approach to the proper orthogonal decomposition is developed. This allows the determination of relevant linear subspaces even for nonlinear systems. Due to the use of density matrix renormalisation concepts, all calculations are done on small subsystems. Here discretised partial differential equations, i.e. the diffusion equation, the Burgers equation and a nonlinear diffusion equation are considered as numerical examples. Finally, the previous concept is extended to higher dimensional problems in a variational form. This method is then applied to the two-dimensional, incompressible Navier-Stokes equations as testing ground

The 1999 Center for Simulation of Dynamic Response in Materials Annual Technical Report

Introduction: This annual report describes research accomplishments for FY 99 of the Center for Simulation of Dynamic Response of Materials. The Center is constructing a virtual shock physics facility in which the full three dimensional response of a variety of target materials can be computed for a wide range of compressive, ten- sional, and shear loadings, including those produced by detonation of energetic materials. The goals are to facilitate computation of a variety of experiments in which strong shock and detonation waves are made to impinge on targets consisting of various combinations of materials, compute the subsequent dy- namic response of the target materials, and validate these computations against experimental data

Zero modes in magnetic systems: general theory and an efficient computational scheme

The presence of topological defects in magnetic media often leads to normal modes with zero frequency (zero modes). Such modes are crucial for long-time behavior, describing, for example, the motion of a domain wall as a whole. Conventional numerical methods to calculate the spin-wave spectrum in magnetic media are either inefficient or they fail for systems with zero modes. We present a new efficient computational scheme that reduces the magnetic normal-mode problem to a generalized Hermitian eigenvalue problem also in the presence of zero modes. We apply our scheme to several examples, including two-dimensional domain walls and Skyrmions, and show how the effective masses that determine the dynamics can be calculated directly. These systems highlight the fundamental distinction between the two types of zero modes that can occur in spin systems, which we call special and inertial zero modes. Our method is suitable for both conservative and dissipative systems. For the latter case, we present a perturbative scheme to take into account damping, which can also be used to calculate dynamical susceptibilities.Comment: 64 pages, 15 figure

Coupled structural, thermal, phase-change and electromagnetic analysis for superconductors, volume 1

This research program has dealt with the theoretical development and computer implementation of reliable and efficient methods for the analysis of coupled mechanical problems that involve the interaction of mechanical, thermal, phase-change and electromagnetic subproblems. The focus application has been the modeling of superconductivity and associated quantum-state phase-change phenomena. In support of this objective the work has addressed the following issues: (1) development of variational principles for finite elements; (2) finite element modeling of the electromagnetic problem; (3) coupling of thermal and mechanical effects; and (4) computer implementation and solution of the superconductivity transition problem. The research was carried out over the period September 1988 through March 1993. The main accomplishments have been: (1) the development of the theory of parametrized and gauged variational principles; (2) the application of those principled to the construction of electromagnetic, thermal and mechanical finite elements; and (3) the coupling of electromagnetic finite elements with thermal and superconducting effects; and (4) the first detailed finite element simulations of bulk superconductors, in particular the Meissner effect and the nature of the normal conducting boundary layer. The grant has fully supported the thesis work of one doctoral student (James Schuler, who started on January 1989 and completed on January 1993), and partly supported another thesis (Carmelo Militello, who started graduate work on January 1988 completing on August 1991). Twenty-three publications have acknowledged full or part support from this grant, with 16 having appeared in archival journals and 3 in edited books or proceedings

Adjoint Methods as Design Tools in Thermoacoustics

In a thermoacoustic system, such as a flame in a combustor, heat release oscillations couple with acoustic pressure oscillations. If the heat release is sufficiently in phase with the pressure, these oscillations can grow, sometimes with catastrophic consequences. Thermoacoustic instabilities are still one of the most challenging problems faced by gas turbine and rocket motor manufacturers. Thermoacoustic systems are characterized by many parameters to which the stability may be extremely sensitive. However, often only few oscillation modes are unstable. Existing techniques examine how a change in one parameter affects all (calculated) oscillation modes, whether unstable or not. Adjoint techniques turn this around: They accurately and cheaply compute how each oscillation mode is affected by changes in all parameters. In a system with a million parameters, they calculate gradients a million times faster than finite difference methods. This review paper provides: (i) the methodology and theory of stability and adjoint analysis in thermoacoustics, which is characterized by degenerate and nondegenerate nonlinear eigenvalue problems; (ii) physical insight in the thermoacoustic spectrum, and its exceptional points; (iii) practical applications of adjoint sensitivity analysis to passive control of existing oscillations, and prevention of oscillations with ad hoc design modifications; (iv) accurate and efficient algorithms to perform uncertainty quantification of the stability calculations; (v) adjoint-based methods for optimization to suppress instabilities by placing acoustic dampers, and prevent instabilities by design modifications in the combustor's geometry; (vi) a methodology to gain physical insight in the stability mechanisms of thermoacoustic instability (intrinsic sensitivity); and (vii) in nonlinear periodic oscillations, the prediction of the amplitude of limit cycles with weakly nonlinear analysis, and the theoretical framework to calculate the sensitivity to design parameters of limit cycles with adjoint Floquet analysis. To show the robustness and versatility of adjoint methods, examples of applications are provided for different acoustic and flame models, both in longitudinal and annular combustors, with deterministic and probabilistic approaches. The successful application of adjoint sensitivity analysis to thermoacoustics opens up new possibilities for physical understanding, control and optimization to design safer, quieter, and cleaner aero-engines. The versatile methods proposed can be applied to other multiphysical and multiscale problems, such as fluid–structure interaction, with virtually no conceptual modification.</jats:p

Numerical analysis of rotor systems with aerostatic journal Bearings

katedra: KMP; rozsah: 160Tato práce přináší soubor matematických nástrojů pro analýzu rotorových soustav uložených v aerostatických radiálních ložiskách se zvláštním zřetelem na teplotní podmínky analyzovaného systému. Testovací úloha ukázala, že vzduchový film zůstává téměř izotermický i tehdy, když je jeho průměrná teplota výrazně vyšší než teplota okolí v důsledku ztrátového výkonu při vysoké rychlosti čepu hřídele.Tato práce se také zabývá redukcí defektivních, silně gyroskopických rotorových soustav, jež je žádoucí pro přímé numerické řešení pohybových rovnic motoru uloženého v nelineárních ložiskách.This work delivers a set of mathematical tools for analysis of rotor systems supported in aerostatic journal bearings with special attention to thermal conditions of analysed system.Presented finite element thermo-hydrodynamic lubrication model of aerostatic bearings enables calculation of temperature distribution inside bearing air film and solid parts of rotor-bearing system. This eork also deals with reduction of defective, strongly gyroscopic rotor systems. Reduction of these systems is desirable for direct numerical integration of equations of motion of rotor supported by nonlinear bearings. Suitability of three feasible methods is evaluated