26,503 research outputs found
The instanton method and its numerical implementation in fluid mechanics
A precise characterization of structures occurring in turbulent fluid flows
at high Reynolds numbers is one of the last open problems of classical physics.
In this review we discuss recent developments related to the application of
instanton methods to turbulence. Instantons are saddle point configurations of
the underlying path integrals. They are equivalent to minimizers of the related
Freidlin-Wentzell action and known to be able to characterize rare events in
such systems. While there is an impressive body of work concerning their
analytical description, this review focuses on the question on how to compute
these minimizers numerically. In a short introduction we present the relevant
mathematical and physical background before we discuss the stochastic Burgers
equation in detail. We present algorithms to compute instantons numerically by
an efficient solution of the corresponding Euler-Lagrange equations. A second
focus is the discussion of a recently developed numerical filtering technique
that allows to extract instantons from direct numerical simulations. In the
following we present modifications of the algorithms to make them efficient
when applied to two- or three-dimensional fluid dynamical problems. We
illustrate these ideas using the two-dimensional Burgers equation and the
three-dimensional Navier-Stokes equations
Mathematics at the eve of a historic transition in biology
A century ago physicists and mathematicians worked in tandem and established
quantum mechanism. Indeed, algebras, partial differential equations, group
theory, and functional analysis underpin the foundation of quantum mechanism.
Currently, biology is undergoing a historic transition from qualitative,
phenomenological and descriptive to quantitative, analytical and predictive.
Mathematics, again, becomes a driving force behind this new transition in
biology.Comment: 5 pages, 2 figure
Numerical computation of rare events via large deviation theory
An overview of rare events algorithms based on large deviation theory (LDT)
is presented. It covers a range of numerical schemes to compute the large
deviation minimizer in various setups, and discusses best practices, common
pitfalls, and implementation trade-offs. Generalizations, extensions, and
improvements of the minimum action methods are proposed. These algorithms are
tested on example problems which illustrate several common difficulties which
arise e.g. when the forcing is degenerate or multiplicative, or the systems are
infinite-dimensional. Generalizations to processes driven by non-Gaussian
noises or random initial data and parameters are also discussed, along with the
connection between the LDT-based approach reviewed here and other methods, such
as stochastic field theory and optimal control. Finally, the integration of
this approach in importance sampling methods using e.g. genealogical algorithms
is explored
Reliability-based design optimization of shells with uncertain geometry using adaptive Kriging metamodels
Optimal design under uncertainty has gained much attention in the past ten
years due to the ever increasing need for manufacturers to build robust systems
at the lowest cost. Reliability-based design optimization (RBDO) allows the
analyst to minimize some cost function while ensuring some minimal performances
cast as admissible failure probabilities for a set of performance functions. In
order to address real-world engineering problems in which the performance is
assessed through computational models (e.g., finite element models in
structural mechanics) metamodeling techniques have been developed in the past
decade. This paper introduces adaptive Kriging surrogate models to solve the
RBDO problem. The latter is cast in an augmented space that "sums up" the range
of the design space and the aleatory uncertainty in the design parameters and
the environmental conditions. The surrogate model is used (i) for evaluating
robust estimates of the failure probabilities (and for enhancing the
computational experimental design by adaptive sampling) in order to achieve the
requested accuracy and (ii) for applying a gradient-based optimization
algorithm to get optimal values of the design parameters. The approach is
applied to the optimal design of ring-stiffened cylindrical shells used in
submarine engineering under uncertain geometric imperfections. For this
application the performance of the structure is related to buckling which is
addressed here by means of a finite element solution based on the asymptotic
numerical method
Structure Preserving Model Reduction of Parametric Hamiltonian Systems
While reduced-order models (ROMs) have been popular for efficiently solving
large systems of differential equations, the stability of reduced models over
long-time integration is of present challenges. We present a greedy approach
for ROM generation of parametric Hamiltonian systems that captures the
symplectic structure of Hamiltonian systems to ensure stability of the reduced
model. Through the greedy selection of basis vectors, two new vectors are added
at each iteration to the linear vector space to increase the accuracy of the
reduced basis. We use the error in the Hamiltonian due to model reduction as an
error indicator to search the parameter space and identify the next best basis
vectors. Under natural assumptions on the set of all solutions of the
Hamiltonian system under variation of the parameters, we show that the greedy
algorithm converges with exponential rate. Moreover, we demonstrate that
combining the greedy basis with the discrete empirical interpolation method
also preserves the symplectic structure. This enables the reduction of the
computational cost for nonlinear Hamiltonian systems. The efficiency, accuracy,
and stability of this model reduction technique is illustrated through
simulations of the parametric wave equation and the parametric Schrodinger
equation
- …