Discrete Second Order Adjoints in Atmospheric Chemical Transport Modeling

Atmospheric chemical transport models (CTMs) are essential tools for the study of air pollution, for environmental policy decisions, for the interpretation of observational data, and for producing air quality forecasts. Many air quality studies require sensitivity analyses, i.e., the computation of derivatives of the model output with respect to model parameters. The derivatives of a cost functional (defined on the model output) with respect to a large number of model parameters can be calculated efficiently through adjoint sensitivity analysis. While the traditional (first order) adjoint models give the gradient of the cost functional with respect to parameters, second order adjoint models give second derivative information in the form of products between the Hessian of the cost functional and a user defined vector. In this paper we discuss the mathematical foundations of the discrete second order adjoint sensitivity method and present a complete set of computational tools for performing second order sensitivity studies in three-dimensional atmospheric CTMs. The tools include discrete second order adjoints of Runge Kutta and of Rosenbrock time stepping methods for stiff equations together with efficient implementation strategies. Numerical examples illustrate the use of these computational tools in important applications like sensitivity analysis, optimization, uncertainty quantification, and the calculation of directions of maximal error growth in three-dimensional atmospheric CTMs

Research in nonlinear structural and solid mechanics

Recent and projected advances in applied mechanics, numerical analysis, computer hardware and engineering software, and their impact on modeling and solution techniques in nonlinear structural and solid mechanics are discussed. The fields covered are rapidly changing and are strongly impacted by current and projected advances in computer hardware. To foster effective development of the technology perceptions on computing systems and nonlinear analysis software systems are presented

Inverse problems in thermoacoustics

Thermoacoustics is a branch of fluid mechanics, and is as such governed by the conservation laws of mass, momentum, energy and species. While computational fluid dynamics (CFD) has entered the design process of many applications in fluid mechanics, its success in thermoacoustics is limited by the multi-scale, multi-physics nature of the subject. In his influential monograph from 2006, Prof. Fred Culick writes about the role of CFD in thermoacoustic modeling: The main reason that CFD has otherwise been relatively helpless in this subject is that problems of combustion instabilities involve physical and chemical matters that are still not well understood. Moreover, they exist in practical circumstances which are not readily approximated by models suitable to formulation within CFD. Hence, the methods discussed and developed in this book will likely be useful for a long time to come, in both research and practice. [. . . ] It seems to me that eventually the most effective ways of formulating predictions and theoretical interpretations of combustion instabilities in practice will rest on combining methods of the sort discussed in this book with computational fluid dynamics, the whole confirmed by experimental results. Despite advances in CFD and large-eddy simulation (LES) in particular, unsteady simulations for more than a few selected operating points are computationally infeasible. The ‘methods discussed in this book’ refer to reduced-order models of thermoacoustic oscillations. Whether intentional or not, the last sentence anticipates the advent of data-driven methods, and encapsulates the philosophy behind this work. This work brings together two workhorses of the design process: physics-informed reduced-order models and data from higher-fidelity sources such as simulations and experiments. The three building blocks to all our statistical inference frameworks are: (i) a hierarchical view of reduced-order models consisting of states, parameters and governing equations; (ii) probabilistic formulations with random variables and stochastic processes; and (iii) efficient algorithms from statistical learning theory and machine learning. While leveraging advances in statistical and machine learning, we demonstrate the feasibility of Bayes’ rule as a first principle in physics-informed statistical inference. In particular, we discuss two types of inverse problems in thermoacoustics: (i) implicit reduced-order models representative of nonlinear eigenproblems from linear stability analysis; and (ii) time-dependent reduced-order models used to investigate nonlinear dynamics. The outcomes of statistical inference are improved predictions of the state, estimates of the parameters with uncertainty quantification and an assessment of the reduced-order model itself. This work highlights the role that data can play in the future of combustion modeling for thermoacoustics. It is increasingly impractical to store data, particularly as experiments become automated and numerical simulations become more detailed. Rather than store the data itself, the techniques in this work optimally assimilate the data into the parameters of a physics-informed reduced-order model. With data-driven reduced-order models, rapid prototyping of combustion systems can feed into rapid calibration of their reduced-order models and then into gradient-based design optimization. While it has been shown, e.g. in the context of ignition and extinction, that large-eddy simulations become quantitatively predictive when augmented with data, the reduced-order modeling of flame dynamics in turbulent flows remains challenging. For these challenging situations, this work opens up new possibilities for the development of reduced-order models that adaptively change any time that data from experiments or simulations becomes available.Schlumberger Cambridge International Scholarshi

A state-of-the-art review on theory and engineering applications of eigenvalue and eigenvector derivatives

Eigenvalue and eigenvector derivatives with respect to system design variables and their applications have been and continue to be one of the core issues in the design, control and identification of practical engineering systems. Many different numerical methods have been developed to compute accurately and efficiently these required derivatives from which, a wide range of successful applications have been established. This paper reviews and examines these methods of computing eigenderivatives for undamped, viscously damped, nonviscously damped, fractional and nonlinear vibration systems, as well as defective systems, for both distinct and repeated eigenvalues. The underlying mathematical relationships among these methods are discussed, together with new theoretical developments. Major important applications of eigenderivatives to finite element model updating, structural design and modification prediction, performance optimization of structures and systems, optimal control system design, damage detection and fault diagnosis, as well as turbine bladed disk vibrations are examined. Existing difficulties are identified and measures are proposed to rectify them. Various examples are given to demonstrate the key theoretical concepts and major practical applications of concern. Potential further research challenges are identified with the purpose of concentrating future research effort in the most fruitful directions.Ministry of Education (MOE)The first and third authors gratefully acknowledge the financial support from the Singapore Ministry of Education through the award of research project grant AcRF Tier 1 RG183/17

RIACS

Topics considered include: high-performance computing; cognitive and perceptual prostheses (computational aids designed to leverage human abilities); autonomous systems. Also included: development of a 3D unstructured grid code based on a finite volume formulation and applied to the Navier-stokes equations; Cartesian grid methods for complex geometry; multigrid methods for solving elliptic problems on unstructured grids; algebraic non-overlapping domain decomposition methods for compressible fluid flow problems on unstructured meshes; numerical methods for the compressible navier-stokes equations with application to aerodynamic flows; research in aerodynamic shape optimization; S-HARP: a parallel dynamic spectral partitioner; numerical schemes for the Hamilton-Jacobi and level set equations on triangulated domains; application of high-order shock capturing schemes to direct simulation of turbulence; multicast technology; network testbeds; supercomputer consolidation project

Linear dimensionality reduction: Survey, insights, and generalizations

Linear dimensionality reduction methods are a cornerstone of analyzing high dimensional data, due to their simple geometric interpretations and typically attractive computational properties. These methods capture many data features of interest, such as covariance, dynamical structure, correlation between data sets, input-output relationships, and margin between data classes. Methods have been developed with a variety of names and motivations in many fields, and perhaps as a result the connections between all these methods have not been highlighted. Here we survey methods from this disparate literature as optimization programs over matrix manifolds. We discuss principal component analysis, factor analysis, linear multidimensional scaling, Fisher's linear discriminant analysis, canonical correlations analysis, maximum autocorrelation factors, slow feature analysis, sufficient dimensionality reduction, undercomplete independent component analysis, linear regression, distance metric learning, and more. This optimization framework gives insight to some rarely discussed shortcomings of well-known methods, such as the suboptimality of certain eigenvector solutions. Modern techniques for optimization over matrix manifolds enable a generic linear dimensionality reduction solver, which accepts as input data and an objective to be optimized, and returns, as output, an optimal low-dimensional projection of the data. This simple optimization framework further allows straightforward generalizations and novel variants of classical methods, which we demonstrate here by creating an orthogonal-projection canonical correlations analysis. More broadly, this survey and generic solver suggest that linear dimensionality reduction can move toward becoming a blackbox, objective-agnostic numerical technology.JPC and ZG received funding from the UK Engineering and Physical Sciences Research Council (EPSRC EP/H019472/1). JPC received funding from a Sloan Research Fellowship, the Simons Foundation (SCGB#325171 and SCGB#325233), the Grossman Center at Columbia University, and the Gatsby Charitable Trust.This is the author accepted manuscript. The final version is available from MIT Press via http://jmlr.org/papers/v16/cunningham15a.htm

Computational Multiscale Methods

Many physical processes in material sciences or geophysics are characterized by inherently complex interactions across a large range of non-separable scales in space and time. The resolution of all features on all scales in a computer simulation easily exceeds today's computing resources by multiple orders of magnitude. The observation and prediction of physical phenomena from multiscale models, hence, requires insightful numerical multiscale techniques to adaptively select relevant scales and effectively represent unresolved scales. This workshop enhanced the development of such methods and the mathematics behind them so that the reliable and efficient numerical simulation of some challenging multiscale problems eventually becomes feasible in high performance computing environments