Efficient integration of the variational equations of multi-dimensional Hamiltonian systems: Application to the Fermi-Pasta-Ulam lattice

We study the problem of efficient integration of variational equations in multi-dimensional Hamiltonian systems. For this purpose, we consider a Runge-Kutta-type integrator, a Taylor series expansion method and the so-called `Tangent Map' (TM) technique based on symplectic integration schemes, and apply them to the Fermi-Pasta-Ulam $\beta$ (FPU-$\beta$) lattice of $N$ nonlinearly coupled oscillators, with $N$ ranging from 4 to 20. The fast and accurate reproduction of well-known behaviors of the Generalized Alignment Index (GALI) chaos detection technique is used as an indicator for the efficiency of the tested integration schemes. Implementing the TM technique--which shows the best performance among the tested algorithms--and exploiting the advantages of the GALI method, we successfully trace the location of low-dimensional tori.Comment: 14 pages, 6 figure

Polynomial-Chaos-based Kriging

Computer simulation has become the standard tool in many engineering fields for designing and optimizing systems, as well as for assessing their reliability. To cope with demanding analysis such as optimization and reliability, surrogate models (a.k.a meta-models) have been increasingly investigated in the last decade. Polynomial Chaos Expansions (PCE) and Kriging are two popular non-intrusive meta-modelling techniques. PCE surrogates the computational model with a series of orthonormal polynomials in the input variables where polynomials are chosen in coherency with the probability distributions of those input variables. On the other hand, Kriging assumes that the computer model behaves as a realization of a Gaussian random process whose parameters are estimated from the available computer runs, i.e. input vectors and response values. These two techniques have been developed more or less in parallel so far with little interaction between the researchers in the two fields. In this paper, PC-Kriging is derived as a new non-intrusive meta-modeling approach combining PCE and Kriging. A sparse set of orthonormal polynomials (PCE) approximates the global behavior of the computational model whereas Kriging manages the local variability of the model output. An adaptive algorithm similar to the least angle regression algorithm determines the optimal sparse set of polynomials. PC-Kriging is validated on various benchmark analytical functions which are easy to sample for reference results. From the numerical investigations it is concluded that PC-Kriging performs better than or at least as good as the two distinct meta-modeling techniques. A larger gain in accuracy is obtained when the experimental design has a limited size, which is an asset when dealing with demanding computational models

Evaluating the Differences of Gridding Techniques for Digital Elevation Models Generation and Their Influence on the Modeling of Stony Debris Flows Routing: A Case Study From Rovina di Cancia Basin (North-Eastern Italian Alps)

Debris \ufb02ows are among the most hazardous phenomena in mountain areas. To cope with debris \ufb02ow hazard, it is common to delineate the risk-prone areas through routing models. The most important input to debris \ufb02ow routing models are the topographic data, usually in the form of Digital Elevation Models (DEMs). The quality of DEMs depends on the accuracy, density, and spatial distribution of the sampled points; on the characteristics of the surface; and on the applied gridding methodology. Therefore, the choice of the interpolation method affects the realistic representation of the channel and fan morphology, and thus potentially the debris \ufb02ow routing modeling outcomes. In this paper, we initially investigate the performance of common interpolation methods (i.e., linear triangulation, natural neighbor, nearest neighbor, Inverse Distance to a Power, ANUDEM, Radial Basis Functions, and ordinary kriging) in building DEMs with the complex topography of a debris \ufb02ow channel located in the Venetian Dolomites (North-eastern Italian Alps), by using small footprint full- waveform Light Detection And Ranging (LiDAR) data. The investigation is carried out through a combination of statistical analysis of vertical accuracy, algorithm robustness, and spatial clustering of vertical errors, and multi-criteria shape reliability assessment. After that, we examine the in\ufb02uence of the tested interpolation algorithms on the performance of a Geographic Information System (GIS)-based cell model for simulating stony debris \ufb02ows routing. In detail, we investigate both the correlation between the DEMs heights uncertainty resulting from the gridding procedure and that on the corresponding simulated erosion/deposition depths, both the effect of interpolation algorithms on simulated areas, erosion and deposition volumes, solid-liquid discharges, and channel morphology after the event. The comparison among the tested interpolation methods highlights that the ANUDEM and ordinary kriging algorithms are not suitable for building DEMs with complex topography. Conversely, the linear triangulation, the natural neighbor algorithm, and the thin-plate spline plus tension and completely regularized spline functions ensure the best trade-off among accuracy and shape reliability. Anyway, the evaluation of the effects of gridding techniques on debris \ufb02ow routing modeling reveals that the choice of the interpolation algorithm does not signi\ufb01cantly affect the model outcomes

Branch-and-lift algorithm for deterministic global optimization in nonlinear optimal control

This paper presents a branch-and-lift algorithm for solving optimal control problems with smooth nonlinear dynamics and potentially nonconvex objective and constraint functionals to guaranteed global optimality. This algorithm features a direct sequential method and builds upon a generic, spatial branch-and-bound algorithm. A new operation, called lifting, is introduced, which refines the control parameterization via a Gram-Schmidt orthogonalization process, while simultaneously eliminating control subregions that are either infeasible or that provably cannot contain any global optima. Conditions are given under which the image of the control parameterization error in the state space contracts exponentially as the parameterization order is increased, thereby making the lifting operation efficient. A computational technique based on ellipsoidal calculus is also developed that satisfies these conditions. The practical applicability of branch-and-lift is illustrated in a numerical example. © 2013 Springer Science+Business Media New York

Finite element implementation of state variable-based viscoplasticity models

The implementation of state variable-based viscoplasticity models is made in a general purpose finite element code for structural applications of metals deformed at elevated temperatures. Two constitutive models, Walker's and Robinson's models, are studied in conjunction with two implicit integration methods: the trapezoidal rule with Newton-Raphson iterations and an asymptotic integration algorithm. A comparison is made between the two integration methods, and the latter method appears to be computationally more appealing in terms of numerical accuracy and CPU time. However, in order to make the asymptotic algorithm robust, it is necessary to include a self adaptive scheme with subincremental step control and error checking of the Jacobian matrix at the integration points. Three examples are given to illustrate the numerical aspects of the integration methods tested