scholarly journals On the Renormalization of the Covariance Operators

2012 ◽  
Vol 140 (2) ◽  
pp. 637-649 ◽  
Author(s):  
Max Yaremchuk ◽  
Matthew Carrier
Keyword(s):  
Numerical Approximation ◽  
Hadamard Matrix ◽  
Order Approximation ◽  
Computational Cost ◽  
Three Dimensions ◽  
Moderate Increase ◽  
Zeroth Order ◽  
Background Error ◽  
First Order ◽  
Covariance Operators

Many background error correlation (BEC) models in data assimilation are formulated in terms of a smoothing operator [Formula: see text], which simulates the action of the correlation matrix on a state vector normalized by respective BE variances. Under such formulation, [Formula: see text] has to have a unit diagonal and requires appropriate renormalization by rescaling. The exact computation of the rescaling factors (diagonal elements of [Formula: see text]) is a computationally expensive procedure, which needs an efficient numerical approximation. In this study approximate renormalization techniques based on the Monte Carlo (MC) and Hadamard matrix (HM) methods and on the analytic approximations derived under the assumption of the local homogeneity (LHA) of [Formula: see text] are compared using realistic BEC models designed for oceanographic applications. It is shown that although the accuracy of the MC and HM methods can be improved by additional smoothing, their computational cost remains significantly higher than the LHA method, which is shown to be effective even in the zeroth-order approximation. The next approximation improves the accuracy 1.5–2 times at a moderate increase of CPU time. A heuristic relationship for the smoothing scale in two and three dimensions is proposed for the first-order LHA approximation.

Flame acceleration due to wall friction: Accuracy and intrinsic limitations of the formulations

2015 ◽  
Vol 29 (32) ◽  
pp. 1550205 ◽  
Author(s):  
Berk Demirgok ◽  
Hayri Sezer ◽  
V’yacheslav Akkerman
Keyword(s):  
Reynolds Number ◽  
Thermal Expansion ◽  
Order Approximation ◽  
Combustion Process ◽  
Wall Friction ◽  
Zeroth Order ◽  
First Order ◽  
Flame Acceleration ◽  
Wide Range ◽  
Cylindrical Tubes

The analytical formulations on the premixed flame acceleration induced by wall friction in two-dimensional (2D) channels [Bychkov et al., Phys. Rev. E 72 (2005) 046307] and cylindrical tubes [Akkerman et al., Combust. Flame 145 (2006) 206] are revisited. Specifically, pipes with one end closed are considered, with a flame front propagating from the closed pipe end to the open one. The original studies provide the analytical formulas for the basic flame and fluid characteristics such as the flame acceleration rate, the flame shape and its propagation speed, as well as the flame-generated flow velocity profile. In the present work, the accuracy of these approaches is verified, computationally, and the intrinsic limitations and validity domains of the formulations are identified. Specifically, the error diagrams are presented to demonstrate how the accuracy of the formulations depends on the thermal expansion in the combustion process and the Reynolds number associated with the flame propagation. It is shown that the 2D theory is accurate enough for a wide range of parameters. In contrast, the zeroth-order approximation for the cylindrical configuration appeared to be quite inaccurate and had to be revisited. It is subsequently demonstrated that the first-order approximation for the cylindrical geometry is very accurate for realistically large thermal expansions and Reynolds numbers. Consequently, unlike the zeroth-order approach, the first-order formulation can constitute a backbone for the comprehensive theory of the flame acceleration and detonation initiation in cylindrical tubes. Cumulatively, the accuracy of the formulations deteriorates with the reduction of the Reynolds number and thermal expansion.

A mathematical analysis of wind effects on a long-jumper

1991 ◽  
Vol 33 (1) ◽  
pp. 65-76 ◽  
Author(s):  
Neville de Mestre
Keyword(s):  
Mathematical Analysis ◽  
Order Approximation ◽  
Wind Effects ◽  
Zeroth Order ◽  
Perturbation Model ◽  
First Order ◽  
Zeroth Order Approximation ◽  
The Difference ◽  
Drag And Lift ◽  
Run Up

AbstractA perturbation model is used to predict the distance jumped by a long-jumper for a range of tailwinds and headwinds. The zeroth-order approximation is based on gravity being the only force present, the effects of drag and lift only being included in the first-order corrections. The difference in predicted distances produced by the zeroth and first-order approximations is less than 2% for headwinds or tailwinds upto 4 ms−1. Most increases or decreases due to wind are caused by changes in the run-up speed, and consequently the take-off angle and speed.

First Order Reliability Method With Truncated Random Variables

2012 ◽  
Vol 134 (9) ◽  
Author(s):  
Xiaoping Du ◽  
Zhen Hu
Keyword(s):  
Order Approximation ◽  
Probability Distributions ◽  
Computational Cost ◽  
Random Variables ◽  
Modify Form ◽  
Original Form ◽  
First Order Reliability Method ◽  
First Order ◽  
Reliability Method ◽  
Standard Normal

In many engineering applications, the probability distributions of some random variables are truncated; these truncated distributions are resulted from restricting the domain of other probability distributions. If the first order reliability method (FORM) is directly used, the truncated random variables will be transformed into unbounded standard normal distributions. This treatment may result in large errors in reliability analysis. In this work, we modify FORM so that the truncated random variables are transformed into truncated standard normal variables. After the first order approximation and variable transformation, saddlepoint approximation is then used to estimate the reliability. Without increasing the computational cost, the proposed method is generally more accurate than the original FORM for problems with truncated random variables.

Scalable Adaptive Batch Sampling in Simulation-Based Design With Heteroscedastic Noise

2020 ◽  
Vol 143 (3) ◽  
Author(s):  
Anton van Beek ◽  
Umar Farooq Ghumman ◽  
Joydeep Munshi ◽  
Siyu Tao ◽  
TeYu Chien ◽  
...  
Keyword(s):  
Adaptive Sampling ◽  
Order Approximation ◽  
Numerical Test ◽  
Computational Cost ◽  
Superior Performance ◽  
Sampling Scheme ◽  
Test Functions ◽  
Zeroth Order ◽  
Sampling Locations ◽  
Spatially Varying

Abstract In this study, we propose a scalable batch sampling scheme for optimization of simulation models with spatially varying noise. The proposed scheme has two primary advantages: (i) reduced simulation cost by recommending batches of samples at carefully selected spatial locations and (ii) improved scalability by actively considering replicating at previously observed sampling locations. Replication improves the scalability of the proposed sampling scheme as the computational cost of adaptive sampling schemes grow cubicly with the number of unique sampling locations. Our main consideration for the allocation of computational resources is the minimization of the uncertainty in the optimal design. We analytically derive the relationship between the “exploration versus replication decision” and the posterior variance of the spatial random process used to approximate the simulation model’s mean response. Leveraging this reformulation in a novel objective-driven adaptive sampling scheme, we show that we can identify batches of samples that minimize the prediction uncertainty only in the regions of the design space expected to contain the global optimum. Finally, the proposed sampling scheme adopts a modified preposterior analysis that uses a zeroth-order interpolation of the spatially varying simulation noise to identify sampling batches. Through the optimization of three numerical test functions and one engineering problem, we demonstrate (i) the efficacy and of the proposed sampling scheme to deal with a wide array of stochastic functions, (ii) the superior performance of the proposed method on all test functions compared to existing methods, (iii) the empirical validity of using a zeroth-order approximation for the allocation of sampling batches, and (iv) its applicability to molecular dynamics simulations by optimizing the performance of an organic photovoltaic cell as a function of its processing settings.

Efficiency and Accuracy of Semi-Discretization Schemes for Time Delayed Feedback Control Systems

2003 ◽  
Author(s):  
Ozer Elbeyli ◽  
J. Q. Sun
Keyword(s):  
Feedback Control ◽  
Order Approximation ◽  
Control Design ◽  
Delayed Feedback ◽  
Delayed Feedback Control ◽  
Approximation Schemes ◽  
Zeroth Order ◽  
First Order ◽  
Periodic Linear ◽  
First Order Approximation

Semi-discretization is an effective method for analysis and control design of time-invariant as well as periodic linear systems with time delay. This paper briefly describes various approximation schemes in conjunction to the semi-discretization method. Comparison measures making use of the stability bounds of control gains and the controlled response of the system are presented. The accuracy and efficiency of the method with the zeroth order, improved zeroth order and first order approximations are compared through numerical simulations. Another first order approximation of the system with multiple time delays under a non-delayed feedback leads to integro-differential equations where a simple approximation is utilized to generate discrete maps. It is found that the first order approximation provides substantial improvements in accuracy and efficiency for feedback control design of LTI and periodic systems.

Improved first-order approximation of eigenvalues and eigenvectors

AIAA Journal ◽  
1998 ◽  
Vol 36 ◽  
pp. 1721-1727
Author(s):  
Prasanth B. Nair ◽  
Andrew J. Keane ◽  
Robin S. Langley
Keyword(s):  
Order Approximation ◽  
Eigenvalues And Eigenvectors ◽  
First Order ◽  
First Order Approximation

Analytical solution for unsteady flow behind ionizing shock wave in a rotational axisymmetric non-ideal gas with azimuthal or axial magnetic field

2021 ◽  
Vol 76 (3) ◽  
pp. 265-283
Author(s):  
G. Nath
Keyword(s):  
Magnetic Field ◽  
Shock Wave ◽  
Analytical Solution ◽  
Axial Magnetic Field ◽  
Order Approximation ◽  
Ideal Gas ◽  
Field Region ◽  
First Order ◽  
First Order Approximation ◽  
Flow Variables

Abstract The approximate analytical solution for the propagation of gas ionizing cylindrical blast (shock) wave in a rotational axisymmetric non-ideal gas with azimuthal or axial magnetic field is investigated. The axial and azimuthal components of fluid velocity are taken into consideration and these flow variables, magnetic field in the ambient medium are assumed to be varying according to the power laws with distance from the axis of symmetry. The shock is supposed to be strong one for the ratio C 0 V s 2 ${\left(\frac{{C}_{0}}{{V}_{s}}\right)}^{2}$ to be a negligible small quantity, where C 0 is the sound velocity in undisturbed fluid and V S is the shock velocity. In the undisturbed medium the density is assumed to be constant to obtain the similarity solution. The flow variables in power series of C 0 V s 2 ${\left(\frac{{C}_{0}}{{V}_{s}}\right)}^{2}$ are expanded to obtain the approximate analytical solutions. The first order and second order approximations to the solutions are discussed with the help of power series expansion. For the first order approximation the analytical solutions are derived. In the flow-field region behind the blast wave the distribution of the flow variables in the case of first order approximation is shown in graphs. It is observed that in the flow field region the quantity J 0 increases with an increase in the value of gas non-idealness parameter or Alfven-Mach number or rotational parameter. Hence, the non-idealness of the gas and the presence of rotation or magnetic field have decaying effect on shock wave.

scholarly journals Numerical approximation for the solution of linear sixth order boundary value problems by cubic B-spline

2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
A. Khalid ◽  
M. N. Naeem ◽  
P. Agarwal ◽  
A. Ghaffar ◽  
Z. Ullah ◽  
...  
Keyword(s):  
Numerical Approximation ◽  
Analytic Solution ◽  
Linear Equations ◽  
Computational Cost ◽  
Spline Method ◽  
System Of Linear Equations ◽  
Approximation Solution ◽  
B Spline ◽  
Novel Technique ◽  
Derivatives Of

AbstractIn the current paper, authors proposed a computational model based on the cubic B-spline method to solve linear 6th order BVPs arising in astrophysics. The prescribed method transforms the boundary problem to a system of linear equations. The algorithm we are going to develop in this paper is not only simply the approximation solution of the 6th order BVPs using cubic B-spline, but it also describes the estimated derivatives of 1st order to 6th order of the analytic solution at the same time. This novel technique has lesser computational cost than numerous other techniques and is second order convergent. To show the efficiency of the proposed method, four numerical examples have been tested. The results are described using error tables and graphs and are compared with the results existing in the literature.

scholarly journals Perturbation Solution for One-Dimensional Flow to a Constant-Pressure Boundary in a Stress-Sensitive Reservoir

2021 ◽  
Author(s):  
Amarjot Singh Bhullar ◽  
Gospel Ezekiel Stewart ◽  
Robert W. Zimmerman
Keyword(s):  
Approximate Solution ◽  
Pore Pressure ◽  
Constant Pressure ◽  
Initial Permeability ◽  
Order Perturbation ◽  
Zeroth Order ◽  
One Dimensional ◽  
First Order ◽  
Outflow Boundary ◽  
Perturbation Solutions

Abstract Most analyses of fluid flow in porous media are conducted under the assumption that the permeability is constant. In some “stress-sensitive” rock formations, however, the variation of permeability with pore fluid pressure is sufficiently large that it needs to be accounted for in the analysis. Accounting for the variation of permeability with pore pressure renders the pressure diffusion equation nonlinear and not amenable to exact analytical solutions. In this paper, the regular perturbation approach is used to develop an approximate solution to the problem of flow to a linear constant-pressure boundary, in a formation whose permeability varies exponentially with pore pressure. The perturbation parameter αD is defined to be the natural logarithm of the ratio of the initial permeability to the permeability at the outflow boundary. The zeroth-order and first-order perturbation solutions are computed, from which the flux at the outflow boundary is found. An effective permeability is then determined such that, when inserted into the analytical solution for the mathematically linear problem, it yields a flux that is exact to at least first order in αD. When compared to numerical solutions of the problem, the result has 5% accuracy out to values of αD of about 2—a much larger range of accuracy than is usually achieved in similar problems. Finally, an explanation is given of why the change of variables proposed by Kikani and Pedrosa, which leads to highly accurate zeroth-order perturbation solutions in radial flow problems, does not yield an accurate result for one-dimensional flow. Article Highlights Approximate solution for flow to a constant-pressure boundary in a porous medium whose permeability varies exponentially with pressure. The predicted flowrate is accurate to within 5% for a wide range of permeability variations. If permeability at boundary is 30% less than initial permeability, flowrate will be 10% less than predicted by constant-permeability model.

FIRST-ORDER APPROXIMATION OF THE NUMBER-PROJECTED SO(2N) TAMM-DANCOFF EQUATION AND ITS REDUCTION BY THE SCHUR FUNCTION

1999 ◽  
Vol 08 (05) ◽  
pp. 461-483
Author(s):  
SEIYA NISHIYAMA
Keyword(s):  
Wave Function ◽  
Order Approximation ◽  
Approximate Equation ◽  
Variation Principle ◽  
Schur Function ◽  
Soliton Theory ◽  
First Order ◽  
Fermion Systems ◽  
Group Manifold ◽  
First Order Approximation

First-order approximation of the number-projected (NP) SO(2N) Tamm-Dancoff (TD) equation is developed to describe ground and excited states of superconducting fermion systems. We start from an NP Hartree-Bogoliubov (HB) wave function. The NP SO(2N) TD expansion is generated by quasi-particle pair excitations from the degenerate geminals in the number-projected HB wave function. The Schrödinger equation is cast into the NP SO(2N) TD equation by the variation principle. We approximate it up to first order. This approximate equation is reduced to a simpler form by the Schur function of group characters which has a close connection with the soliton theory on the group manifold.

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