Efficient computation of operator‐type response sensitivities for uncertainty quantification and predictive modeling: illustrative application to a spent nuclear fuel dissolver model

This work honors the 75th birthday of Professor Ionel Michael Navon by presenting original results highlighting the computational efficiency of the adjoint sensitivity analysis methodology for function‐valued operator responses by means of an illustrative paradigm dissolver model. The dissolver model analyzed in this work has been selected because of its applicability to material separations and its potential role in diversion activities associated with proliferation and international safeguards. This dissolver model comprises eight active compartments in which the 16 time‐dependent nonlinear differential equations modeling the physical and chemical processes comprise 619 scalar and time‐dependent model parameters, related to the model's equation of state and inflow conditions. The most important response for the dissolver model is the time‐dependent nitric acid in the compartment furthest away from the inlet, where measurements are available at 307 time instances over the transient's duration of 10.5 h. The sensitivities to all model parameters of the acid concentrations at each of these instances in time are computed efficiently by applying the adjoint sensitivity analysis methodology for operator‐valued responses. The uncertainties in the model parameters are propagated using the above‐mentioned sensitivities to compute the uncertainties in the computed responses. A predictive modeling formalism is subsequently used to combine the computational results with the experimental information measured in the compartment furthest from the inlet and then predict optimal values and uncertainties throughout the dissolver. This predictive modeling methodology uses the maximum entropy principle to construct an optimal approximation of the unknown a priori distribution for the a priori known mean values and uncertainties characterizing the model parameters and the computed and experimentally measured model responses. This approximate a priori distribution is subsequently combined using Bayes' theorem with the “likelihood” provided by the multi‐physics computational models. Finally, the posterior distribution is evaluated using the saddle‐point method to obtain analytical expressions for the optimally predicted values for the parameters and responses of both multi‐physics models, along with corresponding reduced uncertainties. This work shows that even though the experimental data pertains solely to the compartment furthest from the inlet (where the data were measured), the predictive modeling procedure used herein actually improves the predictions and reduces the predicted uncertainties for the entire dissolver, including the compartment furthest from the measurements, because this predictive modeling methodology combines and transmits information simultaneously over the entire phase‐space, comprising all time steps and spatial locations. Copyright © 2016 John Wiley & Sons, Ltd.     

Automorphisms of Hilbert schemes of points on a generic projective K3 surface

We study automorphisms of the Hilbert scheme of n points on a generic projective K3 surface S, for any . We show that is either trivial or generated by a non‐symplectic involution and we determine numerical and divisorial conditions which allow us to distinguish between the two cases. As an application of these results we prove that, for any , there exist infinitely many admissible degrees for the polarization of the K3 surface S such that admits a non‐natural involution. This provides a generalization of the results of [7] for .     

Non‐self‐adjoint singular second‐order dynamic operators on time scale

In this study, maximal dissipative second‐order dynamic operators on semi‐infinite time scale are studied in the Hilbert space , that the extensions of a minimal symmetric operator in limit‐point case. We construct a self‐adjoint dilation of the dissipative operator together with its incoming and outgoing spectral representations so that we can determine the scattering function of the dilation as stated in the scheme of Lax‐Phillips. Moreover, we construct a functional model of the dissipative operator and identify its characteristic function in terms of the Weyl‐Titchmarsh function of a self‐adjoint second‐order dynamic operator. Finally, we prove the theorems on completeness of the system of root functions of the dissipative and accumulative dynamic operators.     

Development and assessment of an intrusive polynomial chaos expansion-based continuous adjoint method for shape optimization under uncertainties

This article contributes to the development of methods for shape optimization under uncertainties, associated with the flow conditions, based on intrusive Polynomial Chaos Expansion (iPCE) and continuous adjoint. The iPCE to the Navier–Stokes equations for laminar flows of incompressible fluids is developed to compute statistical moments of the Quantity of Interest which are, then, compared with those obtained through the Monte Carlo method. The optimization is carried out using a continuous adjoint-enabled, gradient-based loop. Two different formulations for the continuous adjoint to the iPCE PDEs are derived, programmed, and verified. Intrusive PCE methods for the computation of the statistical moments require mathematical development, derivation of a new system of governing equations and their numerical solution. The development is presented for a chaos order of two and two uncertain variables and can be used as a guide to those willing to extend this development to a different set of uncertain variables or chaos order. The developed method and software, programmed in OpenFOAM, is applied to two optimization problems pertaining to the flow around isolated airfoils with uncertain farfield conditions.     

Direct and adjoint global stability analysis of turbulent transonic flows over a NACA0012 profile

In this work, various turbulent solutions of the two‐dimensional (2D) and three‐dimensional compressible Reynolds averaged Navier–Stokes equations are analyzed using global stability theory. This analysis is motivated by the onset of flow unsteadiness (Hopf bifurcation) for transonic buffet conditions where moderately high Reynolds numbers and compressible effects must be considered. The buffet phenomenon involves a complex interaction between the separated flow and a shock wave. The efficient numerical methodology presented in this paper predicts the critical parameters, namely, the angle of attack and Mach and Reynolds numbers beyond which the onset of flow unsteadiness appears. The geometry, a NACA0012 profile, and flow parameters selected reproduce situations of practical interest for aeronautical applications. The numerical computation is performed in three steps. First, a steady baseflow solution is obtained; second, the Jacobian matrix for the RANS equations based on a finite volume discretization is computed; and finally, the generalized eigenvalue problem is derived when the baseflow is linearly perturbed. The methodology is validated predicting the 2D Hopf bifurcation for a circular cylinder under laminar flow condition. This benchmark shows good agreement with the previous published computations and experimental data. In the transonic buffet case, the baseflow is computed using the Spalart–Allmaras turbulence model and represents a mean flow where the high frequency content and length scales of the order of the shear‐layer thickness have been averaged. The lower frequency content is assumed to be decoupled from the high frequencies, thus allowing a stability analysis to be performed on the low frequency range. In addition, results of the corresponding adjoint problem and the sensitivity map are provided for the first time for the buffet problem. Finally, an extruded three‐dimensional geometry of the NACA0012 airfoil, where all velocity components are considered, was also analyzed as a Triglobal stability case, and the outcoming results were compared to the previous 2D limited model, confirming that the buffet onset is well detected. Copyright © 2014 John Wiley & Sons, Ltd.     

Local-in-time adjoint-based method for design optimization of unsteady flows

We present a new local-in-time discrete adjoint-based methodology for solving design optimization problems arising in unsteady aerodynamic applications. The new methodology circumvents storage requirements associated with the straightforward implementation of a global adjoint-based optimization method that stores the entire flow solution history for all time levels. This storage cost may quickly become prohibitive for large-scale applications. The key idea of the local-in-time method is to divide the entire time interval into several subintervals and to approximate the solution of the unsteady adjoint equations and the sensitivity derivative as a combination of the corresponding local quantities computed on each time subinterval. Since each subinterval contains relatively few time levels, the storage cost of the local-in-time method is much lower than that of the global methods, thus making the time-dependent adjoint optimization feasible for practical applications. Another attractive feature of the new technique is that the converged solution obtained with the local-in-time method is a local extremum of the original optimization problem. The new method carries no computational overhead as compared with the global implementation of adjoint-based methods. The paper presents a detailed comparison of the global- and local-in-time adjoint-based methods for design optimization problems governed by the unsteady compressible 2-D Euler equations.     

Calculations of dynamic dipole polarizabilities of Li and Na atoms in debye plasma using the model potential technique

The effects of Debye plasma on the frequency‐dependent polarizabilities of Li and Na atoms are investigated using symplectic algorithm within the framework of the pseudostate summation technique. Dynamic dipole polarizabilities of Li (2s ²S) and Na(3s ²S) as functions of scaled number density of the plasma electrons for arbitrary plasma temperature are presented. Screening effects on the resonance frequencies are also presented. In free‐atomic cases, our calculated results are comparable with the reported theoretical and experimental predictions. © 2012 Wiley Periodicals, Inc.     

A simultaneous approach to inverse source problem by Green's function

In this paper, we consider an inverse source problem of identification of F(t) function in the linear parabolic equation u_t = u_xx + F(t) and u₀(x) function as the initial condition from the measured final data and local boundary data. Based on the optimal control framework by Green's function, we construct Fréchet derivative of Tikhonov functional. The stability of the minimizer is established from the necessary condition. The CG algorithm based on the Fréchet derivative is applied to the inverse problem, and results are presented for a test example. Copyright © 2014 John Wiley & Sons, Ltd.