About me

I am a principal research scientist at the Department of Aeronautics and Astronautics, Massachusetts Institute of Technology. My research interests include computational mechanics, molecular mechanics, nanophotonics, numerical simulation and optimization, scientific computing, and machine learning. My research projects focus on reduced basis methods for parametrized partial differential equations, hybridizable discontinuous Galerkin methods for multi-scale multi-physics simulations, hypersonic flow simulations, large eddy simulations, space weather prediction, atomistic and molecular simulations, nanoplasmonics, bandgap optimization, parallel computing on distributed systems, GPU computing. I am actively contributing to open source projects. In my spare time, I enjoy hanging around and traveling with my family.

Address: 77 Massachusetts Avenue, Office 37-371, Cambridge, MA 02139, USA. Administrative contact: Andres Forero at aforero@mit.edu and 617-253-4926.

Interests
  • Computational Mechanics
  • Molecular Mechanics
  • Nanophotonics
  • Scientific Computing
  • Machine Learning
Education
  • PhD in High Performance Computation for Engineered Systems, 2005

    National University of Singapore

  • BEng in Aeronautical Engineering, 2001

    Ho Chi Minh City University of Technology

Projects

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?Natural norm? a posteriori error estimators for reduced basis approximations
We present a technique for the rapid and reliable prediction of linear-functional outputs of coercive and non-coercive linear elliptic partial differential equations with affine parameter dependence. The essential components are (i) rapidly convergent global reduced basis approximations ? (Galerkin) projection onto a space WN spanned by solutions of the governing partial differential equation at N judiciously selected points in parameter space; (ii) a posteriori error estimation ? relaxations of the error-residual equation that provide inexpensive yet sharp bounds for the error in the outputs of interest; and (iii) offline/online computational procedures ? methods which decouple the generation and projection stages of the approximation process. The operation count for the online stage ? in which, given a new parameter value, we calculate the output of interest and associated error bound ? depends only on N (typically very small) and the parametric complexity of the problem. In this paper we propose a new ?natural norm? formulation for our reduced basis error estimation framework that (a) greatly simplifies and improves our inf?sup lower bound construction (offline) and evaluation (online) ? a critical ingredient of our a posteriori error estimators; and (b) much better controls ? significantly sharpens ? our output error bounds, in particular (through deflation) for parameter values corresponding to nearly singular solution behavior. We apply the method to two illustrative problems a coercive Laplacian heat conduction problem ? which becomes singular as the heat transfer coefficient tends to zero; and a non-coercive Helmholtz acoustics problem ? which becomes singular as we approach resonance. In both cases, we observe very economical and sharp construction of the requisite natural-norm inf?sup lower bound; rapid convergence of the reduced basis approximation; reasonable effectivities (even for near-singular behavior) for our deflated output error estimators; and significant ? several order of magnitude ? (online) computational savings relative to standard finite element procedures.
A class of embedded discontinuous Galerkin methods for computational fluid dynamics
We present a class of embedded discontinuous Galerkin (EDG) methods for numerically solving the Euler equations and the Navier?Stokes equations. The essential ingredients are a local Galerkin projection of the underlying governing equations at the element level onto spaces of polynomials of degree k to parametrize the numerical solution in terms of the approximate trace, a judicious choice of the numerical flux to provide stability and consistency, and a global jump condition that weakly enforces the single-valuedness of the numerical flux to arrive at a global formulation in terms of the numerical trace. The EDG methods are thus obtained from the hybridizable discontinuous Galerkin (HDG) method by requiring the approximate trace to belong to smaller approximation spaces than the one in the HDG method. In the EDG methods, the numerical trace is taken to be continuous on a suitable collection of faces, thus resulting in an even smaller number of globally coupled degrees of freedom than in the HDG method. On the other hand, the EDG methods are no longer locally conservative. In the framework of convection?diffusion problems, this lack of local conservativity is reflected in the fact that the EDG methods do not provide the optimal convergence of the approximate gradient or the superconvergence for the scalar variable for diffusion-dominated problems as the HDG method does. However, since the HDG method does not display these properties in the convection-dominated regime, the EDG method becomes a reasonable alternative since it produces smaller algebraic systems than the HDG method. In fact, the resulting stiffness matrix has a similar sparsity pattern as that of the statically condensed continuous Galerkin (CG) method. The main advantage of the EDG methods is that they are generally more stable and robust than the CG method for solving convection-dominated problems. Numerical results are presented to illustrate the performance of the EDG methods. They confirm that, even though the EDG methods are not locally conservative, they are a viable alternative to the HDG method in the convection-dominated regime.
A high-order hybridizable discontinuous Galerkin method for elliptic interface problems
We present a high-order hybridizable discontinuous Galerkin method for solving elliptic interface problems in which the solution and gradient are nonsmooth because of jump conditions across the interface. The hybridizable discontinuous Galerkin method is endowed with several distinct characteristics. First, they reduce the globally coupled unknowns to the approximate trace of the solution on element boundaries, thereby leading to a significant reduction in the global degrees of freedom. Second, they provide, for elliptic problems with polygonal interfaces, approximations of all the variables that converge with the optimal order of k?+?1 in the L2(?)-norm where k denotes the polynomial order of the approximation spaces. Third, they possess some superconvergence properties that allow the use of an inexpensive element-by-element postprocessing to compute a new approximate solution that converges with order k?+?2. However, for elliptic problems with finite jumps in the solution across the curvilinear interface, the approximate solution and gradient do not converge optimally if the elements at the interface are isoparametric. The discrepancy between the exact geometry and the approximate triangulation near the curved interfaces results in lower order convergence. To recover the optimal convergence for the approximate solution and gradient, we propose to use superparametric elements at the interface.
A hybridizable discontinuous Galerkin method for both thin and 3D nonlinear elastic structures
We present a 3D hybridizable discontinuous Galerkin (HDG) method for nonlinear elasticity which can be efficiently used for thin structures with large deformation. The HDG method is developed for a three-field formulation of nonlinear elasticity and is endowed with a number of attractive features that make it ideally suited for thin structures. Regarding robustness, the method avoids a variety of locking phenomena such as membrane locking, shear locking, and volumetric locking. Regarding accuracy, the method yields optimal convergence for the displacements, which can be further improved by an inexpensive postprocessing. And finally, regarding efficiency, the only globally coupled unknowns are the degrees of freedom of the numerical trace on the interior faces, resulting in substantial savings in computational time and memory storage. This last feature is particularly advantageous for thin structures because the number of interior faces is typically small. In addition, we discuss the implementation of the HDG method with arc-length algorithms for phenomena such as snap-through, where the standard load incrementation algorithm becomes unstable. Numerical results are presented to verify the convergence and demonstrate the performance of the HDG method through simple analytical and popular benchmark problems in the literature.
A hybridizable discontinuous Galerkin method for computing nonlocal electromagnetic effects in three-dimensional metallic nanostructures
The interaction of light with metallic nanostructures produces a collective excitation of electrons at the metal surface, also known as surface plasmons. These collective excitations lead to resonances that enable the confinement of light in deep-subwavelength regions, thereby leading to large near-field enhancements. The simulation of plasmon resonances presents notable challenges. From the modeling perspective, the realistic behavior of conduction-band electrons in metallic nanostructures is not captured by Maxwell’s equations, thus requiring additional modeling. From the simulation perspective, the disparity in length scales stemming from the extreme field localization demands efficient and accurate numerical methods. In this paper, we develop the hybridizable discontinuous Galerkin (HDG) method to solve Maxwell’s equations augmented with the hydrodynamic model for the conduction-band electrons in noble metals. This method enables the efficient simulation of plasmonic nanostructures while accounting for the nonlocal interactions between electrons and the incident light. We introduce a novel postprocessing scheme to recover superconvergent solutions and demonstrate the convergence of the proposed HDG method for the simulation of a 2D gold nanowire and a 3D periodic annular nanogap structure. The results of the hydrodynamic model are compared to those of a simplified local response model, showing that differences between them can be significant at the nanoscale.
A hybridizable discontinuous Galerkin method for the incompressible Navier-Stokes equations
We present a hybridizable discontinuous Galerkin method for the numerical solution the incompressible Navier-Stokes equations. The method is devised by using the discontinuous Galerkin approximation with a special choice of the numerical traces and a fully implicit time-stepping method for temporal discretization. The HDG method possesses several unique features which distinguish themselves from other discontinuous Galerkin methods. First, it reduces the globally coupled unknowns to the approximate trace of the velocity and the mean of the pressure on element boundaries, thereby leading to a significant reduction in the degrees of freedom. Second, it allows for pressure, vorticity and stress boundary conditions to be prescribed on different parts of the boundary. Third, it provides, for smooth viscous-dominated problems, approximations of the velocity, pressure, and velocity gradient which converge with the optimal order of k+1 in the L2 norm, when polynomials of degree k ? 0 are used for all components of the approximate solution. And fourth, it displays superconvergence properties that allow us to use the above-mentioned optimal convergence properties to define an element-by-element postprocessing scheme to compute a new and better approximate velocity. Indeed, this new approximation is exactly divergence-free, H(div)-conforming, and converges with order k + 2 for k ? 1 and with order 1 for k = 0 in the L2 norm. We present extensive numerical results to demonstrate the accuracy and convergence properties of the method for a wide range of Reynolds numbers and for various polynomial degrees.
A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations
We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method.
A multiscale reduced-basis method for parametrized elliptic partial differential equations with multiple scales
We present a technique for solving parametrized elliptic partial differential equations with multiple scales. The technique is based on the combination of the reduced basis method [C. Prud?homme, D. Rovas, K. Veroy, Y. Maday, A.T. Patera, G. Turinici, Reliable real-time solution of parametrized partial differential equations reduced-basis output bound methods, Journal of Fluids Engineering 124 (1) (2002) 70?80] and the multiscale finite element method [T.Y. Hou, X.H. Wu, A multiscale finite element method for elliptic problems in composite materials and porous media, Journal of Computational Physics 134 (1) (1997) 169?189] to treat problems in which the differential coefficient is characterized by a large number of independent parameters. For the multiscale finite element method, a large number of cell problems has to be solved at the fine local mesh for each new configuration of the differential coefficient. In order to improve the computational efficiency of this method, we construct reduced basis spaces that are adapted to the local parameter dependence of the differential operator. The approximate solutions of the cell problems are computed accurately and efficiently via performing Galekin projection onto the reduced basis spaces and implementing the offline?online computational procedure. Therefore, a large number of similar computations at the fine local mesh can be carried out with lower computational cost for each new configuration of the differential coefficient. Numerical results are provided to demonstrate the accuracy and efficiency of the proposed approach.
A nested hybridizable discontinuous Galerkin method for computing second-harmonic generation in three-dimensional metallic nanostructures
We develop a nested hybridizable discontinuous Galerkin (HDG) method to numerically solve the Maxwell’s equations coupled with a hydrodynamic model for the conduction-band electrons in metals. The HDG method leverages static condensation to eliminate the degrees of freedom of the approximate solution defined in the elements, yielding a linear system in terms of the degrees of freedom of the approximate trace defined on the element boundaries. This article presents a computational method that relies on a degree-of-freedom reordering such that the HDG linear system accommodates an additional static condensation step to eliminate a large portion of the degrees of freedom of the approximate trace, thereby yielding a much smaller linear system. For the particular metallic structures considered in this article, the resulting linear system obtained by means of nested static condensations is a block tridiagonal system, which can be solved efficiently. We apply the nested HDG method to compute second harmonic generation on a triangular coaxial periodic nanogap structure. This nonlinear optics phenomenon features rapid field variations and extreme boundary-layer structures that span a wide range of length scales. Numerical results show that the ability to identify structures which exhibit resonances at ? and 2? is essential to excite the second harmonic response.
A nested hybridizable discontinuous Galerkin method for computing second-harmonic generation in three-dimensional metallic nanostructures
We develop a nested hybridizable discontinuous Galerkin (HDG) method to numerically solve the Maxwell’s equations coupled with a hydrodynamic model for the conduction-band electrons in metals. The HDG method leverages static condensation to eliminate the degrees of freedom of the approximate solution defined in the elements, yielding a linear system in terms of the degrees of freedom of the approximate trace defined on the element boundaries. This article presents a computational method that relies on a degree-of-freedom reordering such that the HDG linear system accommodates an additional static condensation step to eliminate a large portion of the degrees of freedom of the approximate trace, thereby yielding a much smaller linear system. For the particular metallic structures considered in this article, the resulting linear system obtained by means of nested static condensations is a block tridiagonal system, which can be solved efficiently. We apply the nested HDG method to compute second harmonic generation on a triangular coaxial periodic nanogap structure. This nonlinear optics phenomenon features rapid field variations and extreme boundary-layer structures that span a wide range of length scales. Numerical results show that the ability to identify structures which exhibit resonances at ? and 2? is essential to excite the second harmonic response.
A posteriori error estimation and basis adaptivity for reduced-basis approximation of nonaffine-parametrized linear elliptic partial differential equations
In this paper, we extend the earlier work [M. Barrault, Y. Maday, N. C. Nguyen, A.T. Patera, An ?empirical interpolation? method application to efficient reduced-basis discretization of partial differential equations, C.R. Acad. Sci. Paris, Serie I 339 (2004) 667?672; M.A. Grepl, Y. Maday, N.C. Nguyen, A.T. Patera, Efficient reduced-basis treatment of nonaffine and nonlinear partial differential equations, M2AN Math. Model. Numer. Anal. 41 (3) (2007) 575?605.] to provide a posteriori error estimation and basis adaptivity for reduced-basis approximation of linear elliptic partial differential equations with nonaffine parameter dependence. The essential components are (i) rapidly convergent reduced-basis approximations ? (Galerkin) projection onto a space spanned by N global hierarchical basis functions which are constructed from solutions of the governing partial differential equation at judiciously selected points in parameter space; (ii) stable and inexpensive interpolation procedures ? methods which allow us to replace nonaffine parameter functions with a coefficient-function expansion as a sum of M products of parameter-dependent coefficients and parameter-independent functions; (iii) a posteriori error estimation ? relaxations of the error-residual equation that provide inexpensive yet sharp error bounds for the error in the outputs of interest; (iv) optimal basis construction ? processes which make use of the error bounds as an inexpensive surrogate for the expensive true error to explore the parameter space in the quest for an optimal sampling set; and (v) offline/online computational procedures ? methods which decouple the generation and projection stages of the approximation process. The operation count for the online stage - in which, given a new parameter value, we calculate the output of interest and associated error bounds - depends only on N, M, and the affine parametric complexity of the problem; the method is thus ideally suited for repeated and reliable evaluation of input?output relationships in the many-query or real-time contexts.
A Time-Spectral Hybridizable Discontinuous Galerkin Method for Periodic Flow Problems
Numerical simulations of time-periodic flows are an essential design tool for a wide range of engineered systems, including jet engines, wind turbines and flapping wings. Conventional solvers for time-periodic flows are limited in accuracy and efficiency by the low-order Finite Volume and time-marching methods they typically employ. These methods introduce significant numerical dissipation in the simulated flow, and can require hundreds of timesteps to describe a periodic flow with only a few harmonic modes. However, recent developments in high-order methods and Fourier-based time discretizations present an opportunity to greatly improve computational performance. This thesis presents a novel Time-Spectral Hybridizable Discontinuous Galerkin (HDG) method for periodic flow problems, together with applications to flow through cascades and rotor/stator assemblies in aeronautical turbomachinery. The present work combines a Fourier-based Time-Spectral discretization in time with an HDG discretization in space, realizing the dual benefits of spectral accuracy in time and high-order accuracy in space. Low numerical dissipation and favorable stability properties are inherited from the high-order HDG method, together with a reduced number of globally coupled degrees of freedom compared to other DG methods. HDG provides a natural framework for treating boundary conditions, which is exploited in the development of a new high-order sliding mesh interface coupling technique for multiple-row turbomachinery problems.
Aircraft Charging and its Influence on Triggered Lightning
This paper reports on a laboratory experiment to study the effect of vehicle net charge on the inception of a positive leader from an aircraft exposed to high atmospheric electric fields. The experiment models the first stage of aircraft-triggered lightning in which a positive leader typically develops from the vehicle and is shortly afterwards followed by a negative leader. This mechanism of lightning initiation amounts to around 90 percent of strikes to aircraft. Aircraft can acquire net charge levels of the order of a millicoulomb from a number of sources including corona emission, charged particles in the engine exhaust, and charge transfer by collisions with particles in the atmosphere. In addition, aircraft could potentially be artificially charged through controlled charge emission from the surface. Experiments were performed on a model aircraft with a 1m wingspan, which was suspended between two parallel electrodes in a 1.45m gap with voltage difference of a few hundred kilovolts applied across it. In this configuration, it is found that the breakdown field can vary by as much as 30 percent for the range of charging levels tested. The experimental results show agreement with an electrostatic model of leader initiation from aircraft, and the model indicates that the effect can be substantially stronger if additional negative charge is added to the aircraft. The results from this work suggest that flying uncharged is not optimal in terms of lightning avoidance and open up the possibility of developing risk-reduction strategies based on net charge control.
An efficient reduced-order modeling approach for non-linear parametrized partial differential equations
We present hybridizable discontinuous Galerkin methods for solving steady and time-dependent partial differential equations (PDEs) in continuum mechanics. The essential ingredients are a local Galerkin projection of the underlying PDEs at the element level onto spaces of polynomials of degree k to parametrize the numerical solution in terms of the numerical trace; a judicious choice of the numerical flux to provide stability and consistency; and a global jump condition that enforces the continuity of the numerical flux to arrive at a global weak formulation in terms of the numerical trace. The HDG methods are fully implicit, high-order accurate and endowed with several unique features which distinguish themselves from other discontinuous Galerkin methods. First, they reduce the globally coupled unknowns to the approximate trace of the solution on element boundaries, thereby leading to a significant reduction in the degrees of freedom. Second, they provide, for smooth viscous-dominated problems, approximations of all the variables which converge with the optimal order of k + 1 in the L2-norm. Third, they possess some superconvergence properties that allow us to define inexpensive element-by-element postprocessing procedures to compute a new approximate solution which may converge with higher order than the original solution. And fourth, they allow for a novel and systematic way for imposing boundary conditions for the total stress, viscous stress, vorticity and pressure which are not naturally associated with the weak formulation of the methods. In addition, they possess other interesting properties for specific problems. Their approximate solution can be postprocessed to yield an exactly divergence-free and H(div)-conforming velocity field for incompressible flows. They do not exhibit volumetric locking for nearly incompressible solids. We provide extensive numerical results to illustrate their distinct characteristics and compare their performance with that of continuous Galerkin methods.
An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations
We present an empirical interpolation and model-variance reduction method for the fast and reliable computation of statistical outputs of parametrized stochastic elliptic partial differential equations. Our method consists of three main ingredients (1) the real-time computation of reduced basis (RB) outputs approximating high-fidelity outputs computed with the hybridizable discontinuous Galerkin (HDG) discretization; (2) the empirical interpolation for an efficient offline-online decoupling of the parametric and stochastic influence; and (3) a multilevel variance reduction method that exploits the statistical correlation between the low-fidelity approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the RB approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the RB approximations and the size of Monte Carlo samples to achieve a given error tolerance. In addition, we extend the method to compute estimates for the gradients of the statistical outputs. The proposed method is particularly useful for stochastic optimization problems where many evaluations of the objective function and its gradient are required.
An explicit hybridizable discontinuous Galerkin method for the acoustic wave equation
We present an explicit hybridizable discontinuous Galerkin (HDG) method for numerically solving the acoustic wave equation. The method is fully explicit, high-order accurate in both space and time, and coincides with the classic discontinuous Galerkin (DG) method with upwinding fluxes for a particular choice of its stabilization function. This means that it has the same computational complexity as other explicit DG methods. However, just as its implicit version, it provides optimal convergence of order for all the approximate variables including the gradient of the solution, and, when the time-stepping method is of order , it displays a superconvergence property which allow us, by means of local postprocessing, to obtain new improved approximations of the scalar field variables at any time levels for which an enhanced accuracy is required. In particular, the new approximations converge with order in the L2 norm for. These properties do not hold for all numerical fluxes. Indeed, our results show that, when the HDG numerical flux is replaced by the Lax?Friedrichs flux, the above-mentioned superconvergence properties are lost, although some are recovered when the Lax?Friedrichs flux is used only in the interior of the domain. Finally, we extend the explicit HDG method to treat the wave equation with perfectly matched layers. We provide numerical examples to demonstrate the performance of the proposed method.
An implicit high-order hybridizable discontinuous Galerkin method for linear convection-diffusion equations
We present a hybridizable discontinuous Galerkin method for the numerical solution of steady and time-dependent linear convection?diffusion equations. We devise the method as follows. First, we express the approximate scalar variable and corresponding flux within each element in terms of an approximate trace of the scalar variable along the element boundary. We then define a unique value for the approximate trace by enforcing the continuity of the normal component of the flux across the element boundary; a global equation system solely in terms of the approximate trace is thus obtained. The high number of globally coupled degrees of freedom in the discontinuous Galerkin approximation is therefore significantly reduced. If the problem is time-dependent, we discretize the time derivative by means of backward difference formulae. This results in efficient schemes capable of producing high-order accurate solutions in space and time. Indeed, when the time-marching method is th order accurate and when polynomials of degree p are used to represent the scalar variable, the flux and the approximate trace, we observe that the approximations for the scalar variable, the flux and the trace of the scalar variable converge with the optimal order of p+1 in the L2 norm. Finally, we introduce a simple element-by-element postprocessing scheme to obtain new approximations of the flux and the scalar variable. The new approximate flux, which has a continuous inter-element normal component, is shown to converge with order p+1. The new approximate scalar variable is shown to converge with order p+2. For the time-dependent case, the postprocessing does not need to be applied at each time-step but only at the times for which an enhanced solution is required. Moreover, the postprocessing procedure is less expensive than the solution procedure, since it is performed at the element level. Extensive numerical results are presented to demonstrate the convergence properties of the method.
An implicit high-order hybridizable discontinuous Galerkin method for nonlinear convection-diffusion equations
In this paper, we present hybridizable discontinuous Galerkin methods for the numerical solution of steady and time-dependent nonlinear convection?diffusion equations. The methods are devised by expressing the approximate scalar variable and corresponding flux in terms of an approximate trace of the scalar variable and then explicitly enforcing the jump condition of the numerical fluxes across the element boundary. Applying the Newton?Raphson procedure and the hybridization technique, we obtain a global equation system solely in terms of the approximate trace of the scalar variable at every Newton iteration. The high number of globally coupled degrees of freedom in the discontinuous Galerkin approximation is therefore significantly reduced. We then extend the method to time-dependent problems by approximating the time derivative by means of backward difference formulae. When the time-marching method is p+1 order accurate and when polynomials of degree p are used to represent the scalar variable, each component of the flux and the approximate trace, we observe that the approximations for the scalar variable and the flux converge with the optimal order of p+1 in the L2 norm. Finally, we apply element-by-element postprocessing schemes to obtain new approximations of the flux and the scalar variable. The new approximate flux, which has a continuous interelement normal component, is shown to converge with order p+1 in the L2 norm. The new approximate scalar variable is shown to converge with order p+2 in the L2 norm. The postprocessing is performed at the element level and is thus much less expensive than the solution procedure. For the time-dependent case, the postprocessing does not need to be applied at each time step but only at the times for which an enhanced solution is required. Extensive numerical results are provided to demonstrate the performance of the present method.
An implicit high-order hybridizable discontinuous Galerkin method for the incompressible Navier-Stokes equations
We present an implicit high-order hybridizable discontinuous Galerkin method for the steady-state and time-dependent incompressible Navier?Stokes equations. The method is devised by using the discontinuous Galerkin discretization for a velocity gradient-pressure?velocity formulation of the incompressible Navier?Stokes equations with a special choice of the numerical traces. The method possesses several unique features which distinguish itself from other discontinuous Galerkin methods. First, it reduces the globally coupled unknowns to the approximate trace of the velocity and the mean of the pressure on element boundaries, thereby leading to a significant reduction in the degrees of freedom. Moreover, if the augmented Lagrangian method is used to solve the linearized system, the globally coupled unknowns become the approximate trace of the velocity only. Second, it provides, for smooth viscous-dominated problems, approximations of the velocity, pressure, and velocity gradient which converge with the optimal order of k + 1 in the L2-norm, when polynomials of degree k?0 are used for all components of the approximate solution. And third, it displays superconvergence properties that allow us to use the above-mentioned optimal convergence properties to define an element-by-element postprocessing scheme to compute a new and better approximate velocity. Indeed, this new approximation is exactly divergence-free, H (div)-conforming, and converges with order k + 2 for k ? 1 and with order 1 for k = 0 in the L2-norm. Moreover, a novel and systematic way is proposed for imposing boundary conditions for the stress, viscous stress, vorticity and pressure which are not naturally associated with the weak formulation of the method. This can be done on different parts of the boundary and does not result in the degradation of the optimal order of convergence properties of the method. Extensive numerical results are presented to demonstrate the convergence and accuracy properties of the method for a wide range of Reynolds numbers and for various polynomial degrees.
Charge Control Strategy for Aircraft-Triggered Lightning Strike Risk Reduction
We propose a charge control strategy to reduce the risk of an aircraft-triggered lightning strike that exploits the asymmetry between the positive and negative ends of the bidirectional leader development, which is the first phase of an aircraft-initiated lightning event. Because positive leaders are initiated and can propagate in lower fields than negative leaders, in general, a positive leader would occur first. During propagation of the positive leader, initiation of the negative leader is favored through the removal of positive charge from the aircraft. Based on this well-accepted bidirectional leader theory, we propose hindering the initiation of the positive leader by charging the aircraft to a negative level, selected to ensure that a negative leader will not form. Although not observed so far, a negative leader could be initiated first if the field enhancement at the negative end were much greater than at the positive end. In this situation, the biasing of the aircraft should be to positive levels. More generally, we propose that the optimum level of aircraft charging is that which makes both leaders equally unlikely. We present a theoretical study of the effectiveness of the strategy for an ellipsoidal fuselage as well as the geometry of a Falcon aircraft. The practical implementation, including the necessary sensors and actuators, is also discussed.
Computational study of glow corona discharge in wind: Biased conductor
Corona discharges in flowing gas are of technological significance for a wide range of applications, ranging from plasma reactors to lightning protection systems. Numerous experimental studies of corona discharges in wind have confirmed the strong influence of wind on the corona current. Many of these studies report global electrical characteristics of the gaseous discharge but do not present details of the spatial structure of the potential field and charge distribution. Numerical simulation can help clarify the role of wind on the ion redistribution and the electric field shielding. In this work, we propose a methodology to solve numerically for the drift region of a DC glow corona using the usual approach of collapsing the ionization region to the electrode surface, but allowing for strong inhomogeneities in the electrical and flow setup. Numerical results for a grounded wire in the presence of an ambient electric field and wind are presented. The model predicts that the effect of the wind is to reduce the extension of the corona over the wire and to shift the center of the ion distribution upstream of the flow. In addition, we find that, even though the near-surface ion distribution is strongly affected by the ion injection law used, the current characteristics and the far field solution remain pretty much unaffected.
Computing parametrized solutions for plasmonic nanogap structures
The interaction of electromagnetic waves with metallic nanostructures generates resonant oscillations of the conduction-band electrons at the metal surface. These resonances can lead to large enhancements of the incident field and to the confinement of light to small regions, typically several orders of magnitude smaller than the incident wavelength. The accurate prediction of these resonances entails several challenges. Small geometric variations in the plasmonic structure may lead to large variations in the electromagnetic field responses. Furthermore, the material parameters that characterize the optical behavior of metals at the nanoscale need to be determined experimentally and are consequently subject to measurement errors. It then becomes essential that any predictive tool for the simulation and design of plasmonic structures accounts for fabrication tolerances and measurement uncertainties. In this paper, we develop a reduced order modeling framework that is capable of real-time accurate electromagnetic responses of plasmonic nanogap structures for a wide range of geometry and material parameters. The main ingredients of the proposed method are (i) the hybridizable discontinuous Galerkin method to numerically solve the equations governing electromagnetic wave propagation in dielectric and metallic media, (ii) a reference domain formulation of the time-harmonic Maxwell’s equations to account for arbitrary geometry variations; and (iii) proper orthogonal decomposition and empirical interpolation techniques to construct an efficient reduced model. To demonstrate effectiveness of the models developed, we analyze geometry sensitivities and explore optimal designs of a 3D periodic coaxial nanogap structure.
Corona Discharge in Wind for Electrically Isolated Electrodes
For various problems in atmospheric electricity it is necessary to understand the behavior of corona discharge in wind. Prior work considers grounded electrode systems, of relevance for earthed towers, trees, or windmills subjected to thunderstorms fields. In this configuration, the effect of wind is to remove the shielding ions from the coronating electrode vicinity strengthening the corona and increasing its current. There are a number of cases, such as isolated wind turbine blades or airborne vehicles, that are not completely represented by the available models and experiments. This paper focuses on electrode systems that are electrically isolated from their environment and reports on a wind tunnel campaign and accompanying theoretical work. In this configuration, there are two competing effects the removal of the shielding ions by the wind, strengthening the corona, and the electrode system charging negatively for positive corona with respect to its environment, weakening the corona. This leads to three different operating regimes, namely, for positions that favor ion recapture, charging is limited and current increases with wind as in the classical scaling, for positions that favor ion transport by the wind, the system charges negatively and the current decreases with wind, for the later configuration, as wind increases, the current can vanish and the system potential saturates. The results from this work demonstrate that classical scaling laws of corona discharge in wind do not necessarily apply for isolated electrodes and illustrate the feasibility of using a glow corona in wind for controlled charging of a floating body.
Entropy-stable hybridized discontinuous Galerkin methods for the compressible Euler and Navier-Stokes equations
In the spirit of making high-order discontinuous Galerkin (DG) methods more competitive, researchers have developed the hybridized DG methods, a class of discontinuous Galerkin methods that generalizes the Hybridizable DG (HDG), the Embedded DG (EDG) and the Interior Embedded DG (IEDG) methods. These methods are amenable to hybridization (static condensation) and thus to more computationally efficient implementations. Like other high-order DG methods, however, they may suffer from numerical stability issues in under-resolved fluid flow simulations. In this spirit, we introduce the hybridized DG methods for the compressible Euler and Navier-Stokes equations in entropy variables. Under a suitable choice of the numerical flux, the scheme can be shown to be entropy stable and satisfy the Second Law of Thermodynamics in an integral sense. The performance and robustness of the proposed family of schemes are illustrated through a series of steady and unsteady flow problems in subsonic, transonic, and supersonic regimes. The hybridized DG methods in entropy variables show the optimal accuracy order given by the polynomial approximation space, and are significantly superior to their counterparts in conservation variables in terms of stability and robustness, particularly for under-resolved and shock flows.
Fabrication-Adaptive Optimization with an Application to Photonic Crystal Design
It is often the case that the computed optimal solution of an optimization problem cannot be implemented directly, irrespective of data accuracy, because of either (i) technological limitations (such as physical tolerances of machines or processes), (ii) the deliberate simplification of a model to keep it tractable (by ignoring certain types of constraints that pose computational difficulties), and/or (iii) human factors (getting people to ?do? the optimal solution). Motivated by this observation, we present a modeling paradigm called ?fabrication-adaptive optimization? for treating issues of implementation/fabrication. We develop computationally focused theory and algorithms, and we present computational results for incorporating considerations of implementation/fabrication into constrained optimization problems that arise in photonic crystal design. The fabrication-adaptive optimization framework stems from the robust regularization of a function. When the feasible region is not a normed space (as typically encountered in application settings), the fabrication-adaptive optimization framework typically yields a nonconvex optimization problem. (In the special case where the feasible region is a finite-dimensional normed space, we show that fabrication-adaptive optimization can be recast as an instance of modern robust optimization.) We study a variety of problems with special structures on functions, feasible regions, and norms for which computation is tractable and develop an algorithmic scheme for solving these problems in spite of the challenges of nonconvexity. We apply our methodology to compute fabrication-adaptive designs of two-dimensional photonic crystals with a variety of prescribed features.
Functional Regression for State Prediction Using Linear PDE Models and Observations
Partial differential equations (PDEs) are commonly used to model a wide variety of physical phenomena. A PDE model of a physical problem is typically described by conservation laws, constitutive laws, material properties, boundary conditions, boundary data, and geometry. In most practical applications, however, the PDE model is only an approximation to the real physical problem due to both (i) the deliberate mathematical simplification of the model to keep it tractable and (ii) the inherent uncertainty of the physical parameters. In such cases, the PDE model may not produce a good prediction of the true state of the underlying physical problem. In this paper, we introduce a functional regression method that incorporates observations into a deterministic linear PDE model to improve its prediction of the true state. Our method is devised as follows. First, we augment the PDE model with a random Gaussian functional which serves to represent various sources of uncertainty in the model. We next derive a linear regression model for the Gaussian functional by utilizing observations and adjoint states. This allows us to determine the posterior distribution of the Gaussian functional and the posterior distribution for our estimate of the true state. Furthermore, we consider the problem of experimental design in this setting, wherein we develop an algorithm for designing experiments to efficiently reduce the variance of our state estimate. We provide several examples from the heat conduction, the convection-diffusion equation, and the reduced wave equation, all of which demonstrate the performance of the proposed methodology.
Gaussian functional regression for linear partial differential equations
In this paper, we present a new statistical approach to the problem of incorporating experimental observations into a mathematical model described by linear partial differential equations (PDEs) to improve the prediction of the state of a physical system. We augment the linear PDE with a functional that accounts for the uncertainty in the mathematical model and is modeled as a Gaussian process. This gives rise to a stochastic PDE which is characterized by the Gaussian functional. We develop a Gaussian functional regression method to determine the posterior mean and covariance of the Gaussian functional, thereby solving the stochastic PDE to obtain the posterior distribution for our prediction of the physical state. Our method has the following features which distinguish itself from other regression methods. First, it incorporates both the mathematical model and the observations into the regression procedure. Second, it can handle the observations given in the form of linear functionals of the field variable. Third, the method is non-parametric in the sense that it provides a systematic way to optimally determine the prior covariance operator of the Gaussian functional based on the observations. Fourth, it provides the posterior distribution quantifying the magnitude of uncertainty in our prediction of the physical state. We present numerical results to illustrate these features of the method and compare its performance to that of the standard Gaussian process regression.
High-Contrast Infrared Absorption Spectroscopy via Mass-Produced Coaxial Zero-Mode Resonators with Sub-10 nm Gaps
We present a wafer-scale array of resonant coaxial nanoapertures as a practical platform for surface-enhanced infrared absorption spectroscopy (SEIRA). Coaxial nanoapertures with sub-10 nm gaps are fabricated via photolithography, atomic layer deposition of a sacrificial Al2O3 layer to define the nanogaps, and planarization via glancing-angle ion milling. At the zeroth-order Fabry-Perot resonance condition, our coaxial apertures act as a ?zero-mode resonator (ZMR)?, efficiently funneling as much as 34 percent of incident infrared (IR) light along 10 nm annular gaps. After removing Al2O3 in the gaps and inserting silk protein, we can couple the intense optical fields of the annular nanogap into the vibrational modes of protein molecules. From 7 nm gap ZMR devices coated with a 5 nm thick silk protein film, we observe high-contrast IR absorbance signals drastically suppressing 58 percent of the transmitted light and infer a strong IR absorption enhancement factor of 104?105. These single nanometer gap ZMR devices can be mass-produced via batch processing and offer promising routes for broad applications of SEIRA.
High-throughput fabrication of resonant metamaterials with ultrasmall coaxial apertures via atomic layer lithography
We combine atomic layer lithography and glancing-angle ion polishing to create wafer-scale metamaterials composed of dense arrays of ultrasmall coaxial nanocavities in gold films. This new fabrication scheme makes it possible to shrink the diameter and increase the packing density of 2 nm-gap coaxial resonators, an extreme subwavelength structure first manufactured via atomic layer lithography, both by a factor of 100 with respect to previous studies. We demonstrate that the nonpropagating zeroth-order Fabry-Perot mode, which possesses slow light-like properties at the cutoff resonance, traps infrared light inside 2 nm gaps (gap volume ? 3/106). Notably, the annular gaps cover only 3 percent or less of the metal surface, while open-area normalized transmission is as high as 1700 percent at the epsilon-near-zero (ENZ) condition. The resulting energy accumulation alongside extraordinary optical transmission can benefit applications in nonlinear optics, optical trapping, and surface-enhanced spectroscopies. Furthermore, because the resonance wavelength is independent of the cavity length and dramatically red shifts as the gap size is reduced, large-area arrays can be constructed with resonance period, making this fabrication method ideal for manufacturing resonant metamaterials.
Hybridizable discontinuous Galerkin methods for partial differential equations in continuum mechanics
We present hybridizable discontinuous Galerkin methods for solving steady and time-dependent partial differential equations (PDEs) in continuum mechanics. The essential ingredients are a local Galerkin projection of the underlying PDEs at the element level onto spaces of polynomials of degree k to parametrize the numerical solution in terms of the numerical trace; a judicious choice of the numerical flux to provide stability and consistency; and a global jump condition that enforces the continuity of the numerical flux to arrive at a global weak formulation in terms of the numerical trace. The HDG methods are fully implicit, high-order accurate and endowed with several unique features which distinguish themselves from other discontinuous Galerkin methods. First, they reduce the globally coupled unknowns to the approximate trace of the solution on element boundaries, thereby leading to a significant reduction in the degrees of freedom. Second, they provide, for smooth viscous-dominated problems, approximations of all the variables which converge with the optimal order of k + 1 in the L2-norm. Third, they possess some superconvergence properties that allow us to define inexpensive element-by-element postprocessing procedures to compute a new approximate solution which may converge with higher order than the original solution. And fourth, they allow for a novel and systematic way for imposing boundary conditions for the total stress, viscous stress, vorticity and pressure which are not naturally associated with the weak formulation of the methods. In addition, they possess other interesting properties for specific problems. Their approximate solution can be postprocessed to yield an exactly divergence-free and H(div)-conforming velocity field for incompressible flows. They do not exhibit volumetric locking for nearly incompressible solids. We provide extensive numerical results to illustrate their distinct characteristics and compare their performance with that of continuous Galerkin methods.
Hybridizable discontinuous Galerkin methods for partial differential equations in continuum mechanics
We present hybridizable discontinuous Galerkin methods for solving steady and time-dependent partial differential equations (PDEs) in continuum mechanics. The essential ingredients are a local Galerkin projection of the underlying PDEs at the element level onto spaces of polynomials of degree k to parametrize the numerical solution in terms of the numerical trace; a judicious choice of the numerical flux to provide stability and consistency; and a global jump condition that enforces the continuity of the numerical flux to arrive at a global weak formulation in terms of the numerical trace. The HDG methods are fully implicit, high-order accurate and endowed with several unique features which distinguish themselves from other discontinuous Galerkin methods. First, they reduce the globally coupled unknowns to the approximate trace of the solution on element boundaries, thereby leading to a significant reduction in the degrees of freedom. Second, they provide, for smooth viscous-dominated problems, approximations of all the variables which converge with the optimal order of k + 1 in the L2-norm. Third, they possess some superconvergence properties that allow us to define inexpensive element-by-element postprocessing procedures to compute a new approximate solution which may converge with higher order than the original solution. And fourth, they allow for a novel and systematic way for imposing boundary conditions for the total stress, viscous stress, vorticity and pressure which are not naturally associated with the weak formulation of the methods. In addition, they possess other interesting properties for specific problems. Their approximate solution can be postprocessed to yield an exactly divergence-free and H(div)-conforming velocity field for incompressible flows. They do not exhibit volumetric locking for nearly incompressible solids. We provide extensive numerical results to illustrate their distinct characteristics and compare their performance with that of continuous Galerkin methods.
Implicit hybridized discontinuous Galerkin methods for compressible magnetohydrodynamics
We present hybridized discontinuous Galerkin (HDG) methods for ideal and resistive compressible magnetohydrodynamics (MHD). The HDG methods are fully implicit, high-order accurate and endowed with a unique feature which distinguishes themselves from other discontinuous Galerkin (DG) methods. In particular, they reduce the globally coupled unknowns to the approximate trace of the solution on element boundaries, thereby resulting in considerably smaller global degrees of freedom than other DG methods. Furthermore, we develop a shock capturing method to deal with shocks by appropriately adding artificial bulk viscosity, molecular viscosity, thermal conductivity, and electric resistivity to the physical viscosities in the MHD equations. We show the optimal convergence of the HDG methods for ideal MHD problems and validate our resistive implementation for a magnetic reconnection problem. For smooth problems, we observe that employing a generalized Lagrange multiplier (GLM) formulation can reduce the errors in the divergence of the magnetic field by two orders of magnitude. We demonstrate the robustness of our shock capturing method on a number of test cases and compare our results, both qualitatively and quantitatively, with other MHD solvers. For shock problems, we observe that an effective treatment of both the shock wave and the divergence-free constraint is crucial to ensuring numerical stability.
Implicit large-eddy simulation of compressible flows using the Interior Embedded Discontinuous Galerkin method
We present a high-order implicit large-eddy simulation (ILES) approach for simulating transitional turbulent flows. The approach consists of an Interior Embedded Discontinuous Galerkin (IEDG) method for the discretization of the compressible Navier-Stokes equations and a parallel preconditioned Newton-GMRES solver for the resulting nonlinear system of equations. The IEDG method arises from the marriage of the Embedded Discontinuous Galerkin (EDG) method and the Hybridizable Discontinuous Galerkin (HDG) method. As such, the IEDG method inherits the advantages of both the EDG method and the HDG method to make itself well-suited for turbulence simulations. We propose a minimal residual Newton algorithm for solving the nonlinear system arising from the IEDG discretization of the Navier-Stokes equations. The preconditioned GMRES algorithm is based on a restricted additive Schwarz (RAS) preconditioner in conjunction with a block incomplete LU factorization at the subdomain level. The proposed approach is applied to the ILES of transitional turbulent flows over a NACA 65-(18)10 compressor cascade at Reynolds number 250,000 in both design and off-design conditions. The high-order ILES results show good agreement with a subgrid-scale LES model discretized with a second-order finite volume code while using significantly less degrees of freedom. This work shows that high-order accuracy is key for predicting transitional turbulent flows without a SGS model.
Large-Eddy Simulation of Transonic Buffet Using Matrix-Free Discontinuous Galerkin Method
We present an implicit large-eddy simulation of transonic buffet over the OAT15A supercritical airfoil at Mach number 0.73, angle of attack 3.5 degrees, and Reynolds number 3 millions. The simulation is performed using a matrix-free discontinuous Galerkin (DG) method and a diagonally implicit Runge-Kutta scheme on graphics processor units. We propose a Jacobian-free Newton-Krylov method to solve nonlinear systems arising from the discretization of the Navier?Stokes equations. The method successfully predicts the buffet onset, the buffet frequency, and turbulence statistics owing to the high-order DG discretization and an efficient mesh refinement for the laminar and turbulent boundary layers. A number of physical phenomena present in the experiment are captured in our simulation, including periodical low-frequency oscillations of shock wave in the streamwise direction, strong shear layer detached from the shock wave due to shock-wave/boundary-layer interaction and small-scale structures broken down by the shear-layer instability in the transition region, and shock-induced flow separation. The pressure coefficient, the root mean square of the fluctuating pressure, and the streamwise range of the shock wave oscillation agree well with the experimental data. The results suggest that the proposed method can accurately predict the onset of turbulence and buffet phenomena at high Reynolds numbers without a subgrid scale model or a wall model.
Multiscale Modeling of Streamers: High-Fidelity Versus Computationally Efficient Methods
2D axisymmetric streamer model is presented, using the fluid drift-diffusion approx- imation and the Hyridizable Discontinuous Galerkin (HDG) numerical method for spatial discretization. Numerical verification of the newly developed code is performed against the literature, demonstrating very good agreement with state-of-the-art codes, and results are presented for single-filament streamers using a plate-to-plate geometry, both with and without photoionization. Full-physics numerical models, such as the one presented, are computationally costly and not prone to parametrically studying streamers. Reduced order models of streamers are of interest to quantitatively relate streamer macroscopic parameters, but they need to be compared to higher-fidelity models to demonstrate their validity. In this contribution, the macroscopic parameter streamer model recently developed by our group is validated against the higher-fidelity model. The macroscopic parameter streamer model is based on the results of a reduced-order 1.5D quasi-steady model (i.e., 1D solution of the species continuity equations, 2D solution of Poisson equation, solved in the reference frame of the streamer). The comparison shows that the general trends captured by the macroscopic model, in terms of radius, speed, tip electric field and channel electric field relations, are in agreement with the results of the higher-fidelity simulations and limitations of the predictions are discussed.
Reduced basis approximation and a posteriori error estimation for the parametrized unsteady Boussinesq equations
In this paper we present reduced basis (RB) approximations and associated rigorous a posteriori error bounds for the parametrized unsteady Boussinesq equations. The essential ingredients are Galerkin projection onto a low-dimensional space associated with a smooth parametric manifold ? to provide dimension reduction; an efficient proper orthogonal decomposition?Greedy sampling method for identification of optimal and numerically stable approximations ? to yield rapid convergence; accurate (online) calculation of the solution-dependent stability factor by the successive constraint method ? to quantify the growth of perturbations/residuals in time; rigorous a posteriori bounds for the errors in the RB approximation and associated outputs ? to provide certainty in our predictions; and an offline?online computational decomposition strategy for our RB approximation and associated error bound ? to minimize marginal cost and hence achieve high performance in the real-time and many-query contexts. The method is applied to a transient natural convection problem in a two-dimensional “complex” enclosure ? a square with a small rectangle cutout ? parametrized by Grashof number and orientation with respect to gravity. Numerical results indicate that the RB approximation converges rapidly and that furthermore the (inexpensive) rigorous a posteriori error bounds remain practicable for parameter domains and final times of physical interest.
Reduced-basis method for the iterative solution of parametrized symmetric positive-definite linear systems
We present a class of reduced basis (RB) methods for the iterative solution of parametrized symmetric positive-definite (SPD) linear systems. The essential ingredients are a Galerkin projection of the underlying parametrized system onto a reduced basis space to obtain a reduced system; an adaptive greedy algorithm to efficiently determine sampling parameters and associated basis vectors; an offline-online computational procedure and a multi-fidelity approach to decouple the construction and application phases of the reduced basis method; and solution procedures to employ the reduced basis approximation as a stand-alone iterative solver or as a preconditioner in the conjugate gradient method. We present numerical examples to demonstrate the performance of the proposed methods in comparison with multigrid methods. Numerical results show that, when applied to solve linear systems resulting from discretizing the Poisson’s equations, the speed of convergence of our methods matches or surpasses that of the multigrid-preconditioned conjugate gradient method, while their computational cost per iteration is significantly smaller providing a feasible alternative when the multigrid approach is out of reach due to timing or memory constraints for large systems. Moreover, numerical results verify that this new class of reduced basis methods, when applied as a stand-alone solver or as a preconditioner, is capable of achieving the accuracy at the level of the truth approximation which is far beyond the RB level.
Terahertz and infrared nonlocality and field saturation in extreme-scale nanoslits
Partial differential equations (PDEs) are commonly used to model a wide variety of physical phenomena. A PDE model of a physical problem is typically described by conservation laws, constitutive laws, material properties, boundary conditions, boundary data, and geometry. In most practical applications, however, the PDE model is only an approximation to the real physical problem due to both (i) the deliberate mathematical simplification of the model to keep it tractable and (ii) the inherent uncertainty of the physical parameters. In such cases, the PDE model may not produce a good prediction of the true state of the underlying physical problem. In this paper, we introduce a functional regression method that incorporates observations into a deterministic linear PDE model to improve its prediction of the true state. Our method is devised as follows. First, we augment the PDE model with a random Gaussian functional which serves to represent various sources of uncertainty in the model. We next derive a linear regression model for the Gaussian functional by utilizing observations and adjoint states. This allows us to determine the posterior distribution of the Gaussian functional and the posterior distribution for our estimate of the true state. Furthermore, we consider the problem of experimental design in this setting, wherein we develop an algorithm for designing experiments to efficiently reduce the variance of our state estimate. We provide several examples from the heat conduction, the convection-diffusion equation, and the reduced wave equation, all of which demonstrate the performance of the proposed methodology.
Accelerated First-Order Methods in Simulations and Optimizations
We develop new computational methods and new theoretical analysis for important classes of large-scale simulation and soptimization problems arising in a variety of areas in engineering, science, data science, and applied mathematics. Towards this goal, we will develop and analyze new classes of principled first-order methods (FOMs) that are adapted to deal with the lack of smoothness of the objective function and/or the feasible domain. FOMs are appealing in several ways, as they need only work with gradients, they enjoy reasonably fast convergence, and they scale well in problem dimensions. These features make them suitable for truly large-scale applications, where the objective function is a sum (or average) of a huge number of component functions and the dimension of the optimization variable is huge. However, many existing state-of-the-art FOMs suffer from much slower convergence for a wide range of non-smooth problems. Indeed, without the smoothness condition, traditional FOMs and their accelerated versions do not converge either theoretically or empirically. The development of FOMs with improved and guaranteed convergence rates for solving non-smooth problems will not only advance theory but also broaden the scope of applicability of FOMs to important applications. The proposed research aims to discover new curvature or other mathematical structure conditions (beyond the smoothness condition traditionally required by FOMs) and accordingly, develop new first-order methods (or frameworks) for these conditions. We aim to establish rigorous convergence results to theoretically analyze the methods we will develop for non-smooth optimization problems. Finally, we apply our developed algorithms to solve very large-scale optimization problems in application areas both traditional and new. We will demonstrate the usefulness of our optimization algorithms on novel large-scale applications in the synergistic domains of medical imaging, quantum computing, molecular dynamics, and deep learning. This project is funded by AFOSR.

Research

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?Natural norm? a posteriori error estimators for reduced basis approximations
We present a technique for the rapid and reliable prediction of linear-functional outputs of coercive and non-coercive linear elliptic partial differential equations with affine parameter dependence. The essential components are (i) rapidly convergent global reduced basis approximations ? (Galerkin) projection onto a space WN spanned by solutions of the governing partial differential equation at N judiciously selected points in parameter space; (ii) a posteriori error estimation ? relaxations of the error-residual equation that provide inexpensive yet sharp bounds for the error in the outputs of interest; and (iii) offline/online computational procedures ? methods which decouple the generation and projection stages of the approximation process. The operation count for the online stage ? in which, given a new parameter value, we calculate the output of interest and associated error bound ? depends only on N (typically very small) and the parametric complexity of the problem. In this paper we propose a new ?natural norm? formulation for our reduced basis error estimation framework that (a) greatly simplifies and improves our inf?sup lower bound construction (offline) and evaluation (online) ? a critical ingredient of our a posteriori error estimators; and (b) much better controls ? significantly sharpens ? our output error bounds, in particular (through deflation) for parameter values corresponding to nearly singular solution behavior. We apply the method to two illustrative problems a coercive Laplacian heat conduction problem ? which becomes singular as the heat transfer coefficient tends to zero; and a non-coercive Helmholtz acoustics problem ? which becomes singular as we approach resonance. In both cases, we observe very economical and sharp construction of the requisite natural-norm inf?sup lower bound; rapid convergence of the reduced basis approximation; reasonable effectivities (even for near-singular behavior) for our deflated output error estimators; and significant ? several order of magnitude ? (online) computational savings relative to standard finite element procedures.
A class of embedded discontinuous Galerkin methods for computational fluid dynamics
We present a class of embedded discontinuous Galerkin (EDG) methods for numerically solving the Euler equations and the Navier?Stokes equations. The essential ingredients are a local Galerkin projection of the underlying governing equations at the element level onto spaces of polynomials of degree k to parametrize the numerical solution in terms of the approximate trace, a judicious choice of the numerical flux to provide stability and consistency, and a global jump condition that weakly enforces the single-valuedness of the numerical flux to arrive at a global formulation in terms of the numerical trace. The EDG methods are thus obtained from the hybridizable discontinuous Galerkin (HDG) method by requiring the approximate trace to belong to smaller approximation spaces than the one in the HDG method. In the EDG methods, the numerical trace is taken to be continuous on a suitable collection of faces, thus resulting in an even smaller number of globally coupled degrees of freedom than in the HDG method. On the other hand, the EDG methods are no longer locally conservative. In the framework of convection?diffusion problems, this lack of local conservativity is reflected in the fact that the EDG methods do not provide the optimal convergence of the approximate gradient or the superconvergence for the scalar variable for diffusion-dominated problems as the HDG method does. However, since the HDG method does not display these properties in the convection-dominated regime, the EDG method becomes a reasonable alternative since it produces smaller algebraic systems than the HDG method. In fact, the resulting stiffness matrix has a similar sparsity pattern as that of the statically condensed continuous Galerkin (CG) method. The main advantage of the EDG methods is that they are generally more stable and robust than the CG method for solving convection-dominated problems. Numerical results are presented to illustrate the performance of the EDG methods. They confirm that, even though the EDG methods are not locally conservative, they are a viable alternative to the HDG method in the convection-dominated regime.
A high-order hybridizable discontinuous Galerkin method for elliptic interface problems
We present a high-order hybridizable discontinuous Galerkin method for solving elliptic interface problems in which the solution and gradient are nonsmooth because of jump conditions across the interface. The hybridizable discontinuous Galerkin method is endowed with several distinct characteristics. First, they reduce the globally coupled unknowns to the approximate trace of the solution on element boundaries, thereby leading to a significant reduction in the global degrees of freedom. Second, they provide, for elliptic problems with polygonal interfaces, approximations of all the variables that converge with the optimal order of k?+?1 in the L2(?)-norm where k denotes the polynomial order of the approximation spaces. Third, they possess some superconvergence properties that allow the use of an inexpensive element-by-element postprocessing to compute a new approximate solution that converges with order k?+?2. However, for elliptic problems with finite jumps in the solution across the curvilinear interface, the approximate solution and gradient do not converge optimally if the elements at the interface are isoparametric. The discrepancy between the exact geometry and the approximate triangulation near the curved interfaces results in lower order convergence. To recover the optimal convergence for the approximate solution and gradient, we propose to use superparametric elements at the interface.
A hybridizable discontinuous Galerkin method for both thin and 3D nonlinear elastic structures
We present a 3D hybridizable discontinuous Galerkin (HDG) method for nonlinear elasticity which can be efficiently used for thin structures with large deformation. The HDG method is developed for a three-field formulation of nonlinear elasticity and is endowed with a number of attractive features that make it ideally suited for thin structures. Regarding robustness, the method avoids a variety of locking phenomena such as membrane locking, shear locking, and volumetric locking. Regarding accuracy, the method yields optimal convergence for the displacements, which can be further improved by an inexpensive postprocessing. And finally, regarding efficiency, the only globally coupled unknowns are the degrees of freedom of the numerical trace on the interior faces, resulting in substantial savings in computational time and memory storage. This last feature is particularly advantageous for thin structures because the number of interior faces is typically small. In addition, we discuss the implementation of the HDG method with arc-length algorithms for phenomena such as snap-through, where the standard load incrementation algorithm becomes unstable. Numerical results are presented to verify the convergence and demonstrate the performance of the HDG method through simple analytical and popular benchmark problems in the literature.
A hybridizable discontinuous Galerkin method for computing nonlocal electromagnetic effects in three-dimensional metallic nanostructures
The interaction of light with metallic nanostructures produces a collective excitation of electrons at the metal surface, also known as surface plasmons. These collective excitations lead to resonances that enable the confinement of light in deep-subwavelength regions, thereby leading to large near-field enhancements. The simulation of plasmon resonances presents notable challenges. From the modeling perspective, the realistic behavior of conduction-band electrons in metallic nanostructures is not captured by Maxwell’s equations, thus requiring additional modeling. From the simulation perspective, the disparity in length scales stemming from the extreme field localization demands efficient and accurate numerical methods. In this paper, we develop the hybridizable discontinuous Galerkin (HDG) method to solve Maxwell’s equations augmented with the hydrodynamic model for the conduction-band electrons in noble metals. This method enables the efficient simulation of plasmonic nanostructures while accounting for the nonlocal interactions between electrons and the incident light. We introduce a novel postprocessing scheme to recover superconvergent solutions and demonstrate the convergence of the proposed HDG method for the simulation of a 2D gold nanowire and a 3D periodic annular nanogap structure. The results of the hydrodynamic model are compared to those of a simplified local response model, showing that differences between them can be significant at the nanoscale.
A hybridizable discontinuous Galerkin method for the incompressible Navier-Stokes equations
We present a hybridizable discontinuous Galerkin method for the numerical solution the incompressible Navier-Stokes equations. The method is devised by using the discontinuous Galerkin approximation with a special choice of the numerical traces and a fully implicit time-stepping method for temporal discretization. The HDG method possesses several unique features which distinguish themselves from other discontinuous Galerkin methods. First, it reduces the globally coupled unknowns to the approximate trace of the velocity and the mean of the pressure on element boundaries, thereby leading to a significant reduction in the degrees of freedom. Second, it allows for pressure, vorticity and stress boundary conditions to be prescribed on different parts of the boundary. Third, it provides, for smooth viscous-dominated problems, approximations of the velocity, pressure, and velocity gradient which converge with the optimal order of k+1 in the L2 norm, when polynomials of degree k ? 0 are used for all components of the approximate solution. And fourth, it displays superconvergence properties that allow us to use the above-mentioned optimal convergence properties to define an element-by-element postprocessing scheme to compute a new and better approximate velocity. Indeed, this new approximation is exactly divergence-free, H(div)-conforming, and converges with order k + 2 for k ? 1 and with order 1 for k = 0 in the L2 norm. We present extensive numerical results to demonstrate the accuracy and convergence properties of the method for a wide range of Reynolds numbers and for various polynomial degrees.
A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations
We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method.
A multiscale reduced-basis method for parametrized elliptic partial differential equations with multiple scales
We present a technique for solving parametrized elliptic partial differential equations with multiple scales. The technique is based on the combination of the reduced basis method [C. Prud?homme, D. Rovas, K. Veroy, Y. Maday, A.T. Patera, G. Turinici, Reliable real-time solution of parametrized partial differential equations reduced-basis output bound methods, Journal of Fluids Engineering 124 (1) (2002) 70?80] and the multiscale finite element method [T.Y. Hou, X.H. Wu, A multiscale finite element method for elliptic problems in composite materials and porous media, Journal of Computational Physics 134 (1) (1997) 169?189] to treat problems in which the differential coefficient is characterized by a large number of independent parameters. For the multiscale finite element method, a large number of cell problems has to be solved at the fine local mesh for each new configuration of the differential coefficient. In order to improve the computational efficiency of this method, we construct reduced basis spaces that are adapted to the local parameter dependence of the differential operator. The approximate solutions of the cell problems are computed accurately and efficiently via performing Galekin projection onto the reduced basis spaces and implementing the offline?online computational procedure. Therefore, a large number of similar computations at the fine local mesh can be carried out with lower computational cost for each new configuration of the differential coefficient. Numerical results are provided to demonstrate the accuracy and efficiency of the proposed approach.
A nested hybridizable discontinuous Galerkin method for computing second-harmonic generation in three-dimensional metallic nanostructures
We develop a nested hybridizable discontinuous Galerkin (HDG) method to numerically solve the Maxwell’s equations coupled with a hydrodynamic model for the conduction-band electrons in metals. The HDG method leverages static condensation to eliminate the degrees of freedom of the approximate solution defined in the elements, yielding a linear system in terms of the degrees of freedom of the approximate trace defined on the element boundaries. This article presents a computational method that relies on a degree-of-freedom reordering such that the HDG linear system accommodates an additional static condensation step to eliminate a large portion of the degrees of freedom of the approximate trace, thereby yielding a much smaller linear system. For the particular metallic structures considered in this article, the resulting linear system obtained by means of nested static condensations is a block tridiagonal system, which can be solved efficiently. We apply the nested HDG method to compute second harmonic generation on a triangular coaxial periodic nanogap structure. This nonlinear optics phenomenon features rapid field variations and extreme boundary-layer structures that span a wide range of length scales. Numerical results show that the ability to identify structures which exhibit resonances at ? and 2? is essential to excite the second harmonic response.
A nested hybridizable discontinuous Galerkin method for computing second-harmonic generation in three-dimensional metallic nanostructures
We develop a nested hybridizable discontinuous Galerkin (HDG) method to numerically solve the Maxwell’s equations coupled with a hydrodynamic model for the conduction-band electrons in metals. The HDG method leverages static condensation to eliminate the degrees of freedom of the approximate solution defined in the elements, yielding a linear system in terms of the degrees of freedom of the approximate trace defined on the element boundaries. This article presents a computational method that relies on a degree-of-freedom reordering such that the HDG linear system accommodates an additional static condensation step to eliminate a large portion of the degrees of freedom of the approximate trace, thereby yielding a much smaller linear system. For the particular metallic structures considered in this article, the resulting linear system obtained by means of nested static condensations is a block tridiagonal system, which can be solved efficiently. We apply the nested HDG method to compute second harmonic generation on a triangular coaxial periodic nanogap structure. This nonlinear optics phenomenon features rapid field variations and extreme boundary-layer structures that span a wide range of length scales. Numerical results show that the ability to identify structures which exhibit resonances at ? and 2? is essential to excite the second harmonic response.
A posteriori error estimation and basis adaptivity for reduced-basis approximation of nonaffine-parametrized linear elliptic partial differential equations
In this paper, we extend the earlier work [M. Barrault, Y. Maday, N. C. Nguyen, A.T. Patera, An ?empirical interpolation? method application to efficient reduced-basis discretization of partial differential equations, C.R. Acad. Sci. Paris, Serie I 339 (2004) 667?672; M.A. Grepl, Y. Maday, N.C. Nguyen, A.T. Patera, Efficient reduced-basis treatment of nonaffine and nonlinear partial differential equations, M2AN Math. Model. Numer. Anal. 41 (3) (2007) 575?605.] to provide a posteriori error estimation and basis adaptivity for reduced-basis approximation of linear elliptic partial differential equations with nonaffine parameter dependence. The essential components are (i) rapidly convergent reduced-basis approximations ? (Galerkin) projection onto a space spanned by N global hierarchical basis functions which are constructed from solutions of the governing partial differential equation at judiciously selected points in parameter space; (ii) stable and inexpensive interpolation procedures ? methods which allow us to replace nonaffine parameter functions with a coefficient-function expansion as a sum of M products of parameter-dependent coefficients and parameter-independent functions; (iii) a posteriori error estimation ? relaxations of the error-residual equation that provide inexpensive yet sharp error bounds for the error in the outputs of interest; (iv) optimal basis construction ? processes which make use of the error bounds as an inexpensive surrogate for the expensive true error to explore the parameter space in the quest for an optimal sampling set; and (v) offline/online computational procedures ? methods which decouple the generation and projection stages of the approximation process. The operation count for the online stage - in which, given a new parameter value, we calculate the output of interest and associated error bounds - depends only on N, M, and the affine parametric complexity of the problem; the method is thus ideally suited for repeated and reliable evaluation of input?output relationships in the many-query or real-time contexts.
A Time-Spectral Hybridizable Discontinuous Galerkin Method for Periodic Flow Problems
Numerical simulations of time-periodic flows are an essential design tool for a wide range of engineered systems, including jet engines, wind turbines and flapping wings. Conventional solvers for time-periodic flows are limited in accuracy and efficiency by the low-order Finite Volume and time-marching methods they typically employ. These methods introduce significant numerical dissipation in the simulated flow, and can require hundreds of timesteps to describe a periodic flow with only a few harmonic modes. However, recent developments in high-order methods and Fourier-based time discretizations present an opportunity to greatly improve computational performance. This thesis presents a novel Time-Spectral Hybridizable Discontinuous Galerkin (HDG) method for periodic flow problems, together with applications to flow through cascades and rotor/stator assemblies in aeronautical turbomachinery. The present work combines a Fourier-based Time-Spectral discretization in time with an HDG discretization in space, realizing the dual benefits of spectral accuracy in time and high-order accuracy in space. Low numerical dissipation and favorable stability properties are inherited from the high-order HDG method, together with a reduced number of globally coupled degrees of freedom compared to other DG methods. HDG provides a natural framework for treating boundary conditions, which is exploited in the development of a new high-order sliding mesh interface coupling technique for multiple-row turbomachinery problems.
Aircraft Charging and its Influence on Triggered Lightning
This paper reports on a laboratory experiment to study the effect of vehicle net charge on the inception of a positive leader from an aircraft exposed to high atmospheric electric fields. The experiment models the first stage of aircraft-triggered lightning in which a positive leader typically develops from the vehicle and is shortly afterwards followed by a negative leader. This mechanism of lightning initiation amounts to around 90 percent of strikes to aircraft. Aircraft can acquire net charge levels of the order of a millicoulomb from a number of sources including corona emission, charged particles in the engine exhaust, and charge transfer by collisions with particles in the atmosphere. In addition, aircraft could potentially be artificially charged through controlled charge emission from the surface. Experiments were performed on a model aircraft with a 1m wingspan, which was suspended between two parallel electrodes in a 1.45m gap with voltage difference of a few hundred kilovolts applied across it. In this configuration, it is found that the breakdown field can vary by as much as 30 percent for the range of charging levels tested. The experimental results show agreement with an electrostatic model of leader initiation from aircraft, and the model indicates that the effect can be substantially stronger if additional negative charge is added to the aircraft. The results from this work suggest that flying uncharged is not optimal in terms of lightning avoidance and open up the possibility of developing risk-reduction strategies based on net charge control.
An efficient reduced-order modeling approach for non-linear parametrized partial differential equations
We present hybridizable discontinuous Galerkin methods for solving steady and time-dependent partial differential equations (PDEs) in continuum mechanics. The essential ingredients are a local Galerkin projection of the underlying PDEs at the element level onto spaces of polynomials of degree k to parametrize the numerical solution in terms of the numerical trace; a judicious choice of the numerical flux to provide stability and consistency; and a global jump condition that enforces the continuity of the numerical flux to arrive at a global weak formulation in terms of the numerical trace. The HDG methods are fully implicit, high-order accurate and endowed with several unique features which distinguish themselves from other discontinuous Galerkin methods. First, they reduce the globally coupled unknowns to the approximate trace of the solution on element boundaries, thereby leading to a significant reduction in the degrees of freedom. Second, they provide, for smooth viscous-dominated problems, approximations of all the variables which converge with the optimal order of k + 1 in the L2-norm. Third, they possess some superconvergence properties that allow us to define inexpensive element-by-element postprocessing procedures to compute a new approximate solution which may converge with higher order than the original solution. And fourth, they allow for a novel and systematic way for imposing boundary conditions for the total stress, viscous stress, vorticity and pressure which are not naturally associated with the weak formulation of the methods. In addition, they possess other interesting properties for specific problems. Their approximate solution can be postprocessed to yield an exactly divergence-free and H(div)-conforming velocity field for incompressible flows. They do not exhibit volumetric locking for nearly incompressible solids. We provide extensive numerical results to illustrate their distinct characteristics and compare their performance with that of continuous Galerkin methods.
An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations
We present an empirical interpolation and model-variance reduction method for the fast and reliable computation of statistical outputs of parametrized stochastic elliptic partial differential equations. Our method consists of three main ingredients (1) the real-time computation of reduced basis (RB) outputs approximating high-fidelity outputs computed with the hybridizable discontinuous Galerkin (HDG) discretization; (2) the empirical interpolation for an efficient offline-online decoupling of the parametric and stochastic influence; and (3) a multilevel variance reduction method that exploits the statistical correlation between the low-fidelity approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the RB approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the RB approximations and the size of Monte Carlo samples to achieve a given error tolerance. In addition, we extend the method to compute estimates for the gradients of the statistical outputs. The proposed method is particularly useful for stochastic optimization problems where many evaluations of the objective function and its gradient are required.
An explicit hybridizable discontinuous Galerkin method for the acoustic wave equation
We present an explicit hybridizable discontinuous Galerkin (HDG) method for numerically solving the acoustic wave equation. The method is fully explicit, high-order accurate in both space and time, and coincides with the classic discontinuous Galerkin (DG) method with upwinding fluxes for a particular choice of its stabilization function. This means that it has the same computational complexity as other explicit DG methods. However, just as its implicit version, it provides optimal convergence of order for all the approximate variables including the gradient of the solution, and, when the time-stepping method is of order , it displays a superconvergence property which allow us, by means of local postprocessing, to obtain new improved approximations of the scalar field variables at any time levels for which an enhanced accuracy is required. In particular, the new approximations converge with order in the L2 norm for. These properties do not hold for all numerical fluxes. Indeed, our results show that, when the HDG numerical flux is replaced by the Lax?Friedrichs flux, the above-mentioned superconvergence properties are lost, although some are recovered when the Lax?Friedrichs flux is used only in the interior of the domain. Finally, we extend the explicit HDG method to treat the wave equation with perfectly matched layers. We provide numerical examples to demonstrate the performance of the proposed method.
An implicit high-order hybridizable discontinuous Galerkin method for linear convection-diffusion equations
We present a hybridizable discontinuous Galerkin method for the numerical solution of steady and time-dependent linear convection?diffusion equations. We devise the method as follows. First, we express the approximate scalar variable and corresponding flux within each element in terms of an approximate trace of the scalar variable along the element boundary. We then define a unique value for the approximate trace by enforcing the continuity of the normal component of the flux across the element boundary; a global equation system solely in terms of the approximate trace is thus obtained. The high number of globally coupled degrees of freedom in the discontinuous Galerkin approximation is therefore significantly reduced. If the problem is time-dependent, we discretize the time derivative by means of backward difference formulae. This results in efficient schemes capable of producing high-order accurate solutions in space and time. Indeed, when the time-marching method is th order accurate and when polynomials of degree p are used to represent the scalar variable, the flux and the approximate trace, we observe that the approximations for the scalar variable, the flux and the trace of the scalar variable converge with the optimal order of p+1 in the L2 norm. Finally, we introduce a simple element-by-element postprocessing scheme to obtain new approximations of the flux and the scalar variable. The new approximate flux, which has a continuous inter-element normal component, is shown to converge with order p+1. The new approximate scalar variable is shown to converge with order p+2. For the time-dependent case, the postprocessing does not need to be applied at each time-step but only at the times for which an enhanced solution is required. Moreover, the postprocessing procedure is less expensive than the solution procedure, since it is performed at the element level. Extensive numerical results are presented to demonstrate the convergence properties of the method.
An implicit high-order hybridizable discontinuous Galerkin method for nonlinear convection-diffusion equations
In this paper, we present hybridizable discontinuous Galerkin methods for the numerical solution of steady and time-dependent nonlinear convection?diffusion equations. The methods are devised by expressing the approximate scalar variable and corresponding flux in terms of an approximate trace of the scalar variable and then explicitly enforcing the jump condition of the numerical fluxes across the element boundary. Applying the Newton?Raphson procedure and the hybridization technique, we obtain a global equation system solely in terms of the approximate trace of the scalar variable at every Newton iteration. The high number of globally coupled degrees of freedom in the discontinuous Galerkin approximation is therefore significantly reduced. We then extend the method to time-dependent problems by approximating the time derivative by means of backward difference formulae. When the time-marching method is p+1 order accurate and when polynomials of degree p are used to represent the scalar variable, each component of the flux and the approximate trace, we observe that the approximations for the scalar variable and the flux converge with the optimal order of p+1 in the L2 norm. Finally, we apply element-by-element postprocessing schemes to obtain new approximations of the flux and the scalar variable. The new approximate flux, which has a continuous interelement normal component, is shown to converge with order p+1 in the L2 norm. The new approximate scalar variable is shown to converge with order p+2 in the L2 norm. The postprocessing is performed at the element level and is thus much less expensive than the solution procedure. For the time-dependent case, the postprocessing does not need to be applied at each time step but only at the times for which an enhanced solution is required. Extensive numerical results are provided to demonstrate the performance of the present method.
An implicit high-order hybridizable discontinuous Galerkin method for the incompressible Navier-Stokes equations
We present an implicit high-order hybridizable discontinuous Galerkin method for the steady-state and time-dependent incompressible Navier?Stokes equations. The method is devised by using the discontinuous Galerkin discretization for a velocity gradient-pressure?velocity formulation of the incompressible Navier?Stokes equations with a special choice of the numerical traces. The method possesses several unique features which distinguish itself from other discontinuous Galerkin methods. First, it reduces the globally coupled unknowns to the approximate trace of the velocity and the mean of the pressure on element boundaries, thereby leading to a significant reduction in the degrees of freedom. Moreover, if the augmented Lagrangian method is used to solve the linearized system, the globally coupled unknowns become the approximate trace of the velocity only. Second, it provides, for smooth viscous-dominated problems, approximations of the velocity, pressure, and velocity gradient which converge with the optimal order of k + 1 in the L2-norm, when polynomials of degree k?0 are used for all components of the approximate solution. And third, it displays superconvergence properties that allow us to use the above-mentioned optimal convergence properties to define an element-by-element postprocessing scheme to compute a new and better approximate velocity. Indeed, this new approximation is exactly divergence-free, H (div)-conforming, and converges with order k + 2 for k ? 1 and with order 1 for k = 0 in the L2-norm. Moreover, a novel and systematic way is proposed for imposing boundary conditions for the stress, viscous stress, vorticity and pressure which are not naturally associated with the weak formulation of the method. This can be done on different parts of the boundary and does not result in the degradation of the optimal order of convergence properties of the method. Extensive numerical results are presented to demonstrate the convergence and accuracy properties of the method for a wide range of Reynolds numbers and for various polynomial degrees.
Charge Control Strategy for Aircraft-Triggered Lightning Strike Risk Reduction
We propose a charge control strategy to reduce the risk of an aircraft-triggered lightning strike that exploits the asymmetry between the positive and negative ends of the bidirectional leader development, which is the first phase of an aircraft-initiated lightning event. Because positive leaders are initiated and can propagate in lower fields than negative leaders, in general, a positive leader would occur first. During propagation of the positive leader, initiation of the negative leader is favored through the removal of positive charge from the aircraft. Based on this well-accepted bidirectional leader theory, we propose hindering the initiation of the positive leader by charging the aircraft to a negative level, selected to ensure that a negative leader will not form. Although not observed so far, a negative leader could be initiated first if the field enhancement at the negative end were much greater than at the positive end. In this situation, the biasing of the aircraft should be to positive levels. More generally, we propose that the optimum level of aircraft charging is that which makes both leaders equally unlikely. We present a theoretical study of the effectiveness of the strategy for an ellipsoidal fuselage as well as the geometry of a Falcon aircraft. The practical implementation, including the necessary sensors and actuators, is also discussed.
Computational study of glow corona discharge in wind: Biased conductor
Corona discharges in flowing gas are of technological significance for a wide range of applications, ranging from plasma reactors to lightning protection systems. Numerous experimental studies of corona discharges in wind have confirmed the strong influence of wind on the corona current. Many of these studies report global electrical characteristics of the gaseous discharge but do not present details of the spatial structure of the potential field and charge distribution. Numerical simulation can help clarify the role of wind on the ion redistribution and the electric field shielding. In this work, we propose a methodology to solve numerically for the drift region of a DC glow corona using the usual approach of collapsing the ionization region to the electrode surface, but allowing for strong inhomogeneities in the electrical and flow setup. Numerical results for a grounded wire in the presence of an ambient electric field and wind are presented. The model predicts that the effect of the wind is to reduce the extension of the corona over the wire and to shift the center of the ion distribution upstream of the flow. In addition, we find that, even though the near-surface ion distribution is strongly affected by the ion injection law used, the current characteristics and the far field solution remain pretty much unaffected.
Computing parametrized solutions for plasmonic nanogap structures
The interaction of electromagnetic waves with metallic nanostructures generates resonant oscillations of the conduction-band electrons at the metal surface. These resonances can lead to large enhancements of the incident field and to the confinement of light to small regions, typically several orders of magnitude smaller than the incident wavelength. The accurate prediction of these resonances entails several challenges. Small geometric variations in the plasmonic structure may lead to large variations in the electromagnetic field responses. Furthermore, the material parameters that characterize the optical behavior of metals at the nanoscale need to be determined experimentally and are consequently subject to measurement errors. It then becomes essential that any predictive tool for the simulation and design of plasmonic structures accounts for fabrication tolerances and measurement uncertainties. In this paper, we develop a reduced order modeling framework that is capable of real-time accurate electromagnetic responses of plasmonic nanogap structures for a wide range of geometry and material parameters. The main ingredients of the proposed method are (i) the hybridizable discontinuous Galerkin method to numerically solve the equations governing electromagnetic wave propagation in dielectric and metallic media, (ii) a reference domain formulation of the time-harmonic Maxwell’s equations to account for arbitrary geometry variations; and (iii) proper orthogonal decomposition and empirical interpolation techniques to construct an efficient reduced model. To demonstrate effectiveness of the models developed, we analyze geometry sensitivities and explore optimal designs of a 3D periodic coaxial nanogap structure.
Corona Discharge in Wind for Electrically Isolated Electrodes
For various problems in atmospheric electricity it is necessary to understand the behavior of corona discharge in wind. Prior work considers grounded electrode systems, of relevance for earthed towers, trees, or windmills subjected to thunderstorms fields. In this configuration, the effect of wind is to remove the shielding ions from the coronating electrode vicinity strengthening the corona and increasing its current. There are a number of cases, such as isolated wind turbine blades or airborne vehicles, that are not completely represented by the available models and experiments. This paper focuses on electrode systems that are electrically isolated from their environment and reports on a wind tunnel campaign and accompanying theoretical work. In this configuration, there are two competing effects the removal of the shielding ions by the wind, strengthening the corona, and the electrode system charging negatively for positive corona with respect to its environment, weakening the corona. This leads to three different operating regimes, namely, for positions that favor ion recapture, charging is limited and current increases with wind as in the classical scaling, for positions that favor ion transport by the wind, the system charges negatively and the current decreases with wind, for the later configuration, as wind increases, the current can vanish and the system potential saturates. The results from this work demonstrate that classical scaling laws of corona discharge in wind do not necessarily apply for isolated electrodes and illustrate the feasibility of using a glow corona in wind for controlled charging of a floating body.
Entropy-stable hybridized discontinuous Galerkin methods for the compressible Euler and Navier-Stokes equations
In the spirit of making high-order discontinuous Galerkin (DG) methods more competitive, researchers have developed the hybridized DG methods, a class of discontinuous Galerkin methods that generalizes the Hybridizable DG (HDG), the Embedded DG (EDG) and the Interior Embedded DG (IEDG) methods. These methods are amenable to hybridization (static condensation) and thus to more computationally efficient implementations. Like other high-order DG methods, however, they may suffer from numerical stability issues in under-resolved fluid flow simulations. In this spirit, we introduce the hybridized DG methods for the compressible Euler and Navier-Stokes equations in entropy variables. Under a suitable choice of the numerical flux, the scheme can be shown to be entropy stable and satisfy the Second Law of Thermodynamics in an integral sense. The performance and robustness of the proposed family of schemes are illustrated through a series of steady and unsteady flow problems in subsonic, transonic, and supersonic regimes. The hybridized DG methods in entropy variables show the optimal accuracy order given by the polynomial approximation space, and are significantly superior to their counterparts in conservation variables in terms of stability and robustness, particularly for under-resolved and shock flows.
Fabrication-Adaptive Optimization with an Application to Photonic Crystal Design
It is often the case that the computed optimal solution of an optimization problem cannot be implemented directly, irrespective of data accuracy, because of either (i) technological limitations (such as physical tolerances of machines or processes), (ii) the deliberate simplification of a model to keep it tractable (by ignoring certain types of constraints that pose computational difficulties), and/or (iii) human factors (getting people to ?do? the optimal solution). Motivated by this observation, we present a modeling paradigm called ?fabrication-adaptive optimization? for treating issues of implementation/fabrication. We develop computationally focused theory and algorithms, and we present computational results for incorporating considerations of implementation/fabrication into constrained optimization problems that arise in photonic crystal design. The fabrication-adaptive optimization framework stems from the robust regularization of a function. When the feasible region is not a normed space (as typically encountered in application settings), the fabrication-adaptive optimization framework typically yields a nonconvex optimization problem. (In the special case where the feasible region is a finite-dimensional normed space, we show that fabrication-adaptive optimization can be recast as an instance of modern robust optimization.) We study a variety of problems with special structures on functions, feasible regions, and norms for which computation is tractable and develop an algorithmic scheme for solving these problems in spite of the challenges of nonconvexity. We apply our methodology to compute fabrication-adaptive designs of two-dimensional photonic crystals with a variety of prescribed features.
Functional Regression for State Prediction Using Linear PDE Models and Observations
Partial differential equations (PDEs) are commonly used to model a wide variety of physical phenomena. A PDE model of a physical problem is typically described by conservation laws, constitutive laws, material properties, boundary conditions, boundary data, and geometry. In most practical applications, however, the PDE model is only an approximation to the real physical problem due to both (i) the deliberate mathematical simplification of the model to keep it tractable and (ii) the inherent uncertainty of the physical parameters. In such cases, the PDE model may not produce a good prediction of the true state of the underlying physical problem. In this paper, we introduce a functional regression method that incorporates observations into a deterministic linear PDE model to improve its prediction of the true state. Our method is devised as follows. First, we augment the PDE model with a random Gaussian functional which serves to represent various sources of uncertainty in the model. We next derive a linear regression model for the Gaussian functional by utilizing observations and adjoint states. This allows us to determine the posterior distribution of the Gaussian functional and the posterior distribution for our estimate of the true state. Furthermore, we consider the problem of experimental design in this setting, wherein we develop an algorithm for designing experiments to efficiently reduce the variance of our state estimate. We provide several examples from the heat conduction, the convection-diffusion equation, and the reduced wave equation, all of which demonstrate the performance of the proposed methodology.
Gaussian functional regression for linear partial differential equations
In this paper, we present a new statistical approach to the problem of incorporating experimental observations into a mathematical model described by linear partial differential equations (PDEs) to improve the prediction of the state of a physical system. We augment the linear PDE with a functional that accounts for the uncertainty in the mathematical model and is modeled as a Gaussian process. This gives rise to a stochastic PDE which is characterized by the Gaussian functional. We develop a Gaussian functional regression method to determine the posterior mean and covariance of the Gaussian functional, thereby solving the stochastic PDE to obtain the posterior distribution for our prediction of the physical state. Our method has the following features which distinguish itself from other regression methods. First, it incorporates both the mathematical model and the observations into the regression procedure. Second, it can handle the observations given in the form of linear functionals of the field variable. Third, the method is non-parametric in the sense that it provides a systematic way to optimally determine the prior covariance operator of the Gaussian functional based on the observations. Fourth, it provides the posterior distribution quantifying the magnitude of uncertainty in our prediction of the physical state. We present numerical results to illustrate these features of the method and compare its performance to that of the standard Gaussian process regression.
High-Contrast Infrared Absorption Spectroscopy via Mass-Produced Coaxial Zero-Mode Resonators with Sub-10 nm Gaps
We present a wafer-scale array of resonant coaxial nanoapertures as a practical platform for surface-enhanced infrared absorption spectroscopy (SEIRA). Coaxial nanoapertures with sub-10 nm gaps are fabricated via photolithography, atomic layer deposition of a sacrificial Al2O3 layer to define the nanogaps, and planarization via glancing-angle ion milling. At the zeroth-order Fabry-Perot resonance condition, our coaxial apertures act as a ?zero-mode resonator (ZMR)?, efficiently funneling as much as 34 percent of incident infrared (IR) light along 10 nm annular gaps. After removing Al2O3 in the gaps and inserting silk protein, we can couple the intense optical fields of the annular nanogap into the vibrational modes of protein molecules. From 7 nm gap ZMR devices coated with a 5 nm thick silk protein film, we observe high-contrast IR absorbance signals drastically suppressing 58 percent of the transmitted light and infer a strong IR absorption enhancement factor of 104?105. These single nanometer gap ZMR devices can be mass-produced via batch processing and offer promising routes for broad applications of SEIRA.
High-throughput fabrication of resonant metamaterials with ultrasmall coaxial apertures via atomic layer lithography
We combine atomic layer lithography and glancing-angle ion polishing to create wafer-scale metamaterials composed of dense arrays of ultrasmall coaxial nanocavities in gold films. This new fabrication scheme makes it possible to shrink the diameter and increase the packing density of 2 nm-gap coaxial resonators, an extreme subwavelength structure first manufactured via atomic layer lithography, both by a factor of 100 with respect to previous studies. We demonstrate that the nonpropagating zeroth-order Fabry-Perot mode, which possesses slow light-like properties at the cutoff resonance, traps infrared light inside 2 nm gaps (gap volume ? 3/106). Notably, the annular gaps cover only 3 percent or less of the metal surface, while open-area normalized transmission is as high as 1700 percent at the epsilon-near-zero (ENZ) condition. The resulting energy accumulation alongside extraordinary optical transmission can benefit applications in nonlinear optics, optical trapping, and surface-enhanced spectroscopies. Furthermore, because the resonance wavelength is independent of the cavity length and dramatically red shifts as the gap size is reduced, large-area arrays can be constructed with resonance period, making this fabrication method ideal for manufacturing resonant metamaterials.
Hybridizable discontinuous Galerkin methods for partial differential equations in continuum mechanics
We present hybridizable discontinuous Galerkin methods for solving steady and time-dependent partial differential equations (PDEs) in continuum mechanics. The essential ingredients are a local Galerkin projection of the underlying PDEs at the element level onto spaces of polynomials of degree k to parametrize the numerical solution in terms of the numerical trace; a judicious choice of the numerical flux to provide stability and consistency; and a global jump condition that enforces the continuity of the numerical flux to arrive at a global weak formulation in terms of the numerical trace. The HDG methods are fully implicit, high-order accurate and endowed with several unique features which distinguish themselves from other discontinuous Galerkin methods. First, they reduce the globally coupled unknowns to the approximate trace of the solution on element boundaries, thereby leading to a significant reduction in the degrees of freedom. Second, they provide, for smooth viscous-dominated problems, approximations of all the variables which converge with the optimal order of k + 1 in the L2-norm. Third, they possess some superconvergence properties that allow us to define inexpensive element-by-element postprocessing procedures to compute a new approximate solution which may converge with higher order than the original solution. And fourth, they allow for a novel and systematic way for imposing boundary conditions for the total stress, viscous stress, vorticity and pressure which are not naturally associated with the weak formulation of the methods. In addition, they possess other interesting properties for specific problems. Their approximate solution can be postprocessed to yield an exactly divergence-free and H(div)-conforming velocity field for incompressible flows. They do not exhibit volumetric locking for nearly incompressible solids. We provide extensive numerical results to illustrate their distinct characteristics and compare their performance with that of continuous Galerkin methods.
Hybridizable discontinuous Galerkin methods for partial differential equations in continuum mechanics
We present hybridizable discontinuous Galerkin methods for solving steady and time-dependent partial differential equations (PDEs) in continuum mechanics. The essential ingredients are a local Galerkin projection of the underlying PDEs at the element level onto spaces of polynomials of degree k to parametrize the numerical solution in terms of the numerical trace; a judicious choice of the numerical flux to provide stability and consistency; and a global jump condition that enforces the continuity of the numerical flux to arrive at a global weak formulation in terms of the numerical trace. The HDG methods are fully implicit, high-order accurate and endowed with several unique features which distinguish themselves from other discontinuous Galerkin methods. First, they reduce the globally coupled unknowns to the approximate trace of the solution on element boundaries, thereby leading to a significant reduction in the degrees of freedom. Second, they provide, for smooth viscous-dominated problems, approximations of all the variables which converge with the optimal order of k + 1 in the L2-norm. Third, they possess some superconvergence properties that allow us to define inexpensive element-by-element postprocessing procedures to compute a new approximate solution which may converge with higher order than the original solution. And fourth, they allow for a novel and systematic way for imposing boundary conditions for the total stress, viscous stress, vorticity and pressure which are not naturally associated with the weak formulation of the methods. In addition, they possess other interesting properties for specific problems. Their approximate solution can be postprocessed to yield an exactly divergence-free and H(div)-conforming velocity field for incompressible flows. They do not exhibit volumetric locking for nearly incompressible solids. We provide extensive numerical results to illustrate their distinct characteristics and compare their performance with that of continuous Galerkin methods.
Implicit hybridized discontinuous Galerkin methods for compressible magnetohydrodynamics
We present hybridized discontinuous Galerkin (HDG) methods for ideal and resistive compressible magnetohydrodynamics (MHD). The HDG methods are fully implicit, high-order accurate and endowed with a unique feature which distinguishes themselves from other discontinuous Galerkin (DG) methods. In particular, they reduce the globally coupled unknowns to the approximate trace of the solution on element boundaries, thereby resulting in considerably smaller global degrees of freedom than other DG methods. Furthermore, we develop a shock capturing method to deal with shocks by appropriately adding artificial bulk viscosity, molecular viscosity, thermal conductivity, and electric resistivity to the physical viscosities in the MHD equations. We show the optimal convergence of the HDG methods for ideal MHD problems and validate our resistive implementation for a magnetic reconnection problem. For smooth problems, we observe that employing a generalized Lagrange multiplier (GLM) formulation can reduce the errors in the divergence of the magnetic field by two orders of magnitude. We demonstrate the robustness of our shock capturing method on a number of test cases and compare our results, both qualitatively and quantitatively, with other MHD solvers. For shock problems, we observe that an effective treatment of both the shock wave and the divergence-free constraint is crucial to ensuring numerical stability.
Implicit large-eddy simulation of compressible flows using the Interior Embedded Discontinuous Galerkin method
We present a high-order implicit large-eddy simulation (ILES) approach for simulating transitional turbulent flows. The approach consists of an Interior Embedded Discontinuous Galerkin (IEDG) method for the discretization of the compressible Navier-Stokes equations and a parallel preconditioned Newton-GMRES solver for the resulting nonlinear system of equations. The IEDG method arises from the marriage of the Embedded Discontinuous Galerkin (EDG) method and the Hybridizable Discontinuous Galerkin (HDG) method. As such, the IEDG method inherits the advantages of both the EDG method and the HDG method to make itself well-suited for turbulence simulations. We propose a minimal residual Newton algorithm for solving the nonlinear system arising from the IEDG discretization of the Navier-Stokes equations. The preconditioned GMRES algorithm is based on a restricted additive Schwarz (RAS) preconditioner in conjunction with a block incomplete LU factorization at the subdomain level. The proposed approach is applied to the ILES of transitional turbulent flows over a NACA 65-(18)10 compressor cascade at Reynolds number 250,000 in both design and off-design conditions. The high-order ILES results show good agreement with a subgrid-scale LES model discretized with a second-order finite volume code while using significantly less degrees of freedom. This work shows that high-order accuracy is key for predicting transitional turbulent flows without a SGS model.
Large-Eddy Simulation of Transonic Buffet Using Matrix-Free Discontinuous Galerkin Method
We present an implicit large-eddy simulation of transonic buffet over the OAT15A supercritical airfoil at Mach number 0.73, angle of attack 3.5 degrees, and Reynolds number 3 millions. The simulation is performed using a matrix-free discontinuous Galerkin (DG) method and a diagonally implicit Runge-Kutta scheme on graphics processor units. We propose a Jacobian-free Newton-Krylov method to solve nonlinear systems arising from the discretization of the Navier?Stokes equations. The method successfully predicts the buffet onset, the buffet frequency, and turbulence statistics owing to the high-order DG discretization and an efficient mesh refinement for the laminar and turbulent boundary layers. A number of physical phenomena present in the experiment are captured in our simulation, including periodical low-frequency oscillations of shock wave in the streamwise direction, strong shear layer detached from the shock wave due to shock-wave/boundary-layer interaction and small-scale structures broken down by the shear-layer instability in the transition region, and shock-induced flow separation. The pressure coefficient, the root mean square of the fluctuating pressure, and the streamwise range of the shock wave oscillation agree well with the experimental data. The results suggest that the proposed method can accurately predict the onset of turbulence and buffet phenomena at high Reynolds numbers without a subgrid scale model or a wall model.
Multiscale Modeling of Streamers: High-Fidelity Versus Computationally Efficient Methods
2D axisymmetric streamer model is presented, using the fluid drift-diffusion approx- imation and the Hyridizable Discontinuous Galerkin (HDG) numerical method for spatial discretization. Numerical verification of the newly developed code is performed against the literature, demonstrating very good agreement with state-of-the-art codes, and results are presented for single-filament streamers using a plate-to-plate geometry, both with and without photoionization. Full-physics numerical models, such as the one presented, are computationally costly and not prone to parametrically studying streamers. Reduced order models of streamers are of interest to quantitatively relate streamer macroscopic parameters, but they need to be compared to higher-fidelity models to demonstrate their validity. In this contribution, the macroscopic parameter streamer model recently developed by our group is validated against the higher-fidelity model. The macroscopic parameter streamer model is based on the results of a reduced-order 1.5D quasi-steady model (i.e., 1D solution of the species continuity equations, 2D solution of Poisson equation, solved in the reference frame of the streamer). The comparison shows that the general trends captured by the macroscopic model, in terms of radius, speed, tip electric field and channel electric field relations, are in agreement with the results of the higher-fidelity simulations and limitations of the predictions are discussed.
Reduced basis approximation and a posteriori error estimation for the parametrized unsteady Boussinesq equations
In this paper we present reduced basis (RB) approximations and associated rigorous a posteriori error bounds for the parametrized unsteady Boussinesq equations. The essential ingredients are Galerkin projection onto a low-dimensional space associated with a smooth parametric manifold ? to provide dimension reduction; an efficient proper orthogonal decomposition?Greedy sampling method for identification of optimal and numerically stable approximations ? to yield rapid convergence; accurate (online) calculation of the solution-dependent stability factor by the successive constraint method ? to quantify the growth of perturbations/residuals in time; rigorous a posteriori bounds for the errors in the RB approximation and associated outputs ? to provide certainty in our predictions; and an offline?online computational decomposition strategy for our RB approximation and associated error bound ? to minimize marginal cost and hence achieve high performance in the real-time and many-query contexts. The method is applied to a transient natural convection problem in a two-dimensional “complex” enclosure ? a square with a small rectangle cutout ? parametrized by Grashof number and orientation with respect to gravity. Numerical results indicate that the RB approximation converges rapidly and that furthermore the (inexpensive) rigorous a posteriori error bounds remain practicable for parameter domains and final times of physical interest.
Reduced-basis method for the iterative solution of parametrized symmetric positive-definite linear systems
We present a class of reduced basis (RB) methods for the iterative solution of parametrized symmetric positive-definite (SPD) linear systems. The essential ingredients are a Galerkin projection of the underlying parametrized system onto a reduced basis space to obtain a reduced system; an adaptive greedy algorithm to efficiently determine sampling parameters and associated basis vectors; an offline-online computational procedure and a multi-fidelity approach to decouple the construction and application phases of the reduced basis method; and solution procedures to employ the reduced basis approximation as a stand-alone iterative solver or as a preconditioner in the conjugate gradient method. We present numerical examples to demonstrate the performance of the proposed methods in comparison with multigrid methods. Numerical results show that, when applied to solve linear systems resulting from discretizing the Poisson’s equations, the speed of convergence of our methods matches or surpasses that of the multigrid-preconditioned conjugate gradient method, while their computational cost per iteration is significantly smaller providing a feasible alternative when the multigrid approach is out of reach due to timing or memory constraints for large systems. Moreover, numerical results verify that this new class of reduced basis methods, when applied as a stand-alone solver or as a preconditioner, is capable of achieving the accuracy at the level of the truth approximation which is far beyond the RB level.
Terahertz and infrared nonlocality and field saturation in extreme-scale nanoslits
Partial differential equations (PDEs) are commonly used to model a wide variety of physical phenomena. A PDE model of a physical problem is typically described by conservation laws, constitutive laws, material properties, boundary conditions, boundary data, and geometry. In most practical applications, however, the PDE model is only an approximation to the real physical problem due to both (i) the deliberate mathematical simplification of the model to keep it tractable and (ii) the inherent uncertainty of the physical parameters. In such cases, the PDE model may not produce a good prediction of the true state of the underlying physical problem. In this paper, we introduce a functional regression method that incorporates observations into a deterministic linear PDE model to improve its prediction of the true state. Our method is devised as follows. First, we augment the PDE model with a random Gaussian functional which serves to represent various sources of uncertainty in the model. We next derive a linear regression model for the Gaussian functional by utilizing observations and adjoint states. This allows us to determine the posterior distribution of the Gaussian functional and the posterior distribution for our estimate of the true state. Furthermore, we consider the problem of experimental design in this setting, wherein we develop an algorithm for designing experiments to efficiently reduce the variance of our state estimate. We provide several examples from the heat conduction, the convection-diffusion equation, and the reduced wave equation, all of which demonstrate the performance of the proposed methodology.
Accelerated First-Order Methods in Simulations and Optimizations
We develop new computational methods and new theoretical analysis for important classes of large-scale simulation and soptimization problems arising in a variety of areas in engineering, science, data science, and applied mathematics. Towards this goal, we will develop and analyze new classes of principled first-order methods (FOMs) that are adapted to deal with the lack of smoothness of the objective function and/or the feasible domain. FOMs are appealing in several ways, as they need only work with gradients, they enjoy reasonably fast convergence, and they scale well in problem dimensions. These features make them suitable for truly large-scale applications, where the objective function is a sum (or average) of a huge number of component functions and the dimension of the optimization variable is huge. However, many existing state-of-the-art FOMs suffer from much slower convergence for a wide range of non-smooth problems. Indeed, without the smoothness condition, traditional FOMs and their accelerated versions do not converge either theoretically or empirically. The development of FOMs with improved and guaranteed convergence rates for solving non-smooth problems will not only advance theory but also broaden the scope of applicability of FOMs to important applications. The proposed research aims to discover new curvature or other mathematical structure conditions (beyond the smoothness condition traditionally required by FOMs) and accordingly, develop new first-order methods (or frameworks) for these conditions. We aim to establish rigorous convergence results to theoretically analyze the methods we will develop for non-smooth optimization problems. Finally, we apply our developed algorithms to solve very large-scale optimization problems in application areas both traditional and new. We will demonstrate the usefulness of our optimization algorithms on novel large-scale applications in the synergistic domains of medical imaging, quantum computing, molecular dynamics, and deep learning. This project is funded by AFOSR.

Publications

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(2022). A dissimilar non-matching HDG discretization for Stokes flows. Computer Methods in Applied Mechanics and Engineering 399, 115292.

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(2022). Implicit Large eddy simulation of hypersonic boundary-layer transition for a flared cone. AIAA Scitech 2023 Forum.

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(2022). Large-Eddy Simulation of Transonic Buffet Using Matrix-Free Discontinuous Galerkin Method. AIAA Journal 60(5), 3060-3077.

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(2022). Multiscale Modeling of Streamers: High-Fidelity Versus Computationally Efficient Methods. AIAA SCITECH 2022 Forum, 2124.

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(2022). Symplectic Hamiltonian finite element methods for electromagnetics. Computer Methods in Applied Mechanics and Engineering 396, 114969.

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(2021). A nested hybridizable discontinuous Galerkin method for computing second-harmonic generation in three-dimensional metallic nanostructures. Journal of Computational Physics 429, 110000.

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(2021). An HDG method for dissimilar meshes. IMA Journal of Numerical Analysis 42(2), 1665-1699.

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(2021). Symplectic Hamiltonian finite element methods for linear elastodynamics. Computer Methods in Applied Mechanics and Engineering 381, 113843.

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(2020). Aircraft Charging and its Influence on Triggered Lightning. Journal of Geophysical Research Atmospheres 125(1), e2019JD031245.

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(2020). Controlled Electric Charging of an Aircraft in Flight using Corona Discharge. AIAA Scitech 2020 Forum, 1887.

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(2020). Corona Discharge in Wind for Electrically Isolated Electrodes. Journal of Geophysical Research Atmospheres 125(16), e2020JD032908.

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(2020). GPU-accelerated Large Eddy Simulation of Hypersonic Flows. AIAA Scitech 2020 Forum, 1062.

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(2020). Implicit hybridized discontinuous Galerkin methods for compressible magnetohydrodynamics. Journal of Computational Physics X 5, 100042.

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(2020). Terahertz and infrared nonlocality and field saturation in extreme-scale nanoslits. Opt. Express 28(6), 8701-8715.

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(2019). A hybridizable discontinuous Galerkin method for both thin and 3D nonlinear elastic structures. Computer Methods in Applied Mechanics and Engineering 352, 561-585.

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(2019). A multiscale continuous Galerkin method for stochastic simulation and robust design of photonic crystals. Journal of Computational Physics X 2, 100016.

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(2019). Modeling and observation of mid-infrared nonlocality in effective epsilon-near-zero ultranarrow coaxial apertures. Nature Communications 10(1), 4476.

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(2018). A hybridizable discontinuous Galerkin method for computing nonlocal electromagnetic effects in three-dimensional metallic nanostructures. Journal of Computational Physics 355, 548-565.

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(2018). A physics-based shock capturing method for large-eddy simulation. arXiv, 2018.

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(2018). A physics-based shock capturing method for unsteady laminar and turbulent flows. 2018 AIAA Aerospace Sciences Meeting, 0062.

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(2018). Accelerated Residual Methods for the Iterative Solution of Systems of Equations. SIAM Journal on Scientific Computing 40(5), A3157-A3179.

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(2018). Charge Control Strategy for Aircraft-Triggered Lightning Strike Risk Reduction. AIAA Journal 56(5), 1988-2002.

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(2018). Computing parametrized solutions for plasmonic nanogap structures. Journal of Computational Physics 366, 89-106.

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(2018). Hybridized discontinuous Galerkin methods for wave propagation. Journal of Scientific Computing 77(3), 1566-1604.

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(2018). High-Contrast Infrared Absorption Spectroscopy via Mass-Produced Coaxial Zero-Mode Resonators with Sub-10 nm Gaps. Nano Letters 18(3), 1930-1936.

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(2017). Computational study of glow corona discharge in wind: Biased conductor. Journal of Electrostatics 89, 1-12.

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(2017). Mesh Topology Preserving Boundary-Layer Adaptivity Method for Steady Viscous Flows. AIAA Journal 55(6), 1970-1985.

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(2017). Subgrid-scale modeling and implicit numerical dissipation in DG-based Large-Eddy Simulation. 23rd AIAA Computational Fluid Dynamics Conference, 3951.

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(2017). Symplectic Hamiltonian HDG methods for wave propagation phenomena. Journal of Computational Physics 350, 951-973.

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(2017). The hybridized discontinuous Galerkin method for implicit large-eddy simulation of transitional turbulent flows. Journal of Computational Physics 336, 308-329.

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(2016). An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations. SIAM/ASA Journal on Uncertainty Quantification 4(1), 244-265.

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(2016). An explicit hybridizable discontinuous Galerkin method for the acoustic wave equation. Computer Methods in Applied Mechanics and Engineering 300, 748-769.

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(2016). Arc reattachment driven by a turbulent boundary layer: implications for the sweeping of lightning arcs along aircraft. Journal of Physics D Applied Physics 49(37), 375204.

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(2016). Dilation-based shock capturing for high-order methods. International Journal for Numerical Methods in Fluids 82(7), 398-416.

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(2016). Functional Regression for State Prediction Using Linear PDE Models and Observations. SIAM Journal on Scientific Computing 38(2), B247-B271.

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(2016). Gaussian functional regression for output prediction: Model assimilation and experimental design. Journal of Computational Physics 309, 52-68.

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(2016). HDG Methods for Hyperbolic Problems. Handbook of Numerical Methods for Hyperbolic Problems 17, 173-197.

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(2016). High-throughput fabrication of resonant metamaterials with ultrasmall coaxial apertures via atomic layer lithography. Nano letters 16(3), 2040-2046.

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(2016). Implicit large-eddy simulation of compressible flows using the Interior Embedded Discontinuous Galerkin method. 54th AIAA Aerospace Sciences Meeting, 1332.

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(2015). A class of embedded discontinuous Galerkin methods for computational fluid dynamics. Journal of Computational Physics 302, 674-692.

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(2015). A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations. Journal of Computational Physics 297, 700-720.

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(2015). A phase-based hybridizable discontinuous Galerkin method for the numerical solution of the Helmholtz equation. Journal of Computational Physics 290, 318-335.

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(2015). Gaussian functional regression for linear partial differential equations. Computer Methods in Applied Mechanics and Engineering 287, 69-89.

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(2015). Nanogap-enhanced terahertz sensing of 1 nm thick lambda/106 dielectric films. Acs Photonics 2(3), 417-424.

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(2015). Spectral approximations by the HDG method. Mathematics of Computation 84(293), 1037-1059.

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(2014). Fabrication-Adaptive Optimization with an Application to Photonic Crystal Design. Operations Research 62(2), 418-434.

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(2013). A high-order hybridizable discontinuous Galerkin method for elliptic interface problems. International Journal for Numerical Methods in Engineering 93(2), 183-200.

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(2013). A High-Order Self-Adaptive Monolithic Solver for Viscous-Inviscid Interacting Flows. 51st AIAA Aerospace Sciences Meeting including the New Horizons Forum and Aerospace Exposition, 857.

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(2013). A Hybridized Multiscale Discontinuous Galerkin Method for Compressible Flows. 51st AIAA Aerospace Sciences Meeting including the New Horizons Forum and Aerospace Exposition, 689.

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(2013). A Time-Spectral Hybridizable Discontinuous Galerkin Method for Periodic Flow Problems. 21st AIAA Computational Fluid Dynamics Conference, 2861.

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(2013). Advances in the development of a High Order, Viscous-Inviscid Interaction Solver. 21st AIAA Computational Fluid Dynamics Conference, 2943.

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(2013). Analysis of HDG methods for Oseen equations. Journal of Scientific Computing 55(2), 392-431.

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(2013). Rapid identification of material properties of the interface tissue in dental implant systems using reduced basis method. Inverse Problems in Science and Engineering 21(8), 1310-1334.

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(2013). Scalable parallelization of the hybridized discontinuous Galerkin method for compressible flow. 21st AIAA Computational Fluid Dynamics Conference, 2939.

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(2012). A hybridized discontinuous Petrov-Galerkin scheme for scalar conservation laws. International Journal for Numerical Methods in Engineering 91(9), 950-970.

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(2012). Binary optimization techniques for linear PDE-governed material design. Appl. Phys. A - Mater. Sci. Process. 109(4), 1023-1030.

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(2012). Hybridizable discontinuous Galerkin methods for partial differential equations in continuum mechanics. Journal of Computational Physics 231(18), 5955-5988.

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(2011). A Hybridized Discontinuous Petrov-Galerkin Method for Compresible Flows. 49th AIAA Aerospace Sciences Meeting including the New Horizons Forum and Aerospace Exposition, 197.

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(2011). An adaptive shock-capturing HDG method for compressible flows. 20th AIAA Computational Fluid Dynamics Conference, 3060.

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(2011). An embedded discontinuous Galerkin method for the compressible Euler and Navier-Stokes equations. 20th AIAA Computational Fluid Dynamics Conference, 3228.

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(2011). Design of photonic crystals with multiple and combined band gaps. Physical Review E 83(4), 046703.

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(2011). GPU-accelerated sparse matrix-vector product for a hybridizable discontinuous Galerkin method. 49th AIAA Aerospace Sciences Meeting including the New Horizons Forum and Aerospace Exposition , 687.

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(2011). High-order implicit hybridizable discontinuous Galerkin methods for acoustics and elastodynamics. Journal of Computational Physics 230(10), 3695-3718.

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(2011). Hybridizable discontinuous Galerkin methods. Spectral and High Order Methods for Partial Differential Equations, 63-84. Springer.

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(2011). Hybridizable discontinuous Galerkin methods for the time-harmonic Maxwells equations. Journal of Computational Physics 230(19), 7151-7175.

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(2011). Navier-Stokes solution using hybridizable discontinuous Galerkin methods. 20th AIAA computational fluid dynamics conference, 3407.

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(2011). Reduced basis approximation and a posteriori error estimation for the parametrized unsteady Boussinesq equations. Mathematical Models and Methods in Applied Sciences 21(07), 1415-1442.

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(2011). Analysis of HDG methods for Stokes flow. Mathematics of Computation 80 (274), 723-760.

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(2011). An implicit high-order hybridizable discontinuous Galerkin method for the incompressible Navier-Stokes equations. Journal of Computational Physics 230 (4), 1147-1170.

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(2010). Reduced Basis Techniques for Stochastic Problems. Archives of Computational methods in Engineering 17 (4), 435-454.

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(2010). A comparison of HDG methods for Stokes flow. Journal of Scientific Computing 45(1), 215-237.

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(2010). A hybridizable discontinuous Galerkin method for the compressible Euler and Navier-Stokes equations. 48th AIAA aerospace sciences meeting including the new horizons forum and aerospace exposition, 363.

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(2010). A hybridizable discontinuous Galerkin method for the incompressible Navier-Stokes equations. 48th AIAA Aerospace Sciences meeting including the new horizons forum and aerospace exposition, 362.

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(2010). Bandgap optimization of two-dimensional photonic crystals using semidefinite programming and subspace methods. Journal of Computational Physics 229(10), 3706-3725.

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(2010). Hybridization and Postprocessing Techniques for Mixed Eigenfunctions. SIAM Journal on Numerical Analysis 48(3), 857-881.

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(2010). Reduced Basis Approximation and a Posteriori Error Estimation for Parametrized Parabolic PDEs: Application to Real-Time Bayesian Parameter Estimation. Large-Scale Inverse Problems and Quantification of Uncertainty, 151-177.

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(2010). A hybridizable discontinuous Galerkin method for Stokes flow. Computer Methods in Applied Mechanics and Engineering 199 (9-12), 582-597.

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(2009). An implicit high-order hybridizable discontinuous Galerkin method for nonlinear convection-diffusion equations. Journal of Computational Physics 228 (23), 8841-8855.

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(2009). A reduced basis approach for variational problems with stochastic parameters: Application to heat conduction with variable Robin coefficient. Computer Methods in Applied Mechanics and Engineering 198(41-44), 3187-3206.

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(2009). Real-Time Reliable Simulation of Heat Transfer Phenomena. Heat Transfer Summer Conference, 851-860. ASME.

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(2009). Reduced basis approximation and a posteriori error estimation for the time-dependent viscous Burgers equation. Calcolo 46 (3), 157-185.

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(2009). Reduced Basis Methods and a Posteriori Error Estimators for Heat Transfer Problems. Heat Transfer Summer Conference, 753-762.

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(2009). An implicit high-order hybridizable discontinuous Galerkin method for linear convection-diffusion equations. Journal of Computational Physics 228 (9), 3232-3254.

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(2009). A general multipurpose interpolation procedure: the magic points. Communications on Pure & Applied Analysis 8 (1), 383.

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(2008). An efficient reduced-order modeling approach for non-linear parametrized partial differential equations. International Journal for Numerical Methods in Engineering 76(1), 27-55.

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(2008). A best points interpolation method for efficient approximation of parametrized functions. International journal for numerical methods in engineering 73 (4), 521-543.

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(2007). Certified rapid solution of partial differential equations for real-time parameter estimation and optimization. Real-time PDE-constrained optimization, 199-216. SIAM.

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(2007). Certified Rapid Solution of Partial Differential Equations for Real-Time Parameter Estimation and Optimization. Real-Time PDE-Constrained Optimization, 199-216, SIAM.

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(2007). Feasibility and competitiveness of a reduced basis approach for rapid electronic structure calculations in quantum chemistry. Proceedings of the workshop for high-dimensional partial differential equations in science and engineering (Montreal), 15-57.

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(2007). RANS solutions using high order discontinuous Galerkin methods. 45th AIAA Aerospace Sciences Meeting and Exhibit, 914.

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(2007). Efficient reduced-basis treatment of nonaffine and nonlinear partial differential equations. Mathematical Modelling and Numerical Analysis 41 (3), 575-605.

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(2006). ?Natural norm? a posteriori error estimators for reduced basis approximations. Journal of Computational Physics 217(1), 37-62.

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(2006). A Note on Tikhonov Regularization of Linear Ill-Posed Problems. Massachusetts Institute of Technology, 1-4.

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(2005). Turbulence modeling. Department of Aeronautics and Astronautics, MIT, 1-6.

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(2005). Certified real-time solution of parametrized partial differential equations. Handbook of materials modeling, 1529-1564.

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(2004). An empirical interpolation method: application to efficient reduced-basis discretization of partial differential equations. Comptes Rendus Mathematique 339 (9), 667-672.

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Software

EXASIM: Generating Discontinuous Galerkin Codes For Extreme Scalable Simulations
Exasim is an open-source software for generating discontinuous Galerkin codes to numerically solve parametrized partial differential equations (PDEs) on different computing platforms with distributed memory. It combines high-level languages and low-level languages to easily construct parametrized PDE models and automatically produce high-performance C++ codes. The construction of parametrized PDE models and the generation of the stand-alone C++ production code are handled by high-level languages, while the production code itself can run on various machines, from laptops to the largest supercomputers, with both CPU and Nvidia GPU processors.
POD: Generating machine learning interactomic potentials for astomistic simulations
POD is an open-source software for generating machine learning interatomic potentials for atomistic simulations based on proper orthogonal descriptors (POD). Proper orthogonal descriptors are finger prints for characterizing many-body interactions of a system of atoms. The POD potential can be used to run atomistic simulations through LAMMPS package.
MLP: A Julia-based machine learning framework for fitting interatomic potentials
MLP is an open-source software for generating training DFT configurations and fitting machine learning interatomic potentials in Julia. MLP leverages the state-of-the art automatic differentiation package Enzyme https://github.com/EnzymeAD to build and differentiate deep neural networks as well as graph neural networks.

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