Browsing by Author "Liu, Honghu"
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- Almost well-posedness of the full water wave equation on the finite stripe domainZhu, Benben (Virginia Tech, 2023-08-18)The dissertation gives a rigorous study of surface waves on water of finite depth subjected to gravitational force. As for `water', it is an inviscid and incompressible fluid of constant density and the flow is irrotational. The fluid is bounded above by a free surface separating the fluid from the air above (assumed to be a vacuum) and below by a rigid flat bottom. Then, the governing equations for the motion of the fluid flow are called Euler equations. If the initial fluid flow is prescribed at time zero, i.e., mathematically the initial condition for the Euler equations is given, the long-time existence of a unique solution for the Euler equations is still an open problem, even if the initial condition is small (or initial flow is almost motionless). The dissertation tries to make some progress for proving the long-time existence and show that the time interval of the existence is exponentially long, called almost global well-posedness, if the initial condition is small and satisfies some conditions. The main ideas for the study are from the corresponding almost global well-posedness result for surface waves on water of infinite depth.
- Cross-Validation of Data-Driven Correction Reduced Order ModelingMou, Changhong (Virginia Tech, 2018-10-03)In this thesis, we develop a data-driven correction reduced order model (DDC-ROM) for numerical simulation of fluid flows. The general DDC-ROM involves two stages: (1) we apply ROM filtering (such as ROM projection) to the full order model (FOM) and construct the filtered ROM (F-ROM). (2) We use data-driven modeling to model the nonlinear interactions between resolved and unresolved modes, which solves the F-ROM's closure problem. In the DDC-ROM, a linear or quadratic ansatz is used in the data-driven modeling step. In this thesis, we propose a new cubic ansatz. To get the unknown coefficients in our ansatz, we solve an optimization problem that minimizes the difference between the FOM data and the ansatz. We test the new DDC-ROM in the numerical simulation of the one-dimensional Burgers equation with a small diffusion coefficient. Furthermore, we perform a cross-validation of the DDC-ROM to investigate whether it can be successful in computational settings that are different from the training regime.
- Data-Driven Variational Multiscale Reduced Order Modeling of Turbulent FlowsMou, Changhong (Virginia Tech, 2021-06-16)In this dissertation, we consider two different strategies for improving the projection-based reduced order model (ROM) accuracy: (I) adding closure terms to the standard ROM; (II) using Lagrangian data to improve the ROM basis. Following strategy (I), we propose a new data-driven reduced order model (ROM) framework that centers around the hierarchical structure of the variational multiscale (VMS) methodology and utilizes data to increase the ROM accuracy at a modest computational cost. The VMS methodology is a natural fit for the hierarchical structure of the ROM basis: In the first step, we use the ROM projection to separate the scales into three categories: (i) resolved large scales, (ii) resolved small scales, and (iii) unresolved scales. In the second step, we explicitly identify the VMS-ROM closure terms, i.e., the terms representing the interactions among the three types of scales. In the third step, we use available data to model the VMS-ROM closure terms. Thus, instead of phenomenological models used in VMS for standard numerical discretizations (e.g., eddy viscosity models), we utilize available data to construct new structural VMS-ROM closure models. Specifically, we build ROM operators (vectors, matrices, and tensors) that are closest to the true ROM closure terms evaluated with the available data. We test the new data-driven VMS-ROM in the numerical simulation of four test cases: (i) the 1D Burgers equation with viscosity coefficient $nu = 10^{-3}$; (ii) a 2D flow past a circular cylinder at Reynolds numbers $Re=100$, $Re=500$, and $Re=1000$; (iii) the quasi-geostrophic equations at Reynolds number $Re=450$ and Rossby number $Ro=0.0036$; and (iv) a 2D flow over a backward facing step at Reynolds number $Re=1000$. The numerical results show that the data-driven VMS-ROM is significantly more accurate than standard ROMs. Furthermore, we propose a new hybrid ROM framework for the numerical simulation of fluid flows. This hybrid framework incorporates two closure modeling strategies: (i) A structural closure modeling component that involves the recently proposed data-driven variational multiscale ROM approach, and (ii) A functional closure modeling component that introduces an artificial viscosity term. We also utilize physical constraints for the structural ROM operators in order to add robustness to the hybrid ROM. We perform a numerical investigation of the hybrid ROM for the three-dimensional turbulent channel flow at a Reynolds number $Re = 13,750$. In addition, we focus on the mathematical foundations of ROM closures. First, we extend the verifiability concept from large eddy simulation to the ROM setting. Specifically, we call a ROM closure model verifiable if a small ROM closure model error (i.e., a small difference between the true ROM closure and the modeled ROM closure) implies a small ROM error. Second, we prove that a data-driven ROM closure (i.e., the data-driven variational multiscale ROM) is verifiable. For strategy (II), we propose new Lagrangian inner products that we use together with Eulerian and Lagrangian data to construct new Lagrangian ROMs. We show that the new Lagrangian ROMs are orders of magnitude more accurate than the standard Eulerian ROMs, i.e., ROMs that use standard Eulerian inner product and data to construct the ROM basis. Specifically, for the quasi-geostrophic equations, we show that the new Lagrangian ROMs are more accurate than the standard Eulerian ROMs in approximating not only Lagrangian fields (e.g., the finite time Lyapunov exponent (FTLE)), but also Eulerian fields (e.g., the streamfunction). We emphasize that the new Lagrangian ROMs do not employ any closure modeling to model the effect of discarded modes (which is standard procedure for low-dimensional ROMs of complex nonlinear systems). Thus, the dramatic increase in the new Lagrangian ROMs' accuracy is entirely due to the novel Lagrangian inner products used to build the Lagrangian ROM basis.
- Effective reduced models from delay differential equations: Bifurcations, tipping solution paths, and ENSO variabilityChekroun, Mickaël D.; Liu, Honghu (Elsevier, 2024-04-01)Conceptual delay models have played a key role in the analysis and understanding of El Niño-Southern Oscillation (ENSO) variability. Based on such delay models, we propose in this work a novel scenario for the fabric of ENSO variability resulting from the subtle interplay between stochastic disturbances and nonlinear invariant sets emerging from bifurcations of the unperturbed dynamics. To identify these invariant sets we adopt an approach combining Galerkin–Koornwinder (GK) approximations of delay differential equations and center-unstable manifold reduction techniques. In that respect, GK approximation formulas are reviewed and synthesized, as well as analytic approximation formulas of center-unstable manifolds. The reduced systems derived thereof enable us to conduct a thorough analysis of the bifurcations arising in a standard delay model of ENSO. We identify thereby a saddle–node bifurcation of periodic orbits co-existing with a subcritical Hopf bifurcation, and a homoclinic bifurcation for this model. We show furthermore that the computation of unstable periodic orbits (UPOs) unfolding through these bifurcations is considerably simplified from the reduced systems. These dynamical insights enable us in turn to design a stochastic model whose solutions – as the delay parameter drifts slowly through its critical values – produce a wealth of temporal patterns resembling ENSO events and exhibiting also decadal variability. Our analysis dissects the origin of this variability and shows how it is tied to certain transition paths between invariant sets of the unperturbed dynamics (for ENSO's interannual variability) or simply due to the presence of UPOs close to the homoclinic orbit (for decadal variability). In short, this study points out the role of solution paths evolving through tipping “points” beyond equilibria, as possible mechanisms organizing the variability of certain climate phenomena.
- The emergence of fast oscillations in a reduced primitive equation model and its implications for closure theoriesChekroun, Mickael D.; Liu, Honghu; McWilliams, James C. (2017-06-27)The problem of emergence of fast gravity-wave oscillations in rotating, stratified flow is reconsidered. Fast inertia-gravity oscillations have long been considered an impediment to initialization of weather forecasts, and the concept of a "slow manifold" evolution, with no fast oscillations, has been hypothesized. It is shown on a reduced Primitive Equation model introduced by Lorenz in 1980 that fast oscillations are absent over a finite interval in Rossby number but they can develop brutally once a critical Rossby number is crossed, in contradistinction with fast oscillations emerging according to an exponential smallness scenario such as reported in previous studies, including some others by Lorenz. The consequences of this dynamical transition on the closure problem based on slow variables is also discussed. In that respect, a novel variational perspective on the closure problem exploiting manifolds is introduced. This framework allows for a unification of previous concepts such as the slow manifold or other concepts of "fuzzy" manifold. It allows furthermore for a rigorous identification of an optimal limiting object for the averaging of fast oscillations, namely the optimal parameterizing manifold (PM). It is shown through detailed numerical computations and rigorous error estimates that the manifold underlying the nonlinear Balance Equations provides a very good approximation of this optimal PM even somewhat beyond the emergence of fast and energetic oscillations. (C) 2016 The Authors. Published by Elsevier Ltd.
- Filter Based Stabilization Methods for Reduced Order Models of Convection-Dominated SystemsMoore, Ian Robert (Virginia Tech, 2023-05-15)In this thesis, I examine filtering based stabilization methods to design new regularized reduced order models (ROMs) for under-resolved simulations of unsteady, nonlinear, convection-dominated systems. The new ROMs proposed are variable delta filtering applied to the evolve-filter-relax ROM (V-EFR ROM), variable delta filtering applied to the Leray ROM, and approximate deconvolution Leray ROM (ADL-ROM). They are tested in the numerical setting of Burgers equation, a nonlinear, time dependent problem with one spatial dimension. Regularization is considered for the low viscosity, convection dominated setting.
- Galerkin Approximations of General Delay Differential Equations with Multiple Discrete or Distributed DelaysNorton, Trevor Michael (Virginia Tech, 2018-06-29)Delay differential equations (DDEs) are often used to model systems with time-delayed effects, and they have found applications in fields such as climate dynamics, biosciences, engineering, and control theory. In contrast to ordinary differential equations (ODEs), the phase space associated even with a scalar DDE is infinite-dimensional. Oftentimes, it is desirable to have low-dimensional ODE systems that capture qualitative features as well as approximate certain quantitative aspects of the DDE dynamics. In this thesis, we present a Galerkin scheme for a broad class of DDEs and derive convergence results for this scheme. In contrast to other Galerkin schemes devised in the DDE literature, the main new ingredient here is the use of the so called Koornwinder polynomials, which are orthogonal polynomials under an inner product with a point mass. A main advantage of using such polynomials is that they live in the domain of the underlying linear operator, which arguably simplifies the related numerical treatments. The obtained results generalize a previous work to the case of DDEs with multiply delays in the linear terms, either discrete or distributed, or both. We also consider the more challenging case of discrete delays in the nonlinearity and obtain a convergence result by assuming additional assumptions about the Galerkin approximations of the linearized systems.
- Numerical Analysis for Data-Driven Reduced Order Model ClosuresKoc, Birgul (Virginia Tech, 2021-05-05)This dissertation contains work that addresses both theoretical and numerical aspects of reduced order models (ROMs). In an under-resolved regime, the classical Galerkin reduced order model (G-ROM) fails to yield accurate approximations. Thus, we propose a new ROM, the data-driven variational multiscale ROM (DD-VMS-ROM) built by adding a closure term to the G-ROM, aiming to increase the numerical accuracy of the ROM approximation without decreasing the computational efficiency. The closure term is constructed based on the variational multiscale framework. To model the closure term, we use data-driven modeling. In other words, by using the available data, we find ROM operators that approximate the closure term. To present the closure term's effect on the ROMs, we numerically compare the DD-VMS-ROM with other standard ROMs. In numerical experiments, we show that the DD-VMS-ROM is significantly more accurate than the standard ROMs. Furthermore, to understand the closure term's physical role, we present a theoretical and numerical investigation of the closure term's role in long-time integration. We theoretically prove and numerically show that there is energy exchange from the most energetic modes to the least energetic modes in closure terms in a long time averaging. One of the promising contributions of this dissertation is providing the numerical analysis of the data-driven closure model, which has not been studied before. At both the theoretical and the numerical levels, we investigate what conditions guarantee that the small difference between the data-driven closure model and the full order model (FOM) closure term implies that the approximated solution is close to the FOM solution. In other words, we perform theoretical and numerical investigations to show that the data-driven model is verifiable. Apart from studying the ROM closure problem, we also investigate the setting in which the G-ROM converges optimality. We explore the ROM error bounds' optimality by considering the difference quotients (DQs). We theoretically prove and numerically illustrate that both the ROM projection error and the ROM error are suboptimal without the DQs, and optimal if the DQs are used.
- Numerical Estimation of L2 Gain for Nonlinear Input-Output SystemsLang, Sydney (Virginia Tech, 2023-08-21)The L2 gain of a nonlinear time-dependent system measures the maximal gain in the transfer of energy from admissible input signals to the output signals, in which both the input and output signals are measured with the L2 norm. For general nonlinear systems, obtaining a sharp estimate of the L2 gain is challenging both theoretically and numerically. In this thesis, we explore a computationally efficient way to obtain numerical estimations of L2 gains for systems with quadratic nonlinearity. The approach utilizes a recently developed method that solves a class of Hamilton-Jacobi-Bellman equations via a Taylor series-based approximation, which is scalable to high-dimensional problems given the utilization of linear tensor systems. The ideas are demonstrated through a few concrete examples that include a one-dimensional problem with an explicit energy function and several Galerkin approximations of the viscous Burgers equation.
- Phase-field Modeling of Phase Change PhenomenaLi, Yichen (Virginia Tech, 2020-06-25)The phase-field method has become a popular numerical tool for moving boundary problems in recent years. In this method, the interface is intrinsically diffuse and stores a mixing energy that is equivalent to surface tension. The major advantage of this method is its energy formulation which makes it easy to incorporate different physics. Meanwhile, the energy decay property can be used to guide the design of energy stable numerical schemes. In this dissertation, we investigate the application of the Allen-Cahn model, a member of the phase-field family, in the simulation of phase change problems. Because phase change is usually accompanied with latent heat, heat transfer also needs to be considered. Firstly, we go through different theoretical aspects of the Allen-Cahn model for nonconserved interfacial dynamics. We derive the equilibrium interface profile and the connection between surface tension and mixing energy. We also discuss the well-known convex splitting algorithm, which is linear and unconditionally energy stable. Secondly, by modifying the free energy functional, we give the Allen-Cahn model for isothermal phase transformation. In particular, we explain how the Gibbs-Thomson effect and the kinetic effect are recovered. Thirdly, we couple the Allen-Chan and heat transfer equations in a way that the whole system has the energy decay property. We also propose a convex-splitting-based numerical scheme that satisfies a similar discrete energy law. The equations are solved by a finite-element method using the deal.ii library. Finally, we present numerical results on the evolution of a liquid drop in isothermal and non-isothermal settings. The numerical results agree well with theoretical analysis.
- Stochastic rectification of fast oscillations on slow manifold closuresChekroun, Mickael D.; Liu, Honghu; McWilliams, James C. (National Academy of Sciences, 2021-11-30)The problems of identifying the slow component (e.g., for weather forecast initialization) and of characterizing slow-fast interactions are central to geophysical fluid dynamics. In this study, the related rectification problem of slow manifold closures is addressed when breakdown of slow-to-fast scales deterministic parameterizations occurs due to explosive emergence of fast oscillations on the slow, geostrophic motion. For such regimes, it is shown on the Lorenz 80 model that if 1) the underlying manifold provides a good approximation of the optimal nonlinear parameterization that averages out the fast variables and 2) the residual dynamics off this manifold is mainly orthogonal to it, then no memory terms are required in the Mori-Zwanzig full closure. Instead, the noise term is key to resolve, and is shown to be, in this case, well modeled by a state-independent noise, obtained by means of networks of stochastic nonlinear oscillators. This stochastic parameterization allows, in turn, for rectifying the momentum-balanced slow manifold, and for accurate recovery of the multiscale dynamics. The approach is promising to be further applied to the closure of other more complex slow-fast systems, in strongly coupled regimes.
- A Two-Level Galerkin Reduced Order Model for the Steady Navier-Stokes EquationsPark, Dylan (Virginia Tech, 2023-05-15)In this thesis we propose, analyze, and investigate numerically a novel two-level Galerkin reduced order model (2L-ROM) for the efficient and accurate numerical simulation of the steady Navier-Stokes equations. In the first step of the 2L-ROM, a relatively low-dimensional nonlinear system is solved. In the second step, the Navier-Stokes equations are linearized around the solution found in the first step, and a higher-dimensional system for the linearized problem is solved. We prove an error bound for the new 2L-ROM and compare it to the standard Galerkin ROM, or one-level ROM (1L-ROM), in the numerical simulation of the steady Burgers equation. The 2L-ROM significantly decreases (by a factor of 2 and even 3) the 1L-ROM computational cost, without compromising its numerical accuracy.