Sparse Grid Research Articles

An Efficient Integral Approach for Kinematic Reliability Sensitivity Analysis of Industrial Robots

Abstract Assessment of the reliability and reliability sensitivity of positioning accuracy for industrial robots subject to aleatoric and epistemic uncertainties registers a challenging task. This study proposes a new optimized moment-based method for kinematic reliability analysis and its sensitivity analysis, which incorporates the sparse grid (SPGR) technique and the saddlepoint approximation (SPA) method. To start with, the positioning accuracy reliability and its sensitivity models of industrial robots are established via computational optimization techniques and kinematic criteria. The kinematic accuracy reliability and its sensitivity are then calculated. Specifically, the sparse grid technique is adopted to approach the positioning error statistical moments and moment sensitivities. On this basis, positioning accuracy reliability bounds and reliability sensitivity bounds are obtained by the saddlepoint approximation method and optimization techniques. Finally, two practical examples are implemented to demonstrate the proficiency of the currently proposed method against Monte Carlo simulation (MCS) results. The results show that the currently proposed method exhibits superior computational accuracy and efficiency in kinematic reliability and its sensitivity analyses for industrial robots.

A Boolean sum interpolation for multivariate functions of bounded variation

This paper deals with the approximation error of trigonometric interpolation for multivariate functions of bounded variation in the sense of Hardy-Krause. We propose interpolation operators related to both the tensor product and sparse grids on the multivariate torus. For these interpolation processes, we investigate the corresponding error estimates in the Lp norm for the class of functions under consideration. In addition, we compare the accuracy with the cardinality of these grids in both approaches.

A novel autonomous exploration algorithm via LiDAR/IMU SLAM and hierarchical subsystem for mobile robot in unknown indoor environments

Abstract Autonomous exploration in unknown environments is an essential capability for mobile robots. The complexity of autonomous exploration, however, means that existing algorithms struggle to balance efficiency and comprehensiveness, causing low mapping accuracy and redundant path planning. To perform accurate and efficient exploration tasks, we have proposed a novel autonomous exploration algorithm via LiDAR/IMU (Inertial Measurement Unit) Simultaneous Localization and Mapping (SLAM) and hierarchical subsystem for mobile robot in unknown environments. Firstly, to enhance mapping accuracy for mobile robot exploration, LiDAR/IMU SLAM is improved with the assistance of backward propagation and iterated Kalman filter, and Bidirectional Rapidly–Exploring Random Trees* (BI–RRT*) is applied for efficient frontier point detection. Secondly, we optimize local path planning by leveraging information theory through perceptual quality evaluation, which is then integrated with global path planning utilizing an enhanced Travelling Salesman Problem solver and a sparse grid map to amplify exploration efficiency. Thirdly, an enhanced hierarchical autonomous exploration method for mobile robots is proposed, which incorporates local path planning for seamless navigation around highly promising exploration spots, coupled with global path planning to effectively interconnect various sub–regions. Finally, simulations and field tests have demonstrated that the proposed method explores an unknown indoor environment with a 30.8% reduction in exploration time and a 29.9% reduction in exploration path in comparison with Dynamic Stage Viewpoint Planner. The map constructed in this paper has more accurate details and exploration paths have been shortened to ensure effective exploration.

Nondirect-Product Local Diabatic Representation with Smolyak Sparse Grids.

Modeling nonadiabatic conical intersection dynamics is critical for understanding a wide range of photophysical, photochemical, and biological phenomena. Here we develop a nonadiabatic conical intersection wave packet dynamic method in the local diabatic representation using Smolyak sparse grids. Employing sparse grids avoids the direct-product grids in configuration space and alleviates the exponential scaling of computation costs with the molecular size. Numerical demonstrations are first performed for a two-dimensional vibronic model of pyrazine, where the results using sparse grids are in excellent agreement with those using direct-product grids, with sparse grids being much faster. Moreover, we demonstrate that for a four-dimensional pyrazine model, where direct-product grids are computationally infeasible, sparse grids can provide almost exact results. The sparse grid local diabatic representation method is further applied to a realistic model system of phenol photodissociation with much more complex potential energy surfaces; the results using sparse grids still agree very well with the direct-product grids. Finally, by combining with electronic structure calculations, we apply our method to the Shin-Metiu model without quasi-diabatization. The sparse grid and direct-product grid results are in good agreement, with the sparse grid computational cost being half of the full grid.

Physics informed data-driven near-wall modelling for lattice Boltzmann simulation of high Reynolds number turbulent flows

Data-driven approaches offer novel opportunities for improving the performance of turbulent flow simulations, which are critical to wide-ranging applications from wind farms and aerodynamic designs to weather and climate forecasting. However, current methods for these simulations often require large amounts of data and computational resources. While data-driven methods have been extensively applied to the continuum Navier-Stokes equations, limited work has been done to integrate these methods with the highly scalable lattice Boltzmann method. Here, we present a physics-informed neural network framework for improving lattice Boltzmann-based simulations of near-wall turbulent flow. Using a small amount of data and integrating physical constraints, our model accurately predicts flow behaviour at a wide range of friction Reynolds numbers up to 1.0 × 106. In contradistinction with other models that use direct numerical simulation datasets, this approach reduces data requirements by three orders of magnitude and allows for sparse grid configurations. Our work broadens the scope of lattice Boltzmann applications, enabling efficient large-scale simulations of turbulent flow in diverse contexts.

Stabilized weighted reduced order methods for parametrized advection-dominated optimal control problems governed by partial differential equations with random inputs

Abstract In this work, we analyze Parametrized Advection-Dominated distributed Optimal Control Problems with random inputs in a Reduced Order Model (ROM) context. All the simulations are initially based on a finite element method (FEM) discretization; moreover, a space-time approach is considered when dealing with unsteady cases. To overcome numerical instabilities that can occur in the optimality system for high values of the Péclet number, we consider a Streamline Upwind Petrov–Galerkin technique applied in an optimize-then-discretize approach. We combine this method with the ROM framework in order to consider two possibilities of stabilization: Offline-Only stabilization and Offline-Online stabilization. Moreover we consider random parameters and we use a weighted Proper Orthogonal Decomposition algorithm in a partitioned approach to deal with the issue of uncertainty quantification. Several quadrature techniques are used to derive weighted ROMs: tensor rules, isotropic sparse grids, Monte-Carlo and quasi Monte-Carlo methods. We compare all the approaches analyzing relative errors between the FEM and ROM solutions and the computational efficiency based on the speedup-index.

Reconstruction of directional sources using physics-informed neural networks

In the context of augmented/virtual reality applications, replicating the directivity of sound sources is a critical step to ensure a high-quality immersive experience. However, accurate directivity measurements require complex experimental procedures involving a high number of microphones. In these scenarios, spatial interpolation allows to reconstruct the sound field with fewer sensors, which can be sparsely distributed around the source. The literature offers several interpolation schemes for sound field reconstruction, although they exhibit limited accuracy due to the lack of knowledge on the underlying physics. Recently, Physics-Informed Neural Networks (PINN) have been used to directly solve partial differential equations and thus better predict the evolution of dynamical systems. In this manuscript, we propose a spatial interpolation scheme based on PINN for the reconstruction of sound source directivity. PINN are used to solve the Helmholtz equation starting from acquisitions of the directivity over a limited set of sparsely distributed points. Results are compared with the outcomes of well-established methods based on Spherical Harmonics Decomposition (SH), Thin Plate Pseudo-Splines Interpolation (SPLI) and Piece-wise Linear Spherical Triangular Interpolation (TRI). PINN prove to provide better reconstruction of the directivity with respect to the proposed comparison methods, even when dealing with highly sparse sampling grids.

Wideband off-grid direction-of-arrival estimation based on the improved finite rate of innovation method.

Off-grid direction-of-arrival estimation is a crucial research area in multi-sensor array signal processing to achieve accurate estimation in a finite sparse grid. However, current off-grid estimation methods primarily focus on narrowband processing, which may not be suitable for practical passive estimation scenarios where the targets of interest are wideband signals with various steering vectors and varying signal-to-noise ratios across frequency bins. First, we propose an improved weighting-based wideband joint finite rate of innovation algorithm to address this limitation. This algorithm extends the narrowband approach by approximating the wideband array data as multiple observations at the difference frequency using extended frequency difference weighting. Additionally, we propose an estimation method under non-ideal weighting conditions to mitigate bias caused by deviations in initial weight values through linear fitting of multiple estimation results obtained on a sparse grid. Simulation results demonstrate that our proposed algorithm outperforms existing methods by providing more accurate estimates and lower computational complexity for wideband off-grid multi-targets at low signal-to-noise ratio while unrestricted by grid limitations. Furthermore, experimental data collected from the South China Sea validate our proposed algorithm's effectiveness and superior performance for direction-of-arrival estimation of wideband off-grid targets.

Fast interactive simulations of cardiac electrical activity in anatomically accurate heart structures by compressing sparse uniform cartesian grids

Background and Objective:Numerical simulations are valuable tools for studying cardiac arrhythmias. Not only do they complement experimental studies, but there is also an increasing expectation for their use in clinical applications to guide patient-specific procedures. However, numerical studies that solve the reaction–diffusion equations describing cardiac electrical activity remain challenging to set up, are time-consuming, and in many cases, are prohibitively computationally expensive for long studies. The computational cost of cardiac simulations of complex models on anatomically accurate structures necessitates parallel computing. Graphics processing units (GPUs), which have thousands of cores, have been introduced as a viable technology for carrying out fast cardiac simulations, sometimes including real-time interactivity. Our main objective is to increase the performance and accuracy of such GPU implementations while conserving computational resources. Methods:In this work, we present a compression algorithm that can be used to conserve GPU memory and improve efficiency by managing the sparsity that is inherent in using Cartesian grids to represent cardiac structures directly obtained from high-resolution MRI and mCT scans. Furthermore, we present a discretization scheme that includes the cross-diagonal terms in the computational cell to increase numerical accuracy, which is especially important for simulating thin tissue sections without the need for costly mesh refinement. Results:Interactive WebGL simulations of atrial/ventricular structures (on PCs, laptops, tablets, and phones) demonstrate the algorithm’s ability to reduce memory demand by an order of magnitude and achieve calculations up to 20x faster. We further showcase its superiority in slender tissues and validate results against experiments performed in live explanted human hearts. Conclusions:In this work, we present a compression algorithm that accelerates electrical activity simulations on realistic anatomies by an order of magnitude (up to 20x), thereby allowing the use of finer grid resolutions while conserving GPU memory. Additionally, improved accuracy is achieved through cross-diagonal terms, which are essential for thin tissues, often found in heart structures such as pectinate muscles and trabeculae, as well as Purkinje fibers. Our method enables interactive simulations with even interactive domain boundary manipulation (unlike finite element/volume methods). Finally, agreement with experiments and ease of mesh import into WebGL paves the way for virtual cohorts and digital twins, aiding arrhythmia analysis and personalized therapies.

Advanced surrogate model for electron-scale turbulence in tokamak pedestals

We derive an advanced surrogate model for predicting turbulent transport at the edge of tokamaks driven by electron temperature gradient (ETG) modes. Our derivation is based on a recently developed sensitivity-driven sparse grid interpolation approach for uncertainty quantification and sensitivity analysis at scale, which informs the set of parameters that define the surrogate model as a scaling law. Our model reveals that ETG-driven electron heat flux is influenced by the safety factor $q$ , electron beta $\beta _e$ and normalized electron Debye length $\lambda _D$ , in addition to well-established parameters such as the electron temperature and density gradients. To assess the trustworthiness of our model's predictions beyond training, we compute prediction intervals using bootstrapping. The surrogate model's predictive power is tested across a wide range of parameter values, including within-distribution testing parameters (to verify our model) as well as out-of-bounds and out-of-distribution testing (to validate the proposed model). Overall, validation efforts show that our model competes well with, or can even outperform, existing scaling laws in predicting ETG-driven transport.

Uncertainty quantification analysis of bifurcations of the Allen–Cahn equation with random coefficients

In this work we consider the Allen–Cahn equation, a prototypical model problem in nonlinear dynamics that exhibits bifurcations corresponding to variations of a deterministic bifurcation parameter. Going beyond the state-of-the-art, we introduce a random coefficient in the linear reaction part of the equation, thereby accounting for random, spatially-heterogeneous effects. Importantly, we assume a spatially constant, deterministic mean value of the random coefficient. We show that this mean value is in fact a bifurcation parameter in the Allen–Cahn equation with random coefficients. Moreover, we show that the bifurcation points and bifurcation curves become random objects. We consider two distinct modelling situations: (i) for a spatially homogeneous coefficient we derive analytical expressions for the distribution of the bifurcation points and show that the bifurcation curves are random shifts of a fixed reference curve; (ii) for a spatially heterogeneous coefficient we employ a generalized polynomial chaos expansion to approximate the statistical properties of the random bifurcation points and bifurcation curves. We present numerical examples in 1D physical space, where we combine the popular software package Continuation Core and Toolboxes (COCO) for numerical continuation and the Sparse Grids Matlab Kit for the polynomial chaos expansion. Our exposition addresses both, dynamical systems and uncertainty quantification, highlighting how analytical and numerical tools from both areas can be combined efficiently for the challenging uncertainty quantification analysis of bifurcations in random differential equations.

Stochastic Modeling of Two-Phase Transport in Fractured Porous Media Under Geological Uncertainty Using an Improved Probabilistic Collocation Method

Summary Simulation of multiphase transport through fractured porous media is highly affected by the uncertainty in fracture distribution and matrix block size that arises from inherent heterogeneity. To quantify the effect of such uncertainties on displacement performance in porous media, the probabilistic collocation method (PCM) has been applied as a feasible and accurate approach. However, propagation of uncertainty during the simulation of unsteady-state transport through porous media could not be computed by this method or even by the direct-sampling Monte Carlo (MC) approach. Therefore, with this research, we implement a novel numerical modeling workflow that improves PCM on sparse grids and combines it with the Smolyak algorithm for selection of collocation points sets, Karhunen-Loeve (KL) decomposition, and polynomial chaos expansion (PCE) to compute the uncertainty propagation in oil-gas flow through fractured porous media in which gravity drainage force is enabled. The effect of uncertainty in the vertical dimension of matrix blocks, which are frequently an uncertain and history-matching parameter, on simulation results of randomly synthetic 3D fractured media is explored. The developed numerical model is innovatively coupled with solving governing deterministic partial differential equations (PDEs) to compute uncertainty propagation from the first timestep to the last timestep of the simulation. The uncertainty interval and aggregation of uncertainty in ultimate recovery are quantified, and statistical moments for simulation outputs are presented at each timestep. The results reveal that the model properly quantifies uncertainty and extremely reduces central processing unit (or CPU) time in comparison with MC simulation.

Remote and Proximal Sensors Data Fusion: Digital Twins in Irrigation Management Zoning.

The scientific field of precision agriculture employs increasingly innovative techniques to optimize inputs, maximize profitability, and reduce environmental impact. However, obtaining a high number of soil samples is challenging in order to make precision agriculture viable. There is a trade-off between the amount of data needed and the time and resources spent to obtain these data compared to the accuracy of the maps produced with more or fewer points. In the present study, the research was based on an exhaustive dataset of apparent electrical conductivity (aEC) containing 3906 points distributed along 26 transects with spacing between each of up to 40 m, measured by the proximal soil sensor EM38-MK2, for a grain-producing area of 72 ha in São Paulo, Brazil. A second sparse dataset was simulated, showing only four transects with a 400 m distance and, in the end, only 162 aEC points. The aEC map via ordinary kriging (OK) from the grid with 26 transects was considered the reference, and two other mapping approaches were used to map aEC via sparse grid: kriging with external drift (KED) and geographically weighted regression (GWR). These last two methods allow the increment of auxiliary variables, such as those obtained by remote sensors that present spatial resolution compatible with the pivot scale, such as data from the Landsat-8, Aster, and Sentinel-2 satellites, as well as ten terrain covariates derived from the Alos Palsar digital elevation model. The KED method, when used with the sparse dataset, showed a relatively good fit to the aEC data (R2 = 0.78), with moderate prediction accuracy (MAE = 1.26, RMSE = 1.62) and reasonable predictability (RPD = 1.76), outperforming the GWR method, which had the weakest performance (R2 = 0.57, MAE = 1.78, RMSE = 2.30, RPD = 0.81). The reference aEC map using the exhaustive dataset and OK showed the highest accuracy with an R2 of 0.97, no systematic bias (ME = 0), and excellent precision (RMSE = 0.56, RPD = 5.86). Management zones (MZs) derived from these maps were validated using soil texture data from clay samples measured at 0-10 cm depth in a grid of 72 points. The KED method demonstrated the highest potential for accurately defining MZs for irrigation, producing a map that closely resembled the reference MZ map, thereby providing reliable guidance for irrigation management.

Image-domain least-squares imaging in an elastic vertically transversely isotropic medium: Multiparameter point-spread function deconvolution

By solving a linear inverse problem, least-squares migration (LSM) can provide higher-precision images of complex subsurface structures than traditional adjoint-operator-based migration. LSM can be conducted in the data domain and the image domain (IDLSM). IDLSM in acoustic media has been extensively studied, commonly using single-parameter point-spread function (PSF) deconvolution. For high-accuracy imaging of complex media, we develop an image-domain elastic least-squares imaging method using multiparameter PSF deconvolution for vertically transversely isotropic (VTI) media. The multiparameter PSFs, including P-P, P-S, S-P, and S-S components, are calculated on a sparse grid using elastic VTI wave equation Born modeling and migration. The traditional migration result is then decomposed into individual local results, each corresponding to the size of a single PSF, through unit partitioning. Finally, a set of filters is derived from four elastic VTI PSF components to approximate the Hessian inverse, which are subsequently assembled to reconstruct an entire deconvolved image. The numerical experiments confirm that our method can significantly decrease multiparameter crosstalk artifacts and improve spatial resolution and amplitude fidelity.

Hybrid uncertainty propagation for mechanical dynamics problems via polynomial chaos expansion and Legendre interval inclusion function

This paper investigates a non-intrusive hybrid uncertainty propagation framework in mechanical dynamic systems, utilizing polynomial chaos expansion (PCE) and Legendre inclusion function. Uncertainties with substantial knowledge and information are conceptualized as stochastic parameters and described using PCE, while Legendre polynomials are employed to represent uncertain, bounded parameters, specifically interval uncertainties. During the computation, the PCE model for each time step is developed through Galerkin projection and sparse grid numerical integration. Consequently, the statistical moments of the dynamic responses relative to the stochastic parameters are derived from the orthogonality of the PCE and transformed into functions reflecting the interval parameters. The interval bounds for these statistical moments are further determined using the Legendre inclusion function, which is obtained through optimal Latin hypercube sampling and collocation methods. Three dynamics examples, respectively, modeled by differential–algebraic equations, finite element method, and commercial software proves its applicability and superiority. Detailed assessment demonstrates that this method offers high computational efficiency and accuracy. As a non-intrusive approach, it poses no particular limitations on numerical methods for solving differential equations, making it universally applicable.

Efficient Numerical Implementation of the Time-Fractional Stochastic Stokes–Darcy Model

This paper presents an efficient numerical method for the fractional-order generalization of the stochastic Stokes–Darcy model, which finds application in various engineering, biomedical and environmental problems involving interaction between free fluid flow and flows in porous media. Unlike the classical model, this model allows taking into account the hereditary properties of the process under uncertainty conditions. The proposed numerical method is based on the combined use of the sparse grid stochastic collocation method, finite element/finite difference discretization, a fast numerical algorithm for computing the Caputo fractional derivative, and a cost-effective ensemble strategy. The hydraulic conductivity tensor is assumed to be uncertain in this problem, which is modeled by the reduced Karhunen–Loève expansion. The stability and convergence of the deterministic numerical method have been rigorously proved and validated by numerical tests. Utilizing the ensemble strategy allowed us to solve the deterministic problem once for all samples of the hydraulic conductivity tensor, rather than solving it separately for each sample. The use of the algorithm for computing the fractional derivatives significantly reduced both computational cost and memory usage. This study also analyzes the influence of fractional derivatives on the fluid flow process within the fractional-order Stokes–Darcy model under uncertainty conditions.

Multi-scale modeling of fog harvesting using thin-fiber grids – Towards new design rubrics

Fog collectors with fibers thinner than 1 mm harvest fog droplets more effectively at a low airflow velocity around 1 m s-1 than thicker fibers. However, existing models and design rubrics are restricted to thick fibers at higher velocity. This paper reports a multi-scale numerical model for fog harvesting at airflow velocity of 1 m s-1 using thin-fiber grids with different fiber spacing and diameter. The numerical model can simulate fog harvesting at two extreme length scales that are comparable to collector scale at the large end and fiber scale at the small end. The results confirm two new and important effects of fiber grid geometries on water collection efficiency, which are not included in existing theories and design rubrics. First, dense thin-fiber grids negatively influence the collection efficiency because of wall effect caused by viscous boundary layers. Second, the sparse thin-fiber grids can benefit from isolated clogging waterdrops and maintain relatively high efficiency when clogging blocks multiple grid openings. The two identified effects are then included to develop a new performance map for fog collectors, thereby shaping new design rubrics for fog harvesting. This work extends the existing theories of fog harvesting and sheds light on the design of novel fog collectors.

A discrete unified gas kinetic scheme with sparse velocity grid for rarefied gas flows

In this paper, a discrete unified gas kinetic scheme (DUGKS) with a sparse grid method applied in velocity space (DUGKS-SG) is proposed for simulating rarefied gas flows. The DUGKS-SG decomposes the computationally demanding problem into smaller and independent subproblems, thereby reducing the computational costs and exhibiting good parallelism. Several numerical tests, including the two-dimensional Riemann problem and the lid-driven microcavity flow, have been conducted to validate the performance of the DUGKS-SG. Comparisons with the original DUGKS and the Direct Simulation Monte Carlo (DSMC) method demonstrate that DUGKS-SG can provide satisfactory results with improved efficiency. Specifically, a maximum speedup of 9.486 for a 2D case with 7 CPU cores and 13.035 for a 3D case with 8 CPU cores can be achieved. These results suggest that the proposed DUGKS-SG can serve as an efficient numerical method for rarefied gas flow simulations.

Shaking table test on progressive collapse of the double-layer cylindrical reticulated shell with infilled wall

Double-layer cylindrical reticulated shell has made rapid development in recent decades in China, which is widely used in the large-scale public buildings such as gymnasiums, airplane terminal, Shopping mall, etc. Stability and progressive collapse mechanism have been attracting a lot of attention because the large span space structure is largely affected by the geometry nonlinear, which makes it sensitive to the local damages. The infilled wall has a greater impact on the stiffness of the lower supporting structure due to sparse column grid. However, the influence of infilled walls on the collapse mechanism of large-span spatial structures is very complex due to the coupling of upper and lower structures. Therefore, the effects of infilled walls on double-layer cylindrical reticulated shell was investigated by a series of progressive collapse tests with shaking table. In order to evaluate the seismic performance and the capacity of resisting progressive collapse, the structural dynamic characteristics and response laws were obtained under different ground motions and input principal directions. The results indicated that the existence of infilled wall made the coupling between the lower supporting structure and the upper roof structure more complicated. The infilled walls influenced the structural damage evolution and development, mitigated the damage from the earthquake and changed the progressive collapse pattern, which made the catenary collapse mechanism occur when the structure collapsed. Although the further quantitative study is still needed, this paper provides lots of useful test data and conclusions, which gives references to the infilled wall design and seismic performance evaluation for double-layer cylindrical reticulated shell.

A point mapping strategy-based sparse grid integration method for statistical moments estimation and structural reliability analysis

The high-order moment-based method is an attractive non-intrusive approach for structural reliability analysis, while it remains a challenge to strike a balance between accuracy, efficiency, and versatility in estimating statistical moments of performance functions. In this paper, a point mapping strategy-based sparse grid integration (SGI) method is proposed for statistical moment estimation and structural reliability analysis, with improved efficiency while ensuring the accuracy. Firstly, a point mapping strategy (PMS) is developed based on the adaptive high dimensional model representation (HDMR), by which the traditional SGI is reconstructed as a sum of multiple integrations over the sparse grid point sets with different effective dimensions. With this new form of SGI, the estimation of statistical moments only requires the evaluation of the performance function at a small number of necessary reference points, once the effects of some interaction terms are negligible. The validity and feasibility of the proposed PMS-based SGI method for statistical moments estimation are verified by several numerical examples. Then, the proposed method is applied to structural reliability analysis with the aid of an improved maximum entropy method. Two engineering examples are investigated, including the strength failure problem of tubular tower K-shape connection joints and the fatigue failure problem of a marine riser resulting from the vortex-induced vibration (VIV). The results indicate that the proposed method provides a better trade-off between accuracy and efficiency in evaluating the first four order statistical moments and structural failure probability compared to conventional methods.