Filtering dynamical systems using observations of statistics.

We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density ρ(v,t) given noisy observations of the true density ρ†; this contrasts with the standard filtering problem based on observations of the state v. The task is naturally formulated as an infinite-dimensional filtering problem in the space of densities ρ. However, for the purposes of tractability, we seek algorithms in state space; specifically, we introduce a mean-field state-space model, and using interacting particle system approximations to this model, we propose an ensemble method. We refer to the resulting methodology as the ensemble Fokker-Planck filter (EnFPF). Under certain restrictive assumptions, we show that the EnFPF approximates the Kalman-Bucy filter for the Fokker-Planck equation, which is the exact solution to the infinite-dimensional filtering problem. Furthermore, our numerical experiments show that the methodology is useful beyond this restrictive setting. Specifically, the experiments show that the EnFPF is able to correct ensemble statistics, to accelerate convergence to the invariant density for autonomous systems, and to accelerate convergence to time-dependent invariant densities for non-autonomous systems. We discuss possible applications of the EnFPF to climate ensembles and to turbulence modeling.

Introduction to the special issue on supersonic jet noise.

This editorial's goals are (1) to highlight a few key developments in supersonic jet and launch vehicle noise research over the past several decades while describing some of the critical modern requirements facing government and industry organizations and (2) to summarize the contributions of the articles in this Supersonic Jet Noise special issue in the context of these developments and requirements.

Acoustic cavitation rheometry.

Characterization of soft materials is challenging due to their high compliance and the strain-rate dependence of their mechanical properties. The inertial microcavitation-based high strain-rate rheometry (IMR) method [Estrada et al., J. Mech. Phys. Solids, 2018, 112, 291-317] combines laser-induced cavitation measurements with a model for the bubble dynamics to measure local properties of polyacrylamide hydrogel under high strain-rates from 103 to 108 s-1. While promising, laser-induced cavitation involves plasma formation and optical breakdown during nucleation, a process that could alter local material properties before measurements are obtained. In the present study, we extend the IMR method to another means to generate cavitation, namely high-amplitude focused ultrasound, and apply the resulting acoustic-cavitation-based IMR to characterize the mechanical properties of agarose hydrogels. Material properties including viscosity, elastic constants, and a stress-free bubble radius are inferred from bubble radius histories in 0.3% and 1% agarose gels. An ensemble-based data assimilation is used to further help interpret the obtained estimates. The resulting parameter distributions are consistent with available measurements of agarose gel properties and with expected trends related to gel concentration and high strain-rate loading. Our findings demonstrate the utility of applying IMR and data assimilation methods with single-bubble acoustic cavitation data for measurement of viscoelastic properties.

Characterizing viscoelastic materials via ensemble-based data assimilation of bubble collapse observations.

Viscoelastic material properties at high strain rates are needed to model many biological and medical systems. Bubble cavitation can induce such strain rates, and the resulting bubble dynamics are sensitive to the material properties. Thus, in principle, these properties can be inferred via measurements of the bubble dynamics. Estrada et al. (2018) demonstrated such bubble-dynamic high-strain-rate rheometry by using least-squares shooting to minimize the difference between simulated and experimental bubble radius histories. We generalize their technique to account for additional uncertainties in the model, initial conditions, and material properties needed to uniquely simulate the bubble dynamics. Ensemble-based data assimilation minimizes the computational expense associated with the bubble cavitation model, providing a more efficient and scalable numerical framework for bubble-collapse rheometry. We test an ensemble Kalman filter (EnKF), an iterative ensemble Kalman smoother (IEnKS), and a hybrid ensemble-based 4D-Var method (En4D-Var) on synthetic data, assessing their estimations of the viscosity and shear modulus of a Kelvin-Voigt material. Results show that En4D-Var and IEnKS provide better moduli estimates than EnKF. Applying these methods to the experimental data of Estrada et al. (2018) yields similar material property estimates to those they obtained, but provides additional information about uncertainties. In particular, the En4D-Var yields lower viscosity estimates for some experiments, and the dynamic estimators reveal a potential mechanism that is unaccounted for in the model, whereby the apparent viscosity is reduced in some cases due to inelastic behavior, possibly in the form of material damage occurring at bubble collapse.

MFC: An open-source high-order multi-component, multi-phase, and multi-scale compressible flow solver.

MFC is an open-source tool for solving multi-component, multi-phase, and bubbly compressible flows. It is capable of efficiently solving a wide range of flows, including droplet atomization, shock-bubble interaction, and bubble dynamics. We present the 5- and 6-equation thermodynamically-consistent diffuse-interface models we use to handle such flows, which are coupled to high-order interface-capturing methods, HLL-type Riemann solvers, and TVD time-integration schemes that are capable of simulating unsteady flows with strong shocks. The numerical methods are implemented in a flexible, modular framework that is amenable to future development. The methods we employ are validated via comparisons to experimental results for shock-bubble, shock-droplet, and shock-water-cylinder interaction problems and verified to be free of spurious oscillations for material-interface advection and gas-liquid Riemann problems. For smooth solutions, such as the advection of an isentropic vortex, the methods are verified to be high-order accurate. Illustrative examples involving shock-bubble-vessel-wall and acoustic-bubble-net interactions are used to demonstrate the full capabilities of MFC.

Resolvent-based modeling of turbulent jet noise.

Resolvent analysis has demonstrated encouraging results for modeling coherent structures in jets when compared against their data-educed counterparts from high-fidelity large-eddy simulations (LES). We formulate resolvent analysis as an acoustic analogy that relates the near-field resolvent forcing to the near- and far-field pressure. We use an LES database of round, isothermal, Mach 0.9 and 1.5 jets to produce an ensemble of realizations for the acoustic field that we project onto a limited set of resolvent modes. In the near-field, we perform projections on a restricted acoustic output domain, r/D=[5,6], while the far-field projections are performed on a Kirchhoff surface comprising a 100-diameter arc centered at the nozzle. This allows the LES realizations to be expressed in the resolvent basis via a data-deduced, low-rank, cross-spectral density matrix. We find that a single resolvent mode reconstructs the most energetic regions of the acoustic field across Strouhal numbers, St=[0-1], and azimuthal wavenumbers, m=[0,2]. Finally, we present a simple function that results in a rank-1 resolvent model agreeing within 2 dB of the peak noise for both jets.

Real-time supersonic jet noise predictions from near-field sensors with a wavepacket model.

Parabolized stability equations (PSE) have been shown to model wavepackets and, consequently, the near-field of turbulent jets with reasonable accuracy. In this work, PSE were employed to obtain a reduced-order model that could estimate both the fluid-dynamic and the acoustic fields of a supersonic jet in a computationally efficient approximation for resolvent-based estimation based on a single input. From the unsteady pressure data at an input position, the time-domain pressure field was estimated using transfer functions obtained using PSE and a data-driven method based on a well-validated large-eddy simulation (LES). The prediction scheme employed is a single-input single-output, linear model. The unsteady pressure predicted by the PSE showed good agreement with the LES results, especially if the input position is outside the mixing layer, where the prediction capabilities of the PSE are comparable to those of the data-driven transfer functions. The good agreement indicates that PSE could not only be used to predict the sound generation but also to open up different potentialities to attenuate the noise by flow control. The exploration of the regions where the method displayed good agreement, which are presented in this work, can guide the positioning of the sensors for experimental implementation of closed-loop control in a jet.

Simulation of humpback whale bubble-net feeding models.

Humpback whales can generate intricate bubbly regions, called bubble nets, via blowholes. Humpback whales appear to exploit these bubble nets for feeding via loud vocalizations. A fully-coupled phase-averaging approach is used to model the flow, bubble dynamics, and corresponding acoustics. A previously hypothesized waveguiding mechanism is assessed for varying acoustic frequencies and net void fractions. Reflections within the bubbly region result in observable waveguiding for only a small range of flow parameters. A configuration of multiple whales surrounding and vocalizing towards an annular bubble net is also analyzed. For a range of flow parameters, the bubble net keeps its core region substantially quieter than the exterior. This approach appears more viable, though it relies upon the cooperation of multiple whales. A spiral bubble net configuration that circumvents this requirement is also investigated. The acoustic wave behaviors in the spiral interior vary qualitatively with the vocalization frequency and net void fraction. The competing effects of vocalization guiding and acoustic attenuation are quantified. Low void fraction cases allow low-frequency waves to partially escape the spiral region, with the remaining vocalizations still exciting the net interior. Higher void fraction nets appear preferable, guiding even low-frequency vocalizations while still maintaining a quiet net interior.

High-speed video microscopy and numerical modeling of bubble dynamics near a surface of urinary stone.

Ultra-high-speed video microscopy and numerical modeling were used to assess the dynamics of microbubbles at the surface of urinary stones. Lipid-shell microbubbles designed to accumulate on stone surfaces were driven by bursts of ultrasound in the sub-MHz range with pressure amplitudes on the order of 1 MPa. Microbubbles were observed to undergo repeated cycles of expansion and violent collapse. At maximum expansion, the microbubbles' cross-section resembled an ellipse truncated by the stone. Approximating the bubble shape as an oblate spheroid, this study modeled the collapse by solving the multicomponent Euler equations with a two-dimensional-axisymmetric code with adaptive mesh refinement for fine resolution of the gas-liquid interface. Modeled bubble collapse and high-speed video microscopy showed a distinctive circumferential pinching during the collapse. In the numerical model, this pinching was associated with bidirectional microjetting normal to the rigid surface and toroidal collapse of the bubble. Modeled pressure spikes had amplitudes two-to-three orders of magnitude greater than that of the driving wave. Micro-computed tomography was used to study surface erosion and formation of microcracks from the action of microbubbles. This study suggests that engineered microbubbles enable stone-treatment modalities with driving pressures significantly lower than those required without the microbubbles.

Energy shielding by cavitation bubble clouds in burst wave lithotripsy.

Combined laboratory experiment and numerical simulation are conducted on bubble clouds nucleated on the surface of a model kidney stone to quantify the energy shielding of the stone caused by cavitation during burst wave lithotripsy (BWL). In the experiment, the bubble clouds are visualized and bubble-scattered acoustics are measured. In the simulation, a compressible, multi-component flow solver is used to capture complex interactions among cavitation bubbles, the stone, and the burst wave. Quantitative agreement is confirmed between results of the experiment and the simulation. In the simulation, a significant shielding of incident wave energy by the bubble clouds is quantified. The magnitude of shielding can reach up to 90% of the energy of the incoming burst wave that otherwise would be transmitted into the stone, suggesting a potential loss of efficacy of stone comminution. There is a strong correlation between the magnitude of the energy shielding and the amplitude of the bubble-scattered acoustics, independent of the initial size and the void fraction of the bubble cloud within a range addressed in the simulation. This correlation could provide for real-time monitoring of cavitation activity in BWL.

A Source Term Approach for Generation of One-way Acoustic Waves in the Euler and Navier-Stokes equations.

We derive a volumetric source term for the Euler and Navier-Stokes equations that mimics the generation of unidirectional acoustic waves from an arbitrary smooth surface in three-dimensional space. The model is constructed as a linear combination of monopole and dipole sources in the mass, momentum, and energy equations. The singular source distribution on the surface is regularized on a computational grid by convolution with a smeared Dirac delta function. The source is implemented in the Euler equations using a Cartesian-grid finite-volume WENO scheme, and validated by comparing with analytical solution for unidirectional planar and spherical acoustic waves. Using the scheme, we emulate a spherical piezoelectric transducer and a multi-array transducer to simulate focused ultrasound fields in water. The simulated ultrasound fields show favorable agreement with previous experiments.

Piezoelectric energy harvesting in internal fluid flow.

We consider piezoelectric flow energy harvesting in an internal flow environment with the ultimate goal powering systems such as sensors in deep oil well applications. Fluid motion is coupled to structural vibration via a cantilever beam placed in a converging-diverging flow channel. Two designs were considered for the electromechanical coupling: first; the cantilever itself is a piezoelectric bimorph; second; the cantilever is mounted on a pair of flextensional actuators. We experimentally investigated varying the geometry of the flow passage and the flow rate. Experimental results revealed that the power generated from both designs was similar; producing as much as 20 mW at a flow rate of 20 L/min. The bimorph designs were prone to failure at the extremes of flow rates tested. Finite element analysis (FEA) showed fatigue failure was imminent due to stress concentrations near the bimorph's clamped region; and that robustness could be improved with a stepped-joint mounting design. A similar FEA model showed the flextensional-based harvester had a resonant frequency of around 375 Hz and an electromechanical coupling of 0.23 between the cantilever and flextensional actuators in a vacuum. These values; along with the power levels demonstrated; are significant steps toward building a system design that can eventually deliver power in the Watts range to devices down within a well.

Modeling and experimental analysis of acoustic cavitation bubbles for Burst Wave Lithotripsy.

A combined modeling and experimental study of acoustic cavitation bubbles that are initiated by focused ultrasound waves is reported. Focused ultrasound waves of frequency 335 kHz and peak negative pressure 8 MPa are generated in a water tank by a piezoelectric transducer to initiate cavitation. The resulting pressure field is obtained by direct numerical simulation (DNS) and used to simulate single bubble oscillation. The characteristics of cavitation bubbles observed by high-speed photography qualitatively agree withs the simulation result. Finally, bubble clouds are captured using acoustic B-mode imaging that works in synchronization with high-speed photography.

Improving Burst Wave Lithotripsy Effectiveness for Small Stones and Fragments by Increasing Frequency: Theoretical Modeling and Ex Vivo Study.

Introduction and Objective: In clinical trial NCT03873259, a 2.6-mm lower pole stone was treated transcutaneously and ex vivo with 390-kHz burst wave lithotripsy (BWL) for 40 minutes and failed to break. The stone was subsequently fragmented with 650-kHz BWL after a 4-minute exposure. This study investigated how to fragment small stones and why varying the BWL frequency may more effectively fragment stones to dust. Methods: A linear elastic theoretical model was used to calculate the stress created inside stones from shock wave lithotripsy (SWL) and different BWL frequencies mimicking the stone's size, shape, lamellar structure, and composition. To test model predictions about the impact of BWL frequency, matched pairs of stones (1-5 mm) were treated at (1) 390 kHz, (2) 830 kHz, and (3) 390 kHz followed by 830 kHz. The mass of fragments >1 and 2 mm was measured over 10 minutes of exposure. Results: The linear elastic model predicts that the maximum principal stress inside a stone increases to more than 5.5 times the pressure applied by the ultrasound wave as frequency is increased, regardless of the composition tested. The threshold frequency for stress amplification is proportionate to the wave speed divided by the stone diameter. Thus, smaller stones may be likely to fragment at a higher frequency, but not at a lower frequency below a limit. Unlike with SWL, this amplification in BWL occurs consistently with spherical and irregularly shaped stones. In water tank experiments, stones smaller than the threshold size broke fastest at high frequency (p = 0.0003), whereas larger stones broke equally well to submillimeter dust at high, low, or mixed frequencies. Conclusions: For small stones and fragments, increasing frequency of BWL may produce amplified stress in the stone causing the stone to break. Using the strategies outlined here, stones of all sizes may be turned to dust efficiently with BWL.

Simulation of the effects of cavitation and anatomy in the shock path of model lithotripters.

We report on recent efforts to develop predictive models for the pressure and other flow variables in the focal region of shock wave lithotripters. Baseline simulations of three representative lithotripters (electrohydraulic, electromagnetic, and piezoelectric) compare favorably with in vitro experiments (in a water bath). We proceed to model and investigate how shock focusing is altered by the presence of material interfaces associated with different types of tissue encountered along the shock path, and by the presence of cavitation bubbles that are excited by tensile pressures associated with the focused shock wave. We use human anatomical data, but simplify the description by assuming that the tissue behaves as a fluid, and by assuming cylindrical symmetry along the shock path. Scattering by material interfaces is significant, and regions of high pressure amplitudes (both compressive and tensile) are generated almost 4 cm postfocus. Bubble dynamics generate secondary shocks whose strength depends on the density of bubbles and the pulse repetition frequency (PRF). At sufficiently large densities, the bubbles also attenuate the shock. Together with experimental evidence, the simulations suggest that high PRF may be counterproductive for stone comminution. Finally, we discuss how the lithotripter simulations can be used as input to more detailed physical models that attempt to characterize the mechanisms by which collapsing cavitation models erode stones, and by which shock waves and bubbles may damage tissue.

Improvement of acoustic theory of ultrasonic waves in dilute bubbly liquids.

The theory of the acoustics of dilute bubbly liquids is reviewed, and the dispersion relation is modified by including the effect of liquid compressibility on the natural frequency of the bubbles. The modified theory is shown to more accurately predict the trend in measured attenuation of ultrasonic waves. The model limitations associated with such high-frequency waves are discussed.

Bubble cloud dynamics in an ultrasound field.

The dynamics of bubble clouds induced by high-intensity focused ultrasound are investigated in a regime where the cloud size is similar to the ultrasound wavelength. High-speed images show that the cloud is asymmetrical; the bubbles nearest the source grow to a larger radius than the distal ones. Similar structures of bubble clouds are observed in numerical simulations that mimic the laboratory experiment. To elucidate the structure, a parametric study is conducted for plane ultrasound waves with various amplitudes and diffuse clouds with different initial void fractions. Based on an analysis of the kinetic energy of liquid induced by bubble oscillations, a new scaling parameter is introduced to characterize the dynamics. The new parameter generalizes the cloud interaction parameter originally introduced by d'Agostino & Brennen (1989). The dynamic interaction parameter controls the energy localization and consequent anisotropy of the cloud. Moreover, the amplitude of the far-field, bubble-scattered acoustics is likewise correlated with the proposed parameter. Findings of the present study not only shed light on the physics of cloud cavitation, but may also be of use to quantification of the effects of cavitation on outcomes of ultrasound therapies including HIFU-based lithotripsy.

Comparative study of the dynamics of laser and acoustically generated bubbles in viscoelastic media.

Experimental observations of the growth and collapse of acoustically and laser-nucleated single bubbles in water and agarose gels of varying stiffness are presented. The maximum radii of generated bubbles decreased as the stiffness of the media increased for both nucleation modalities, but the maximum radii of laser-nucleated bubbles decreased more rapidly than acoustically nucleated bubbles as the gel stiffness increased. For water and low stiffness gels, the collapse times were well predicted by a Rayleigh cavity, but bubbles collapsed faster than predicted in the higher stiffness gels. The growth and collapse phases occurred symmetrically (in time) about the maximum radius in water but not in gels, where the duration of the growth phase decreased more than the collapse phase as gel stiffness increased. Numerical simulations of the bubble dynamics in viscoelastic media showed varying degrees of success in accurately predicting the observations.

Shock-induced collapse of a gas bubble in shockwave lithotripsy.

The shock-induced collapse of a pre-existing nucleus near a solid surface in the focal region of a lithotripter is investigated. The entire flow field of the collapse of a single gas bubble subjected to a lithotripter pulse is simulated using a high-order accurate shock- and interface-capturing scheme, and the wall pressure is considered as an indication of potential damage. Results from the computations show the same qualitative behavior as that observed in experiments: a re-entrant jet forms in the direction of propagation of the pulse and penetrates the bubble during collapse, ultimately hitting the distal side and generating a water-hammer shock. As a result of the propagation of this wave, wall pressures on the order of 1 GPa may be achieved for bubbles collapsing close to the wall. The wall pressure decreases with initial stand-off distance and pulse width and increases with pulse amplitude. For the stand-off distances considered in the present work, the wall pressure due to bubble collapse is larger than that due to the incoming shockwave; the region over which this holds may extend to ten initial radii. The present results indicate that shock-induced collapse is a mechanism with high potential for damage in shockwave lithotripsy.

Eulerian-Lagrangian method for simulation of cloud cavitation.

We present a coupled Eulerian-Lagrangian method to simulate cloud cavitation in a compressible liquid. The method is designed to capture the strong, volumetric oscillations of each bubble and the bubble-scattered acoustics. The dynamics of the bubbly mixture is formulated using volume-averaged equations of motion. The continuous phase is discretized on an Eulerian grid and integrated using a high-order, finite-volume weighted essentially non-oscillatory (WENO) scheme, while the gas phase is modeled as spherical, Lagrangian point-bubbles at the sub-grid scale, each of whose radial evolution is tracked by solving the Keller-Miksis equation. The volume of bubbles is mapped onto the Eulerian grid as the void fraction by using a regularization (smearing) kernel. In the most general case, where the bubble distribution is arbitrary, three-dimensional Cartesian grids are used for spatial discretization. In order to reduce the computational cost for problems possessing translational or rotational homogeneities, we spatially average the governing equations along the direction of symmetry and discretize the continuous phase on two-dimensional or axi-symmetric grids, respectively. We specify a regularization kernel that maps the three-dimensional distribution of bubbles onto the field of an averaged two-dimensional or axi-symmetric void fraction. A closure is developed to model the pressure fluctuations at the sub-grid scale as synthetic noise. For the examples considered here, modeling the sub-grid pressure fluctuations as white noise agrees a priori with computed distributions from three-dimensional simulations, and suffices, a posteriori, to accurately reproduce the statistics of the bubble dynamics. The numerical method and its verification are described by considering test cases of the dynamics of a single bubble and cloud cavitaiton induced by ultrasound fields.