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At least 181 records · Page 10

Quantifying System Level Impact of Connected and Automated Vehicles in an Urban Corridor

Numerous studies have demonstrated significant energy reduction for an ego vehicle by up to 20% leveraging Vehicle-to-Everything (V2X) technologies [1-4]. Some studies have also analyzed the impact of such vehicles on the energy consumption of other vehicles in a suburban or a highway corridor [5, 6], but the impact in an urban setting has not been studied yet. Southwest Research Institute (SwRI), in collaboration with Continental and Hyundai, is currently working on a Department of Energy funded project that is focused on quantifying the impact of multiple ego vehicles (smart vehicles) on the total energy consumption of the corridor under various traffic conditions, vehicle electrification level, vehicle-to-vehicle (V2V) technology penetration, and the number of smart (ego) vehicles in an urban setting. A six-kilometer-long urban corridor from Columbus, Ohio was modeled and calibrated with real-world data in PTV Vissim traffic microsimulation software. Five forward-looking powertrain models, consisting of two battery electric vehicles (BEVs), a hybrid electric vehicle (HEV), and two internal combustion engine (ICE) powered vehicles, were developed to estimate the energy consumption of vehicles on the corridor. A comprehensive full factorial simulation study was performed. The simulation results indicate that for a traffic mix based on projected new vehicles sales in 2025, a 15% corridor-level energy consumption reduction can be achieved. The paper details the development and validation of the simulation framework, design of experiments conducted, a discussion of challenges faced, and results under various test conditions.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Full forward model of galaxy clustering statistics with AbacusSummit light cones

ABSTRACT Novel summary statistics beyond the standard 2-point correlation function (2PCF) are necessary to capture the full astrophysical and cosmological information from the small-scale (r < 30h−1Mpc) galaxy clustering. However, the analysis of beyond-2PCF statistics on small scales is challenging because we lack the appropriate treatment of observational systematics for arbitrary summary statistics of the galaxy field. In this paper, we develop a full forward modelling pipeline for a wide range of summary statistics using the large high-fidelity AbacusSummit light cones that account for many systematic effects as well as remain flexible and computationally efficient to enable posterior sampling. We apply our forward model approach to a fully realistic mock galaxy catalog and demonstrate that we can recover unbiased constraints on the underlying galaxy–halo connection model using two separate summary statistics: the standard 2PCF and the novel k-th nearest neighbour (kNN) statistics, which are sensitive to correlation functions of all orders. We will demonstrate its strong constraining power on extended galaxy–halo connection models and cosmology in follow up papers. We expect this to become a powerful approach when applying to upcoming surveys such as DESI where we can leverage a multitude of summary statistics across a wide redshift range to maximally extract information from the non-linear scales.

79 ASTRONOMY AND ASTROPHYSICS↗

Taylor approximation variance reduction for approximation errors in PDE-constrained Bayesian inverse problems

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a computationally cheaper alternative to the accurate parameter-to-observable mappings and/or may ignore additional unknowns or sources of uncertainty. The Bayesian approximation error (BAE) approach provides a means to account for the induced uncertainties and approximation errors, i.e. the errors between the accurate parameter-to-observable mapping and the surrogate. The statistics of these errors are, however, in general unknown a priori, and are thus calculated using Monte Carlo sampling. Although the sampling is typically carried out offline, i.e. before considering the data, the process can still represent a computational bottleneck. In this work, we develop a scalable computational approach for reducing the costs associated with the sampling stage of the BAE approach. Specifically, we consider the Taylor expansion of the accurate and surrogate forward models with respect to the uncertain parameter fields either as a control variate for variance reduction or as a means to directly and efficiently approximate the mean and covariance of the approximation errors. We propose efficient methods for evaluating the expressions for the mean and covariance of the Taylor approximations based on linear(-ized) PDE solves. Furthermore, the proposed approach is independent of the dimension of the uncertain parameter, depending instead on the intrinsic dimension of the data, ensuring scalability to high-dimensional problems. The potential benefits of the proposed approach are demonstrated for two high-dimensional inverse problems governed by PDE examples, namely for the estimation of a distributed Robin boundary coefficient in a linear diffusion problem, and for a coefficient estimation problem governed by a nonlinear diffusion problem.

Bayesian approximation error↗

Multilevel Monte Carlo Estimators For Derivative-Free Optimization Under Uncertainty

Optimization is a key tool for scientific and engineering applications; however, in the presence of models affected by uncertainty, the optimization formulation needs to be extended to consider statistics of the quantity of interest. Optimization under uncertainty (OUU) deals with this endeavor and requires uncertainty quantification analyses at several design locations; i.e., its overall computational cost is proportional to the cost of performing a forward uncertainty analysis at each design location. An OUU workflow has two main components: an inner loop strategy for the computation of statistics of the quantity of interest, and an outer loop optimization strategy tasked with finding the optimal design, given a merit function based on the inner loop statistics. Here, in this work, we propose to alleviate the cost of the inner loop uncertainty analysis by leveraging the so-called multilevel Monte Carlo (MLMC) method, which is able to allocate resources over multiple models with varying accuracy and cost. The resource allocation problem in MLMC is formulated by minimizing the computational cost given a target variance for the estimator. We consider MLMC estimators for statistics usually employed in OUU workflows and solve the corresponding allocation problem. For the outer loop, we consider a derivative-free optimization strategy implemented in the SNOWPAC library; our novel strategy is implemented and released in the Dakota software toolkit. We discuss several numerical test cases to showcase the features and performance of our approach with respect to its Monte Carlo single fidelity counterpart.

97 MATHEMATICS AND COMPUTING↗

Early arrival waveform inversion using data uncertainties and matching filters with application to near-surface seismic refraction data

We develop an early arrival waveform inversion (EAWI) technique for high-resolution near-surface velocity estimation by iteratively updating the P-wave velocity model to minimize the difference between the observed and calculated seismic refraction data. Traditional EAWI uses a least-squares penalty function and an acoustic forward-modeling engine. Conventional least-squares error is sensitive to data with low signal-to-noise ratio (S/N) and iterations of EAWI stop at a local-minimum data misfit or at the preassigned maximum number of iterations. These stopping criteria can result in overfitting the data. In addition, fitting the elastic field data with an acoustic modeling engine can introduce artifacts in velocity estimation, especially in land data with significant elastic effects. To overcome these challenges, we develop a robust EAWI (REAWI) method by (1) incorporating the data uncertainties into the penalty function and (2) mitigating the elastic effects using a matching filter workflow. The data uncertainties are estimated from waveform reciprocal errors. When full-waveform reciprocity is not available, trace interpolation is applied. The proposed method prevents closely fitting data with low S/N, avoids overall overfitting by stopping the iterations when a normalized chi-square ([Formula: see text]) waveform misfit of one is achieved, and is less affected by elastic effects. Numerical examples and application to near-surface refraction data at a groundwater contamination site suggest that the final REAWI models are more accurate than the corresponding EAWI models, at the same level of misfit. This is the first known application of a matching filter workflow to real land data. The final REAWI models satisfy an appropriate misfit between the real data and predicted elastic P-wave data, making this approach in this respect equivalent to elastic waveform inversion. We also develop a method to analyze model constraint by examining the energy of the wavefield Fréchet derivative thereby avoiding the influence of the data residuals in traditional Fréchet kernels.

Geochemistry & Geophysics↗

DeepM&Mnet: Inferring the electroconvection multiphysics fields based on operator approximation by neural networks

Electroconvection is a multiphysics problem involving coupling of the flow field with the electric field as well as the cation and anion concentration fields. Here, we use electroconvection as a benchmark problem to put forward a new data assimilation framework, the DeepM&Mnet, for simulating multiphysics and multiscale problems at speeds much faster than standard numerical methods using pre-trained neural networks. We first pre-train DeepONets that can predict independently each field, given general inputs from the rest of the fields of the coupled system. DeepONets can approximate nonlinear operators and are composed of two sub-networks, a branch net for the input fields and a trunk net for the locations of the output field. DeepONets, which are extremely fast, are used as building blocks in the DeepM&Mnet and form constraints for the multiphysics solution along with some sparse available measurements of any of the fields. We demonstrate the new methodology and document the accuracy of each individual DeepONet, and subsequently we present two different DeepM&Mnet architectures that infer accurately and efficiently 2D electroconvection fields for unseen electric potentials. Furthermore, the DeepM&Mnet framework is general and can be applied for building any complex multiphysics and multiscale models based on very few measurements using pre-trained DeepONets in a “plug-and-play” mode.

97 MATHEMATICS AND COMPUTING↗

Finite elements for Matérn-type random fields: Uncertainty in computational mechanics and design optimization

This work highlights an approach for incorporating realistic uncertainties into scientific computing workflows based on finite elements, focusing on prevalent applications in computational mechanics and design optimization. We leverage Matérn-type Gaussian random fields (GRFs) generated using the SPDE method to model aleatoric uncertainties, including environmental influences, variating material properties, and geometric ambiguities. Our focus lies on delivering practical GRF realizations that accurately capture imperfections and variations and understanding how they impact the predictions of computational models as well as the shape and topology of optimized designs. Here we describe a numerical algorithm based on solving a generalized SPDE to sample GRFs on arbitrary meshed domains. The algorithm leverages established techniques and integrates seamlessly with the open-source finite element library MFEM and associated scientific computing workflows, like those found in industrial and national laboratory settings. Our solver scales efficiently for large-scale problems and supports various domain types, including surfaces and embedded manifolds. We showcase its versatility through biomechanics and topology optimization applications, emphasizing the potential to influence these domains. The flexibility and efficiency of SPDE-based GRF generation empowers us to run large-scale optimization problems on 2D and 3D domains, including finding optimized designs on embedded surfaces, and to generate design features and topologies beyond the reach of conventional techniques. Moreover, these capabilities allow us to model and quantify geometric uncertainties on reconstructed submanifolds, such as the interpolated surfaces of cerebral aneurysms provided by postprocessing CT scans. In addition to offering benefits in these specific domains, the proposed techniques transcend specific applications and generalize to arbitrary forward and backward problems in uncertainty quantification involving finite elements.

97 MATHEMATICS AND COMPUTING↗

Tackling the curse of dimensionality in fractional and tempered fractional PDEs with physics-informed neural networks

Fractional and tempered fractional partial differential equations (PDEs) are effective models of long-range interactions, anomalous diffusion, and non-local effects. Traditional numerical methods for these problems are mesh-based, thus struggling with the curse of dimensionality (CoD). Physics-informed neural networks (PINNs) offer a promising solution due to their universal approximation, generalization ability, and mesh-free training. In principle, Monte Carlo fractional PINN (MC-fPINN) estimates fractional derivatives using Monte Carlo methods and thus could lift CoD. However, this may cause significant variance and errors, hence affecting convergence; in addition, MC-fPINN is sensitive to hyperparameters. In general, numerical methods and specifically PINNs for tempered fractional PDEs are under-developed. Herein, we extend MC-fPINN to tempered fractional PDEs to address these issues, resulting in the Monte Carlo tempered fractional PINN (MC-tfPINN). To reduce possible high variance and errors from Monte Carlo sampling, we replace the one-dimensional (1D) Monte Carlo with 1D Gaussian quadrature, applicable to both MC-fPINN and MC-tfPINN. We validate our methods on various forward and inverse problems of fractional and tempered fractional PDEs, scaling up to 100,000 dimensions. Our improved MC-fPINN/MC-tfPINN using quadrature consistently outperforms the original versions in accuracy and convergence speed in very high dimensions.

42 ENGINEERING↗

Physics-informed machine learning

Despite great progress in simulating multiphysics problems using the numerical discretization of partial differential equations (PDEs), one still cannot seamlessly incorporate noisy data into existing algorithms, mesh generation remains complex, and high-dimensional problems governed by parameterized PDEs cannot be tackled. Moreover, solving inverse problems with hidden physics is often prohibitively expensive and requires different formulations and elaborate computer codes. Machine learning has emerged as a promising alternative, but training deep neural networks requires big data, not always available for scientific problems. Instead, such networks can be trained from additional information obtained by enforcing the physical laws (for example, at random points in the continuous space-time domain). Such physics-informed learning integrates (noisy) data and mathematical models, and implements them through neural networks or other kernel-based regression networks. Moreover, it may be possible to design specialized network architectures that automatically satisfy some of the physical invariants for better accuracy, faster training and improved generalization. Furthermore, we review some of the prevailing trends in embedding physics into machine learning, present some of the current capabilities and limitations and discuss diverse applications of physics-informed learning both for forward and inverse problems, including discovering hidden physics and tackling high-dimensional problems.

97 MATHEMATICS AND COMPUTING↗

Observation and Simulation of Methane Plumes During the Morning Boundary Layer Transition

Abstract Methane (CH 4 ) contributes significantly to global warming. However, accurate identification of CH 4 sources for reducing CH 4 emissions is often hampered by inadequate accuracy and spatiotemporal coverage of CH 4 detection, and lack of accurate CH 4 forward modeling used in top‐down inversion systems. In this study, a field experiment was conducted in Pampa, Texas using two CH 4 sensors (LI‐COR and OGI camera) to detect CH 4 releases. We investigated whether high‐resolution simulations using the Weather Research and Forecasting (WRF) model with greenhouse gases (WRF‐GHG) could accurately simulate the CH 4 plumes in the presence of evolving atmospheric boundary layer from sunrise to noon. CH 4 plumes showed substantial variation in time. At a release rate of ∼17.5 kg hr −1 , the maximum enhancement of CH 4 measured by LI‐COR was 2.6 ppm at sunrise (7:36 a.m.), 250 m from the release location. Within half an hour after sunrise, this enhancement decreased to 0.3–0.4 ppm. The enhancement was 0.2 ppm by 10:00 a.m. and further dropped to less than 0.1 ppm after 11:30 a.m. Due to the low temperature at sunrise, the OGI camera failed to detect the CH 4 plume. The WRF‐GHG large‐eddy simulation (LES) with 32 m grid spacing successfully reproduced these CH 4 enhancements. In situ measurements together with numerical simulations illustrate the impact of the transition from a stable boundary layer in the early morning to a convective boundary layer at noon on the dispersion of CH 4 plumes. Additionally, CH 4 plumes from a cattle farm in Oklahoma are briefly examined using the same modeling approach.

Hu, Xiao‐Ming [Center for Analysis and Prediction ↗

Accelerating phase-field-based microstructure evolution predictions via surrogate models trained by machine learning methods

Abstract The phase-field method is a powerful and versatile computational approach for modeling the evolution of microstructures and associated properties for a wide variety of physical, chemical, and biological systems. However, existing high-fidelity phase-field models are inherently computationally expensive, requiring high-performance computing resources and sophisticated numerical integration schemes to achieve a useful degree of accuracy. In this paper, we present a computationally inexpensive, accurate, data-driven surrogate model that directly learns the microstructural evolution of targeted systems by combining phase-field and history-dependent machine-learning techniques. We integrate a statistically representative, low-dimensional description of the microstructure, obtained directly from phase-field simulations, with either a time-series multivariate adaptive regression splines autoregressive algorithm or a long short-term memory neural network. The neural-network-trained surrogate model shows the best performance and accurately predicts the nonlinear microstructure evolution of a two-phase mixture during spinodal decomposition in seconds, without the need for “on-the-fly” solutions of the phase-field equations of motion. We also show that the predictions from our machine-learned surrogate model can be fed directly as an input into a classical high-fidelity phase-field model in order to accelerate the high-fidelity phase-field simulations by leaping in time. Such machine-learned phase-field framework opens a promising path forward to use accelerated phase-field simulations for discovering, understanding, and predicting processing–microstructure–performance relationships.

36 MATERIALS SCIENCE↗

CFL Optimized Forward–Backward Runge–Kutta Schemes for the Shallow-Water Equations

Abstract We present the formulation and optimization of a Runge–Kutta-type time-stepping scheme for solving the shallow-water equations, aimed at substantially increasing the effective allowable time step over that of comparable methods. This scheme, called FB-RK(3,2), uses weighted forward–backward averaging of thickness data to advance the momentum equation. The weights for this averaging are chosen with an optimization process that employs a von Neumann–type analysis, ensuring that the weights maximize the admittable Courant number. Through a simplified local truncation error analysis and numerical experiments, we show that the method is at least second-order in time for any choice of weights and exhibits low dispersion and dissipation errors for well-resolved waves. Further, we show that an optimized FB-RK(3,2) can take time steps up to 2.8 times as large as a popular three-stage, third-order strong stability-preserving Runge–Kutta method in a quasi-linear test case. In fully nonlinear shallow-water test cases relevant to oceanic and atmospheric flows, FB-RK(3,2) outperforms SSPRK3 in admittable time step by factors roughly between 1.6 and 2.2, making the scheme approximately twice as computationally efficient with little to no effect on solution quality. Significance Statement The purpose of this work is to develop and optimize time-stepping schemes for models relevant to oceanic and atmospheric flows. Specifically, for the shallow-water equations we optimize for schemes that can take time steps as large as possible while retaining solution quality. We find that our optimized schemes can take time steps between 1.6 and 2.2 times larger than schemes that cost the same number of floating point operations, translating directly to a corresponding speedup. Our ultimate goal is to use these schemes in climate-scale simulations.

54 ENVIRONMENTAL SCIENCES↗

When and why PINNs fail to train: A neural tangent kernel perspective

Physics-informed neural networks (PINNs) have lately received great attention thanks to their flexibility in tackling a wide range of forward and inverse problems involving partial differential equations. However, despite their noticeable empirical success, little is known about how such constrained neural networks behave during their training via gradient descent. More importantly, even less is known about why such models sometimes fail to train at all. Here in this work, we aim to investigate these questions through the lens of the Neural Tangent Kernel (NTK); a kernel that captures the behavior of fully-connected neural networks in the infinite width limit during training via gradient descent. Specifically, we derive the NTK of PINNs and prove that, under appropriate conditions, it converges to a deterministic kernel that stays constant during training in the infinite-width limit. This allows us to analyze the training dynamics of PINNs through the lens of their limiting NTK and find a remarkable discrepancy in the convergence rate of the different loss components contributing to the total training error. To address this fundamental pathology, we propose a novel gradient descent algorithm that utilizes the eigenvalues of the NTK to adaptively calibrate the convergence rate of the total training error. Finally, we perform a series of numerical experiments to verify the correctness of our theory and the practical effectiveness of the proposed algorithms.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Controllable vortex shedding from dissipative exchange flows in ferromagnetic channels

Ferromagnetic channels subject to spin injection at one extremum sustain long-range coherent textures that carry spin currents known as dissipative exchange flows (DEFs). In the weak injection regime, spin currents carried by DEFs decay algebraically and extend through the length of the channel, a regime known as spin superfluidity. Similar to fluids, these structures are prone to phase slips that manifest as vortex-antivortex pairs. In this work, we numerically study vortex shedding from DEFs excited in a magnetic nanowire with a physical obstacle. Using micromagnetic simulations, we find regimes of laminar flow and vortex shedding as a function of obstacle position tunable by the spin injection sign and magnitude. Vortex-antivortex pairs translate forward (VF regime) or backward (VB regime) with respect to the detector's extremum, resulting in well-defined spectral features. Qualitatively similar results are obtained when temperature, anisotropy, and weak nonlocal dipole fields are included in the simulations. These results provide clear features associated with DEFs that may be detected experimentally in devices with nominally identical boundary conditions. Furthermore, our results suggest that obstacles can be considered as DEF control gates, opening an avenue to manipulate DEFs via physical defects.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Probabilistic Groundwater Modeling of the RDX Plume at Los Alamos National Laboratory to Support Risk Assessment - 20359

A plume of the contaminant hexahydro-1,3,5-trinitro-1,3,5-triazine (RDX) with concentrations greater than the New Mexico tap water drinking standard (9.66 ppb) is present in the regional aquifer near the southwestern boundary of Los Alamos National Laboratory (LANL). A risk assessment is performed for exposure to regional aquifer groundwater, with long-term predictions of RDX concentrations provided by a calibrated, probabilistic, numerical fate and transport model. The structure of the model is hierarchical, with the RDX Regional Aquifer (RA) groundwater model acting as the primary tool for analysis of downgradient RDX concentrations. The RA model is deeply informed by the conceptual site model (CSM) and is calibrated using site RDX concentration data and hydraulic head measurements, along with other analyses. The model is calibrated using data through December 2019. Where data are scarce other lines of evidence are used to inform inputs, including the multiphase RDX Vadose Zone (VZ) model and Pipe and Disk analytical screening tool. Model inputs are described with informative prior distributions using a robust approach to development that incorporates all available lines of evidence for every parameter used as an input to the RA model. Calibration is performed using a classical nonlinear optimization routine, which is then used to initialize a Bayesian calibration. The Bayesian calibration constrains the uncertainty in the classical calibration, ultimately providing posterior distributions for all model parameters. The challenges of the calibration include high-dimensional parameter space, including spatially heterogeneous hydraulic conductivities, comparatively sparse data, and low RDX concentrations. Posterior parameter distributions developed in the calibration process are then used for stochastic predictive model runs into the future. The result of the forward runs is spatially and temporally explicit estimates of head and concentration with uncertainty at all points in space and time. The probabilistic modeling approach presented here includes innovative computational and statistical methods that leverage high-performance computing (HPC) resources. It makes use of prior modeling work performed at the chromium plume site in the central LANL area, with extensive updates. The risk assessment will ultimately be used to support decision-making at the site, using multiple appropriately weighted sources of information, as well as uncertainty, sensitivity, and value-of-information analyses. (authors)

12 MANAGEMENT OF RADIOACTIVE AND NON-RADIOACTIVE W↗

Latent Twins

Over the past decade, scientific machine learning has transformed the development of mathematical and computational frameworks for analyzing, modeling, and predicting complex systems. From inverse problems to numerical partial differential equations (PDEs), dynamical systems, and model reduction, these advances have pushed the boundaries of what can be simulated. Yet they have often progressed in parallel, with representation learning and algorithmic solution methods evolving largely as separate pipelines. With Latent Twins, we propose a unifying mathematical framework that creates a hidden surrogate in latent space for the underlying equations. Whereas digital twins mirror physical systems in the digital world, Latent Twins mirror mathematical systems in a learned latent space governed by operators. Through this lens, classical modeling, inversion, model reduction, and operator approximation all emerge as special cases of a single principle. We establish the fundamental approximation properties of Latent Twins for both ordinary differential equations (ODEs) and PDEs and demonstrate the framework across three representative settings: (i) canonical ODEs, capturing diverse dynamical regimes; (ii) a PDE benchmark using the shallow-water equations, contrasting Latent Twin simulations with deep operator network and forecasts with a four-dimensional variational method baseline; and (iii) a challenging real-data geopotential reanalysis dataset, reconstructing and forecasting from sparse, noisy observations. Latent Twins provide a compact, interpretable surrogate for solution operators that evaluate across arbitrary time gaps in a single-shot, while remaining compatible with scientific pipelines such as assimilation, control, and uncertainty quantification. Looking forward, this framework offers scalable, theory-grounded surrogates that bridge data-driven representation learning and classical scientific modeling across disciplines.

Latent Twins↗

Numerical and experimental characterization of twin transmission across grain boundaries along the forward and lateral directions

Pervasive deformation twinning and transmission events across grain boundaries (GBs) affect the strength and failure of hexagonal close-packed (HCP) magnesium. A three-dimensional twin can transmit along the twinning shear direction, (forward), and along the direction perpendicular to both the twinning plane normal and the shear direction, (lateral). For the first time, phase-field calculations and electron backscatter diffraction (EBSD)-based statistical analysis are combined to investigate the effect of the twinned grain boundary characteristics on twin transmission (TT) along the forward and lateral directions. This combined analysis reveals that TT propensity decreases with increasing misorientation angle across the GB for both forward and lateral directions. Also, the TT is more favorable along the lateral than along the forward direction. Twin transmission seems harder across GBs with a misorientation axis closer to the twin -direction than the other directions ( and ). Further, the PF calculations reveal that, at the onset of a transmission process, the crystallography tends to be preserved in the case of lateral transmission, whereas, in the forward transmission case, the transmitted twin punches straight through the GBs and its morphology prevails. Additionally, the EBSD analysis finds that pure forward and lateral transmissions do not occur often, yet reveals a preference for lateral propagation consistent with PF simulations. Further, the local twin transmission configurations observed in the actual material do not correspond to pure tilt or twist GBs, which are most commonly considered as model cases.

36 MATERIALS SCIENCE↗

Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs), especially with arbitrary initial data. We address this problem by taking advantage of recent advances in scientific machine learning and the spectral dynamically orthogonal (DO) and borthogonal (BO) methods for representing stochastic processes. The recently introduced DO/BO methods reduce the SPDE to solving a system of deterministic PDEs and a system of stochastic ordinary differential equations. Specifically, we propose two new physics-informed neural networks (PINNs) for solving time-dependent SPDEs, namely the neural network (NN)-DO/BO methods. The proposed methods incorporate the DO/BO constraints into the loss function (along with the modal decomposition of the SPDE) with an implicit form instead of generating explicit expressions for the temporal derivatives of the DO/BO modes. Hence, the NN-DO/BO methods can overcome some of the drawbacks of the original DO/BO methods. For example, we do not need the assumption that the covariance matrix of the random coefficients is invertible as in the original DO method, and we can remove the assumption of no eigenvalue crossing as in the original BO method. Moreover, the NN-DO/BO methods can be used to solve time-dependent stochastic inverse problems with the same formulation and same computational complexity as for forward problems. Furthermore, we demonstrate the capability of the proposed methods via several numerical examples, namely: (1) A linear stochastic advection equation with deterministic initial condition: we obtain good results with the proposed methods, while the original DO/BO methods cannot be applied directly in this case. (2) Long-time integration of the stochastic Burgers' equation: we show the good performance of NN-DO/BO methods, especially the effectiveness of the NN-BO approach for such problems with many eigenvalue crossings during the whole time evolution, while the original BO method fails. (3) Nonlinear reaction diffusion equation: we consider both the forward problem and the inverse problems, including very noisy initial point values, to investigate the flexibility of the NN-DO/BO methods in handling inverse and mixed type problems. Taken together, these simulation results demonstrate that the NN-DO/BO methods can be employed to effectively quantify uncertainty propagation in a wide range of physical problems, but future work should address the efficiency issue of PINNs for forward problems.

97 MATHEMATICS AND COMPUTING↗