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Results for “nonlinear partial differential equations”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 199 records · Page 11
All sourcesNASA NTRSDOE OSTI
NASA NTRS1987

Parallels between control PDE's (Partial Differential Equations) and systems of ODE's (Ordinary Differential Equations)

System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.

Hunt, L. R.↗
DOE OSTI2021

A scalable exponential-DG approach for nonlinear conservation laws: With application to Burger and Euler equations

In this work, we propose an Exponential DG framework for partial differential equations. We decompose 7 governing equations into linear and nonlinear parts to which we apply the discontinuous Galerkin 8 (DG) spatial discretization. In particular, we construct the linear part using Jacobian that effectively 9 capture stiff characteristics in the system. The former is integrated analytically, whereas the latter 10 is approximated. This approach i) is stable with a large Courant number (Cr > 1); ii) supports 11 high-order solutions both in time and space; iii) is computationally favorable compared to IMEX 12 DG methods with no preconditioner; iv) becomes comparable to explicit RKDG methods on uniform 13 mesh and beneficial on non-uniform grid for Euler equations; v) is scalable in a modern massively 14 parallel computing architecture due to its explicit nature of exponential time integrators and com15 pact communication stencil of DG method. Numerical results demonstrate the performance of our 16 proposed methods through various examples. We also discuss the stability and convergence analysis 17 for our exponential DG scheme in the context of Burgers equation.

42 ENGINEERING↗
DOE OSTI2022

High-order accurate finite difference discretisations on fully unstructured dual quadrilateral meshes

Here, we present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which when differentiated provides the derivatives of the original function. The method generalises traditional finite difference methods to meshes of arbitrary topology in any number of dimensions for any order of derivative and accuracy. We demonstrate the accuracy of the numerical scheme using dual quadrilateral meshes and a refinement method based on subdivision surfaces. The scheme is applied to the solution of a range of partial differential equations, including both linear and nonlinear, second and fourth order equations, and a time-dependent first order equation.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Data-driven recovery of hidden physics in reduced order modeling of fluid flows

In this article, we introduce a modular hybrid analysis and modeling (HAM) approach to account for hidden physics in reduced order modeling (ROM) of parameterized systems relevant to fluid dynamics. The hybrid ROM framework is based on using first principles to model the known physics in conjunction with utilizing the data-driven machine learning tools to model the remaining residual that is hidden in data. This framework employs proper orthogonal decomposition as a compression tool to construct orthonormal bases and Galerkin projection (GP) as a model to build the dynamical core of the system. Our proposed methodology hence compensates structural or epistemic uncertainties in models and utilizes the observed data snapshots to compute true modal coefficients spanned by these bases. The GP model is then corrected at every time step with a data-driven rectification using a long short-term memory (LSTM) neural network architecture to incorporate hidden physics. A Grassmannian manifold approach is also adopted for interpolating basis functions to unseen parametric conditions. The control parameter governing the system's behavior is thus implicitly considered through true modal coefficients as input features to the LSTM network. The effectiveness of the HAM approach is then discussed through illustrative examples that are generated synthetically to take hidden physics into account. Furthermore, our approach thus provides insights addressing a fundamental limitation of the physics-based models when the governing equations are incomplete to represent underlying physical processes.

42 ENGINEERING↗
DOE OSTI2022

An improved framework for the dynamic likelihood filtering approach to data assimilation

Here, we propose improvements to the Dynamic Likelihood Filter (DLF), a Bayesian data assimilation filtering approach, specifically tailored to wave problems. The DLF approach was developed to address the common challenge in the application of data assimilation to hyperbolic problems in the geosciences and in engineering, where observation systems are sparse in space and time. When these observations have low uncertainties, as compared to model uncertainties, the DLF exploits the inherent nature of information and uncertainties to propagate along characteristics to produce estimates that are phase aware as well as amplitude aware, as would be the case in the traditional data assimilation approach. Along characteristics, the stochastic partial differential equations underlying the linear or nonlinear stochastic dynamics are differential equations. This study focuses on developing the explicit challenges of relating dynamics and uncertainties in the Eulerian and Lagrangian frames via dynamic Gaussian processes. It also implements the approach using the ensemble Kalman filter (EnKF) and compares the DLF approach to the conventional one with respect to wave amplitude and phase estimates in linear and nonlinear wave problems. Numerical comparisons show that the DLF/EnKF outperforms the EnKF estimates, when applied to linear and nonlinear wave problems. This advantage is particularly noticeable when sparse, low uncertainty observations are used.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1978

A high order accurate finite element algorithm for high Reynolds number flow prediction

A Galerkin-weighted residuals formulation is employed to establish an implicit finite element solution algorithm for generally nonlinear initial-boundary value problems. Solution accuracy, and convergence rate with discretization refinement, are quantized in several error norms, by a systematic study of numerical solutions to several nonlinear parabolic and a hyperbolic partial differential equation characteristic of the equations governing fluid flows. Solutions are generated using selective linear, quadratic and cubic basis functions. Richardson extrapolation is employed to generate a higher-order accurate solution to facilitate isolation of truncation error in all norms. Extension of the mathematical theory underlying accuracy and convergence concepts for linear elliptic equations is predicted for equations characteristic of laminar and turbulent fluid flows at nonmodest Reynolds number. The nondiagonal initial-value matrix structure introduced by the finite element theory is determined intrinsic to improved solution accuracy and convergence. A factored Jacobian iteration algorithm is derived and evaluated to yield a consequential reduction in both computer storage and execution CPU requirements while retaining solution accuracy.

Baker, A. J.↗
NASA NTRS1982

A minimal residual method for transonic potential flows

For transonic flow calculations, a combination of the successive line over-relaxation (SLOR) and the preconditioned conjugate gradient (CG) method has been suggested by Wong and Hafez (1981). This paper studies the method of minimal residual (MR) which avoids a combined iteration. This method is closely related to the CG method, may be regarded as a first-order gradient method, and is applicable to symmetric and nonsymmetric matrices. The problem is formulated as a nonlinear mixed elliptic-hyperbolic partial differential equation which includes an artificial viscosity and a switching function which is zero in subsonic regions and nonzero in supersonic regions. Alternatives to the SLOR method which provide faster convergence rates are introduced. The preconditioned MR algorithm is developed, and transonic potential flows around NACA 0012 airfoil are calculated for different Mach numbers and angles of attack. Preliminary results are presented, demonstrating that the MR algorithm requires no parameter estimation and rapidly converges for subsonic flows.

Wong, Y. S.↗
NASA NTRS1988

Unmodeled dynamics and nonlinear control: Wrapup

Theoretical and applicable results concerning systems of nonlinear ordinary differential equations and control of partial differential equations are examined. Titles and abstracts of recent papers are presented.

Hunt, L. R.↗
DOE OSTI2022

LaSDI: Parametric Latent Space Dynamics Identification

Enabling fast and accurate physical simulations with data has become an important area of computational physics to aid in inverse problems, design-optimization, uncertainty quantification, and other various decision-making applications. This paper presents a data-driven framework for parametric latent space dynamics identification procedure that enables fast and accurate simulations. The parametric model is achieved by building a set of local latent space model and designing an interaction among them. An individual local latent space dynamics model achieves accurate solution in a trust region. By letting the set of trust region to cover the whole parameter space, our model shows an increase in accuracy with an increase in training data. Herein we introduce two different types of interaction mechanisms, i.e., point-wise and region-based approach. Both linear and nonlinear data compression techniques are used. We illustrate the framework of Latent Space Dynamics Identification (LaSDI) enable a fast and accurate solution process on various partial differential equations, i.e., Burgers’ equations, radial advection problem, and nonlinear heat conduction problem, achieving 0 (100)x speed-up and 0 (1)% relative error with respect to the corresponding full order models.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1995

The large discretization step method for time-dependent partial differential equations

A new method for the acceleration of linear and nonlinear time dependent calculations is presented. It is based on the Large Discretization Step (LDS) approximation, defined in this work, which employs an extended system of low accuracy schemes to approximate a high accuracy discrete approximation to a time dependent differential operator. Error bounds on such approximations are derived. These approximations are efficiently implemented in the LDS methods for linear and nonlinear hyperbolic equations, presented here. In these algorithms the high and low accuracy schemes are interpreted as the same discretization of a time dependent operator on fine and coarse grids, respectively. Thus, a system of correction terms and corresponding equations are derived and solved on the coarse grid to yield the fine grid accuracy. These terms are initialized by visiting the fine grid once in many coarse grid time steps. The resulting methods are very general, simple to implement and may be used to accelerate many existing time marching schemes.

Haras, Zigo↗
DOE OSTI2026

Robust Optimal Experimental Design of Infinite-Dimensional Bayesian Nonlinear Inverse Problems

Abstract. We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of an inverse problem. However, the optimal design is dependent on elements of the inverse problem such as the simulation model, the prior, or the measurement error model. ROED aims to produce an optimal design that is aware of the additional uncertainties encoded in the inverse problem and remains optimal even after variations in them. We follow a worst-case scenario approach to develop a new framework for robust optimal design of nonlinear Bayesian inverse problems. The proposed framework (a) is scalable and designed for infinite-dimensional Bayesian nonlinear inverse problems constrained by PDEs; (b) develops efficient approximations of the utility, namely the expected information gain; (c) employs eigenvalue sensitivity techniques to develop analytical forms and efficient evaluation methods of the gradient of the utility with respect to the uncertainties against which we wish to be robust; and (d) employs a probabilistic optimization paradigm that properly defines and efficiently solves the resulting combinatorial max-min optimization problem. The effectiveness of the proposed approach is illustrated for optimal sensor placement problem in an inverse problem governed by an elliptic PDE.

Chowdhary, Abhijit↗
NASA NTRS1991

Optimization of transistor design including large signal device/circuit interactions at extremely high frequencies (20-100+GHz)

Transistor design for extremely high frequency applications requires consideration of the interaction between the device and the circuit to which it is connected. Traditional analytical transistor models are to approximate at some of these frequencies and may not account for variations of dopants and semiconductor materials (especially some of the newer materials) within the device. Physically based models of device performance are required. These are based on coupled systems of partial differential equations and typically require 20 minutes of Cray computer time for a single AC operating point. A technique is presented to extract parameters from a few partial differential equation solutions for the device to create a nonlinear equivalent circuit model which runs in approximately 1 second of personal computer time. This nonlinear equivalent circuit model accurately replicates the contact current properties of the device as computed by the partial differential solver on which it is based. Using the nonlinear equivalent circuit model of the device, optimization of systems design can be performed based on device/circuit interactions.

Levy, Ralph↗
DOE OSTI2022

The W4 method: A new multi-dimensional root-finding scheme for nonlinear systems of equations

We propose a new class of method for solving nonlinear systems of equations, which, among other things, has four nice features: (i) it is inspired by the mathematical property of damped oscillators, (ii) it can be regarded as a simple extension to the Newton-Raphson (NR) method, (iii) it has the same local convergence as the NR method does, (iv) it has a significantly wider convergence region or the global convergence than that of the NR method. In this article, we present the evidence of these properties, applying our new method to some examples and comparing it with the NR method.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1970

Nonlinear controllability via Lie theory

Complete system associated with given control, discussing trajectories uniform approximation and nonlinear controllability conditions based on linear partial differential equation

Haynes, G. W.↗
DOE OSTI2022

Enhancing high-fidelity nonlinear solver with reduced order model

Abstract We propose the use of reduced order modeling (ROM) to reduce the computational cost and improve the convergence rate of nonlinear solvers of full order models (FOM) for solving partial differential equations. In this study, a novel ROM-assisted approach is developed to improve the computational efficiency of FOM nonlinear solvers by using ROM’s prediction as an initial guess. We hypothesize that the nonlinear solver will take fewer steps to the converged solutions with an initial guess that is closer to the real solutions. To evaluate our approach, four physical problems with varying degrees of nonlinearity in flow and mechanics have been tested: Richards’ equation of water flow in heterogeneous porous media, a contact problem in a hyperelastic material, two-phase flow in layered porous media, and fracture propagation in a homogeneous material. Overall, our approach maintains the FOM’s accuracy while speeding up nonlinear solver by 18–73% (through suitable ROM-assisted FOMs). More importantly, the proximity of ROM’s prediction to the solution space leads to the improved convergence of FOMs that would have otherwise diverged with default initial guesses. We demonstrate that the ROM’s accuracy can impact the computational efficiency with more accurate ROM solutions, resulting in a better cost reduction. We also illustrate that this approach could be used in many FOM discretizations (e.g., finite volume, finite element, or a combination of those). Since our ROMs are data-driven and non-intrusive, the proposed procedure can easily lend itself to any nonlinear physics-based problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

NeuroSEM: A hybrid framework for simulating multiphysics problems by coupling PINNs and spectral elements

Multiphysics problems that are characterized by complex interactions among fluid dynamics, heat transfer, structural mechanics, and electromagnetics, are inherently challenging due to their coupled nature. While experimental data on certain state variables may be available, integrating these data with numerical solvers remains a significant challenge. Physics-informed neural networks (PINNs) have shown promising results in various engineering disciplines, particularly in handling noisy data and solving inverse problems in partial differential equations (PDEs). However, their effectiveness in forecasting nonlinear phenomena in multiphysics regimes, particularly involving turbulence, is yet to be fully established. Here, this study introduces NeuroSEM, a hybrid framework integrating PINNs with the highfidelity Spectral Element Method (SEM) solver, Nektar++. NeuroSEM leverages the strengths of both PINNs and SEM, providing robust solutions for multiphysics problems. PINNs are trained to assimilate data and model physical phenomena in specific subdomains, which are then integrated into the Nektar++ solver. We demonstrate the efficiency and accuracy of NeuroSEM for thermal convection in cavity flow and flow past a cylinder. The framework effectively handles data assimilation by addressing those subdomains and state variables where the data is available. We applied NeuroSEM to the Rayleigh-B´enard convection system, including cases with missing thermal boundary conditions and noisy datasets. Finally, we applied the proposed NeuroSEM framework to real particle image velocimetry (PIV) data to capture flow patterns characterized by horseshoe vortical structures. Our results indicate that NeuroSEM accurately models the physical phenomena and assimilates the data within the specified subdomains. The framework’s plug-and-play nature facilitates its extension to other multiphysics or multiscale problems. Furthermore, NeuroSEM is optimized for efficient execution on emerging integrated GPU-CPU architectures. This hybrid approach enhances the accuracy and efficiency of simulations, making it a powerful tool for tackling complex engineering challenges in various scientific domains.

42 ENGINEERING↗
DOE OSTI2021

TAO Users Manual (Rev. 3.15)

The Toolkit for Advanced Optimization (TAO) focuses on the development of algorithms and software for the solution of large-scale optimization problems on high-performance architectures. Areas of interest include unconstrained and bound-constrained optimization, nonlinear least squares problems, optimization problems with partial differential equation constraints, and variational inequalities and complementarity constraints. The development of TAO was motivated by the scattered support for parallel computations and the lack of reuse of external toolkits in current optimization software. Our aim is to produce high-quality optimization software for computing environments ranging from workstations and laptops to massively parallel high-performance architectures. Our design decisions are strongly motivated by the challenges inherent in the use of large-scale distributed memory architectures and the reality of working with large, often poorly structured legacy codes for specific applications.

97 MATHEMATICS AND COMPUTING↗