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Results for “Ordinary Differential Equation”

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 217 records · Page 12

A new framework for higher loop Witten diagrams

The differential representation is a novel formalism for studying boundary correlators in (d + 1)-dimensional anti-de Sitter space. In this letter, we generalize the differential representation beyond tree level using the notion of operator-valued integrals. We use the differential representation to compute three-point bubble and triangle Witten diagrams with external states of conformal dimension ∆ = d. We compare the former to a position space computation.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Enabling New Flexibility in the SUNDIALS Suite of Nonlinear and Differential/Algebraic Equation Solvers

In recent years, the SUite of Nonlinear and DIfferential/ALgebraic equation Solvers (SUNDIALS) has been redesigned to better enable the use of application-specific and third-party algebraic solvers and data structures. Throughout this work, we have adhered to specific guiding principles that minimized the impact to current users while providing maximum flexibility for later evolution of solvers and data structures. The redesign was done through the addition of new linear and nonlinear solvers classes, enhancements to the vector class, and the creation of modern Fortran interfaces. The vast majority of this work has been performed “behind-the-scenes,” with minimal changes to the user interface and no reduction in solver capabilities or performance. These changes allow SUNDIALS users to more easily utilize external solver libraries and create highly customized solvers, enabling greater flexibility on extreme-scale, heterogeneous computational architectures.

97 MATHEMATICS AND COMPUTING↗

A buoyancy–shear–drag–scalar-based turbulence model for power-law acceleration-driven Rayleigh–Taylor, reshocked Richtmyer–Meshkov, and Kelvin–Helmholtz mixing

A previously developed phenomenological turbulence model for Rayleigh–Taylor, reshocked Richtmyer–Meshkov, and Kelvin–Helmholtz instability-induced mixing based on a general buoyancy–shear–drag model [O. Schilling, “A buoyancy–shear–drag-based turbulence model for Rayleigh–Taylor, reshocked Richtmyer–Meshkov, and Kelvin–Helmholtz mixing,” Physica D 402, 132238 (2020)] is extended to include active or passive scalar mixing and power-law acceleration-driven Rayleigh–Taylor mixing. The buoyancy–shear–drag equations are coupled to a scalar variance equation that is used to define the molecular mixing parameter θ m , and when the scalar is active, modifies the Rayleigh–Taylor and Kelvin–Helmholtz mixing layer growth parameters to depend on the asymptotic value of this parameter, θ mol . Here, the scalar variance equation is closed by algebraically or differentially modeling the scalar variance dissipation rate. Nonlinear analytical solutions of the model are obtained in the total and separate bubble and spike mixing layer width formulations with the algebraic scalar variance dissipation rate for each instability, which are then used to calibrate the mechanical and scalar equation coefficients to predict specific values of physical observables and molecular mixing parameters. Surrogate mechanical and scalar turbulent fields can be constructed by multiplying a presumed self-similar spatial profile by appropriate functions of the width and its time derivative, and of the scalar obtained by solving the ordinary differential model equations. The explicit modeling and solution of turbulent transport equations are not required. The bubble and spike mixing layer width and scalar variance equations are then solved numerically for constant-acceleration Rayleigh–Taylor, impulsively reshocked Richtmyer–Meshkov, and Kelvin–Helmholtz mixing, confirming that the prescribed level of molecular mixing is correctly predicted and illustrating the spatiotemporal evolution of the scalar fields.

Buoyancy–drag↗

Molecular dynamics on quantum annealers

Abstract In this work we demonstrate a practical prospect of using quantum annealers for simulation of molecular dynamics. A methodology developed for this goal, dubbed Quantum Differential Equations (QDE), is applied to propagate classical trajectories for the vibration of the hydrogen molecule in several regimes: nearly harmonic, highly anharmonic, and dissociative motion. The results obtained using the D-Wave 2000Q quantum annealer are all consistent and quickly converge to the analytical reference solution. Several alternative strategies for such calculations are explored and it was found that the most accurate results and the best efficiency are obtained by combining the quantum annealer with classical post-processing (greedy algorithm). Importantly, the QDE framework developed here is entirely general and can be applied to solve any system of first-order ordinary nonlinear differential equations using a quantum annealer.

74 ATOMIC AND MOLECULAR PHYSICS↗

Neural lumped parameter differential equations with application in friction-stir processing

Lumped parameter methods aim to simplify the evolution of spatially-extended or continuous physical systems to that of a “lumped” element representative of the physical scales of the modeled system. For systems where the definition of a lumped element or its associated physics may be unknown, modeling tasks may be restricted to full-fidelity physics simulations. Here, in this work, we consider data-driven modeling tasks with limited point-wise measurements of otherwise continuous systems. We build upon the notion of the Universal Differential Equation (UDE) to construct data-driven models for reducing dynamics to that of a lumped parameter and inferring its properties. The flexibility of UDEs allow for composing various known physical priors suitable for application-specific modeling tasks, including lumped parameter methods. The motivating example for this work is the plunge and dwell stages for friction-stir welding; specifically, (i) mapping power input into the tool to a point-measurement of temperature and (ii) using this learned mapping for process control.

97 MATHEMATICS AND COMPUTING↗

Theoretical modeling of hepatitis C acute infection in liver-humanized mice support pre-clinical assessment of candidate viruses for controlled-human-infection studies

Designing and carrying out a controlled human infection (CHI) model for hepatitis C virus (HCV) is critical for vaccine development. However, key considerations for a CHI model protocol include understanding of the earliest viral-host kinetic events during the acute phase and susceptibility of the viral isolate under consideration for use in the CHI model to antiviral treatment before any infections in human volunteers can take place. Humanized mouse models lack adaptive immune responses but provide a unique opportunity to obtain quantitative understanding of early HCV kinetics and develop mathematical models to further understand viral and innate immune response dynamics during acute HCV infection. We show that the models reproduce the measured HCV kinetics in humanized mice, which are consistent with early acute HCV-host dynamics in immunocompetent chimpanzees. Our findings suggest that humanized mice are well-suited to support development of a CHI model. In-silico and in-vivo modeling estimates provide a starting point to characterize candidate viruses for testing in CHI model studies.

Agent-based modeling↗

Acceleration of Power System Dynamic Simulations Using a Deep Equilibrium Layer and Neural ODE Surrogate

The dominant paradigm for power system dynamic simulation is to build system-level simulations by combining physics-based models of individual components. The sheer size of the system along with the rapid integration of inverter-based resources exacerbates the computational burden of running time domain simulations. Here, in this paper, we propose a data-driven surrogate model based on implicit machine learningspecifically deep equilibrium layers and neural ordinary differential equationsto learn a reduced order model of a portion of the full underlying system. The data-driven surrogate achieves similar accuracy and reduction in simulation time compared to a physics-based surrogate, without the constraint of requiring detailed knowledge of the underlying dynamic models. This work also establishes key requirements needed to integrate the surrogate into existing simulation workflows; the proposed surrogate is initialized to a steady state operating point that matches the power flow solution by design.

Neural ordinary differential equations↗

Analytic solutions of the DGLAP evolution and theoretical uncertainties

The energy dependence for the singlet sector of Parton Distributions Functions (PDFs) is described by an entangled pair of ordinary linear differential equations. Although there are no exact analytic solutions, it is possible to provide approximated results depending on the assumptions and the methodology adopted. These results differ in their sub-leading, neglected terms and ultimately they are associated with different treatments of the theoretical uncertainties. In this work, a novel analytic approach in Mellin space is presented and a new methodology for obtaining closed and exponentiated analytic solutions is devised. Different results for the DGLAP evolution at Next-Leading-Order are compared, discussing advantages and disadvantages for each solution. The generalizations to higher orders are addressed.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Quantification of early nonpharmaceutical interventions aimed at slowing transmission of Coronavirus Disease 2019 in the Navajo Nation and surrounding states (Arizona, Colorado, New Mexico, and Utah)

During an early period of the Coronavirus Disease 2019 (COVID-19) pandemic, the Navajo Nation, much like New York City, experienced a relatively high rate of disease transmission. Yet, between January and October 2020, it experienced only a single period of growth in new COVID-19 cases, which ended when cases peaked in May 2020. The daily number of new cases slowly decayed in the summer of 2020 until late September 2020. In contrast, the surrounding states of Arizona, Colorado, New Mexico, and Utah all experienced at least two periods of growth in the same time frame, with second surges beginning in late May to early June. Here, we investigated these differences in disease transmission dynamics with the objective of quantifying the contributions of non-pharmaceutical interventions (NPIs) (e.g., behaviors that limit disease transmission). We considered a compartmental model accounting for distinct periods of NPIs to analyze the epidemic in each of the five regions. We used Bayesian inference to estimate region-specific model parameters from regional surveillance data (daily reports of new COVID-19 cases) and to quantify uncertainty in parameter estimates and model predictions. Our results suggest that NPIs in the Navajo Nation were sustained over the period of interest, whereas in the surrounding states, NPIs were relaxed, which allowed for subsequent surges in cases. Our region-specific model parameterizations allow us to quantify the impacts of NPIs on disease incidence in the regions of interest.

60 APPLIED LIFE SCIENCES↗

A Mathematical Model of Breast Tumor Progression Based on Immune Infiltration

Breast cancer is the most prominent type of cancer among women. Understanding the microenvironment of breast cancer and the interactions between cells and cytokines will lead to better treatment approaches for patients. In this study, we developed a data-driven mathematical model to investigate the dynamics of key cells and cytokines involved in breast cancer development. We used gene expression profiles of tumors to estimate the relative abundance of each immune cell and group patients based on their immune patterns. Dynamical results show the complex interplay between cells and molecules, and sensitivity analysis emphasizes the direct effects of macrophages and adipocytes on cancer cell growth. In addition, we observed the dual effect of IFN-γ on cancer proliferation, either through direct inhibition of cancer cells or by increasing the cytotoxicity of CD8+ T-cells.

60 APPLIED LIFE SCIENCES↗

Stochastic Error Cancellation in Analog Quantum Simulation

Analog quantum simulation is a promising path towards solving classically intractable problems in many-body physics on near-term quantum devices. However, the presence of noise limits the size of the system and the length of time that can be simulated. In our work, we consider an error model in which the actual Hamiltonian of the simulator differs from the target Hamiltonian we want to simulate by small local perturbations, which are assumed to be random and unbiased. We analyze the error accumulated in observables in this setting and show that, due to stochastic error cancellation, with high probability the error scales as the square root of the number of qubits instead of linearly. We explore the concentration phenomenon of this error as well as its implications for local observables in the thermodynamic limit. Moreover, we show that stochastic error cancellation also manifests in the fidelity between the target state at the end of time-evolution and the actual state we obtain in the presence of noise. This indicates that, to reach a certain fidelity, more noise can be tolerated than implied by the worst-case bound if the noise comes from many statistically independent sources.

Analog quantum simulation↗

Dynamic calibration of differential equations using machine learning, with application to turbulence models

We present a methodology for calibration of parametric ordinary and partial differential equation models, using off-the-shelf software for back-propagation in Neural Networks (NN). As a prototypical example, we consider calibration of a Reynolds-averaged Navier-Stokes (RANS) turbulence closure model, against ground truth data from direct numerical simulations (DNS) of two different turbulent flows. Numerical time integration is represented as a custom NN, where only the RANS model parameters are trainable. A loss function is defined to quantify the mismatch between the NN prediction and the ground truth over a predefined, finite time integration window. This loss function is then minimized using a gradient descent method utilizing the back-propagation algorithm. Furthermore, this dynamic approach to training is to be contrasted with a static approach, wherein a least square regression estimate for parameters is obtained in the limit of an infinitesimal time integration window. In a first test of static and dynamic approaches against ground truth data generated by the model, the former proves to be significantly faster and more accurate than the latter at recovering the parameters. When both calibration approaches are tested against DNS data, for which it is known that the model cannot achieve a perfect fit, the static approach yields a good prediction only for short times, while the dynamic approach results in physical and stable predictions over the entire integration window. After optimization of the dynamic approach for time step, spatial resolution, stability, and physics-based constraints, we obtain a 50% improvement of outcomes over those obtained from the existing, manually calibrated set of parameters, demonstrating the merits of this systematic and automated procedure.

97 MATHEMATICS AND COMPUTING↗

Long-time integration of parametric evolution equations with physics-informed DeepONets

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to introduce new effective ways of simulating such equations, however existing approaches are not able to reliably return stable and accurate predictions across long temporal horizons. We aim to address this challenge by introducing an effective framework for learning evolution operators that map random initial conditions to associated ODE/PDE solutions within a short time interval. Such operators can be parametrized by deep neural networks that are trained in an entirely self-supervised manner without requiring one to generate any paired input-output observations. Global long-time predictions across a range of initial conditions can be then obtained by iteratively evaluating the trained model using each prediction as the initial condition for the next evaluation step. Here, this introduces a new approach to temporal domain decomposition that is shown to be effective in performing accurate long-time simulations for a wide range of parametric ODE and PDE systems, from wave propagation, to reaction-diffusion dynamics and stiff chemical kinetics, introducing a new way of rapidly emulating non-equilibrium processes in science and engineering.

97 MATHEMATICS AND COMPUTING↗

WeakIdent: Weak formulation for identifying differential equation using narrow-fit and trimming

Data-driven identification of differential equations is an interesting but challenging problem, especially when the given data are corrupted by noise. When the governing differential equation is a linear combination of various differential terms, the identification problem can be formulated as solving a linear system, with the feature matrix consisting of linear and nonlinear terms multiplied by a coefficient vector. This product is equal to the time derivative term, and thus generates dynamical behaviors. The goal is to identify the correct terms that form the equation to capture the dynamics of the given data. We propose a general and robust framework to recover differential equations using a weak formulation with two new mechanisms, narrow-fit and trimming, for both ordinary and partial differential equations (ODEs and PDEs). The weak formulation facilitates an efficient and robust way to handle noise, and two new mechanisms, narrow-fit and trimming, improve the coefficient support and value recoveries respectively. For each sparsity level, Subspace Pursuit is utilized to find an initial set of support from the large dictionary. Then, we focus on highly dynamic regions (rows of the feature matrix), and error normalize the feature matrix in the narrow-fit step. The support is further updated via trimming the terms that contribute the least. Finally, the support set of features with the smallest Cross-Validation error is chosen as the result. A comprehensive set of numerical experiments are presented for both systems of ODEs and PDEs with various noise levels. The proposed method gives a robust recovery of the coefficients, and a significant denoising effect which can handle up to 100% noise-to-signal ratio for some equations. We compare the proposed method with several state-of-the-art algorithms for the recovery of differential equations.

97 MATHEMATICS AND COMPUTING↗

Constrained or unconstrained? Neural-network-based equation discovery from data

Throughout many fields, practitioners often rely on differential equations to model systems. Yet, for many applications, the theoretical derivation of such equations and/or the accurate resolution of their solutions may be intractable. Instead, recently developed methods, including those based on parameter estimation, operator subset selection, and neural networks, allow for the data-driven discovery of both ordinary and partial differential equations (PDEs), on a spectrum of interpretability. The success of these strategies is often contingent upon the correct identification of representative equations from noisy observations of state variables and, as importantly and intertwined with that, the mathematical strategies utilized to enforce those equations. Specifically, the latter has been commonly addressed via unconstrained optimization strategies. Representing the PDE as a neural network, we propose to discover the PDE (or the associated operator) by solving a constrained optimization problem and using an intermediate state representation similar to a physics-informed neural network (PINN). The objective function of this constrained optimization problem promotes matching the data, while the constraints require that the discovered PDE is satisfied at a number of spatial collocation points. We present a penalty method and a widely used trust-region barrier method to solve this constrained optimization problem, and we compare these methods on numerical examples. Our results on several example problems demonstrate that the latter constrained method outperforms the penalty method, particularly for higher noise levels or fewer collocation points. This work motivates further exploration into using sophisticated constrained optimization methods in scientific machine learning, as opposed to their commonly used, penalty-method or unconstrained counterparts. For both of these methods, we solve these discovered neural network PDEs with classical methods, such as finite difference methods, as opposed to PINNs-type methods relying on automatic differentiation. Here, we briefly highlight how simultaneously fitting the data while discovering the PDE improves the robustness to noise and other small, yet crucial, implementation details.

Data-driven discovery↗