Search NASA⌕ Search

SEARCH · Search NASA

Results for “Matrix 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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 271 records · Page 15

Active operator learning with predictive uncertainty quantification for partial differential equations

With the increased prevalence of neural operators being used to provide rapid solutions to partial differential equations (PDEs), understanding the accuracy of model predictions and the associated error levels is necessary for deploying reliable surrogate models in scientific applications. Existing uncertainty quantification (UQ) frameworks employ ensembles or Bayesian methods, which can incur substantial computational costs during both training and inference. Here, we propose a lightweight predictive UQ method tailored for Deep operator networks (DeepONets) that also generalizes to other operator networks. Numerical experiments on linear and nonlinear PDEs demonstrate that the framework’s uncertainty estimates are unbiased and provide accurate out-of-distribution uncertainty predictions with a sufficiently large training dataset. Our framework provides fast inference and uncertainty estimates that can efficiently drive outer-loop analyses that would be prohibitively expensive with conventional solvers. We demonstrate how predictive uncertainties can be used in the context of Bayesian optimization and active learning problems to yield improvements in accuracy and data-efficiency for outer-loop optimization procedures. In the active learning setup, we extend the framework to Fourier Neural Operators (FNO) and describe a generalized method for other operator networks. To enable real-time deployment, we introduce an inference strategy based on precomputed trunk outputs and a sparse placement matrix, reducing evaluation time by more than a factor of five. Our method provides a practical route to uncertainty-aware operator learning in time-sensitive settings.

97 MATHEMATICS AND COMPUTING↗

Sylvester-preconditioned adaptive-rank implicit time integrators for advection-diffusion equations with variable coefficients

Here, we consider the adaptive-rank integration of multi-dimensional time-dependent advection-diffusion partial differential equations (PDEs) with variable coefficients. We employ a standard finite-difference method for spatial discretization coupled with high-order diagonally implicit Runge-Kutta temporal schemes. The discrete equation is a generalized Sylvester equation (GSE), which we solve with a projection-based adaptive-rank algorithm structured around two key strategies: (i) constructing dimension-wise subspaces using a novel atypical extended Krylov strategy, and (ii) efficiently solving the basis coefficient matrix with a preconditioned GMRES solver. The low-rank decomposition is performed in 2D using SVD and with high-order SVD (HOSVD) in 3D to represent the tensor in a compressed Tucker format. For d-dimensional problems (here, d = 2 or 3), the computational complexity and memory storage of the approach are found numerically to scale as and $\mathscr{O}(Nr^2) + \mathscr{O} (r^{d+1})$ and $\mathscr{O}(Nr) + \mathscr{O} (r^{d})$, respectively, with the one-dimensional resolution and the maximal rank during the Krylov iteration (which we find to be largely independent of on our numerical examples). We present numerical examples that illustrate the advertised properties of the algorithm.

97 MATHEMATICS AND COMPUTING↗

On determining important aspects of mathematical models: Application to problems in physics and chemistry

The use of parametric and functional gradient sensitivity analysis techniques is considered for models described by partial differential equations. By interchanging appropriate dependent and independent variables, questions of inverse sensitivity may be addressed to gain insight into the inversion of observational data for parameter and function identification in mathematical models. It may be argued that the presence of a subset of dominantly strong coupled dependent variables will result in the overall system sensitivity behavior collapsing into a simple set of scaling and self similarity relations amongst elements of the entire matrix of sensitivity coefficients. These general tools are generic in nature, but herein their application to problems arising in selected areas of physics and chemistry is presented.

Rabitz, Herschel↗

On differential transformations between Cartesian and curvilinear (geodetic) coordinates

Differential transformations are developed between Cartesian and curvilinear orthogonal coordinates. Only matrix algebra is used for the presentation of the basic concepts. After defining the reference systems used the rotation (R), metric (H), and Jacobian (J) matrices of the transformations between cartesian and curvilinear coordinate systems are introduced. A value of R as a function of H and J is presented. Likewise an analytical expression for J(-1) as a function of H(-2) and R is obtained. Emphasis is placed on showing that differential equations are equivalent to conventional similarity transformations. Scaling methods are discussed along with ellipsoidal coordinates. Differential transformations between elipsoidal and geodetic coordinates are established.

Soler, T.↗

An Efficient Spectral Method for Ordinary Differential Equations with Rational Function Coefficients

We present some relations that allow the efficient approximate inversion of linear differential operators with rational function coefficients. We employ expansions in terms of a large class of orthogonal polynomial families, including all the classical orthogonal polynomials. These families obey a simple three-term recurrence relation for differentiation, which implies that on an appropriately restricted domain the differentiation operator has a unique banded inverse. The inverse is an integration operator for the family, and it is simply the tridiagonal coefficient matrix for the recurrence. Since in these families convolution operators (i.e. matrix representations of multiplication by a function) are banded for polynomials, we are able to obtain a banded representation for linear differential operators with rational coefficients. This leads to a method of solution of initial or boundary value problems that, besides having an operation count that scales linearly with the order of truncation N, is computationally well conditioned. Among the applications considered is the use of rational maps for the resolution of sharp interior layers.

Coutsias, Evangelos A.↗

Control of nonlinear systems represented in quasilinear form

Methods to synthesize controllers for nonlinear systems are developed by exploiting the fact that under mild differentiability conditions, systems of the form: x-dot = f(x) + G(x)u can be represented in quasilinear form, viz: x-dot = A(x)x + B(x)u. Two classes of control methods are investigated. The first is zero-look-ahead control, where the control input depends only on the current values of A(x) and B(x). For this case the control input is computed by continuously solving a matrix Riccati equation as the system progresses along a trajectory. The second is controllers with look-ahead, where the control input depends on the future behavior of A(x) and B(x). These controllers use the similarity between quasilinear systems and linear time varying systems to find approximate solutions to optimal control type problems. The methods that are developed are not guaranteed to be globally stable. However in simulation studies they were found to be useful alternatives for synthesizing control laws for a general class of nonlinear systems.

Coetsee, Josef A.↗

On the variational equations for Householder transformations in feature selection

Results that suggest the possibility of using a sequential monotone process for solving the feature selection problem using Householder transformations are applied to the divergence separability criterion and an expression for the gradient of the divergence with respect to the generator of a single Householder transformation will be developed. This expression for the gradient is used in any number of differential correction schemes (iterators) that attempt to extremize the divergence. Data sets provided by the Earth Observations Division-JSC are used to demonstrate selecting the Householder transformations that generate the kxn matrix defining the best (in the sense of extremizing the divergence) k linear combinations of features. The tests allow initial comparisons to be made with results. In particular, this technique does not appear to require initial guesses for the iterator to be generated without replacement, exhaustive search, or other similar schemes.

Decell, H. P., Jr.↗

Modeling of outgassing and matrix decomposition in carbon-phenolic composites

Work done in the period Jan. - June 1994 is summarized. Two threads of research have been followed. First, the thermodynamics approach was used to model the chemical and mechanical responses of composites exposed to high temperatures. The thermodynamics approach lends itself easily to the usage of variational principles. This thermodynamic-variational approach has been applied to the transpiration cooling problem. The second thread is the development of a better algorithm to solve the governing equations resulting from the modeling. Explicit finite difference method is explored for solving the governing nonlinear, partial differential equations. The method allows detailed material models to be included and solution on massively parallel supercomputers. To demonstrate the feasibility of the explicit scheme in solving nonlinear partial differential equations, a transpiration cooling problem was solved. Some interesting transient behaviors were captured such as stress waves and small spatial oscillations of transient pressure distribution.

Mcmanus, Hugh L.↗

A new flux conserving Newton's method scheme for the two-dimensional, steady Navier-Stokes equations

A new numerical method is developed for the solution of the two-dimensional, steady Navier-Stokes equations. The method that is presented differs in significant ways from the established numerical methods for solving the Navier-Stokes equations. The major differences are described. First, the focus of the present method is on satisfying flux conservation in an integral formulation, rather than on simulating conservation laws in their differential form. Second, the present approach provides a unified treatment of the dependent variables and their unknown derivatives. All are treated as unknowns together to be solved for through simulating local and global flux conservation. Third, fluxes are balanced at cell interfaces without the use of interpolation or flux limiters. Fourth, flux conservation is achieved through the use of discrete regions known as conservation elements and solution elements. These elements are not the same as the standard control volumes used in the finite volume method. Fifth, the discrete approximation obtained on each solution element is a functional solution of both the integral and differential form of the Navier-Stokes equations. Finally, the method that is presented is a highly localized approach in which the coupling to nearby cells is only in one direction for each spatial coordinate, and involves only the immediately adjacent cells. A general third-order formulation for the steady, compressible Navier-Stokes equations is presented, and then a Newton's method scheme is developed for the solution of incompressible, low Reynolds number channel flow. It is shown that the Jacobian matrix is nearly block diagonal if the nonlinear system of discrete equations is arranged approximately and a proper pivoting strategy is used. Numerical results are presented for Reynolds numbers of 100, 1000, and 2000. Finally, it is shown that the present scheme can resolve the developing channel flow boundary layer using as few as six to ten cells per channel width, depending on the Reynolds number.

Scott, James R.↗

Two-dimensional computer simulation of EMVJ and grating solar cells under AMO illumination

A computer program, SCAP2D (Solar Cell Analysis Program in 2-Dimensions), is used to evaluate the Etched Multiple Vertical Junction (EMVJ) and grating solar cells. The aim is to demonstrate how SCAP2D can be used to evaluate cell designs. The cell designs studied are by no means optimal designs. The SCAP2D program solves the three coupled, nonlinear partial differential equations, Poisson's Equation and the hole and electron continuity equations, simultaneously in two-dimensions using finite differences to discretize the equations and Newton's Method to linearize them. The variables solved for are the electrostatic potential and the hole and electron concentrations. Each linear system of equations is solved directly by Gaussian Elimination. Convergence of the Newton Iteration is assumed when the largest correction to the electrostatic potential or hole or electron quasi-potential is less than some predetermined error. A typical problem involves 2000 nodes with a Jacobi matrix of order 6000 and a bandwidth of 243.

Gray, J. L.↗

Calculation of molecular excitation rates

State-to-state collisional excitation rates for interstellar molecules observed by radio astronomers continue to be required to interpret observed line intensities in terms of local temperatures and densities. A problem of particular interest is collisional excitation of water which is important for modeling the observed interstellar masers. In earlier work supported by a different NASA Grant, excitation of water in collisions with He atoms was studied; after many years of successively more refined calculations that problem now seems to be well understood, and discrepancies with earlier experimental data for related (pressure broadening) phenomena are believed to reflect experimental errors. Because of interstellar abundances, excitation by H2, the dominant interstellar species, is much more important than excitation by He, although it has been argued that rates for excitation by these are similar. Under the current grant theoretical study of this problem has begun which is greatly complicated by the additional degrees of freedom which must be included both in determining the interaction potential and also in the molecular scattering calculation. We have now computed the interaction forces for nearly a thousand molecular geometries and are close to having an acceptable global fit to these points which is necessary for the molecular dynamics calculations. Also, extensive modifications have been made to the molecular scattering code, MOLSCAT. These included coding the rotational basis sets and coupling matrix elements required for collisions of an asymmetric top with a linear rotor. A new method for numerical solution of the coupled equations has been incorporated. Because of the long-ranged nature of the water-hydrogen interaction it is necessary to integrate the equations to rather large intermolecular separations, and the integration methods previously available in MOLSCAT are not ideal for such cases. However, the method used by Alexander in his HIBRIDON code is particularly suited for such cases. We have obtained this code and incorporated that part which solves the coupled differential equations as an option in the MOLSCAT program.

Flynn, George↗

A general-purpose approach to computer-aided dynamic analysis of a flexible helicopter

A general purpose mathematical formulation is described for dynamic analysis of a helicopter consisting of flexible and/or rigid bodies that undergo large translations and rotations. Rigid body and elastic sets of generalized coordinates are used. The rigid body coordinates define the location and the orientation of a body coordinate frame (global frame) with respect to an inertial frame. The elastic coordinates are introduced using a finite element approach in order to model flexible components. The compatibility conditions between two adjacent elements in a flexible body are imposed using a Boolean matrix, whereas the compatibility conditions between two adjacent bodies are imposed using the Lagrange multiplier approach. Since the form of the constraint equations depends upon the type of kinematic joint and involves only the generalized coordinates of the two participating elements, then a library of constraint elements can be developed to impose the kinematic constraint in an automated fashion. For the body constraints, the Lagrange multipliers yield the reaction forces and torques of the bodies at the joints. The virtual work approach is used to derive the equations of motion, which are a system of differential and algebraic equations that are highly nonlinear. The formulation presented is general and is compared with hard-wired formulations commonly used in helicopter analysis.

Agrawal, Om P.↗

Diagonally Implicit Runge-Kutta Methods for Ordinary Differential Equations. A Review

A review of diagonally implicit Runge-Kutta (DIRK) methods applied to rst-order ordinary di erential equations (ODEs) is undertaken. The goal of this review is to summarize the characteristics, assess the potential, and then design several nearly optimal, general purpose, DIRK-type methods. Over 20 important aspects of DIRKtype methods are reviewed. A design study is then conducted on DIRK-type methods having from two to seven implicit stages. From this, 15 schemes are selected for general purpose application. Testing of the 15 chosen methods is done on three singular perturbation problems. Based on the review of method characteristics, these methods focus on having a stage order of two, sti accuracy, L-stability, high quality embedded and dense-output methods, small magnitudes of the algebraic stability matrix eigenvalues, small values of aii, and small or vanishing values of the internal stability function for large eigenvalues of the Jacobian. Among the 15 new methods, ESDIRK4(3)6L[2]SA is recommended as a good default method for solving sti problems at moderate error tolerances.

Kennedy, Christopher A.↗

Utility of a finite element solution algorithm for initial-value problems

The Galerkin criterion within a finite element Weighted Residuals formulation is employed to establish an implicit solution algorithm for an initial-value partial differential equation. Numerical solutions of a transient parabolic and a hyperbolic equation, obtained using linear, quadratic and two cubic finite element basis functions, are employed to quantize accuracy and confirm and refine theoretical convergence rate estimates. The linear basis algorithm for the hyperbolic equation displays excellent accuracy on a coarse computational grid and a high-order convergence rate with discretization refinement. Good accuracy and a strong convergence rate in surface flux are determined for a nonhomogeneous Neumann boundary constraint applied to a parabolic equation. The results amply demonstrate the impact of the nondiagonal finite element initial-value matrix structure on solution accuracy and/or convergence rate.

Baker, A. J.↗

MGLab: An Interactive Multigrid Environment

MGLab is a set of Matlab functions that defines an interactive environment for experimenting with multigrid algorithms. The package solves two-dimensional elliptic partial differential equations discretized using either finite differences or finite volumes, depending on the problem. Built-in problems include the Poisson equation, the Helmholtz equation, a convection-diffusion problem, and a discontinuous coefficient problem. A number of parameters controlling the multigrid V-cycle can be set using a point-and-click mechanism. The menu-based user interface also allows a choice of several Krylov subspace methods, including CG, GMRES(k), and Bi-CGSTAB, which can be used either as stand-alone solvers or as multigrid acceleration schemes. The package exploits Matlab's visualization and sparse matrix features and has been structured to be easily extensible.

Bordner, James↗

ASGarD: Adaptive Sparse Grid Discretization

Many areas of science exhibit physical processes that are described by high dimensional partial differential equations (PDEs), e.g., the 4D, 5D and 6D models describing magnetized fusion plasmas, models describing quantum chemistry, or derivatives pricing. Such problems are affected by the so-called “curse of dimensionality” where the number of degrees of freedom (or unknowns) required to be solved for scales as N D where N is the number of grid points in any given dimension D. A simple, albeit naive, 6D example is demonstrated in the left panel of Figure 1. With N = 1000 grid points in each dimension, the memory required just to store the solution vector, not to mention forming the matrix required to advance such a system in time, would exceed an exabyte - and also the available memory on the largest of supercomputers available today. The right panel of Figure 1 demonstrates potential savings for a range of problem dimensionalities and grid resolution. While there are methods to simulate such high-dimensional systems, they are mostly based on Monte-Carlo methods, which rely on a statistical sampling such that the resulting solutions include noise. Since the noise in such methods can only be reduced at a rate proportional to $\sqrt{N_p}$ where N p is the number of Monte-Carlo samples, there is a need for continuum, or grid/mesh-based methods for high-dimensional problems, which both do not suffer from noise and bypass the curse of dimensionality. We present a simulation framework that provides such a method using adaptive sparse grids.

97 MATHEMATICS AND COMPUTING↗

Towards a Quantum Algorithm for the Incompressible Nonlinear Navier-Stokes Equations

In this work, we present novel concepts for quantum algorithms to solve transient, nonlinear partial differential equations (PDEs). The challenge lies in how to effectively represent, encode, process, and evolve the nonlinear system of PDEs on quantum computers. We will discuss the new techniques using the incompressible Navier-Stokes equations as an example, because it represents the fundamental nonlinear feature and yet removes certain complexity in physics, allowing us to focus on the design of quantum algorithms. Previous attempts solving nonlinear PDEs in quantum computation have often involved storing multiple copies of solutions or employing linearizations. Neither is practical due to exponential scaling with evolution time or insufficient solution accuracy. We propose a new framework based on matrix product states (MPSs) and matrix product operators (MPOs), in addition to the Krylov subspace methods. For example, the solution variables of the Navier-Stokes equations are represented by MPSs, and the linear and nonlinear terms are processed by MPOs. The time evolution of the operators is attained by a fast-forwarding algorithm using Krylov subspace methods. Furthermore, we discuss various techniques for efficient encoding of MPSs, measurement reduction for MPOs, and use of tensor operations to treat multi-variate, multi-physics characteristics of Navier-Stokes.

Gopalakrishnan Meena, Murali [ORNL] (ORCID:0000000↗

A Scalable Interior‐Point Gauss–Newton Method for PDE‐Constrained Optimization With Bound Constraints

Here, we present a scalable approach to solve a class of partial differential equation (PDE)‐constrained optimization problems with bound constraints. This approach utilizes a robust full‐space interior‐point (IP)‐Gauss–Newton optimization method. To cope with the poorly‐conditioned IP‐Gauss–Newton saddle‐point linear systems that need to be solved approximately, once per optimization step, we propose two spectrally related preconditioners. These preconditioners leverage the limited informativeness of data in regularized PDE‐constrained optimization problems. A block Gauss–Seidel preconditioner is proposed for the GMRES‐based solution of the IP‐Gauss–Newton linear systems. It is shown, for a large‐class of PDE‐ and bound‐constrained optimization problems, that the spectrum of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix is asymptotically independent of discretization and is not impacted by the ill‐conditioning that notoriously plagues interior‐point methods. We exploit symmetry of the IP‐Gauss–Newton linear systems and propose a regularization and log‐barrier Hessian preconditioner for the preconditioned conjugate gradient (PCG)‐based solution of the equivalent IP‐Gauss–Newton–Schur complement linear systems. The eigenvalues of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix, that are not equal to one, are identical to the eigenvalues of the regularization and log‐barrier Hessian preconditioned Schur complement matrix. The scalability of the approach is demonstrated on two example problems. The numerical solution of these optimization problems is shown to require a discretization independent number of IP‐Gauss–Newton linear solves. Furthermore, the linear systems are solved in a discretization and IP ill‐conditioning independent number of preconditioned Krylov subspace iterations. The parallel scalability of the preconditioner, achieved via algebraic multigrid component solvers when applicable, and the aforementioned algorithmic scalability permits a parallel scalable means to compute solutions of a large class of PDE‐ and bound‐constrained problems.

PDE-constrained optimization↗