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New solutions of nonlocal NLS, mKdV and Hirota equations
In this paper, we provide several novel solutions of the Ablowitz–Musslimani and Yang’s versions of the nonlocal nonlinear Schrödinger (NLS) equation, nonlocal modified Korteweg–de Vries (mKdV) as well as nonlocal Hirota equations. Further, in each case we compare and contrast with the corresponding solutions of the relevant local equation. In addition, we provide new solutions of the local NLS, local mKdV and local Hirota equations which are not the solutions of the corresponding nonlocal equations.
An adaptive and stability-promoting layerwise training approach for sparse deep neural network architecture
This work presents a two-stage adaptive framework for progressively developing deep neural network (DNN) architectures that generalize well for a given training data set. In the first stage, a layerwise training approach is adopted where a new layer is added each time and trained independently by freezing parameters in the previous layers. We impose desirable structures on the DNN by employing manifold regularization, sparsity regularization, and physics-informed terms. We introduce a ε – δ – stability-promoting concept as a desirable property for a learning algorithm and show that employing manifold regularization yields a ε – δ stability-promoting algorithm. Further, we also derive the necessary conditions for the trainability of a newly added layer and investigate the training saturation problem. In the second stage of the algorithm (post-processing), a sequence of shallow networks is employed to extract information from the residual produced in the first stage, thereby improving the prediction accuracy. Numerical investigations on prototype regression and classification problems demonstrate that the proposed approach can outperform fully connected DNNs of the same size. Moreover, by equipping the physics-informed neural network (PINN) with the proposed adaptive architecture strategy to solve partial differential equations, we numerically show that adaptive PINNs not only are superior to standard PINNs but also produce interpretable hidden layers with provable stability. As a result, we also apply our architecture design strategy to solve inverse problems governed by elliptic partial differential equations.
Multi-stage preconditioners for thermal–compositional–reactive flow in porous media
We present a family of multi-stage preconditioners for coupled thermal-compositional-reactive reservoir simulation problems. The most common preconditioner used in industrial practice, the Constrained Pressure Residual (CPR) method, was designed for isothermal models and does not offer a specific strategy for the energy equation. For thermal simulations, inadequate treatment of the temperature unknown can cause severe conver-gence degradation. When strong thermal diffusion is present, the energy equation exhibits significant elliptic behavior that cannot be accurately corrected by CPR's second stage. In this work, we use Schur-complement decompositions to extract a temperature subsystem and apply an Algebraic MultiGrid (AMG) approximation as an additional preconditioning stage to improve the treatment of the energy equation. We present results for several two-dimensional hot air injection problems using an extra heavy oil, including challenging reactive In-Situ Combustion (ISC) cases. We show improved performance and robustness across different thermal regimes, from advection dominated (high Péclet number) to diffusion dominated (low Péclet number). The number of linear iterations is reduced by 40–85% compared to standard CPR for both homogeneous and heterogeneous media, and the new methods exhibit almost no sensitivity to the thermal regime.
Statistical Treatment of Inverse Problems Constrained by Differential Equations-based Models with Stochastic Terms
This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is to formulate the inverse problem, in particular the objective function, to find the closest forward distribution (i.e., the output of the stochastic forward problem) that best explains the distribution of the observations in a certain metric. We use proper scoring rules, a concept employed in statistical forecast verification, namely energy, variogram, and hybrid (i.e., combination of the two) scores. We study the performance of the proposed formulation in the context of two applications: a coefficient field inversion for subsurface flow governed by an elliptic partial differential equation with a stochastic source and a parameter inversion for power grid governed by differential-algebraic equations. In both cases we show that the variogram and the hybrid scores produce better parameter inversion results than does the energy score, whereas the energy score leads to better probabilistic predictions.
jaxhps: An elliptic PDE solver built with machine learning in mind
Elliptic partial differential equations (PDEs) can model many physical phenomena, such as electrostatics, acoustics, wave propagation, and diffusion. In scientific machine learning settings, a high-throughput PDE solver may be required to generate a training dataset, run in the inner loop of an iterative algorithm, or interface directly with a deep neural network. To provide value to machine learning users, such a PDE solver must be compatible with standard automatic differentiation frameworks, scale efficiently when run on graphics processing units (GPUs), and maintain high accuracy for a large range of input parameters. We have designed the jaxhps package with these use-cases in mind by implementing a highly efficient and accurate solver for elliptic problems with native hardware acceleration and automatic differentiation support.
Asymptotic growth of the 4d $ \mathcal{N} $ = 4 index and partially deconfined phases
We study the Cardy-like asymptotics of the 4d N = 4 index and demonstrate the existence of partially deconfined phases where the asymptotic growth of the index is not as rapid as in the fully deconfined case. We then take the large-N limit after the Cardy-like limit and make a conjecture for the leading asymptotics of the index. While the Cardy-like behavior is derived using the integral representation of the index, we demonstrate how the same results can be obtained using the Bethe ansatz type approach as well. In doing so, we discover new non-standard solutions to the elliptic Bethe ansatz equations including continuous families of solutions for SU(N) theory with N ≥ 3. Here, we argue that the existence of both standard and continuous non-standard solutions has a natural interpretation in terms of vacua of N = 1* theory on R 3 × S 1 .
A fully implicit, scalable, conservative nonlinear relativistic Fokker–Planck 0D-2P solver for runaway electrons
Upon application of a sufficiently strong electric field, electrons break away from thermal equilibrium and approach relativistic speeds. These highly energetic ‘runaway’ electrons (~ MeV) play a significant role in tokamak disruption physics, and therefore their accurate understanding is essential to develop reliable mitigation strategies. As such, we have developed a fully implicit solver for the 0D-2P (i.e., including two momenta coordinates) relativistic nonlinear Fokker–Planck equation (rFP). As in earlier implicit rFP studies (NORSE, CQL3D), electron–ion interactions are modeled using the Lorentz operator, and synchrotron damping using the Abraham–Lorentz–Dirac reaction term. However, our implementation improves on these earlier studies by (1) ensuring exact conservation properties for electron collisions, (2) strictly preserving positivity, and (3) being scalable algorithmically and in parallel. Key to our proposed approach is an efficient multigrid preconditioner for the linearized rFP equation, a multigrid elliptic solver for the Braams–Karney potentials, and a novel adaptive technique to determine the associated boundary values. We verify the accuracy and efficiency of the proposed scheme with numerical results ranging from small electric-field electrical conductivity measurements to the accurate reproduction of runaway tail dynamics when strong electric fields are applied.
Hardware acceleration for HPS algorithms in two and three dimensions
We provide a flexible, open-source framework for hardware acceleration, namely massively-parallel execution on general-purpose graphics processing units (GPUs), applied to the hierarchical Poincaré–Steklov (HPS) family of algorithms for building fast direct solvers for linear elliptic partial differential equations. To take full advantage of the power of hardware acceleration, we propose two variants of HPS algorithms to improve performance on two- and three-dimensional problems. In the two-dimensional setting, we introduce a novel recomputation strategy that minimizes costly data transfers to and from the GPU; in three dimensions, we modify and extend the adaptive discretization technique of Geldermans and Gillman [1] to greatly reduce peak memory usage. We provide an open-source implementation of these methods written in JAX, a high-level accelerated linear algebra package, which allows for the first integration of a high-order fast direct solver with automatic differentiation tools. We conclude with extensive numerical examples showing our methods are fast and accurate on two- and three-dimensional problems.
Asymptotic quasisymmetric high-beta three-dimensional magnetohydrodynamic equilibria near axisymmetry
Quasisymmetry (QS), a hidden symmetry of the magnetic field strength, is known to support nested flux surfaces and provide superior particle confinement in stellarators. In this work, we study the ideal magnetohydrodynamic (MHD) equilibrium and stability of high-beta plasma in a large-aspect-ratio stellarator. In particular, we show that the lowest-order description of a near-axisymmetric equilibrium vastly simplifies the problem of three-dimensional quasisymmetric MHD equilibria, which can be reduced to a standard elliptic Grad–Shafranov equation for the flux function. We show that any large-aspect-ratio tokamak, deformed periodically in the vertical direction, is a stellarator with approximate volumetric QS. We discuss exact analytical solutions and numerical benchmarks. Finally, we discuss the ideal ballooning and interchange stability of some of our equilibrium configurations.
Demonstration and performance testing of extreme-resolution simulations with static meshes on Summit (CPU & GPU) for a parked-turbine configuration and an actuator-line (mid-fidelity model) wind farm configuration (ECP-Q4 FY2020 Milestone Report)
The goal of the ExaWind project is to enable predictive simulations of wind farms comprised of many megawatt-scale turbines situated in complex terrain. Predictive simulations will require computational fluid dynamics (CFD) simulations for which the mesh resolves the geometry of the turbines and captures the rotation and large deflections of blades. Whereas such simulations for a single turbine are arguably petascale class, multi-turbine wind farm simulations will require exascale-class resources. The primary physics codes in the ExaWind simulation environment are Nalu-Wind, an unstructured-grid solver for the acoustically incompressible Navier-Stokes equations, AMR-Wind, a block-structured-grid solver with adaptive mesh refinement capabilities, and OpenFAST, a wind-turbine structural dynamics solver. The Nalu-Wind model consists of the mass-continuity Poisson-type equation for pressure and Helmholtz-type equations for transport of momentum and other scalars. For such modeling approaches, simulation times are dominated by linear-system setup and solution for the continuity and momentum systems. For the ExaWind challenge problem, the moving meshes greatly affect overall solver costs as reinitialization of matrices and recomputation of preconditioners is required at every time step. The choice of overset-mesh methodology to model the moving and non-moving parts of the computational domain introduces constraint equations in the elliptic pressure-Poisson solver. The presence of constraints greatly affects the performance of algebraic multigrid preconditioners.
New solutions of coupled nonlocal NLS and coupled nonlocal mKdV equations
In this study, we provide several novel solutions of the coupled Ablowitz–Musslimani (AM) version of the nonlocal nonlinear Schrödinger (NLS) equation and the coupled nonlocal modified Korteweg–de Vries (mKdV) equation. In each case we compare and contrast the corresponding solutions of the relevant coupled local equations. Further, we provide new solutions of the coupled local NLS and coupled local mKdV equations which are not the solutions of the corresponding nonlocal equations. We also show that the nonlocal coupled (as well as uncoupled) mKdV equations have hidden Galilean invariance and admit novel solutions.
Development, Implementation, and Verification of Partially-Ionized Collisional Multifluid Plasma Models in Drekar
We consider the development of multifluid models for partially ionized multispecies plasmas. The models are composed of a standard set of five-moment fluid equations for each species plus a description of electromagnetics. The most general model considered utilizes a full set of fluid equations for each charge state of each atomic species, plus a set of fluid equations for electrons. The fluid equations are coupled through source terms describing electromagnetic coupling, ionization, recombination, charge exchange, and elastic scattering collisions in the low-density coronal limit. The form of each of these source terms is described in detail, and references for required rate coefficients are identified for a diverse range of atomic species. Initial efforts have been made to extend these models to incorporate some higher-density collisional effects, including ionization potential depression and three- body recombination. Some reductions of the general multifluid model are considered. First, a reduced multifluid model is derived which averages over all of the charge states (including neutrals) of each atomic species in the general multifluid model. The resulting model maintains full consistency with the general multifluid model from which it is derived by leveraging a quasi-steady-state collisional ionization equilibrium assumption to recover the ionization fractions required to make use of the general collision models. Further reductions are briefly considered to derive certain components of a single-fluid magnetohydrodynamics (MHD) model. In this case, a generalized Ohm's law is obtained, and the standard MHD resistivity is expressed in terms of the collisional models used in the general multifluid model. A number of numerical considerations required to obtain robust implementations of these multifluid models are discussed. First, an algebraic flux correction (AFC) stabilization approach for a continuous Galerkin finite element discretization of the multifluid system is described in which the characteristic speeds used in the stabilization of the fluid systems are synchronized across all species in the model. It is demonstrated that this synchronization is crucial in order to obtain a robust discretization of the multifluid system. Additionally, several different formulations are considered for describing the electromagnetics portion of the multifluid system using nodal continuous Galerkin finite element discretizations. The formulations considered include a parabolic divergence cleaning method and an implicit projection method for the traditional curl formulation of Maxwell's equations, a purely- hyperbolic potential-based formulation of Maxwell's equations, and a mixed hyperbolic-elliptic potential-based formulation of Maxwell's equations. Some advantages and disadvantages of each formulation are explored to compare solution robustness and the ease of use of each formulation. Numerical results are presented to demonstrate the accuracy and robustness of various components of our implementation. Analytic solutions for a spatially homogeneous damped plasma oscillation are derived in order to verify the implementation of the source terms for electromagnetic coupling and elastic collisions between fluid species. Ionization balance as a function of electron temperature is evaluated for several atomic species of interest by comparing to steady-state calculations using various sets of ionization and recombination rate coefficients. Several test problems in one and two spatial dimensions are used to demonstrate the accuracy and robustness of the discretization and stabilization approach for the fluid components of the multifluid system. This includes standard test problems for electrostatic and electromagnetic shock tubes in the two-fluid and ideal shock-MHD limits, a cylindrical diocotron instability, and the GEM challenge magnetic reconnection problem. A one-dimensional simplified prototype of an argon gas puff configuration as deployed on Sandia's Z-machine is used as a demonstration to exercise the full range of capabilities associated with the general multifluid model.
Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes
In recent years, there has been widespread adoption of machine learning-based approaches to automate the solving of partial differential equations (PDEs). Among these approaches, Gaussian processes (GPs) and kernel methods have garnered considerable interest due to their flexibility, robust theoretical guarantees, and close ties to traditional methods. They can transform the solving of general nonlinear PDEs into solving quadratic optimization problems with nonlinear, PDE-induced constraints. However, the complexity bottleneck lies in computing with dense kernel matrices obtained from pointwise evaluations of the covariance kernel, and its partial derivatives, a result of the PDE constraint and for which fast algorithms are scarce. The primary goal of this paper is to provide a near-linear complexity algorithm for working with such kernel matrices. We present a sparse Cholesky factorization algorithm for these matrices based on the near-sparsity of the Cholesky factor under a novel ordering of pointwise and derivative measurements. The near-sparsity is rigorously justified by directly connecting the factor to GP regression and exponential decay of basis functions in numerical homogenization. We then employ the Vecchia approximation of GPs, which is optimal in the Kullback-Leibler divergence, to compute the approximate factor. This enables us to compute ϵ-approximate inverse Cholesky factors of the kernel matrices with complexity O(N log d (N/ϵ)) in space and O(N log 2d (N/ϵ)) in time. We integrate sparse Cholesky factorizations into optimization algorithms to obtain fast solvers of the nonlinear PDE. We numerically illustrate our algorithm’s near-linear space/time complexity for a broad class of nonlinear PDEs such as the nonlinear elliptic, Burgers, and Monge-Ampère equations. In summary, we provide a fast, scalable, and accurate method for solving general PDEs with GPs and kernel methods.
Diophantine equations with sum of cubes and cube of sum
We solve Diophantine equations of the type $a(x^3+y^3+z^3)=(x+y+z)^3$, where $x$, $y$, $z$ are integer variables, and the coefficient $a \neq 0$ is rational. We show that there are infinite families of such equations, including those where $a$ is any cube or certain rational fractions, that have nontrivial solutions. There are also infinite families of equations that do not have any nontrivial solution, including those where $1/a=1-24/m$ with restrictions on the integer $m$. The equations can be represented by elliptic curves unless $a=9$ or $1$, and any elliptic curve of nonzero $j$-invariant and torsion group $\mathbb{Z}/3k\mathbb{Z}$ for $k=2,3,4$, or $\mathbb{Z}/2\mathbb{Z} \times \mathbb{Z}/6\mathbb{Z}$ corresponds to a particular $a$. We prove that for any $a$ the number of nontrivial solutions is at most $3$ or is infinite, and for integer $a$ it is either $0$ or $\infty$. For $a=9$, we find the general solution, which depends on two integer parameters. These cubic equations are important in particle physics, because they determine the fermion charges under the $U(1)$ gauge group.
Theoretical modeling of a bottom-raised oscillating surge wave energy converter structural loadings and power performances
Here, this study presents theoretical formulations to evaluate the fundamental parameters and performance characteristics of a bottom-raised oscillating surge wave energy converter (OSWEC) device. Employing a flat plate assumption and potential flow formulation in elliptical coordinates, closed-form equations for the added mass, radiation damping, and excitation forces/torques in the relevant pitch-pitch and surge-pitch directions of motion are developed and used to calculate the system's response amplitude operator and the forces and moments acting on the foundation. The model is benchmarked against numerical simulations using WAMIT and WEC-Sim, showcasing excellent agreement. The sensitivity of plate thickness on the analytical hydrodynamic solutions is investigated over several thickness-to-width ratios ranging from 1:80 to 1:10. The results show that as the thickness of the benchmark OSWEC increases, the deviation of the analytical hydrodynamic coefficients from the numerical solutions grows from 3% to 25%. Differences in the excitation forces and torques, however, are contained within 12%. While the flat plate assumption is a limitation of the proposed analytical model, the error is within a reasonable margin for use in the design space exploration phase before a higher-fidelity (and thus more computationally expensive) model is employed. A parametric study demonstrates the ability of the analytical model to quickly sweep over a domain of OSWEC dimensions, illustrating the analytical model's utility in the early phases of design.
Elliptical and purely $\mathrm{NS}$ superstrata
We analyze the BPS equations in the “superstratum sector” of three-dimensional gauged supergravity. We obtain multi-parameter supersymmetric solutions that include elliptical deformations of the supertubes that underlie standard superstrata. We uplift the three-dimensional solutions to obtain the corresponding six-dimensional geometries. This yields new families of elliptically-deformed, ambi-bolar hyper-Kahler geometries in four dimensions with a non-tri-holomorphic U(1) isometry. We also find a new family of scaling superstrata whose S-dual lives entirely within the NS-sector of supergravity, and will thus be more amenable to exact analysis using string probes. In all these new superstrata, including the scaling ones, if the momentum charge is non-zero we find that the ellipse stays away from the degeneration locus in which the ellipse becomes flat.
Superposed periodic kink and pulse solutions of coupled nonlinear equations
Here, we present novel previously unexplored periodic solutions, expressed in terms of Jacobi elliptic functions, for both a coupled Φ 4 model and a coupled nonlinear Schrödinger equation (NLS) model. Remarkably, these solutions can be elegantly reformulated as a linear combination of periodic kinks and antikinks, or as a combination of two periodic kinks or two periodic pulse solutions. However, we also find that for $m=0$ and a specific value of the periodicity (or at a nonzero value of the elliptic modulus $m$) this superposition does not hold. These results demonstrate that the notion of superposed solutions extends to the coupled nonlinear equations as well.