Search NASA⌕ Search

SEARCH · Search NASA

Results for “High dimensional 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.

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

At least 37 records · Page 2
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Scalable Algorithms for Inverse Problems With High-Dimensional Parameter Spaces

Inverse problems, which involve inferring unknown parameters from observed data, present significant computational challenges, especially in large-scale settings with high-dimensional unknown parameters and nonlinear relationships between the unknowns and observations. Bayesian inference provides an approach for addressing these problems, often relying on sequential sampling methods like Markov chain Monte Carlo (MCMC) to approximate the posterior distribution of the parameters. However, MCMC methods become computationally demanding as the dimensionality of the problem increases, particularly in large-scale systems where likelihood evaluations rely on solving partial differential equations (PDEs) on large spatial domains with finely resolved meshes. To overcome these limitations, recent advancements have focused on designing scalable computa tional techniques – for both PDE simulations and sampling strategies – to make Bayesian methods feasible for high-dimensional problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Physics-informed machine learning

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

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

B-PINNs: Bayesian Physics-informal Neural Networks for Forward and Inverse PDE Problems with Noisy Data

We propose a Bayesian physics-informed neural network (B-PINN) to solve both forward and inverse nonlinear problems described by partial differential equations (PDEs) and noisy data. In this Bayesian framework, the Bayesian neural network (BNN) combined with a PINN for PDEs serves as the prior while the Hamiltonian Monte Carlo (HMC) or the variational inference (VI) could serve as an estimator of the posterior. B-PINNs make use of both physical laws and scattered noisy measurements to provide predictions and quantify the aleatoric uncertainty arising from the noisy data in the Bayesian framework. Compared with PINNs, in addition to uncertainty quantification, B-PINNs obtain more accurate predictions in scenarios with large noise due to their capability of avoiding overfitting. We conduct a systematic comparison between the two different approaches for the B-PINNs posterior estimation (i.e., HMC or VI), along with dropout used for quantifying uncertainty in deep neural networks. Our experiments show that HMC is more suitable than VI with mean field Gaussian approximation for the B-PINNs posterior estimation, while dropout employed in PINNs can hardly provide accurate predictions with reasonable uncertainty. Finally, we replace the BNN in the prior with a truncated Karhunen-Loève (KL) expansion combined with HMC or a deep normalizing flow (DNF) model as posterior estimators. The KL is as accurate as BNN and much faster but this framework cannot be easily extended to high-dimensional problems unlike the BNN based framework.

Non linear PDEs, Noisy data, Bysian physics inform↗
DOE OSTI2023

Probing reaction channels via reinforcement learning

Abstract Chemical reactions are dynamical processes involving the correlated reorganization of atomic configurations, driving the conversion of an initial reactant into a result product. By virtue of the metastability of both the reactants and products, chemical reactions are rare events, proceeding fleetingly. Reaction pathways can be modelled probabilistically by using the notion of reactive density in the phase space of the molecular system. Such density is related to a function known as the committor function, which describes the likelihood of a configuration evolving to one of the nearby metastable regions. In theory, the committor function can be obtained by solving the backward Kolmogorov equation (BKE), which is a partial differential equation (PDE) defined in the full dimensional phase space. However, using traditional methods to solve this problem is not practical for high dimensional systems. In this work, we propose a reinforcement learning based method to identify important configurations that connect reactant and product states along chemical reaction paths. By shooting multiple trajectories from these configurations, we can generate an ensemble of states that concentrate on the transition path ensemble. This configuration ensemble can be effectively employed in a neural network-based PDE solver to obtain an approximation solution of a restricted BKE, even when the dimension of the problem is very high. The resulting solution provides an approximation for the committor function that encodes mechanistic information for the reaction, paving a new way for understanding of complex chemical reactions and evaluation of reaction rates.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2025

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↗
DOE OSTI2024

Tensor Network Space-Time Spectral Collocation Method for Time-Dependent Convection-Diffusion-Reaction Equations

Emerging tensor network techniques for solutions of partial differential equations (PDEs), known for their ability to break the curse of dimensionality, deliver new mathematical methods for ultra-fast numerical solutions of high-dimensional problems. Here, we introduce a Tensor Train (TT) Chebyshev spectral collocation method, in both space and time, for the solution of the time-dependent convection-diffusion-reaction (CDR) equation with inhomogeneous boundary conditions, in Cartesian geometry. Previous methods for numerical solution of time-dependent PDEs often used finite difference for time, and a spectral scheme for the spatial dimensions, which led to a slow linear convergence. Spectral collocation space-time methods show exponential convergence; however, for realistic problems they need to solve large four-dimensional systems. We overcome this difficulty by using a TT approach, as its complexity only grows linearly with the number of dimensions. We show that our TT space-time Chebyshev spectral collocation method converges exponentially, when the solution of the CDR is smooth, and demonstrate that it leads to a very high compression of linear operators from terabytes to kilobytes in TT-format, and a speedup of tens of thousands of times when compared to a full-grid space-time spectral method. These advantages allow us to obtain the solutions at much higher resolutions.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Pass-efficient methods for compression of high-dimensional turbulent flow data

The future of high-performance computing, specifically on future Exascale computers, will presumably see memory capacity and bandwidth fail to keep pace with data generated, for instance, from massively parallel partial differential equation (PDE) systems. Current strategies proposed to address this bottleneck entail the omission of large fractions of data, as well as the incorporation of in situ compression algorithms to avoid overuse of memory. To ensure that post-processing operations are successful, this must be done in a way that a sufficiently accurate representation of the solution is stored. Moreover, in situations where the input/output system becomes a bottleneck in analysis, visualization, etc., or the execution of the PDE solver is expensive, the number of passes made over the data must be minimized. In the interest of addressing this problem, this work focuses on the utility of pass-efficient, parallelizable, low-rank, matrix decomposition methods in compressing high-dimensional simulation data from turbulent flows. Additionally, a particular emphasis is placed on using coarse representation of the data – compatible with the PDE discretization grid – to accelerate the construction of the low-rank factorization. This includes the presentation of a novel single-pass matrix decomposition algorithm for computing the so-called interpolative decomposition. The methods are described extensively and numerical experiments on two turbulent channel flow data are performed. In the first (unladen) channel flow case, compression factors exceeding 400 are achieved while maintaining accuracy with respect to first- and second-order flow statistics. In the particle-laden case, compression factors of 100 are achieved and the compressed data is used to recover particle velocities. These results show that these compression methods can enable efficient computation of various quantities of interest in both the carrier and disperse phases.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Leverage Score Sampling for Parametric PDEs (Final Technical Report)

This final technical report summarizes the accomplishments of work performed under DOE Office of Science Award DE-SC0022266, which is titled “Leverage Score Sampling for Parametric PDEs”. The goal of the project was to extend methods from Randomized Numerical Linear Algebra (RandNLA) to tackle central computational challenges in model order reduction and uncertainty quantification (UQ) for parametric partial differential equations (PDEs). In particular, we sought to use importance sampling methods originally developed for RandNLA to develop sample efficient active learning algorithms for approximating high-dimensional scalar functions, e.g. by polynomials, Gaussian process models, and simple neural networks. Such methods can be immediately applied to developing surrogate models or to approximating quantity of interest (QoI) surfaces. In the context of PDEs, each sample used for learning equates to the solution of the differential equation for a particular set of parameters, so sample efficiency translates to improved computational efficiency for a variety of downstream tasks.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Learning nonlinear operators in latent spaces for real-time predictions of complex dynamics in physical systems

Abstract Predicting complex dynamics in physical applications governed by partial differential equations in real-time is nearly impossible with traditional numerical simulations due to high computational cost. Neural operators offer a solution by approximating mappings between infinite-dimensional Banach spaces, yet their performance degrades with system size and complexity. We propose an approach for learning neural operators in latent spaces, facilitating real-time predictions for highly nonlinear and multiscale systems on high-dimensional domains. Our method utilizes the deep operator network architecture on a low-dimensional latent space to efficiently approximate underlying operators. Demonstrations on material fracture, fluid flow prediction, and climate modeling highlight superior prediction accuracy and computational efficiency compared to existing methods. Notably, our approach enables approximating large-scale atmospheric flows with millions of degrees, enhancing weather and climate forecasts. Here we show that the proposed approach enables real-time predictions that can facilitate decision-making for a wide range of applications in science and engineering.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Enabling Hyper-Differential Sensitivity Analysis for Ill-Posed Inverse Problems

Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high dimensionality of the parameters and computational complexity of the PDE solves make such problems challenging. A common approach is to reduce the dimension by fixing some parameters (which we will call auxiliary parameters) to a best estimate and use techniques from PDE-constrained optimization to estimate the other parameters. In this article, hyper-differential sensitivity analysis (HDSA) is used to assess the sensitivity of the solution of the PDE-constrained optimization problem to changes in the auxiliary parameters. Foundational assumptions for HDSA require satisfaction of the optimality conditions which are not always practically feasible as a result of ill-posedness in the inverse problem. Here we introduce novel theoretical and computational approaches to justify and enable HDSA for ill-posed inverse problems by projecting the sensitivities on likelihood informed subspaces and defining a posteriori updates. Our proposed framework is demonstrated on a nonlinear multiphysics inverse problem motivated by estimation of spatially heterogeneous material properties in the presence of spatially distributed parametric modeling uncertainties.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Proximal Galerkin: A Structure-Preserving Finite Element Method for Pointwise Bound Constraints

The proximal Galerkin finite element method is a high-order, low iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of pointwise bound constraints in infinite-dimensional function spaces. This paper introduces the proximal Galerkin method and applies it to solve free boundary problems, enforce discrete maximum principles, and develop a scalable, mesh-independent algorithm for optimal design with pointwise bound constraints. This paper also introduces the latent variable proximal point (LVPP) algorithm, from which the proximal Galerkin method derives. When analyzing the classical obstacle problem, we discover that the underlying variational inequality can be replaced by a sequence of second-order partial differential equations (PDEs) that are readily discretized and solved with, e.g., the proximal Galerkin method. Throughout this work, we arrive at several contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and certain infinite-dimensional Lie groups; and (3) a gradient-based, bound-preserving algorithm for two-field, density-based topology optimization. The complete proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis. Open-source implementations of our methods accompany this work to facilitate reproduction and broader adoption.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Linear-depth quantum circuits for loading Fourier approximations of arbitrary functions

Abstract The ability to efficiently load functions on quantum computers with high fidelity is essential for many quantum algorithms, including those for solving partial differential equations and Monte Carlo estimation. In this work, we introduce the Fourier series loader (FSL) method for preparing quantum states that exactly encode multi-dimensional Fourier series using linear-depth quantum circuits. Specifically, the FSL method prepares a (Dn)-qubit state encoding the 2 Dn -point uniform discretization of aD-dimensional function specified by aD-dimensional Fourier series. A free parameter,m, which must be less thann, determines the number of Fourier coefficients, 2 D ( m + 1 ) , used to represent the function. The FSL method uses a quantum circuit of depth at most 2 ( n − 2 ) + ⌈ log 2 ( n − m ) ⌉ + 2 D ( m + 1 ) + 2 − 2 D ( m + 1 ) , which is linear in the number of Fourier coefficients, and linear in the number of qubits (Dn) despite the fact that the loaded function’s discretization is over exponentially many (2 Dn ) points. The FSL circuit consists of at most D n + 2 D ( m + 1 ) + 1 − 1 single-qubit and D n ( n + 1 ) / 2 + 2 D ( m + 1 ) + 1 − 3 D ( m + 1 ) − 2 two-qubit gates; we present a classical compilation algorithm with runtime O ( 2 3 D ( m + 1 ) ) to determine the FSL circuit for a given Fourier series. The FSL method allows for the highly accurate loading of complex-valued functions that are well-approximated by a Fourier series with finitely many terms. We report results from noiseless quantum circuit simulations, illustrating the capability of the FSL method to load various continuous 1D functions, and a discontinuous 1D function, on 20 qubits with infidelities of less than 10 −6 and 10 −3 , respectively. We also demonstrate the practicality of the FSL method for near-term quantum computers by presenting experiments performed on the Quantinuum H1-1 and H1-2 trapped-ion quantum computers: we loaded a complex-valued function on 3 qubits with a fidelity of over 95 % , as well as various 1D real-valued functions on up to 6 qubits with classical fidelities ≈99%, and a 2D function on 10 qubits with a classical fidelity ≈94%.

Physics↗
DOE OSTI2025

Understanding latent timescales in neural ordinary differential equation models of advection-dominated dynamical systems

The neural ordinary differential equation (ODE) framework has shown considerable promise in recent years in developing highly accelerated surrogate models for complex physical systems characterized by partial differential equations (PDEs). For PDE-based systems, state-of-the-art neural ODE strategies leverage a two-step procedure to achieve this acceleration: a nonlinear dimensionality reduction step provided by an autoencoder, and a time integration step provided by a neural-network based model for the resultant latent space dynamics (the neural ODE). This work explores the applicability of such autoencoder-based neural ODE strategies for PDEs in which advection terms play a critical role. More specifically, alongside predictive demonstrations, physical insight into the sources of model acceleration (i.e., how the neural ODE achieves its acceleration) is the scope of the current study. Such investigations are performed by quantifying the effects of both autoencoder and neural ODE components on latent system time-scales using eigenvalue analysis of dynamical system Jacobians. To this end, the sensitivity of various critical training parameters – de-coupled versus end-to-end training, latent space dimensionality, and the role of training trajectory length, for example – to both model accuracy and the discovered latent system timescales is quantified. Furthermore, this work specifically uncovers the key role played by the training trajectory length (the number of rollout steps in the loss function during training) on the latent system timescales: larger trajectory lengths correlate with an increase in limiting neural ODE time-scales, and optimal neural ODEs are found to recover the largest time-scales of the full-order (ground-truth) system. Demonstrations are performed across fundamentally different unsteady fluid dynamics configurations influenced by advection: (1) the Kuramoto–Sivashinsky equations (2) Hydrogen-Air channel detonations (the compressible reacting Navier–Stokes equations with detailed chemistry), and (3) 2D Atmospheric flow.

Advection-dominated dynamical systems↗
DOE OSTI2023

Model-parallel Fourier neural operators as learned surrogates for large-scale parametric PDEs

Fourier neural operators (FNOs) are a recently introduced neural network architecture for learning solution operators of partial differential equations (PDEs), which have been shown to perform significantly better than comparable deep learning approaches. Once trained, FNOs can achieve speed-ups of multiple orders of magnitude over conventional numerical PDE solvers. However, due to the high dimensionality of their input data and network weights, FNOs have so far only been applied to two-dimensional or small three-dimensional problems. To remove this limited problem-size barrier, we propose a model-parallel version of FNOs based on domain-decomposition of both the input data and network weights. Here, we demonstrate that our model-parallel FNO is able to predict time-varying PDE solutions of over 2.6 billion variables on Perlmutter using up to 512 A100 GPUs and show an example of training a distributed FNO on the Azure cloud for simulating multiphase CO 2 dynamics in the Earth’s subsurface.

58 GEOSCIENCES↗
DOE OSTI2022

Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics

We address a three-tier numerical framework based on nonlinear manifold learning for the forecasting of high-dimensional time series, relaxing the “curse of dimensionality” related to the training phase of surrogate/machine learning models. At the first step, we embed the high-dimensional time series into a reduced low-dimensional space using nonlinear manifold learning (local linear embedding and parsimonious diffusion maps). Then, we construct reduced-order surrogate models on the manifold (here, for our illustrations, we used multivariate autoregressive and Gaussian process regression models) to forecast the embedded dynamics. Finally, we solve the pre-image problem, thus lifting the embedded time series back to the original high-dimensional space using radial basis function interpolation and geometric harmonics. The proposed numerical data-driven scheme can also be applied as a reduced-order model procedure for the numerical solution/propagation of the (transient) dynamics of partial differential equations (PDEs). In conclusion, we assess the performance of the proposed scheme via three different families of problems: (a) the forecasting of synthetic time series generated by three simplistic linear and weakly nonlinear stochastic models resembling electroencephalography signals, (b) the prediction/propagation of the solution profiles of a linear parabolic PDE and the Brusselator model (a set of two nonlinear parabolic PDEs), and (c) the forecasting of a real-world data set containing daily time series of ten key foreign exchange rates spanning the time period 3 September 2001–29 October 2020.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Uncertainty quantification in scientific machine learning: Methods, metrics, and comparisons

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with traditional methods. However, quantifying errors and uncertainties in NN-based inference is more complicated than in traditional methods. This is because in addition to aleatoric uncertainty associated with noisy data, there is also uncertainty due to limited data, but also due to NN hyperparameters, overparametrization, optimization and sampling errors as well as model misspecification. Although there are some recent works on uncertainty quantification (UQ) in NNs, there is no systematic investigation of suitable methods towards quantifying the total uncertainty effectively and efficiently even for function approximation, and there is even less work on solving partial differential equations and learning operator mappings between infinite-dimensional function spaces using NNs. In this work, we present a comprehensive framework that includes uncertainty modeling, new and existing solution methods, as well as evaluation metrics and post-hoc improvement approaches. Further, to demonstrate the applicability and reliability of our framework, we present an extensive comparative study in which various methods are tested on prototype problems, including problems with mixed input-output data, and stochastic problems in high dimensions. In the Appendix, we include a comprehensive description of all the UQ methods employed. Further, to help facilitate the deployment of UQ in Scientific Machine Learning research and practice, we present and develop in [1] an open-source Python library (github.com/Crunch-UQ4MI/neuraluq), termed NeuralUQ, that is accompanied by an educational tutorial and additional computational experiments.

11 physics-informed neural networks↗
DOE OSTI2026

A score-based diffusion model approach for adaptive learning of stochastic partial differential equation solutions

In this paper, we propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central role in modeling complex physical systems under uncertainty, but their numerical solutions often suffer from model errors and reduced accuracy due to incomplete physical knowledge and environmental variability. To address these challenges, we encode the governing physics into the score function of a diffusion model using simulation data and incorporate observational information via a likelihood-based correction in a reverse-time stochastic differential equation. This enables adaptive learning through iterative refinement of the solution as new data becomes available. To improve computational efficiency in high-dimensional settings, we introduce the ensemble score filter, a training-free approximation of the score function designed for real-time inference. Numerical experiments on benchmark SPDEs demonstrate the accuracy and robustness of the proposed method under sparse and noisy observations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty

Bayesian inference provides a systematic framework for integration of data with mathematical models to quantify the uncertainty in the solution of the inverse problem. However, the solution of Bayesian inverse problems governed by complex forward models described by partial differential equations (PDEs) remains prohibitive with black-box Markov chain Monte Carlo (MCMC) methods. We present hIPPYlib-MUQ, an extensible and scalable software framework that contains implementations of state-of-the art algorithms aimed to overcome the challenges of high-dimensional, PDE-constrained Bayesian inverse problems. These algorithms accelerate MCMC sampling by exploiting the geometry and intrinsic low-dimensionality of parameter space via derivative information and low rank approximation. The software integrates two complementary open-source software packages, hIPPYlib and MUQ. hIPPYlib solves PDE-constrained inverse problems using automatically-generated adjoint-based derivatives, but it lacks full Bayesian capabilities. MUQ provides a spectrum of powerful Bayesian inversion models and algorithms, but expects forward models to come equipped with gradients and Hessians to permit large-scale solution. By combining these two complementary libraries, we created a robust, scalable, and efficient software framework that realizes the benefits of each and allows us to tackle complex large-scale Bayesian inverse problems across a broad spectrum of scientific and engineering disciplines. To illustrate the capabilities of hIPPYlib-MUQ, we present a comparison of a number of MCMC methods available in the integrated software on several high-dimensional Bayesian inverse problems. These include problems characterized by both linear and nonlinear PDEs, various noise models, and different parameter dimensions. The results demonstrate that large (~ 50×) speedups over conventional black box and gradient-based MCMC algorithms can be obtained by exploiting Hessian information (from the log-posterior), underscoring the power of the integrated hIPPYlib-MUQ framework.

97 MATHEMATICS AND COMPUTING↗