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A stiff order condition theory for Runge–Kutta methods applied to semilinear ODEs

Classical convergence theory of Runge–Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic degradation in accuracy, known as order reduction, can arise. Methods with high stage order, e.g., Gauss–Legendre and Radau, are known to avoid order reduction, but they must be fully implicit. For the broad class of semilinear ODEs, which consist of a stiff linear term and non-stiff nonlinear term, we show that weaker conditions suffice. Here, our new semilinear order conditions are formulated in terms of orthogonality relations and can be enumerated by rooted trees. Finally, we prove global error bounds that hold uniformly with respect to stiffness of the linear term.

Mathematics and Computing↗

Quantum Algorithm for Linear Non-unitary Dynamics with Near-Optimal Dependence on All Parameters

We introduce a family of identities that express general linear non-unitary evolution operators as a linear combination of unitary evolution operators, each solving a Hamiltonian simulation problem. This formulation can exponentially enhance the accuracy of the recently introduced linear combination of Hamiltonian simulation (LCHS) method [An, Liu, and Lin, Physical Review Letters, 2023]. For the first time, this approach enables quantum algorithms to solve linear differential equations with both optimal state preparation cost and near-optimal scaling in matrix queries on all parameters.

Applied Dynamical Systems↗

Special perturbations employing osculating reference states

The concept of employing osculating reference position and velocity vectors in the numerical integration of the equations of motion of a satellite is examined. The choice of the reference point is shown to have a significant effect upon numerical efficiency and the class of trajectories described by the differential equations of motion. For example, when the position and velocity vectors on the osculating orbit at a fixed reference time are chosen, a universal formulation is yielded. For elliptical orbits, however, this formulation is unattractive for numerical integration purposes due to Poisson terms (mixed secular) appearing in the equations of motion. Other choices for the reference point eliminate this problem but usually at the expense of universality. A number of these formulations, including a universal one, are considered here. Comparisons of the numerical characteristics of these techniques with those of the Encke method are presented.

Born, G. H.↗

What do physics-informed DeepONets learn? Understanding and improving training for scientific computing applications

Physics-informed deep operator networks (DeepONets) have emerged as a promising approach toward numerically approximating the solution of partial differential equations (PDEs). In this work, we aim to develop further understanding of what is being learned by physics-informed DeepONets by assessing the universality of the extracted basis functions and demonstrating their potential toward model reduction with spectral methods. Results provide clarity about measuring the performance of a physics-informed DeepONet through the decays of singular values and expansion coefficients. In addition, we propose a transfer learning approach for improving training for physics-informed DeepONets between parameters of the same PDE as well as across different, but related, PDEs where these models struggle to train well. This approach results in significant error reduction and learned basis functions that are more effective in representing the solution of a PDE.

Deep operator networks↗

On a new method for calculating the potential flow past a body of revolution

A new method is presented for obtaining the velocity potential of the flow about a body of revolution moving uniformly in the direction of its axis of symmetry in a fluid otherwise at rest. This method is based essentially on the fact that the form of the differential equation for the velocity potential is invariant with regard to conformal transformation of the meridian plane. By means of the conformal transformation of the meridian profile into a circle a system of orthogonal curvilinear coordinates is obtained, the main feature of which is that one of the coordinate lines is the meridian profile itself. The use of this type of coordinate system yields a simple expression of the boundary condition at the surface of the solid and leads to a rational process of iteration for the solution of the differential equation for the velocity potential. It is shown that the velocity potential for an arbitrary body of revolution may be expressed in terms of universal functions which, although not normal, are obtainable by means of simple quadratures. The general results are applied to a body of revolution obtained by revolving a symmetrical Joukowski profile about its axis of symmetry. A numerical example further serves to illustrate the theory.

Kaplan, Carl↗

Chapter 4 - Recent Advances in Identification of Differential Equations from Noisy Data: IDENT Review

Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of time-dependent data. If we assume that the differential equation is a linear combination of various linear and nonlinear differential terms, then the identification problem can be formulated as solving a linear system. The goal then reduces to finding the optimal coefficient vector that best represents the time derivative of the given data. We review some recent works on the identification of differential equations. We find some common themes for the improved accuracy: (i) The formulation of linear system with proper denoising is important, (ii) how to utilize sparsity and model selection to find the correct coefficient support needs careful attention, and (iii) there are ways to improve the coefficient recovery. We present an overview and analysis of recent developments on the topic.

97 MATHEMATICS AND COMPUTING↗

Kinematic flow from the flow of cuts

The wavefunction coefficients of conformally coupled scalars in power-law FRW cosmologies satisfy differential equations governed by a set of simple combinatorial rules known as the kinematic flow. In this paper we derive the kinematic flow, expressed using a set of differential forms referred to as the cut basis, from a geometric perspective, relying solely on the cosmological hyperplane arrangement and without invoking bulk physics. Each element of the cut basis corresponds to the positive geometry associated to an independent cut of the physical FRW-form and can be labeled by decorating (minors of) the truncated Feynman graph with an acyclic orientation. We provide a straightforward prescription to associate a logarithmic differential form to each element of the cut basis by considering its corresponding decorated graph. Moreover, we show that the residues of the physical FRW-form are canonical forms of certain graphical zonotopes labeled by the same set of decorated graphs. These zonotopes control the cut combinatorics -- flow of cuts -- of the physical FRW-form and the cut basis (by construction). Using the theory of relative twisted cohomology and intersection theory, we derive a closed form formula for the differential equations of the cut basis. We also introduce combinatorial rules that compute the kinematic differential of any basis element without explicit calculation. The combinatorics of our differential equations is a natural consequence of the flow of cuts and is equivalent (up to rescaling) to the kinematic flow for the recently studied time integral basis. In particular, our differential equations decouple into exponentially many sectors, one for each way of cutting a subset of edges of the graph.

General Relativity and Quantum Cosmology↗

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↗

Propulsion Physics Using the Chameleon Density Model

To grow as a space faring race, future spaceflight systems will require a new theory of propulsion. Specifically one that does not require mass ejection without limiting the high thrust necessary to accelerate within or beyond our solar system and return within a normal work period or lifetime. The Chameleon Density Model (CDM) is one such model that could provide new paths in propulsion toward this end. The CDM is based on Chameleon Cosmology a dark matter theory; introduced by Khrouy and Weltman in 2004. Chameleon as it is hidden within known physics, where the Chameleon field represents a scalar field within and about an object; even in the vacuum. The CDM relates to density changes in the Chameleon field, where the density changes are related to matter accelerations within and about an object. These density changes in turn change how an object couples to its environment. Whereby, thrust is achieved by causing a differential in the environmental coupling about an object. As a demonstration to show that the CDM fits within known propulsion physics, this paper uses the model to estimate the thrust from a solid rocket motor. Under the CDM, a solid rocket constitutes a two body system, i.e., the changing density of the rocket and the changing density in the nozzle arising from the accelerated mass. Whereby, the interactions between these systems cause a differential coupling to the local gravity environment of the earth. It is shown that the resulting differential in coupling produces a calculated value for the thrust near equivalent to the conventional thrust model used in Sutton and Ross, Rocket Propulsion Elements. Even though imbedded in the equations are the Universe energy scale factor, the reduced Planck mass and the Planck length, which relates the large Universe scale to the subatomic scale.

Robertson, Glen A.↗

On the Solution of the Continuity Equation for Precipitating Electrons in Solar Flares

Electrons accelerated in solar flares are injected into the surrounding plasma, where they are subjected to the influence of collisional (Coulomb) energy losses. Their evolution is modeled by a partial differential equation describing continuity of electron number. In a recent paper, Dobranskis & Zharkova claim to have found an "updated exact analytical solution" to this continuity equation. Their solution contains an additional term that drives an exponential decrease in electron density with depth, leading them to assert that the well-known solution derived by Brown, Syrovatskii & Shmeleva, and many others is invalid. We show that the solution of Dobranskis & Zharkova results from a fundamental error in the application of the method of characteristics and is hence incorrect. Further, their comparison of the "new" analytical solution with numerical solutions of the Fokker-Planck equation fails to lend support to their result.We conclude that Dobranskis & Zharkova's solution of the universally accepted and well-established continuity equation is incorrect, and that their criticism of the correct solution is unfounded. We also demonstrate the formal equivalence of the approaches of Syrovatskii & Shmeleva and Brown, with particular reference to the evolution of the electron flux and number density (both differential in energy) in a collisional thick target. We strongly urge use of these long-established, correct solutions in future works.

Sun: flares↗

Enhancing Drinking Water Quality Modeling: Leveraging Physics Informed Neural Networks for Learning with Imperfect Reaction Models and Partial Data

Chemical kinetics models, typically formulated as systems of ordinary or partial differential equations, are valuable tools for simulating drinking water quality. However, these models often face inaccuracies due to discrepancies between the laboratory and the real-world conditions, as well as limitations in experimental analytical methods, hindering the accurate representation of the true underlying chemical mechanisms. In this study, we propose a Physics Informed Neural Network (PINN), using the eXtreme Theory of Functional Connections, to improve the prediction of chemical concentrations over time. The PINN method accounts for imperfect chemical models and incorporates partial data to improve predictions. Focusing on reactions describing water disinfection residual and disinfectant byproduct formation, which are crucial for public health and regulatory compliance, we demonstrate that the PINN model is able to accurately predict the concentrations of chemical species across various pH values. Notably, the model extends its accuracy to predict concentrations of chemical species not originally included in its training data. The developed method can be extended to a variety of chemical systems, offering a wide array of potential applications.

13 HYDRO ENERGY↗

Fluctuations in Hill’s equation parameters and application to cosmic reheating

Cosmic inflation provides a compelling framework for explaining several observed features of our Universe, but its viability depends on an efficient reheating phase that converts the inflaton’s energy into Standard Model particles. This conversion often proceeds through nonperturbative mechanisms such as parametric resonance, which is described by Hill’s equation. In this work, we investigate how stochastic fluctuations in the parameters of Hill’s equation can influence particle production during reheating. We show that such fluctuations can arise from couplings to light scalar fields and can significantly alter the stability bands in the resonance structure, thereby enhancing the growth of fluctuations and broadening the region of efficient energy transfer. Using random matrix theory and stochastic differential equations, we decompose the particle growth rate into deterministic and noise-induced components and demonstrate analytically and numerically that even modest noise leads to substantial particle production in otherwise stable regimes. Furthermore, these results suggest that stochastic effects can robustly enhance the efficacy of reheating across a wide swath of parameter space, with implications for early Universe cosmology, UV completions involving multiple scalar fields, and the resolution of the cosmological moduli problem.

Cosmology↗

A physics-constrained neural ordinary differential equations approach for robust learning of stiff chemical kinetics

The high computational cost associated with solving for detailed chemistry poses a significant challenge for predictive computational fluid dynamics (CFD) simulations of turbulent reacting flows. While deep learning techniques have been explored to develop faster surrogate models, they often fail to integrate reliably with CFD solvers. This instability arises because traditional deep learning approaches optimize for training error without ensuring compatibility with ordinary differential equation (ODE) solvers, resulting in accumulation of errors over time. Recently, neuralODE (NODE) based approaches have been shown to be a promising technique to emulate and accelerate detailed chemistry computations. Here, in the present work, we extend this NODE framework for stiff chemical kinetics by incorporating mass conservation constraints directly into the loss function during training. This ensures that the total mass as well as the individual elemental species masses are conserved in an a-posteriori manner. Proof-of-concept studies are performed with the novel physics-constrained NODE (PC-NODE) approach for homogeneous autoignition of hydrogen-air mixture over a range of composition and thermodynamic conditions. It is demonstrated that the PC-NODE framework not only improves the physical consistency of the resulting data-driven model with respect to mass conservation criteria, but also improves training efficiency. PC-NODE is shown to achieve 2–100× speedup relative to the hydrogen-air detailed chemical mechanism depending on the type of the ODE solver (implicit or explicit) used during autoregressive inference tests. Lastly, a-posteriori studies are performed wherein the trained PC-NODE model is coupled with a CFD solver. It is shown that higher accuracy is achieved with PC-NODE relative to the purely data-driven NODE approach. Moreover, PC-NODE also exhibits robustness and generalizability to unseen initial conditions from within (interpolative capability) as well as outside (extrapolative capability) the training regime.

computational combustion↗

Analysis of wavelet technology for NASA applications

The purpose of this grant was to introduce a broad group of NASA researchers and administrators to wavelet technology and to determine its future role in research and development at NASA JSC. The activities of several briefings held between NASA JSC scientists and Rice University researchers are discussed. An attached paper, 'Recent Advances in Wavelet Technology', summarizes some aspects of these briefings. Two proposals submitted to NASA reflect the primary areas of common interest. They are image analysis and numerical solutions of partial differential equations arising in computational fluid dynamics and structural mechanics.

Wells, R. O., Jr.↗

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↗

A neural master equation framework for multiscale modeling of molecular processes: application to atomic-scale plasma processes

Plasma-surface interactions (PSI) play a crucial role in microelectronics fabrication; however, their multiscale nature and array of complex, often unknown interactions make computational modeling of PSIs extremely difficult. To this end, we propose a general neural master equation (NME) framework that uses master equations to describe the dynamics of a molecular process, wherein neural networks learned from atomistic simulations represent unknown transitions between different system states. By leveraging the physics-based structure of master equations and data-driven state transitions, the NME framework promotes generalizability and physics interpretability, and can bridge disparate length and time scales. The framework is demonstrated for multiscale modeling of Si atomic layer etching and reactive ion etching, where the learned NME-based surface kinetic models exhibit good predictive and extrapolative capabilities for predicting experimentally relevant observables as a function of process parameters. The NME-based surface kinetic models obey physical constraints, which are violated in models based on neural ordinary differential equations. The proposed NME framework for multiscale modeling of molecular processes can pave the way for the discovery of new chemistries and materials in atomic-scale plasma processes.

Chemical engineering↗

Laplace Transform–Based Quantum Eigenvalue Transformation via Linear Combination of Hamiltonian Simulation

Eigenvalue transformations, which include solving time-dependent differential equations as a special case, have a wide range of applications in scientific and engineering computation. While quantum algorithms for singular value transformations are well studied, eigenvalue transformations are distinct, especially for nonnormal matrices. Here, we propose an efficient quantum algorithm for performing a class of eigenvalue transformations that can be expressed as a certain type of matrix Laplace transformation. This allows us to significantly extend the recently developed linear combination of Hamiltonian simulation method [D. An, J.-P. Liu, and L. Lin, Phys. Rev. Lett., 131 (2023), 150603; D. An, A. M. Childs, and L. Lin, Commun. Math. Phys. 407, 19 (2026)] to represent a wider class of eigenvalue transformations, such as powers of the matrix inverse, 𝐴 −𝑘 , and the exponential of the matrix inverse, 𝑒 −𝐴 −1 . The latter can be interpreted as the solution of a mass-matrix differential equation of the form form 𝐴⁢𝑢′⁡⁡(𝑡) =−𝑢⁡(𝑡). We demonstrate that our eigenvalue transformation approach can solve this problem without explicitly inverting 𝐴, thereby reducing the computational complexity.

Laplace transform↗

Combined Numerical/Analytical Perturbation Solutions of the Navier-Stokes Equations for Aerodynamic (Ejector Nozzle) Flows

In spite of the rapid advances in both scalar and parallel computational tools, the large number and breadth of variables involved in aerodynamic systems make the use of parabolized or even boundary layer fluid flow models impractical for both preliminary design and inverse design problems. Given this restriction, we have concluded that reduced or approximate models are an important family of tools for design purposes. This study of a combined perturbation/numerical modeling methodology with an application to ejector-mixer nozzles (shown schematically in the following figure) is nearing completion. The work is being funded by a grant from the NASA Lewis Research Center to Texas A&M University. These ejector-mixer nozzle models are designed to be of use to the High Speed Civil Transport Program and may be adopted by both NASA and industry. A computer code incorporating the ejector-mixer models is under development. This code, the Differential Reduced Ejector/Mixer Analysis (DREA), can be run fast enough to be used as a subroutine or to be called by a design optimization routine. Simplified conservation equations--x-momentum, energy, and mass conservation--are used to define the model. Unlike other preliminary design models, DREA requires minimal empirical input and includes vortical mixing and a fully compressible formulation among other features. DREA is being validated by comparing it with results obtained from open literature and proprietary industry data. Preliminary results for a subsonic ejector and a supersonic ejector are shown. In addition, dedicated experiments have been performed at Texas A&M. These experiments use a hydraulic/gas flow analog to provide information about the inviscid mixing interface structure. Final validation and documentation of this work is expected by May of 1997. However, preliminary versions of DREA can be expected in early 1997. In summary, DREA provides a sufficiently detailed and realistic ejector-mixer nozzle model at a computational cost compatible with preliminary design applications.

DeChant, Lawrence J.↗