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DOE OSTI2025

Solving high-dimensional partial integral differential equations: The finite expression method

Partial integro-differential equations (PIDEs) have broad applications in the sciences, from electro-magnetism to options pricing. Here, in this paper, we introduce a new finite expression method (FEX) to solve PIDEs. This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel method of parameter grouping is proposed to reduce the number of coefficients in high-dimensional function approximation; 2) A Taylor series approximation method is implemented to significantly improve the computational efficiency and accuracy of the evaluation of the integral terms of PIDEs. The new FEX based method, denoted FEX-PG to indicate the addition of the parameter grouping (PG) step to the algorithm, provides both high accuracy and interpretable numerical solutions, with the outcome being an explicit equation that facilitates intuitive understanding of the underlying solution structures. These features are often absent in traditional methods, such as finite element methods (FEM) and finite difference methods, as well as in deep learning-based approaches. To benchmark our method against recent advances, we apply the new FEX-PG to solve benchmark PIDEs in the literature. In high-dimensional settings, FEX-PG exhibits strong and robust performance, achieving relative errors on the order of single precision machine epsilon, significantly outperforming existing approaches based on neural networks.

Combinatorial optimization↗
DOE OSTI2025

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↗
DOE OSTI2018

Design and convergence analysis of the conforming virtual element method for polyharmonic problems

In the recent years, there has been a tremendous interest to numerical methods that approximate partial differential equations (PDEs) on computational meshes with arbitrarily-shaped polygonal/polyhedral (polytopal, for short) elements. A nonexhaustive list of such methods include the Mimetic Finite Difference method [4, 9, 21, 24, 28, 33, 35, 62, 64–67], the Polygonal Finite Element Method [68, 73, 74], the polygonal Discontinuous Galerkin Finite Element Methods [5, 7, 8, 10, 13–15, 18, 36, 38, 39, 41, 50], the Hybridizable Discontinuous Galerkin and Hybrid High-Order Methods [46–48, 51], the Gradient Discretization method [49, 53, 54], the Finite Volume Method [52], and the BEM-based FEM [71]. An alternative approach that also proved to be very successful is provided by the Virtual Element method (VEM), which was originally proposed in [19] for the numerical treatment of second-order elliptic problems [43, 44], and readily extended to linear and nonlinear elasticity [22, 25, 56], plate bending problems [37], Cahn-Hilliard equation [3], Stokes equations [2], Laplace-Beltrami equation [55], Darcy-Brinkam equation [76], discrete topology optimization problems [6], fracture networks problems [29], eigenvalue problems [59, 75]. The mixed virtual element formulation was proposed in [20, 34]; the nonconforming Virtual element formulations was proposed for second-order elliptic problems in [16], and later extended to general advection-reaction-diffusion problems, Stokes equation, the biharmonic problems, the iegenvalue problem, and the Schrodinger equation in [11, 30, 42, 45, 58, 80]. The p- and hp-version of the VEM were developed in [26, 27] and efficient multigrid methods for the resulting linear system of equations in [12]. A posteriori error estimates can be found in [40].

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Explicit block encodings of boundary value problems for many-body elliptic operators

Simulation of physical systems is one of the most promising use cases of future digital quantum computers. In this work we systematically analyze the quantum circuit complexities of block encoding the discretized elliptic operators that arise extensively in numerical simulations for partial differential equations, including high-dimensional instances for many-body simulations. When restricted to rectangular domains with separable boundary conditions, we provide explicit circuits to block encode the many-body Laplacian with separable periodic, Dirichlet, Neumann, and Robin boundary conditions, using standard discretization techniques from low-order finite difference methods. To obtain high-precision, we introduce a scheme based on periodic extensions to solve Dirichlet and Neumann boundary value problems using a high-order finite difference method, with only a constant increase in total circuit depth and subnormalization factor. We then present a scheme to implement block encodings of differential operators acting on more arbitrary domains, inspired by Cartesian immersed boundary methods. We then block encode the many-body convective operator, which describes interacting particles experiencing a force generated by a pair-wise potential given as an inverse power law of the interparticle distance. This work provides concrete recipes that are readily translated into quantum circuits, with depth logarithmic in the total Hilbert space dimension, that block encode operators arising broadly in applications involving the quantum simulation of quantum and classical many-body mechanics.

Kharazi, Tyler [University of California, Berkeley↗
DOE OSTI2016

Fast computation of synthetic seismograms within a medium containing remote localized perturbations: a numerical solution to the scattering problem

We derive a fast discrete solution to the scattering problem. This solution allows us to compute accurate synthetic seismograms or waveforms for arbitrary locations of sources and receivers within a medium containing localized perturbations. The key to efficiency is that wave propagation modelling does not need to be carried out in the entire volume that encompasses the sources and the receivers but only within the subvolume containing the perturbations or scatterers. The proposed solution has important applications, for example, it permits the imaging of remote targets located in regions where no sources or receivers are present. Our solution relies on domain decomposition: within a small volume that contains the scatterers, wave propagation is modelled numerically, while in the surrounding volume, where the medium isn't perturbed, the response is obtained through wavefield extrapolation. The originality of this work is the derivation of discrete formulas for representation theorems and Kirchhof–Helmholtz integrals that naturally adapt to the numerical scheme employed for modelling wave propagation. Our solution applies, for example, to finite difference methods or finite/spectral elements methods. The synthetic seismograms obtained with our solution can be considered ‘exact’ as the total numerical error is comparable to that of the method employed for modelling wave propagation. We detail a basic implementation of our solution in the acoustic case using the finite difference method and present numerical examples that demonstrate the accuracy of the method. We show that ignoring some terms accounting for higher order scattering effects in our solution has a limited effect on the computed seismograms and significantly reduces the computational effort. Finally, we show that our solution can be used to compute localized sensitivity kernels and we discuss applications to target oriented imaging. Extension to the elastic case is straightforward and summarized in a dedicated section.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Vlasov simulations of electron-ion collision effects on damping of electron plasma waves

Collisional effects can play an essential role in the dynamics of plasma waves by setting a minimum damping rate and by interfering with wave-particle resonances. Kinetic simulations of the effects of electron-ion pitch angle scattering on Electron Plasma Waves (EPWs) are presented here. In particular, the effects of such collisions on the frequency and damping of small-amplitude EPWs for a range of collision rates and wave phase velocities are computed and compared with theory. Both the Vlasov simulations and linear kinetic theory find the direct contribution of electron-ion collisions to wave damping significantly reduced from that obtained through linearized fluid theory. To our knowledge, this simple result has not been published before. Simulations have been carried out using a grid-based (Vlasov) approach, based on a high-order conservative finite difference method for discretizing the Fokker-Planck equation describing the evolution of the electron distribution function. Details of the implementation of the collision operator within this framework are presented. Such a grid-based approach, which is not subject to numerical noise, is of particular interest for the accurate measurements of the wave damping rates.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2017

An immersed boundary method for fluid–structure interaction with compressible multiphase flows

This paper presents a two-dimensional immersed boundary method for fluid–structure interaction with compressible multiphase flows involving large structure deformations. This method involves three important parts: flow solver, structure solver and fluid–structure interaction coupling. In the flow solver, the compressible multiphase Navier–Stokes equations for ideal gases are solved by a finite difference method based on a staggered Cartesian mesh, where a fifth-order accuracy Weighted Essentially Non-Oscillation (WENO) scheme is used to handle spatial discretization of the convective term, a fourth-order central difference scheme is employed to discretize the viscous term, the third-order TVD Runge–Kutta scheme is used to discretize the temporal term, and the level-set method is adopted to capture the multi-material interface. In this work, the structure considered is a geometrically non-linear beam which is solved by using a finite element method based on the absolute nodal coordinate formulation (ANCF). The fluid dynamics and the structure motion are coupled in a partitioned iterative manner with a feedback penalty immersed boundary method where the flow dynamics is defined on a fixed Lagrangian grid and the structure dynamics is described on a global coordinate. We perform several validation cases (including fluid over a cylinder, structure dynamics, flow induced vibration of a flexible plate, deformation of a flexible panel induced by shock waves in a shock tube, an inclined flexible plate in a hypersonic flow, and shock-induced collapse of a cylindrical helium cavity in the air), and compare the results with experimental and other numerical data. The present results agree well with the published data and the current experiment. Finally, we further demonstrate the versatility of the present method by applying it to a flexible plate interacting with multiphase flows.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Smoothed boundary method for simulating incompressible flow in complex geometries

Simulating flow through porous media with explicit considerations of complex microstructures is very challenging using conventional sharp-interface methods because of the difficulties in generating meshes conformal to complex geometries. In this work, a diffuse interface embedded boundary method known as the Smoothed Boundary Method (SBM) is utilized to facilitate simulations of fluid dynamics involving complex geometries. In diffuse-interface methods, the geometry is described by a domain parameter. The SBM allows the straightforward reformulation of the time-dependent Navier-Stokes equations in terms of this domain parameter, using only algebraic identities. Thus, enforcing the appropriate boundary conditions at the irregular embedded boundary is greatly simplified. Adaptive mesh refinement is used to increase the accuracy of the diffuse interface method by allowing thinner interfacial thickness to be used in the domain parameter. Here, the SBM-formulated Navier-Stokes equations are solved with the Finite Difference Method on refined mesh systems. Sharp-interface Finite Element Method simulations using the commercial software COMSOL on body-conforming meshes are also provided for comparison. Favorable agreement between the two methods is observed. Since it is no longer necessary for the mesh to conform to the complex geometry, the grid system for the SBM simulations can be generated rapidly and without additional manual interventions, making the entire simulation process more expedient.

36 MATERIALS SCIENCE↗
DOE OSTI2022

A Finite Difference Analysis of the Effect of Graphene Additions on the Electrical Conductivity of Polycrystalline Copper

A finite-difference method was used to explore the effect of graphene on the bulk electrical conductivity of copper-graphene composites. In this capacity, grain orientation information from pure copper and copper-graphene composites were used to generate synthetic 3D microstructures. The electrical conductivity of these microstructures were calculated using the finite difference method assuming different average grain sizes. From these calculations, we demonstrate that when high-conductivity grain boundaries are present within the microstructure arising from the presence of graphene, an increase in the bulk electrical conductivity is observed. On the other hand, the difference in textures between copper and copper-graphene composites may not account for a significant difference in bulk electrical conductivity. In comparison, the copper grain size has a considerably larger effect on electrical conductivity as previously anticipated. This is one of the first demonstrations of a physical basis for enhanced conductivity composites and presents pathways for further investigations on the effects of composite microstructural features, material interfaces and graphene content on electrical performance.

Frazier, William E.↗
DOE OSTI2022

Error analysis of numerical methods for thick diffusive neutron transport problems on Shishkin mesh

A thin layer will develop at the boundary if the incoming angular flux is anisotropic in thick diffusive neutron transport problems. Solving such singularly perturbed problems, which have non-smooth solutions with singularity near the boundary, is computationally challenging. Standard finite difference schemes on a uniform mesh cannot yield ε-uniform convergence, where ε is a small parameter, while it can be achieved on a suitable piecewise-uniform Shishkin mesh. We present a formal error analysis of the diamond difference (DD) method and step difference (SD) method for solving the S{sub N} neutron transport equation. The analysis can be extended to other finite difference methods. Numerical results are presented to confirm the error estimates and the advantages of the Shishkin mesh. (author)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2020

Rupture Dynamics Simulations of Shallow Crustal Earthquakes on Reverse Slip Faults

The main goal of this study was to perform dynamic rupture simulations in order constrain the characterization of kinematic rupture models implemented in techniques for simulating strong ground motion for crustal earthquakes. First, we investigated the rupture process of the 2008 Iwate-Miyagi Nairiku earthquake by developing a dynamic rupture model on a reverse fault using a trial-and-error technique that produced a slip distribution and near-fault ground motion that matched the recorded ones. The simulations were performed in the frequency range 0-2 Hz, using a 3D staggered grid finite-difference method and a linear slip weakening friction law. Constrained by the observed slip distribution and consistent with dynamic rupture models, the derived kinematic rupture model of the Iwate-Miyagi Nairiku earthquake contains areas with relatively large slip rate, representing strong motion generation areas, set against lower amplitude heterogeneous background slip, and a relatively low slip rate in the weak zone of the top-most crust (upper 3km). Second, we performed rupture dynamics modeling to constrain shallow slip characterization in rupture models for strike-slip crustal earthquakes. The objective was to establish general rules about the characterization of slip rate function and slip at shallow depths and in the strong motion generation areas (SMGAs). The simulations of spontaneous rupture were performed in the frequency range 0-2.0Hz, using a 3D staggered-grid finite-difference method and a layer over half-space 1D crustal velocity model with a minimum shear-wave velocity of 2.8 km/s. In order to account for changes in material ductility and reduction of stress drop, observed in the shallow crust (upper 3-5 km), and the transition from ductile state to brittle state in the upper seismogenic zone, in our stress models we included a shallow weak zone (<4km). In this zone the stress drop was set to zero at the free surface and gradually increased with depth, while the slip weakening distance was set to 75 cm at the free surface and decreased to 50 cm at the base of the weak zone. As in the case of reverse faulting during the Iwate-Miyagi Nairiku earthquake, from these computations we found a systematic change in the shape of the slip-rate function, from Kostrov-type in the deeper part of the fault to a more symmetric cosine-type in the upper few kilometers, near the free-surface. Moreover, the average slip duration in the weak zone, with respect to slip duration in the deeper parts of the fault, increases by at most a factor of 1.5. We found a systematic and gradual change in the shape of the slip-rate function from Kostrov-type in the asperity areas (SMGAs), to more symmetric cosine-type in the upper few km near the free-surface, on the long period motion generation area (LMGA). The effective rise time in the LMGA, with respect to that in the SMGAs, increases by at most a factor of 2. Effective rise time is the time difference between the time at which the slip rate drops to a level that is equal to 25% of its peak and the onset time of the signal. In addition, the slip in the LMGA located above the SMGAs is almost the same as the one in the SMGAs, and about 1.5 times larger than the average slip.

58 GEOSCIENCES↗
DOE OSTI2017

An energy-conserving method for stochastic Maxwell equations with multiplicative noise

In this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geometric structure (i.e. stochastic multi-symplectic conservation law), and the energy of system is a conservative quantity almost surely. We propose a stochastic multi-symplectic energy-conserving method for the equations by using the wavelet collocation method in space and stochastic symplectic method in time. Numerical experiments are performed to verify the excellent abilities of the proposed method in providing accurate solution and preserving energy. The mean square convergence result of the method in temporal direction is tested numerically, and numerical comparisons with finite difference method are also investigated.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

PLATO (Parallel Load Assignment Tool): A Parallel Workload Partitioner for Particle-based Methods

A key first step in many large-scale high-performance scientific computing applications is the distribution of the computational domain across all participating processors of a parallel computing platform such as a shared memory machine, cluster or a tightly-coupled supercomputer. The primary goal of such a partitioning step is to ensure that the computational work performed by each process remains load-balanced throughout the execution of the parallel application. In this project, a general-purpose parallel partitioning tool, code-named PLATO, was designed and implemented. PLATO assumes that the workload is a set of points in an n-dimensional metric space. These points are abstractions of computational units that may represent point-like computational units such as celestial objects in astrophysics, atoms in materials sciences and molecules in biology/chemistry, or may represent more abstract computational units such as grid points in finite difference methods, grid elements in finite element methods or n-dimensional points in the feature space of a host of other applications. PLATO supports several key and useful capabilities, namely: (a) multiple load partitioning strategies, (b) support for arbitrary user-defined processor topology, (c) pre-fetching data from neighboring processors based on user-defined parameters, and (d) support for arbitrary number and types of attributes associated with each point in the computational domain. PLATO is implemented in the C programming language using Message Passing Interface (MPI) for inter-processor communications and its parallel performance tested on up to 48 processors of a shared memory machine. This report includes a detailed performance study of PLATO using parallel speedup and iso-efficiency as the two main metrics of parallel performance. In addition, a user manual and DOXYGEN generated code documentation have been included for completeness.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Spatial resolution of different discretizations over long-time for the Dirac equation with small potentials

In this report we compare the long-time error bounds and spatial resolution of finite difference methods with different spatial discretizations for the Dirac equation with small electromagnetic potentials characterized by $\varepsilon \in (0, 1]$ a dimensionless parameter. We begin with the simple and widely used finite difference time domain (FDTD) methods, and establish rigorous error bounds of them, which are valid up to the time at $O(1/\varepsilon)$. In the error estimates, we pay particular attention to how the errors depend explicitly on the mesh size $h$ and time step $\tau$ as well as the small parameter $\varepsilon$. Based on the results, in order to obtain "correct" numerical solutions up to the time at $O(1/\varepsilon)$, the $\varepsilon$-scalability (or meshing strategy requirement) of the FDTD methods should be taken as $h = O(\varepsilon^{1/2})$ and $\tau = O(\varepsilon^{1/2})$. To improve the spatial resolution capacity, we apply the Fourier spectral method to discretize the Dirac equation in space. Error bounds of the resulting finite difference Fourier pseudospectral (FDFP) methods show that they exhibit uniform spatial errors in the long-time regime, which are optimal in space as suggested by the Shannon's sampling theorem. Extensive numerical results are reported to confirm the error bounds and demonstrate that they are sharp.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2020

Quantum Spectral Methods for Differential Equations

Recently developed quantum algorithms address computational challenges in numerical analysis by performing linear algebra in Hilbert space. Such algorithms can produce a quantum state proportional to the solution of a d-dimensional system of linear equations or linear differential equations with complexity poly(logd). While several of these algorithms approximate the solution to within ϵ with complexity poly(log(1/ϵ)), no such algorithm was previously known for differential equations with time-dependent coefficients. In this work, we develop a quantum algorithm for linear ordinary differential equations based on so-called spectral methods, an alternative to finite difference methods that approximates the solution globally. Using this approach, we give a quantum algorithm for time-dependent initial and boundary value problems with complexity poly(logd, log(1/ϵ)).

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

A fast parallel 3D Poisson solver with longitudinal periodic and transverse open boundary conditions for space-charge simulations

A three-dimensional (3D) Poisson solver with longitudinal periodic and transverse open boundary conditions can have important applications in beam physics of particle accelerators. Here, we present a fast efficient method to solve the Poisson equation using a spectral finite-difference method. This method uses a computational domain that contains the charged particle beam only and has a computational complexity of $O(N_u (logN_{mode}))$, where $N_u$ is the total number of unknowns and $N_{mode}$ is the maximum number of longitudinal or azimuthal modes. This saves both the computational time and the memory usage of using an artificial boundary condition in a large extended computational domain. The new 3D Poisson solver is parallelized using a message passing interface (MPI) on multi-processor computers and shows a reasonable parallel performance up to hundreds of processor cores.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Dynamic earthquake rupture simulations on nonplanar faults embedded in 3D geometrically complex, heterogeneous elastic solids

Dynamic propagation of shear ruptures on a frictional interface in an elastic solid is a useful idealization of natural earthquakes. The conditions relating discontinuities in particle velocities across fault zones and tractions acting on the fault are often expressed as nonlinear friction laws. The corresponding initial boundary value problems are both numerically and computationally challenging. In addition, seismic waves generated by earthquake ruptures must be propagated for many wavelengths away from the fault. Therefore, reliable and efficient numerical simulations require both provably stable and high order accurate numerical methods. We present a high order accurate finite difference method for: a) enforcing nonlinear friction laws, in a consistent and provably stable manner, suitable for efficient explicit time integration; b) dynamic propagation of earthquake ruptures along nonplanar faults; and c) accurate propagation of seismic waves in heterogeneous media with free surface topography. We solve the first order form of the 3D elastic wave equation on a boundary-conforming curvilinear mesh, in terms of particle velocities and stresses that are collocated in space and time, using summation-by-parts (SBP) finite difference operators in space. Boundary and interface conditions are imposed weakly using penalties. By deriving semi-discrete energy estimates analogous to the continuous energy estimates we prove numerical stability. The finite difference stencils used in this paper are sixth order accurate in the interior and third order accurate close to the boundaries. However, the method is applicable to any spatial operator with a diagonal norm satisfying the SBP property. Time stepping is performed with a 4th order accurate explicit low storage Runge–Kutta scheme, thus yielding a globally fourth order accurate method in both space and time. We show numerical simulations on band limited self-similar fractal faults revealing the complexity of rupture dynamics on rough faults.

58 GEOSCIENCES↗
DOE OSTI2020

Interface learning in fluid dynamics: Statistical inference of closures within micro–macro-coupling models

Many complex multiphysics systems in fluid dynamics involve using solvers with varied levels of approximations in different regions of the computational domain to resolve multiple spatiotemporal scales present in the flow. The accuracy of the solution is governed by how the information is exchanged between these solvers at the interface and several methods have been devised for such coupling problems. In this article, we construct a data-driven model by spatially coupling a microscale lattice Boltzmann method (LBM) solver and macroscale finite difference method (FDM) solver for reaction-diffusion systems. The coupling between the micro-macro solvers has one to many mapping at the interface leading to the interface closure problem, and we propose a statistical inference method based on neural networks to learn this closure relation. The performance of the proposed framework in a bifidelity setting partitioned between the FDM and LBM domain shows its promise for complex systems where analytical relations between micro-macro solvers are not available.

42 ENGINEERING↗