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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↗

NASA NTRS1978

A three-dimensional model of corotating streams in the solar wind. I - Theoretical foundations

The paper is concerned with the development of the theoretical and mathematical background pertinent to the study of steady, corotating solar wind structure in all three spatial dimensions. The dynamical evolution of the plasma in interplanetary space (defined as the region beyond roughly 35 Rs where the flow is supersonic) is approximately described by the nonlinear, single-fluid, polytropic magnetohydrodynamic or hydrodynamic equations. Efficient numerical techniques are outlined for solving this complex system of coupled, hyperbolic partial differential equations. The present formulation is inviscid and nonmagnetic, but the methods used allow for the potential inclusion of both features with only modest modifications. A simple, highly idealized hydrodynamic model stream is examined to illustrate the fundamental processes involved in the three-dimensional dynamics of stream evolution. It is found that spatial variations in the rotational stream interaction mechanism produce small nonradial flows on a global scale that lead to the transport of mass, energy, and momentum away from regions of relative compression and into regions of relative rarefaction. Comparison with simpler models demonstrates the essential nonlinear, multidimensional nature of the interplanetary dynamics.

Pizzo, V.↗

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↗

NASA NTRS1972

An experimental and theoretical evaluation of increased thermal diffusivity phase change devices

This study was to experimentally evaluate and mathematically model the performance of phase change thermal control devices containing high thermal conductivity metal matrices. Three aluminum honeycomb filters were evaluated at five different heat flux levels using n-oct-adecane as the test material. The system was mathematically modeled by approximating the partial differential equations with a three-dimensional implicit alternating direction technique. The mathematical model predicts the system quite well. All of the phase change times are predicted. The heating of solid phase is predicted exactly while there is some variation between theoretical and experimental results in the liquid phase. This variation in the liquid phase could be accounted for by the fact that there are some heat losses in the cell and there could be some convection in the experimental system.

White, S. P.↗

NASA NTRS1980

Thermal Pollution Mathematical Model. Volume 3: User's Manual for One-Dimensional Numerical Model for the Seasonal Thermocline

A user's manual for a one dimensional thermal model to predict the temperature profiles of a deep body of water for any number of annual cycles is presented. The model is essentially a set of partial differential equations which are solved by finite difference methods using a high speed digital computer. The model features the effects of area change with depth, nonlinear interaction of wind generated turbulence and buoyancy, adsorption of radiative heat flux below the surface, thermal discharges, and the effects of vertical convection caused by discharge. The main assumption in the formulation is horizontal homogeneity. The environmental impact of thermal discharges from power plants is emphasized. Although the model is applicable to most lakes, a specific site (Lake Keowee, S.C.) application is described in detail. The programs are written in FORTRAN 5.

Lee, S. S.↗

NASA NTRS1991

Modeling of linear isentropic flow systems

A modeling approach for linear isentropic flow systems based on the quasi-one-dimensional Euler equations of non-viscous, compressible flow are presented. Such systems are representative of certain high speed propulsion systems. Accurate models useful in control system studies are developed. A supersonic inlet is considered, and the resulting set of partial differential equations with boundary conditions is solved for a linear transfer matrix using Laplace transforms.

Sarantopoulos, Athan D.↗

NASA NTRS1991

Modeling of linear isentropic flow systems

Sarantopoulos, Athan D.↗

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↗

NASA NTRS2006

Magnetic Field Solver

The Magnetic Field Solver computer program calculates the magnetic field generated by a group of collinear, cylindrical axisymmetric electromagnet coils. Given the current flowing in, and the number of turns, axial position, and axial and radial dimensions of each coil, the program calculates matrix coefficients for a finite-difference system of equations that approximates a two-dimensional partial differential equation for the magnetic potential contributed by the coil. The program iteratively solves these finite-difference equations by use of the modified incomplete Cholesky preconditioned-conjugate-gradient method. The total magnetic potential as a function of axial (z) and radial (r) position is then calculated as a sum of the magnetic potentials of the individual coils, using a high-accuracy interpolation scheme. Then the r and z components of the magnetic field as functions of r and z are calculated from the total magnetic potential by use of a high-accuracy finite-difference scheme. Notably, for the finite-difference calculations, the program generates nonuniform two-dimensional computational meshes from nonuniform one-dimensional meshes. Each mesh is generated in such a way as to minimize the numerical error for a benchmark one-dimensional magnetostatic problem.

Ilin, Andrew V.↗

NASA NTRS2013

Direct Numerical Simulation of Transition in a Swept-Wing Boundary Layer

Direct numerical simulation (DNS) is performed to examine laminar to turbulent transition due to high-frequency secondary instability of stationary crossflow vortices in a subsonic swept-wing boundary layer for a realistic natural-laminar-flow airfoil configuration. The secondary instability is introduced via inflow forcing derived from a two-dimensional, partial-differential-equation based eigenvalue computation; and the mode selected for forcing corresponds to the most amplified secondary instability mode which, in this case, derives a majority of its growth from energy production mechanisms associated with the wall-normal shear of the stationary basic state. Both the growth of the secondary instability wave and the resulting onset of laminar-turbulent transition are captured within the DNS computations. The growth of the secondary instability wave in the DNS solution compares well with linear secondary instability theory when the amplitude is small; the linear growth is followed by a region of reduced growth resulting from nonlinear effects before an explosive onset of laminar breakdown to turbulence. The peak fluctuations are concentrated near the boundary layer edge during the initial stage of transition, but rapidly propagates towards the surface during the process of laminar breakdown. Both time-averaged statistics and flow visualization based on the DNS reveal a sawtooth transition pattern that is analogous to previously documented surface flow visualizations of transition due to stationary crossflow instability. The memory of the stationary crossflow vortex is found to persist through the transition zone and well beyond the location of the maximum skin friction.

Duan, Lian↗

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↗