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At least 55 records · Page 3

Variable Step Integration Coupled with the Method of Characteristics Solution for Water-Hammer Analysis, A Case Study

One-dimensional water-hammer modeling involves the solution of two coupled non-linear hyperbolic partial differential equations (PDEs). These equations result from applying the principles of conservation of mass and momentum to flow through a pipe, and usually the assumption that the speed at which pressure waves propagate through the pipe is constant. In order to solve these equations for the interested quantities (i.e. pressures and flow rates), they must first be converted to a system of ordinary differential equations (ODEs) by either approximating the spatial derivative terms with numerical techniques or using the Method of Characteristics (MOC). The MOC approach is ideal in that no numerical approximation errors are introduced in converting the original system of PDEs into an equivalent system of ODEs. Unfortunately this resulting system of ODEs is bound by a time step constraint so that when integrating the equations the solution can only be obtained at fixed time intervals. If the fluid system to be modeled also contains dynamic components (i.e. components that are best modeled by a system of ODEs), it may be necessary to take extremely small time steps during certain points of the model simulation in order to achieve stability and/or accuracy in the solution. Coupled together, the fixed time step constraint invoked by the MOC, and the occasional need for extremely small time steps in order to obtain stability and/or accuracy, can greatly increase simulation run times. As one solution to this problem, a method for combining variable step integration (VSI) algorithms with the MOC was developed for modeling water-hammer in systems with highly dynamic components. A case study is presented in which reverse flow through a dual-flapper check valve introduces a water-hammer event. The predicted pressure responses upstream of the check-valve are compared with test data.

Turpin, Jason B.

Solution of Ordinary Differential Equations in Gradient-Based Multidisciplinary Design Optimization

A gradient-based approach to multidisciplinary design optimization enables efficient scalability to large numbers of design variables. However, the need for derivatives causes difficulties when integrating ordinary differential equations (ODEs) in models. To simplify this, we propose the use of the general linear methods framework, which unifies all Runge-Kutta and linear multistep methods. This approach enables rapid implementation of integration methods without the need to differentiate each one, even in a gradient-based optimization context. We also develop a new parallel time integration algorithm that enables vectorization across time steps. We present a set of benchmarking results using a stiff ODE, a non-stiff nonlinear ODE, and an orbital dynamics ODE, and compare integration methods. In a modular gradient-based multidisciplinary design optimization context, we find that the new parallel time integration algorithm with high-order implicit methods, especially Gauss-Legendre collocation, is the best choice for a broad range of problems.

Hwang, John T.

SPACEFLIGHT ASSOCIATED NEURO-OCULAR SYNDROME (SANS): 2023 CLINICAL UPDATE

INTRODUCTION Spaceflight Associated Neuro-ocular Syndrome (SANS) is a condition unique to long-duration spaceflight, with an unclear pathogenesis and pathophysiology, and no perfect terrestrial analog. Approximately 66% of long duration spaceflight (LDSF) astronauts present with the earliest indication of SANS, which is defined as development of any of the following signs in at least one eye during or immediately following spaceflight: 1) optic disc edema (ODE; represented by an increase of ≥ 20 microns in peripapillary total retinal thickness [ΔTRT]); 2) chorioretinal folds; 3) globe flattening; and 4) excessive shift in refractive error (≥ +0.75D). Each of these signs presents potential risk to a crewmember’s vision and mission effectiveness, with ODE posing the highest risk overall. It is not yet known what severity and/or duration of these signs might lead to acute or permanent impacts to ocular anatomy or visual performance. Brain anatomical changes also occur during long-duration spaceflight and are being monitored in the astronaut population; however, these changes have not yet been associated with functional decrements or with SANS. An update will be provided on the latest SANS clinical analyses, diagnostics, and program initiatives. METHODS Data were obtained from clinical records and SANS subject matter experts (SMEs) to compile a SANS clinical update. Areas of interest include: 1) prevalence of SANS signs, 2) defining clinical thresholds for SANS, and 3) an overview of current and planned SANS clinical efforts. DISCUSSION SANS Sign Prevalence: Analysis at the time of this abstract submission indicates that the approximate prevalence of primary SANS findings in USOS LDSF crewmembers is: 64% for ODE (≥ 20-micron ΔTRT), 15% for chorioretinal folds, 26% for globe flattening, and 14% for hyperopic shifts in refractive error (≥ +0.75D). Clinical Thresholds:  The Earliest Indication of SANS was presented publicly for the first time at the 2020 NASA Human Research Program Investigators’ Workshop. See definition in Introduction section (above).  Clinically Concerning SANS – Development of any of the following signs during or immediately following spaceflight: 1) ODE (≥ 55-micron ΔTRT* and/or Frisèn grade ≥1*), 2) sharp chorioretinal folds in the vicinity of the macula, or 3) moderate globe flattening.  Pathological SANS with an Acute Functional Impact – Development of any of the following signs/symptoms during or immediately following spaceflight: 1) visual field loss (e.g., enlarged blindspot), 2) distorted centralvision, or 3) shift in refractive error beyond power of available correction (e.g., “space anticipation glasses”).  Pathological SANS affecting Long-Term Health – Development of any of the following signs/symptoms during or following spaceflight: 1) permanent visual field loss, 2) reduced retinal nerve fiber layer (RNFL) thickness, 3) permanently distorted central vision, 4) atrophy of retinal pigment epithelium (RPE) or photoreceptors, or 5) choroidal neovascularization. Current & Planned Clinical Efforts (accurate at time of abstract submission): All SANS diagnostic hardware are performing nominally onboard the International Space Station: vision screening, fundoscope, optical coherence tomography (OCT) device, ultrasound, and tonometer. The Goggle-Based Visual Field (GBVF) device is nearing completion of its clinical validation study at Ohio State University and is planned for parabolic flight testing in fiscal year 2023 (FY23); pending positive results, this sequence may pave the way towards an ISS technology demonstration in FY24.

T J Brunstetter

Multiphysics Time-Integration for Turbulent Combustion at the Exascale

Turbulent reacting flow systems are often modeled with coupled time-dependent partial differential equations (PDEs). Solving such equations can easily tax the world's largest supercomputers. One pragmatic strategy for attacking such problems is to split the PDEs into components that can more easily be solved in isolation. This generic operator-splitting strategy leads to a set of ordinary differential equations (ODEs) that need to be solved as part of an "outer-loop" time-stepping approach. In many combustion applications, the ODEs to be solved can be very stiff, exhibiting timescales that span many orders of magnitude. The SUNDIALS library provides a plethora of robust time integration algorithms for solving these ODEs on exascale-capable computing hardware, yet for many complex applications (such multicomponent fuels or emissions predictions), the chemical models remain too complex to solve using reasonable resources. The Quasi-Steady State Approximation (QSSA) can be an effective tool for reducing the size and stiffness of the simulations. In this talk, I will discuss the use of the SUDIALS library of ODE solvers together with automatic code generation tools to solve complex turbulent reacting flow problems using QSSA models.

chemistry

Machine learning for the identification of phase transitions in interacting agent-based systems: A Desai-Zwanzig example

Deriving closed-form analytical expressions for reduced-order models, and judiciously choosing the closures leading to them, has long been the strategy of choice for studying phase- and noise-induced transitions for agent-based models (ABMs). In this paper, we propose a data-driven framework that pinpoints phase transitions for an ABM—the Desai-Zwanzig model—in its mean-field limit, using a smaller number of variables than traditional closed-form models. To this end, we use the manifold learning algorithm Diffusion Maps to identify a parsimonious set of data-driven latent variables, and we show that they are in one-to-one correspondence with the expected theoretical order parameter of the ABM. We then utilize a deep learning framework to obtain a conformal reparametrization of the data-driven coordinates that facilitates, in our example, the identification of a single parameter-dependent ordinary differential equation (ODE) in these coordinates. Additionally, we identify this ODE through a residual neural network inspired by a numerical integration scheme (forward Euler). We then use the identified ODE—enabled through an odd symmetry transformation—to construct the bifurcation diagram exhibiting the phase transition.

97 MATHEMATICS AND COMPUTING

The Method of Finite Averages

The Method of Finite Averages (MoFA) is a rigorous multiscale modeling methodology for efficiently modeling multi-physical phenomena in heterogeneous porous media. The code developed in this project aims to perform the numerical calculations required to formulate, implement, and verify MoFA models for Earth and Energy systems (i.e., model verification refers to performing fully-resolved simulations of the systems and comparing their results to those of the models). In general, MoFA transforms partial differential equations (PDEs) describing the fine-scale physics of a system into coupled ordinary differential equations (ODEs)---in time---that describe the coarse-scale---or "average"---physical behaviors of the system. This transformation significantly expedites system simulation, as the coarse-scale ODEs involve vastly fewer degrees of freedom than the fine-scale PDEs. The code developed under this project will allow users to 1.) generate system geometries and numerical meshes, 2.) solve the PDE and ODE systems required for MoFA model formulation and implementation, 3.) solve the PDE systems required to obtain fully-resolved simulation results for model verification, and 4.) compare and plot results (e.g., the model and fully-resolved simulation solutions, the error between the solutions, etc.).

Pietrzyk, KyleM [Lawrence Livermore National Labor

SUNDIALS time integrators for exascale applications with many independent systems of ordinary differential equations

Many complex systems can be accurately modeled as a set of coupled time-dependent partial differential equations (PDEs). However, solving such equations can be prohibitively expensive, easily taxing the world’s largest supercomputers. One pragmatic strategy for attacking such problems is to split the PDEs into components that can more easily be solved in isolation. This operator splitting approach is used ubiquitously across scientific domains, and in many cases leads to a set of ordinary differential equations (ODEs) that need to be solved as part of a larger “outer-loop” time-stepping approach. The SUNDIALS library provides a plethora of robust time integration algorithms for solving ODEs, and the U.S. Department of Energy Exascale Computing Project (ECP) has supported its extension to applications on exascale-capable computing hardware. In this paper, we highlight some SUNDIALS capabilities and its deployment in combustion and cosmology application codes (Pele and Nyx, respectively) where operator splitting gives rise to numerous, small ODE systems that must be solved concurrently.

97 MATHEMATICS AND COMPUTING

Improving ADAM through an implicit-explicit (IMEX) time-stepping approach

The ADAM optimizer, often used in machine learning for neural network training, corresponds to an underlying ordinary differential equation (ODE) in the limit of very small learning rates. Here, this work shows that the classical ADAM algorithm is a first-order implicit-explicit (IMEX) Euler discretization of the underlying ODE. Employing the time discretization point of view, we propose new extensions of the ADAM scheme obtained by using higher-order IMEX methods to solve the ODE. Based on this approach, we derive a new optimization algorithm for neural network training that performs better than classical ADAM on several regression and classification problems.

97 MATHEMATICS AND COMPUTING

Exponential-fitted methods for integrating stiff systems of ordinary differential equations: Applications to homogeneous gas-phase chemical kinetics

Conventional algorithms for the numerical integration of ordinary differential equations (ODEs) are based on the use of polynomial functions as interpolants. However, the exact solutions of stiff ODEs behave like decaying exponential functions, which are poorly approximated by polynomials. An obvious choice of interpolant are the exponential functions themselves, or their low-order diagonal Pade (rational function) approximants. A number of explicit, A-stable, integration algorithms were derived from the use of a three-parameter exponential function as interpolant, and their relationship to low-order, polynomial-based and rational-function-based implicit and explicit methods were shown by examining their low-order diagonal Pade approximants. A robust implicit formula was derived by exponential fitting the trapezoidal rule. Application of these algorithms to integration of the ODEs governing homogenous, gas-phase chemical kinetics was demonstrated in a developmental code CREK1D, which compares favorably with the Gear-Hindmarsh code LSODE in spite of the use of a primitive stepsize control strategy.

Pratt, D. T.

Stability of semidiscrete approximations for hyperbolic initial-boundary-value problems: An eigenvalue analysis

A hyperbolic initial-boundary-value problem can be approximated by a system of ordinary differential equations (ODEs) by replacing the spatial derivatives by finite-difference approximations. The resulting system of ODEs is called a semidiscrete approximation. A complication is the fact that more boundary conditions are required for the spatially discrete approximation than are specified for the partial differential equation. Consequently, additional numerical boundary conditions are required and improper treatment of these additional conditions can lead to instability. For a linear initial-boundary-value problem (IBVP) with homogeneous analytical boundary conditions, the semidiscrete approximation results in a system of ODEs of the form du/dt = Au whose solution can be written as u(t) = exp(At)u(O). Lax-Richtmyer stability requires that the matrix norm of exp(At) be uniformly bounded for O less than or = t less than or = T independent of the spatial mesh size. Although the classical Lax-Richtmyer stability definition involves a conventional vector norm, there is no known algebraic test for the uniform boundedness of the matrix norm of exp(At) for hyperbolic IBVPs. An alternative but more complicated stability definition is used in the theory developed by Gustafsson, Kreiss, and Sundstrom (GKS). The two methods are compared.

Warming, Robert F.

Multiresolution and Explicit Methods for Vector Field Analysis and Visualization

We first report on our current progress in the area of explicit methods for tangent curve computation. The basic idea of this method is to decompose the domain into a collection of triangles (or tetrahedra) and assume linear variation of the vector field over each cell. With this assumption, the equations which define a tangent curve become a system of linear, constant coefficient ODE's which can be solved explicitly. There are five different representation of the solution depending on the eigenvalues of the Jacobian. The analysis of these five cases is somewhat similar to the phase plane analysis often associate with critical point classification within the context of topological methods, but it is not exactly the same. There are some critical differences. Moving from one cell to the next as a tangent curve is tracked, requires the computation of the exit point which is an intersection of the solution of the constant coefficient ODE and the edge of a triangle. There are two possible approaches to this root computation problem. We can express the tangent curve into parametric form and substitute into an implicit form for the edge or we can express the edge in parametric form and substitute in an implicit form of the tangent curve. Normally the solution of a system of ODE's is given in parametric form and so the first approach is the most accessible and straightforward. The second approach requires the 'implicitization' of these parametric curves. The implicitization of parametric curves can often be rather difficult, but in this case we have been successful and have been able to develop algorithms and subsequent computer programs for both approaches. We will give these details along with some comparisons in a forthcoming research paper on this topic.

Source record

Runge-Kutta Methods for Linear Ordinary Differential Equations

Three new Runge-Kutta methods are presented for numerical integration of systems of linear inhomogeneous ordinary differential equations (ODES) with constant coefficients. Such ODEs arise in the numerical solution of the partial differential equations governing linear wave phenomena. The restriction to linear ODEs with constant coefficients reduces the number of conditions which the coefficients of the Runge-Kutta method must satisfy. This freedom is used to develop methods which are more efficient than conventional Runge-Kutta methods. A fourth-order method is presented which uses only two memory locations per dependent variable, while the classical fourth-order Runge-Kutta method uses three. This method is an excellent choice for simulations of linear wave phenomena if memory is a primary concern. In addition, fifth- and sixth-order methods are presented which require five and six stages, respectively, one fewer than their conventional counterparts, and are therefore more efficient. These methods are an excellent option for use with high-order spatial discretizations.

Zingg, David W.

On the Dynamics of Some Discretizations of Convection-Diffusion Equations

Numerical discretizations of differential equations which model physical processes can possess dynamics quite different from that of the equations themselves. Recently the emphasis has been on the the dynamics of numerical discretizations for Ordinary Differential Equations (ODEs). For Partial Differential Equations (PDEs) using a method of lines approach the situation is more complex. First, the spatial discretisation may introduce dynamics not present in the original equations; second, the solution of the resulting system of ODEs is open to the modified dynamics of the ODE solver used. These two effects may interact in a complex manner. In this talk we present some results of our recent work on the dynamics of discretizations of convection-diffusion equations, including those produced using Total Variation Diminishing (TVD) schemes and adaptive grid techniques. A more general overview of the area may be found on our accompanying poster presentation.

Sweby, Peter K.

AutoChem

AutoChem is a suite of Fortran 90 computer programs for the modeling of kinetic reaction systems. AutoChem performs automatic code generation, symbolic differentiation, analysis, and documentation. It produces a documented stand-alone system for the modeling and assimilation of atmospheric chemistry. Given databases of chemical reactions and a list of constituents defined by the user, AutoChem automatically does the following: 1. Selects the subset of reactions that involve a user-defined list of constituents and automatically prepares a document listing the reactions; 2. Constructs the ordinary differential equations (ODEs) that describe the reactions as functions of time and prepares a document containing the ODEs; 3. Symbolically differentiates the time derivatives to obtain the Jacobian and prepares a document containing the Jacobian; 4. Symbolically differentiates the Jacobian to obtain the Hessian and prepares a document containing the Hessian; and 5. Writes all the required Fortran 90 code and datafiles for a stand-alone chemical modeling and assimilation system (implementation of steps 1 through 5). Typically, the time taken for steps 1 through 5 is about 3 seconds. The modeling system includes diagnostic components that automatically analyze each ODE at run time, the relative importance of each term, time scales, and other attributes of the model.

Lary, David John

Machine Learning based Aircraft Performance Model Estimation for Trajectory Prediction

The accurate prediction of aircraft trajectory by ground-based decision support tools is a critical component of air traffic management in the US National Airspace System (NAS). Accurate predictions of where the aircraft will be in the future or when they will arrive at specific locations (e.g., fixes) is a key enabler for sequencing and efficient arrival management of flights. Traditional physics based aircraft trajectory prediction relies on a simplified point-mass total energy model whose parameters are referred to as Aircraft Performance Model (APM) parameters. Even though the performance coefficients and weight of an aircraft are a vital part of the aircraft performance model’s predictions and accuracy, these coefficients are proprietary in nature and therefore, unavailable to decision-support tools. Current approaches freeze some coefficients to default base of aircraft data (BADA) values and optimize others. However, the APM parameters are highly coupled by the flight dynamics and prioritizing one parameter over others leads to bias and skewed predictions. To alleviate this problem, we provide a combined optimization framework to predict all the critical (thrust, drag and weight) APM parameters. This paper is focused on training Machine Learning (ML) models that map historical flights to optimized APM parameters that provide the best fit (in terms of prediction error). Our dataset obtained from NASA’s Sherlock data warehouse is comprised of thousands of historical flights and includes weather and track data collected from 2019. Using different subsets of relevant features (e.g., aircraft type), we trained several ML models to estimate the aircraft’s take off weight, drag polar coefficients (both parasitic and lift induced), and thrust settings (multiplier applied to the maximum engine thrust). The chosen flights are from three of the most common aircraft types (B738, B737, and A320) arriving at four airports (LAX, DEN, MSP, and DFW). Our ML approach is comprised of two different solutions: 1- using a subset of features that are known prior to the flight departure and do not change during flight (such as engine type, current temperature at departure & destination airports, aircraft type) and 2 - using a subset of temporal features of the flight trajectory (such as cruise altitude, Mach, airspeed, and rate of climb) in addition to the pre-departure features from the first solution. The labels or target variables are the APM parameters that were obtained by an optimized ordinary differential equations (ODE) fitting process (applied to individual flights). The ODE-fitting is very time intensive and is therefore performed offline. Thus, training an ML model to learn the relationship between the flight features and ODE-generated labels enables faster estimation of the APM parameters and is therefore amenable to real-time prediction. Various ML models including linear regression, random forest, XGBoost, and neural network were trained, and the results are compared. After model validation and hyperparameter-tuning, we observed that the Random Forest model outperformed the other three models by the overall mean square error (MSE) of 2% for the first solution and 1.5% for the second solution. Finally, the ML-derived parameters are compared against default BADA APM parameters using NASA’s Autonomy Development toolkit (ADK) simulation software. The simulation results for one of each aircraft type is shown and discussed.

Aida Sharif Rohani

Uncertainty Quantification using Deep Ensembles for Decision Making in Cyber-Physical-Human Systems

In this paper and its companion, Differential Equation Approximation Using Gradient-Boosted Quantile Regression, Robison et al., we examine an approach to quantifying model uncertainty with the aim of increasing the trustworthiness of computational models in human-machine interactions. In Differential Equation Approximation Using Gradient-Boosted Quantile Regression, we focus on gradient-boosted decision trees, while in this one, we give more details about deep ensembles. Uncertainty quantification is crucial for building trustworthy autonomous decision-making agents in human-machine teams. There are two types of uncertainties: aleatoric and epistemic. The former is related to the inherent stochasticity (noise) of the process, whereas the latter is associated with the lack of knowledge or representation capability of models, such as neural networks. By lack of knowledge, we mean the model’s inability to accurately predict outputs for all possible inputs. The aleatory uncertainty can be estimated fairly easily with, for example, filters, whereas epistemic uncertainty is challenging to compute. This paper uses deep ensembles to quantify both aleatory and epistemic uncertainty. It can act as an uncertainty-aware surrogate transition model for decision-making frameworks. "Uncertainty-aware" means that the surrogate transition model should make predictions along with confidence in those predictions. In the context of decision-making, the transition models are ordinary differential equations (ODEs). Since ODEs can be simulated to make one-step or multi-step predictions, a good surrogate model for them should perform reasonably well in both modes. In a multi-step approach, the trajectory sampling method TS∞ was used to propagate uncertainty over multiple steps. The cartpole dynamical system was selected to demonstrate the ability of deep ensembles as good surrogate transition models for decision-making frameworks. The deep ensembles modeled the dynamics of cartpole ODEs and made uncertainty-aware predictions in single-step and multi-step transition modes.

CPH systems

Latent Twins

Over the past decade, scientific machine learning has transformed the development of mathematical and computational frameworks for analyzing, modeling, and predicting complex systems. From inverse problems to numerical partial differential equations (PDEs), dynamical systems, and model reduction, these advances have pushed the boundaries of what can be simulated. Yet they have often progressed in parallel, with representation learning and algorithmic solution methods evolving largely as separate pipelines. With Latent Twins, we propose a unifying mathematical framework that creates a hidden surrogate in latent space for the underlying equations. Whereas digital twins mirror physical systems in the digital world, Latent Twins mirror mathematical systems in a learned latent space governed by operators. Through this lens, classical modeling, inversion, model reduction, and operator approximation all emerge as special cases of a single principle. We establish the fundamental approximation properties of Latent Twins for both ordinary differential equations (ODEs) and PDEs and demonstrate the framework across three representative settings: (i) canonical ODEs, capturing diverse dynamical regimes; (ii) a PDE benchmark using the shallow-water equations, contrasting Latent Twin simulations with deep operator network and forecasts with a four-dimensional variational method baseline; and (iii) a challenging real-data geopotential reanalysis dataset, reconstructing and forecasting from sparse, noisy observations. Latent Twins provide a compact, interpretable surrogate for solution operators that evaluate across arbitrary time gaps in a single-shot, while remaining compatible with scientific pipelines such as assimilation, control, and uncertainty quantification. Looking forward, this framework offers scalable, theory-grounded surrogates that bridge data-driven representation learning and classical scientific modeling across disciplines.

Latent Twins

Colloidal Germanium Quantum Dots with Broadly Tunable Size and Light Emission

Germanium (Ge) colloidal quantum dots (CQDs) were synthesized by thermal decomposition of GeI 2 using capping ligand mixtures of oleylamine (OAm), octadecene (ODE), and trioctylphosphine (TOP). Average diameters could be tuned across a wide range, from 3 to 18 nm, by adjusting reactant concentrations, heating rates, and reaction temperatures. OAm promotes decomposition of GeI 2 to Ge and serves as a weakly bound capping ligand. ODE displaces OAm during the reaction to terminate particle growth and prevent surface oxidation. TOP is necessary for obtaining nanocrystals larger than 11 nm. In conclusion, the Ge CQDs have relatively narrow size distributions and exhibit size-dependent, band-edge photoluminescence (PL), with peak energies from 0.8 to 1.34 eV, across a wide spectral range in the infrared (IR).

Noh, Jungchul [Univ. of Texas, Austin, TX (United