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Results for “High dimensional partial differential equations”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 73 records · Page 4

Hardware acceleration for HPS algorithms in two and three dimensions

We provide a flexible, open-source framework for hardware acceleration, namely massively-parallel execution on general-purpose graphics processing units (GPUs), applied to the hierarchical Poincaré–Steklov (HPS) family of algorithms for building fast direct solvers for linear elliptic partial differential equations. To take full advantage of the power of hardware acceleration, we propose two variants of HPS algorithms to improve performance on two- and three-dimensional problems. In the two-dimensional setting, we introduce a novel recomputation strategy that minimizes costly data transfers to and from the GPU; in three dimensions, we modify and extend the adaptive discretization technique of Geldermans and Gillman [1] to greatly reduce peak memory usage. We provide an open-source implementation of these methods written in JAX, a high-level accelerated linear algebra package, which allows for the first integration of a high-order fast direct solver with automatic differentiation tools. We conclude with extensive numerical examples showing our methods are fast and accurate on two- and three-dimensional problems.

Fast direct solvers↗

A gradient-based deep neural network model for simulating multiphase flow in porous media

We report simulation of multiphase flow in porous media is crucial for the effective management of subsurface energy and environment-related activities. The numerical simulators used for modeling such processes rely on spatial and temporal discretization of the governing mass and energy balance partial-differential equations (PDEs) into algebraic systems via finite-difference/volume/element methods. These simulators usually require dedicated software development and maintenance, and suffer low efficiency from a runtime and memory standpoint for problems with multi-scale heterogeneity, coupled-physics processes or fluids with complex phase behavior. Therefore, developing cost-effective, data-driven models can become a practical choice, and in this work, we choose deep learning approaches as they can handle high dimensional data and accurately predict state variables with strong nonlinearity. In this paper, we describe a gradient-based deep neural network (GDNN) constrained by the physics related to multiphase flow in porous media. We tackle the nonlinearity of flow in porous media induced by rock heterogeneity, fluid properties, and fluid-rock interactions by decomposing the nonlinear PDEs into a dictionary of elementary differential operators. We use a combination of operators to handle rock spatial heterogeneity and fluid flow by advection. Since the augmented differential operators are inherently related to the physics of fluid flow, we treat them as first principles prior knowledge to regularize the GDNN training. We use the example of pressure management at geologic CO 2 storage sites, where CO 2 is injected in saline aquifers and brine is produced, and apply GDNN to construct a predictive model that is trained with physics-based simulation data and emulates the physics process. We demonstrate that GDNN can effectively predict the nonlinear patterns of subsurface responses, including the temporal and spatial evolution of the pressure and saturation plumes. We also successfully extend the GDNN to convolutional neural network (CNN), namely gradient-based CNN (GCNN), and validate its capability to improve the prediction accuracy. GDNN has great potential to tackle challenging problems that are governed by highly nonlinear physics and enable the development of data-driven models with higher fidelity.

42 ENGINEERING↗

Fast Computational Algorithms for Partial Differential Equations and Uncertainty Quantifications

This project concerned the construction, testing and analysis of computational algorithms for solving parameterized and stochastic partial differential equations. The study and understanding of equations of this type is of fundamental importance in numerous engineering and scientific applications. Examples include simulation of plasma dynamics in models of electric propulsion and nuclear fusion, simulation of multiphase flows, such as the flow of water, gas and oil in reservoirs, and structural analysis of the dependence of structures on materials. Parametrization is used in such settings when properties of the models such as viscosity of fluids or electric resistivity of materials are not precisely understood and instead are treated as random variables. The resulting solutions are themselves random, and having such solutions will enable engineers to use probabilistic methods to assess the likelihood of events, for example, whether a pollutant in a liquid will exceed a limit, and to use such analyses to develop ways to ensure positive outcomes. Construction of accurate (high resolution) computational solutions is expensive, requiring significant computer time and computational resources, and there is need to reduce computational cost to make simulation useful and effective. The aim of the project was to construct algorithms to efficiently compute surrogate solutions to parameterized problems to allow for efficient and accurate simulation. The technical approach used focused on two related strategies, based on rank-reduction methods and reduced-order models. These methods construct surrogate solutions of parameter-dependent models by projection or interpolation into low-dimensional approximation spaces. Cost savings are achieved if the low-dimensional spaces can be identified and constructed efficiently and if the resulting low-dimensional algebraic systems can be solved cheaply. Accomplishments include: Theoretical and empirical demonstration of the effectiveness of fast multigrid solution strategies for computing low-rank representations of parameter-dependent solutions to discrete partial differential equations, including the first proof establishing so-called textbook convergence properties for low-rank methods. Development of efficient solution algorithms for solving nonlinear parameter-dependent partial differential equations used in models of fluid dynamics. Developent of efficient algorithms for low-rank representation of solutions of time-dependent simulations of fluid dynamics using multi-dimensional tensor representations of solutions.

97 MATHEMATICS AND COMPUTING↗

Learning Physically Interpretable Atmospheric Models From Data With WSINDy

The multiscale and turbulent nature of Earth's atmosphere has historically rendered accurate weather modeling a hard problem. Recently, there has been an explosion of interest surrounding data-driven approaches to weather modeling, which in many cases show improved forecasting accuracy and computational efficiency when compared to traditional methods. However, many of the current data-driven approaches employ highly parameterized neural networks, often resulting in uninterpretable models and limited gains in scientific understanding. In this work, we address the interpretability problem by explicitly discovering partial differential equations governing atmospheric phenomena, identifying symbolic mathematical models with direct physical interpretations. The purpose of this paper is to demonstrate that, in particular, the weak-form sparse identification of nonlinear dynamics (WSINDy) algorithm can learn effective atmospheric models from both simulated and assimilated data. Our approach adapts the standard WSINDy algorithm to work with high-dimensional fluid data of arbitrary spatial dimension.

58 GEOSCIENCES↗

Separable physics-informed DeepONet: Breaking the curse of dimensionality in physics-informed machine learning

The deep operator network (DeepONet) has shown remarkable potential in solving partial differential equations (PDEs) by mapping between infinite-dimensional function spaces using labeled datasets. However, in scenarios lacking labeled data, the physics-informed DeepONet (PI-DeepONet) approach, which utilizes the residual loss of the governing PDE to optimize the network parameters, faces significant computational challenges, particularly due to the curse of dimensionality. This limitation has hindered its application to high-dimensional problems, making even standard 3D spatial with 1D temporal problems computationally prohibitive. Additionally, the computational requirement increases exponentially with the discretization density of the domain. Here, to address these challenges and enhance scalability for high-dimensional PDEs, we introduce the Separable physics-informed DeepONet (Sep-PI-DeepONet). This framework employs a factorization technique, utilizing sub-networks for individual one-dimensional coordinates, thereby reducing the number of forward passes and the size of the Jacobian matrix required for gradient computations. By incorporating forward-mode automatic differentiation (AD), we further optimize computational efficiency, achieving linear scaling of computational cost with discretization density and dimensionality, making our approach highly suitable for high-dimensional PDEs. We demonstrate the effectiveness of Sep-PI-DeepONet through three benchmark PDE models: the viscous Burgers’ equation, Biot’s consolidation theory, and a parameterized heat equation. Our framework maintains accuracy comparable to the conventional PI-DeepONet while reducing training time by two orders of magnitude. Notably, for the heat equation solved as a 4D problem, the conventional PI-DeepONet was computationally infeasible (estimated 289.35 h), while the Sep-PI-DeepONet completed training in just 2.5 h. These results underscore the potential of Sep-PI-DeepONet in efficiently solving complex, high-dimensional PDEs, marking a significant advancement in physics-informed machine learning.

Neural operator↗

Computational aeroacoustics using hyperbolic wave primitives

A compact high order three-spatial point, two-time level dissipationless scheme is derived by matching amplification factors from differential and difference forms hyperbolic systems of partial differential equations. This approach has the advantage of allowing large time steps (Courant numbers of one) and imposing boundary conditions that are globally compatible with the wave operators. Solutions are presented for planar and spherical one dimensional acoustic waves and more complex wave patterns in two dimensions.

Davis, Sanford S.↗

Adaptive computational methods for SSME internal flow analysis

Adaptive finite element methods for the analysis of classes of problems in compressible and incompressible flow of interest in SSME (space shuttle main engine) analysis and design are described. The general objective of the adaptive methods is to improve and to quantify the quality of numerical solutions to the governing partial differential equations of fluid dynamics in two-dimensional cases. There are several different families of adaptive schemes that can be used to improve the quality of solutions in complex flow simulations. Among these are: (1) r-methods (node-redistribution or moving mesh methods) in which a fixed number of nodal points is allowed to migrate to points in the mesh where high error is detected; (2) h-methods, in which the mesh size h is automatically refined to reduce local error; and (3) p-methods, in which the local degree p of the finite element approximation is increased to reduce local error. Two of the three basic techniques have been studied in this project: an r-method for steady Euler equations in two dimensions and a p-method for transient, laminar, viscous incompressible flow. Numerical results are presented. A brief introduction to residual methods of a-posterior error estimation is also given and some pertinent conclusions of the study are listed.

Oden, J. T.↗

Mathematical algorithms to maximize performance in numerical weather prediction

Numerical weather prediction models, which involve the solution of non-linear partial differential equations at points on an extensive three dimensional grid, are ideally suited for processing on vector machines. It was logical therefore that the new global forecast model to be implemented at the Meteorological Office should be written in vector code for the CYBER 205. In order to achieve full efficiency and to reduce storage requirements the model used 32-bit arithmetic which was found to provide high enough precision. Unfortunately, however, the trigonometrical and logarithmic functions provided by CDC could only handle 64-bit vectors and, although written in efficient scalar code, did not take advantage of the special facilities of a vector processor. It was therefore necessary to rewrite the functions in vector code to handle both 32 and 64-bit vectors. There was also no half-precision compiler available for the Cyber 205 at that time and so the functions, like the model, had to make extensive use of the special call syntax. This made the code more difficult to write but it allowed much greater flexibility in that it became possible to access the exponent of a floating-point number independently of its coefficient. A description is given of the technique and the results which were achieved are summarized.

Foreman, A.↗

DPM: A deep learning PDE augmentation method with application to large-eddy simulation

A framework is introduced that leverages known physics to reduce overfitting in machine learning for scientific applications. The partial differential equation (PDE) that expresses the physics is augmented with a neural network that uses available data to learn a description of the corresponding unknown or unrepresented physics. Training within this combined system corrects for missing, unknown, or erroneously represented physics, including discretization errors associated with the PDE's numerical solution. For optimization of the network within the PDE, an adjoint PDE is solved to provide high-dimensional gradients, and a stochastic adjoint method (SAM) further accelerates training. Additionally, the approach is demonstrated for large-eddy simulation (LES) of turbulence. High-fidelity direct numerical simulations (DNS) of decaying isotropic turbulence provide the training data used to learn sub-filter-scale closures for the filtered Navier–Stokes equations. Out-of-sample comparisons show that the deep learning PDE method outperforms widely-used models, even for filter sizes so large that they become qualitatively incorrect. It also significantly outperforms the same neural network when a priori trained based on simple data mismatch, not accounting for the full PDE. Measures of discretization errors, which are well-known to be consequential in LES, point to the importance of the unified training formulation's design, which without modification corrects for them. For comparable accuracy, simulation runtime is significantly reduced. A relaxation of the typical discrete enforcement of the divergence-free constraint in the solver is also successful, instead allowing the DPM to approximately enforce incompressibility physics. Since the training loss function is not restricted to correspond directly to the closure to be learned, training can incorporate diverse data, including experimental data.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Evaluation of dual-weighted residual and machine learning error estimation for projection-based reduced-order models of steady partial differential equations

Projection-based reduced-order models (pROMs) show great promise as a means to accelerate many-query applications such as forward error propagation, solving inverse problems, and design optimization. In order to deploy pROMs in the context of high-consequence decision making, accurate error estimates are required to determine the region(s) of applicability in the parameter space. The following paper considers the dual-weighted residual (DWR) error estimate for pROMs and compares it to another promising pROM error estimate, machine learned error models (MLEM). Here, we show how DWR can be applied to ROMs and then evaluate DWR on two partial differential equations (PDEs): a two-dimensional linear convection–reaction–diffusion equation, and a three-dimensional static hyper-elastic beam. It is shown that DWR is able to estimate errors for pROMs extrapolating outside of their training set while MLEM is best suited for pROMs used to interpolate within the pROM training set.

42 ENGINEERING↗

A 1D–0D–3D coupled model for simulating blood flow and transport processes in breast tissue

In this work, we present mixed dimensional models for simulating blood flow and transport processes in breast tissue and the vascular tree supplying it. These processes are considered, to start from the aortic inlet to the capillaries and tissue of the breast. Large variations in biophysical properties and flow conditions exist in this system necessitating the use of different flow models for different geometries and flow regimes. In total, we consider four different model types. First, a system of 1D nonlinear hyperbolic partial differential equations (PDEs) is considered to simulate blood flow in larger arteries with highly elastic vessel walls. Second, we assign 1D linearized hyperbolic PDEs to model the smaller arteries with stiffer vessel walls. The third model type consists of ODE systems (0D models). It is used to model the arterioles and peripheral circulation. Finally, homogenized 3D porous media models are considered to simulate flow and transport in capillaries and tissue within the breast volume. Sink terms are used to account for the influence of the venous and lymphatic systems. Combining the four model types, we obtain two different 1D–0D–3D coupled models for simulating blood flow and transport processes: The first model results in a fully coupled 1D–0D–3D model covering the complete path from the aorta to the breast combining a generic arterial network with a patient specific breast network and geometry. The second model is a reduced one based on the separation of the generic and patient specific parts. The information from a calibrated fully coupled model is used as inflow condition for the patient specific sub-model allowing a significant computational cost reduction. Several numerical experiments are conducted to calibrate the generic model parameters and to demonstrate realistic flow simulations compared to existing data on blood flow in the human breast and vascular system. Moreover, we use two different breast vasculature and tissue data sets to illustrate the robustness of our reduced sub-model approach.

multiscale blood flow models↗

Development of the Senseiver for efficient field reconstruction from sparse observations

Abstract The reconstruction of complex time-evolving fields from sensor observations is a grand challenge. Frequently, sensors have extremely sparse coverage and low-resource computing capacity for measuring highly nonlinear phenomena. While numerical simulations can model some of these phenomena using partial differential equations, the reconstruction problem is ill-posed. Data-driven-strategies provide crucial disambiguation, but these suffer in cases with small amounts of data, and struggle to handle large domains. Here we present the Senseiver, an attention-based framework that excels in reconstructing complex spatial fields from few observations with low overhead. The Senseiver reconstructs n -dimensional fields by encoding arbitrarily sized sparse sets of inputs into a latent space using cross-attention, producing uniform-sized outputs regardless of the number of observations. This allows efficient inference by decoding only a sparse set of output observations, while a dense set of observations is needed to train. This framework enables training of data with complex boundary conditions and extremely large fine-scale simulations. We build on the Perceiver IO by enabling training models with fewer parameters, which facilitates field deployment, and a training framework that allows a flexible number of sensors as input, which is critical for real-world applications. We show that the Senseiver advances the state-of-the-art of field reconstruction in many applications.

97 MATHEMATICS AND COMPUTING↗

Reliability enhancement of Navier-Stokes codes through convergence acceleration

Methods for enhancing the reliability of Navier-Stokes computer codes through improving convergence characteristics are presented. The improving of these characteristics decreases the likelihood of code unreliability and user interventions in a design environment. The problem referred to as a 'stiffness' in the governing equations for propulsion-related flowfields is investigated, particularly in regard to common sources of equation stiffness that lead to convergence degradation of CFD algorithms. Von Neumann stability theory is employed as a tool to study the convergence difficulties involved. Based on the stability results, improved algorithms are devised to ensure efficient convergence in different situations. A number of test cases are considered to confirm a correlation between stability theory and numerical convergence. The examples of turbulent and reacting flow are presented, and a generalized form of the preconditioning matrix is derived to handle these problems, i.e., the problems involving additional differential equations for describing the transport of turbulent kinetic energy, dissipation rate and chemical species. Algorithms for unsteady computations are considered. The extension of the preconditioning techniques and algorithms derived for Navier-Stokes computations to three-dimensional flow problems is discussed. New methods to accelerate the convergence of iterative schemes for the numerical integration of systems of partial differential equtions are developed, with a special emphasis on the acceleration of convergence on highly clustered grids.

Merkle, Charles L.↗

Sparse-grid discontinuous Galerkin methods for the Vlasov–Poisson–Lenard–Bernstein model

Sparse-grid methods have recently gained interest in reducing the computational cost of solving high-dimensional kinetic equations. In this paper, we construct adaptive and hybrid sparse-grid methods for the Vlasov–Poisson–Lenard–Bernstein (VPLB) model. This model has applications to plasma physics and is simulated in two reduced geometries: a 0x3v space homogeneous geometry and a 1x3v slab geometry. Here we use the discontinuous Galerkin (DG) method as a base discretization due to its high-order accuracy and ability to preserve important structural properties of partial differential equations. We utilize a multiwavelet basis expansion to determine the sparse-grid basis and the adaptive mesh criteria. We analyze the proposed sparse-grid methods on a suite of three test problems by computing the savings afforded by sparse-grids in comparison to standard solutions of the DG method. The results are obtained using the adaptive sparse-grid discretization library ASGarD.

97 MATHEMATICS AND COMPUTING↗

Solution of 3-dimensional time-dependent viscous flows. Part 1: Investigation of candidate algoriths

There is considerable interest in developing a numerical scheme for solving the time dependent viscous compressible three dimensional flow to aid in the design of helicopter rotors. Numerical algorithms are examined to determine their overall suitability for the efficient and routine solution of an appropriate system of partial differential equations. It is concluded that a consistently split time linearized block implicit scheme using either quintic B spline collocation or the generalized operator compact implicit approach to generate a fourth order accurate algorithm is particularly well suited for use on the present problem. High cell Reynolds number behavior leads to favoring the generalized operator compact implicit approach over the quintic B spline collocation method.

Weinberg, B. C.↗

Intrusive Uncertainty Quantification and Optimal Experiment Design in the Open-Source Pyomo Ecosystem

This contribution describes ParmEst and Pyomo.DoE, two pillars of the open-source Python-based Pyomo ecosystem for computational optimization with (partial differential) algebraic equation mathematical models. Specifically, ParmEst facilitates intrusive frequentist parameter estimation (PE) and uncertainty quantification (UQ) through built-in features, such as covariance matrix estimation, bootstrapping, and likelihood ratio tests. Complementary, Pyomo.DoE enables optimal experiment design by maximizing various metrics of the Fisher information matrix, such as A-optimality (trace), D-optimality (determinant), E-optimality (minimum eigenvalue), and ME-optimality (condition number). ParmEst and Pyomo.DoE can solve high-dimensional optimization problems by leveraging the model structure and exact derivative information. Finally, we will discuss future opportunities to integrate PE and UQ capabilities with optimization under uncertainty, including robust optimization with non-convex models via PyROS.

97 MATHEMATICS AND COMPUTING↗

Calculation of the flow field in supersonic mixed-compression inlets at angle of attack using the three-dimensional method of characteristics with discrete shock wave fitting

The influence of molecular transport is included in the computation by treating viscous and thermal diffusion terms in the governing partial differential equations as correction terms in the method of characteristics scheme. The development of a production type computer program is reported which is capable of calculating the flow field in a variety of axisymmetric mixed-compression aircraft inlets. The results agreed well with those produced by the two-dimensional method characteristics when axisymmetric flow fields are computed. For three-dimensional flow fields, the results agree well with experimental data except in regions of high viscous interaction and boundary layer removal.

Vadyak, J.↗

Large-scale computation of incompressible viscous flow by least-squares finite element method

The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to large-scale/three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations and results in symmetric, positive definite algebraic system which can be solved effectively by simple iterative methods. The first-order velocity-Bernoulli function-vorticity formulation for incompressible viscous flows is also tested. For three-dimensional cases, an additional compatibility equation, i.e., the divergence of the vorticity vector should be zero, is included to make the first-order system elliptic. The simple substitution of the Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. To show the validity of this scheme for large-scale computation, we give numerical results for 2D driven cavity problem at Re = 10000 with 408 x 400 bilinear elements. The flow in a 3D cavity is calculated at Re = 100, 400, and 1,000 with 50 x 50 x 50 trilinear elements. The Taylor-Goertler-like vortices are observed for Re = 1,000.

Jiang, Bo-Nan↗