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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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All sourcesNASA NTRSDOE OSTI
NASA NTRS1986

A numerical algorithm for optimal feedback gains in high dimensional LQR problems

A hybrid method for computing the feedback gains in linear quadratic regulator problems is proposed. The method, which combines the use of a Chandrasekhar type system with an iteration of the Newton-Kleinman form with variable acceleration parameter Smith schemes, is formulated so as to efficiently compute directly the feedback gains rather than solutions of an associated Riccati equation. The hybrid method is particularly appropriate when used with large dimensional systems such as those arising in approximating infinite dimensional (distributed parameter) control systems (e.g., those governed by delay-differential and partial differential equations). Computational advantage of the proposed algorithm over the standard eigenvector (Potter, Laub-Schur) based techniques are discussed and numerical evidence of the efficacy of our ideas presented.

Banks, H. T.↗
NASA NTRS1991

A numerical algorithm for optimal feedback gains in high dimensional linear quadratic regulator problems

A hybrid method for computing the feedback gains in linear quadratic regulator problem is proposed. The method, which combines use of a Chandrasekhar type system with an iteration of the Newton-Kleinman form with variable acceleration parameter Smith schemes, is formulated to efficiently compute directly the feedback gains rather than solutions of an associated Riccati equation. The hybrid method is particularly appropriate when used with large dimensional systems such as those arising in approximating infinite-dimensional (distributed parameter) control systems (e.g., those governed by delay-differential and partial differential equations). Computational advantages of the proposed algorithm over the standard eigenvector (Potter, Laub-Schur) based techniques are discussed, and numerical evidence of the efficacy of these ideas is presented.

Banks, H. T.↗
DOE OSTI2023

Differentiable physics-enabled closure modeling for Burgers’ turbulence

Abstract Data-driven turbulence modeling is experiencing a surge in interest following algorithmic and hardware developments in the data sciences. We discuss an approach using the differentiable physics paradigm that combines known physics with machine learning to develop closure models for Burgers’ turbulence. We consider the one-dimensional Burgers system as a prototypical test problem for modeling the unresolved terms in advection-dominated turbulence problems. We train a series of models that incorporate varying degrees of physical assumptions on an a posteriori loss function to test the efficacy of models across a range of system parameters, including viscosity, time, and grid resolution. We find that constraining models with inductive biases in the form of partial differential equations that contain known physics or existing closure approaches produces highly data-efficient, accurate, and generalizable models, outperforming state-of-the-art baselines. Addition of structure in the form of physics information also brings a level of interpretability to the models, potentially offering a stepping stone to the future of closure modeling.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

AutoTandemML: Active Learning Enhanced Tandem Neural Networks for Inverse Design Problems

Inverse design in science and engineering involves determining optimal design parameters that achieve desired performance outcomes, a process often hindered by the complexity and high dimensionality of design spaces, leading to significant computational costs. To tackle this challenge, we propose a novel hybrid approach that combines active learning with Tandem Neural Networks to enhance the efficiency and effectiveness of solving inverse design problems. Active learning allows to selectively sample the most informative data points, reducing the required dataset size without compromising accuracy. We investigate this approach using three benchmark problems: airfoil inverse design, photonic surface inverse design, and scalar boundary condition reconstruction in diffusion partial differential equations. We demonstrate that integrating active learning with Tandem Neural Networks outperforms standard approaches across the benchmark suite, achieving better accuracy with fewer training samples.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Data-driven selection of stiff chemistry ODE solver in operator-splitting schemes

Most computational fluid dynamics simulations of practical combustion applications employ operator-splitting schemes, where chemistry and transport are separated and integrated with distinct numerical methods. The changes in composition due to chemistry are evaluated by solving ordinary differential equations (ODE) in each cell of the computational domain, which typically dominates the computational cost when detailed chemistry is considered. In this work, a data-driven approach for the selection of chemistry ODE solvers in operator-splitting schemes is presented. Neural networks are used to predict the ODE solvers CPU times and errors for a given thermochemical state. This allows the selection of an optimal ODE solver on a cell-by-cell, timestep-by-timestep basis. The models are trained using a wide set of thermochemical states generated through partially-stirred reactors and flames simulations. The methodology is validated by quantifying the prediction errors, the classification accuracy, and the computational speedup. The model predicts the optimal ODE solver for 70 to 95% of the validation cases and decreases the computional cost by a factor of 3 or more. The generalizability of the methodology to different chemical mechanisms and different fuels is assessed and it is shown that the model’s performance is only slightly degraded and its applicability is significantly enhanced if the inputs to the neural networks are restricted to a small set of thermochemical state variables present in most chemical mechanisms. In conclusion, the models are used in an homogeneous reactor case and a multi-dimensional CFD simulation of a diesel spray at high pressure where a speedup of more than 3 is achieved.

42 ENGINEERING↗
DOE OSTI2024

Generalization error guaranteed auto-encoder-based nonlinear model reduction for operator learning

Many physical processes in science and engineering are naturally represented by operators between infinite-dimensional function spaces. The problem of operator learning, in this context, seeks to extract these physical processes from empirical data, which is challenging due to the infinite or high dimensionality of data. An integral component in addressing this challenge is model reduction, which reduces both the data dimensionality and problem size. In this paper, we utilize low-dimensional nonlinear structures in model reduction by investigating Auto-Encoder-based Neural Network (AENet). AENet first learns the latent variables of the input data and then learns the transformation from these latent variables to corresponding output data. Our numerical experiments validate the ability of AENet to accurately learn the solution operator of nonlinear partial differential equations. Furthermore, we establish a mathematical and statistical estimation theory that analyzes the generalization error of AENet. Finally, our theoretical framework shows that the sample complexity of training AENet is intricately tied to the intrinsic dimension of the modeled process, while also demonstrating the robustness of AENet to noise.

Auto-encoder↗
DOE OSTI2020

EBS Task Force: Task 9/FEBEX Modeling Final Report: Thermo-Hydrological Modeling with PFLOTRAN

This report outlines Sandia National Laboratories modeling studies applied to Stage 1 and Stage 2 of the Full-scale Engineered Barriers Experiment in Crystalline Host Rock (FEBEX) in situ test for the SKB EBS Task Force Task 9. The FEBEX test was a full-scale test conducted over ~18 years at the Grimsel, Switzerland Underground Research Laboratory (URL) managed by NAGRA. It involved emplacing simulated waste packages, in the form of welded cylindrical heaters, inside a tunnel in crystalline granitic rock and surrounded by a bentonite barrier and cement plug. Sensors emplaced within the bentonite monitored the wetting-up, heating, and drying out of the bentonite barrier, and the large resulting data set provides an excellent opportunity for validation of multiphysics Thermal-Hydrological (TH), Thermal-Hydrologic-Chemical (THC), and Thermal-Hydrological-Mechanical (THM) modeling approaches for underground nuclear waste storage and the performance of engineered bentonite barriers. The present status of the EBS Task Force is finalizing Task 9, which follows years of modeling studies of the FEBEX test, by many notable modeling teams (Gens et al., 2009; Sanchez et al. 2010; 2012; Samper et al., 2018). These modeling studies generally use two-dimensional axisymmetric meshes, ignoring threedimensional effects, gravity and asymmetric wetting and dry out of the bentonite engineered barrier. This study investigates these effects with use of the PFLOTRAN THC code with massively parallel computational methods in modeling FEBEX Stage 1 and Stage 2 results. The PFLOTRAN numerical code is an open source, state-of-the-art, massively parallel subsurface flow and reactive transport code operating in a high-performance computing environment (Hammond et al., 2014). Section 2 describes the applied partial differential equations describing mass, momentum and energy balance used in this study, considerations derived by assuming phase equilibrium between gas and liquid phases, constitutive equations for granite, cement plug, and bentonite domains, and specific approaches for use inthe PFLOTRAN code. Section 3 describes the geometry, meshing, and model set-up. Section 4 describes modeling results, Section 5 compares modeling results to field testing data, and Section 6 gives conclusions. The Appendix provides detailed information required by the EBSTask Force for final reporting.

42 ENGINEERING↗
NASA NTRS1995

Numerical thermal analyses of heat exchangers for the stirling engine application

The Regenerator, Cooler and Heater for the NASA Space Power Research Engine (SPRE) have been analyzed in detail for laminar, incompressible and oscillatory flow conditions. Each component has been analyzed independently and in detail with the regenerator being modeled as two-parallel-plates channel with a solid wall. The ends of the channel are exposed to two reservoir maintained at different temperature thus providing an axial temperature gradient along the channel. The cooler and heater components have been modeled as circular pipes with isothermal walls. Two different types of thermal boundary conditions have been investigated for the cooler and heater, namely, symmetric and asymmetric temperature inflow. In symmetric temperature inflow the flow enters the channel with the same temperature in throughout the velocity cycle whereas, in asymmetric temperature inflow the flow enters with a different temperature in each half cycle. The study was conducted over a wide range of Maximum Reynolds number (RE(max) varying from 75 to 60000, Valensi number (Va) from 2.5 to 800, and relative amplitude of fluid displacement (A(sub r) from 0.357 to 1.34. A two dimensional Finite volume method based on the SIMPLE algorithm was used to solve the governing partial differential equations. Post processing programs were developed to effectively describe the heat transfer mechanism under oscillatory flows. The computer code was validated by comparing with existing analytical solutions for oscillating flows. The thermal field have been studied with the help of temperature contour and three dimensional plots. The instantaneous friction factor, wall heat flux and heat transfer coefficient have been examined. It has been concluded that in general, the frictional factor and heat transfer coefficient are higher under oscillatory flow conditions when the Valensi number is high. Also, the thermal efficiency decreases for lower A(r) values. Further, the usual steady state definition for the heat transfer coefficient does not seem to be valid.

Kannapareddy, Mohan Raj↗
DOE OSTI2021

A multi-dimensional parametric study of variability in multi-phase flow dynamics during geologic CO 2 sequestration accelerated with machine learning

Successful geologic CO 2 storage projects depend on numerical simulations to predict reservoir performance during site selection, injection verification, and post-injection monitoring phases of the project. These numerical simulations solve non-linear sets of coupled partial differential equations, while accounting for multi-phase fluid dynamics on the basis of constitutive equations that are embedded into the solution scheme. As a consequence, individual simulations often require tens to hundreds of hours to complete on high-performance computing clusters. Moreover, laboratory experiments reveal that parametric functions for capillary pressure and relative permeability exhibit substantial variability, even within the same rock type. This combination of computational expense and wide-ranging parametric variability means that there remains substantial uncertainty in the behavior of multi-phase CO 2 -water systems, particularly in the context of feedbacks between relative permeability and capillary pressure. To bridge this knowledge gap, here we develop a novel workflow that utilizes physics-based numerical simulation to train an artificial neural network (ANN) emulator for interrogating the multivariate parameter space that governs both capillary pressure and relative permeability. With this approach, the ANN is trained to emulate both fluid pressure distribution and CO 2 saturation, which are then interrogated quantitatively to generate parametric response surface mappings with high-fidelity resolution. Results from this study initially show that capillary entry pressure is the dominant control on both CO 2 plume geometry and fluid pressure propagation when considering the combined effects of capillary pressure and relative permeability, particularly when phase interference is low and residual CO 2 saturation is high. Moreover, the ANN emulator provides tremendous computational speed-up by computing 2691 individual simulations in several minutes; whereas, the same simulation ensemble would have required ~3 years of simulation time using only physics-based simulation methods (25,000 times speed up).

58 GEOSCIENCES↗
NASA NTRS1993

A least-squares finite element method for 3D incompressible Navier-Stokes equations

The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations, and results in symmetric, positive definite algebraic system. An additional compatibility equation, i.e., the divergence of vorticity vector should be zero, is included to make the first-order system elliptic. 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. The flow in a half of 3D cubic cavity is calculated at Re = 100, 400, and 1,000 with 50 x 52 x 25 trilinear elements. The Taylor-Gortler-like vortices are observed at Re = 1,000.

Jiang, Bo-Nan↗
DOE OSTI2023

Challenging the Curse of Dimensionality in Multidimensional Numerical Integration by Using a Low-Rank Tensor-Train Format

Numerical integration is a basic step in the implementation of more complex numerical algorithms suitable, for example, to solve ordinary and partial differential equations. The straightforward extension of a one-dimensional integration rule to a multidimensional grid by the tensor product of the spatial directions is deemed to be practically infeasible beyond a relatively small number of dimensions, e.g., three or four. In fact, the computational burden in terms of storage and floating point operations scales exponentially with the number of dimensions. This phenomenon is known as the curse of dimensionality and motivated the development of alternative methods such as the Monte Carlo method. The tensor product approach can be very effective for high-dimensional numerical integration if we can resort to an accurate low-rank tensor-train representation of the integrand function. In this work, we discuss this approach and present numerical evidence showing that it is very competitive with the Monte Carlo method in terms of accuracy and computational costs up to several hundredths of dimensions if the integrand function is regular enough and a sufficiently accurate low-rank approximation is available.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A High-Order Eulerian–Lagrangian Runge–Kutta Finite Volume (EL–RK–FV) Method for Scalar Nonlinear Conservation Laws

Abstract We present a class of high-order Eulerian–Lagrangian Runge–Kutta finite volume methods that can numerically solve Burgers’ equation with shock formations, which could be extended to general scalar conservation laws. Eulerian–Lagrangian (EL) and semi-Lagrangian (SL) methods have recently seen increased development and have become a staple for allowing large time-stepping sizes. Yet, maintaining relatively large time-stepping sizes post shock formation remains quite challenging. Our proposed scheme integrates the partial differential equation on a space-time region partitioned by linear approximations to the characteristics determined by the Rankine–Hugoniot jump condition. We trace the characteristics forward in time and present a merging procedure for the mesh cells to handle intersecting characteristics due to shocks. Following this partitioning, we write the equation in a time-differential form and evolve with Runge–Kutta methods in a method-of-lines fashion. High-resolution methods such as ENO and WENO-AO schemes are used for spatial reconstruction. Extension to higher dimensions is done via dimensional splitting. Numerical experiments demonstrate our scheme’s high-order accuracy and ability to sharply capture post-shock solutions with large time-stepping sizes.

Chen, Jiajie↗
DOE OSTI2026

Goal-oriented real-time Bayesian inference for linear autonomous dynamical systems with application to digital twins for tsunami early warning

We present a goal-oriented framework for constructing digital twins with the following properties: (1) they employ discretizations of high-fidelity partial differential equation (PDE) models governed by autonomous dynamical systems, leading to large-scale forward problems; (2) they solve a linear inverse problem to assimilate observational data to infer uncertain model components followed by a forward prediction of the evolving dynamics; and (3) the entire end-to-end, data-to-inference-to-prediction computation is carried out without approximation and in real time through a Bayesian framework that rigorously accounts for uncertainties. Several challenges must be overcome to realize this framework, including the large scale of the forward problem, the high dimensionality of the parameter space, and for a class of problems including those we target, the slow decay of the singular values of the parameter-to-observable map. Here we introduce a methodology to overcome these challenges by exploiting the autonomous structure of the forward model to decompose the solution of the inverse problem into a one-time-only offline phase in which the PDE model is solved a limited number of times (equal to the number of sensors), and an online phase that maps well onto GPUs and computes the parameter inference and prediction of quantities of interest in real time, given observational data. Our ultimate goal is to apply this framework to construct digital twins for subduction zones, including Cascadia, to provide early warning for tsunamis generated by megathrust earthquakes. To this end, we demonstrate how our methodology can be used to employ seafloor pressure observations, along with the coupled acoustic–gravity wave equations, to infer the earthquake-induced spatiotemporal seafloor motion (discretized with $\mathscr{O}$ (10 9 ) parameters) and forward predict the tsunami propagation. We present results of an end-to-end inference, prediction, and uncertainty quantification for a representative test problem with $\mathscr{O}$ (10 8 ) inversion parameters for which goal-oriented Bayesian inference is accomplished exactly and in real time, that is, in a matter of seconds.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A Comprehensive Review of Latent Space Dynamics Identification Algorithms for Intrusive and Non-Intrusive Reduced-Order-Modeling

Numerical solvers of partial differential equations (PDEs) have been widely employed for simulating physical systems. However, the computational cost remains a major bottleneck in various scientific and engineering applications, which has motivated the development of reduced-order models (ROMs). Recently, machine-learning-based ROMs have gained significant popularity and are promising for addressing some limitations of traditional ROM methods, especially for advection dominated systems. In this chapter, we focus on a particular framework known as Latent Space Dynamics Identification (LaSDI), which transforms the high-fidelity data, governed by a PDE, to simpler and low-dimensional latent-space data, governed by ordinary differential equations (ODEs). These ODEs can be learned and subsequently interpolated to make ROM predictions. Each building block of LaSDI can be easily modulated depending on the application, which makes the LaSDI framework highly flexible. In particular, we present strategies to enforce the laws of thermodynamics into LaSDI models (tLaSDI), enhance robustness in the presence of noise through the weak form (WLaSDI), select high-fidelity training data efficiently through active learning (gLaSDI, GPLaSDI), and quantify the ROM prediction uncertainty through Gaussian processes (GPLaSDI). We demonstrate the performance of different LaSDI approaches on Burgers equation, a non-linear heat conduction problem, and a plasma physics problem, showing that LaSDI algorithms can achieve relative errors of less than a few percent and up to thousands of times speed-ups.

Computational Engineering, Finance, and Science (c↗
NASA NTRS1978

A three-dimensional model of corotating streams in the solar wind. 1: Theoretical foundations

The theoretical and mathematical background pertinent to the study of steady, corotating solar wind structure in all three spatial dimensions (3-D) is discussed. The dynamical evolution of the plasma in interplanetary space (defined as the region beyond roughly 35 solar radii where the flow is supersonic) is approximately described by the nonlinear, single fluid, polytropic (magneto-) hydrodynamic equations. Efficient numerical techniques for solving this complex system of coupled, hyperbolic partial differential equations are outlined. The formulation is inviscid and nonmagnetic, but methods allow for the potential inclusion of both features with only modest modifications. One simple, highly idealized, hydrodynamic model stream is examined to illustrate the fundamental processes involved in the 3-D dynamics of stream evolution. Spatial variations in the rotational stream interaction mechanism were found to 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.

Pizzo, V. J.↗
DOE OSTI2022

Autoregressive Neural Network for Simulating Open Quantum Systems via a Probabilistic Formulation

The theory of open quantum systems lays the foundation for a substantial part of modern research in quantum science and engineering. Rooted in the dimensionality of their extended Hilbert spaces, the high computational complexity of simulating open quantum systems calls for the development of strategies to approximate their dynamics. In this Letter, we present an approach for tackling open quantum system dynamics. Using an exact probabilistic formulation of quantum physics based on positive operator-valued measure, we compactly represent quantum states with autoregressive neural networks; such networks bring significant algorithmic flexibility due to efficient exact sampling and tractable density. We further introduce the concept of string states to partially restore the symmetry of the autoregressive neural network and improve the description of local correlations. Efficient algorithms have been developed to simulate the dynamics of the Liouvillian superoperator using a forward-backward trapezoid method and find the steady state via a variational formulation. Our approach is benchmarked on prototypical one-dimensional and two-dimensional systems, finding results which closely track the exact solution and achieve higher accuracy than alternative approaches based on using Markov chain Monte Carlo method to sample restricted Boltzmann machines. Our Letter provides general methods for understanding quantum dynamics in various contexts, as well as techniques for solving high-dimensional probabilistic differential equations in classical setups.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

An autoencoder compression approach for accelerating large-scale inverse problems

Abstract Partial differential equation (PDE)-constrained inverse problems are some of the most challenging and computationally demanding problems in computational science today. Fine meshes required to accurately compute the PDE solution introduce an enormous number of parameters and require large-scale computing resources such as more processors and more memory to solve such systems in a reasonable time. For inverse problems constrained by time-dependent PDEs, the adjoint method often employed to compute gradients and higher order derivatives efficiently requires solving a time-reversed, so-called adjoint PDE that depends on the forward PDE solution at each timestep. This necessitates the storage of a high-dimensional forward solution vector at every timestep. Such a procedure quickly exhausts the available memory resources. Several approaches that trade additional computation for reduced memory footprint have been proposed to mitigate the memory bottleneck, including checkpointing and compression strategies. In this work, we propose a close-to-ideal scalable compression approach using autoencoders to eliminate the need for checkpointing and substantial memory storage, thereby reducing the time-to-solution and memory requirements. We compare our approach with checkpointing and an off-the-shelf compression approach on an earth-scale ill-posed seismic inverse problem. The results verify the expected close-to-ideal speedup for the gradient and Hessian-vector product using the proposed autoencoder compression approach. To highlight the usefulness of the proposed approach, we combine the autoencoder compression with the data-informed active subspace (DIAS) prior showing how the DIAS method can be affordably extended to large-scale problems without the need for checkpointing and large memory.

Mathematics↗
NASA NTRS1981

Finite-analytic numerical solution of heat transfer in two-dimensional cavity flow

Heat transfer in cavity flow is numerically analyzed by a new numerical method called the finite-analytic method. The basic idea of the finite-analytic method is the incorporation of local analytic solutions in the numerical solutions of linear or nonlinear partial differential equations. In the present investigation, the local analytic solutions for temperature, stream function, and vorticity distributions are derived. When the local analytic solution is evaluated at a given nodal point, it gives an algebraic relationship between a nodal value in a subregion and its neighboring nodal points. A system of algebraic equations is solved to provide the numerical solution of the problem. The finite-analytic method is used to solve heat transfer in the cavity flow at high Reynolds number (1000) for Prandtl numbers of 0.1, 1, and 10.

Chen, C.-J.↗