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At least 91 records · Page 5

Aeroelastic oscillations of a pitching flexible wing with structural geometric nonlinearities: Theory and numerical simulation

In this paper, we focus on the derivation of an analytical model of the aeroelastic dynamics of an elastically mounted flexible wing. This equations of motion obtained serve to help understand the behaviour of the aeroelastic wind tunnel setup in question, which consists of a rectangular wing with a uniform NACA 0012 airfoil profile, whose base is free to rotate rigidly about a longitudinal axis. Of particular interest are the structural geometric nonlinearities primarily introduced by the coupling between the rigid body pitch degree-of-freedom and the continuous system. A coupled system of partial differential equations (PDEs) coupled with an ordinary differential equation (ODE) describing axial-bending-bending-torsion-pitch motion is derived using Hamilton's principle. A finite dimensional approximation of the system of coupled differential equations is obtained using the Galerkin method, leading to a system of coupled nonlinear ODEs. Subsequently, these nonlinear ODEs are solved numerically using Houbolt's method. The results that are obtained are verified by comparison with the results obtained by direct integration of the equations of motion using a finite difference scheme. Adopting a linear unsteady aerodynamic model, it is observed that the system undergoes coalescence flutter due to coupling between the rigid body pitch rotation dominated mode and the first flapwise bending dominated mode. Finally, the behaviour of the limit cycle oscillations is primarily influenced by the structural geometric nonlinear terms in the coupled system of PDEs and ODE.

42 ENGINEERING↗

Reduced basis approximations of parameterized dynamical partial differential equations via neural networks

Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear problems, projection-based methods fail to adequately reduce the computational complexity. Devising alternative reduced order models is crucial for obtaining efficient and accurate approximations to expensive high-fidelity models. In this work, we develop a timestepping procedure for dynamical parameter-dependent problems, in which a neural-network is trained to propagate the coefficients of a reduced basis expansion. This results in an online stage with a computational cost independent of the size of the underlying problem. Here, we demonstrate our method on several parabolic partial differential equations, including a problem that is not parametrically separable.

97 MATHEMATICS AND COMPUTING↗

A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials

We study the design of an electromagnetic cloak from multiple materials with an additional constraint on the mass of the cloak. Our problem is an example of a topology optimization problem, and we formulate this problem as a mixed-integer partial-differential equation constrained optimization (MIPDECO) problem, where Maxwell’s equation models the propagation of the wave through the cloak and surrounding medium. We use binary variables to model the assignment of the different materials, and their relevant properties (permittivity and density). The mass constraint adds a nontrivial constraint to this problem. We propose a two-phase strategy to solve this problem. In the first phase, we solve a continuous relaxation, and then propose a new variant of the feasibility pump that exploits the structure of the PDE to obtain an initial integral solution candidate. In the second phase, we use a trust-region approach to improve this incumbent. We also consider a continuation or mesh-sequencing approach to find better solutions faster on consecutively finer meshes. We present detailed numerical results to illustrate the effectiveness of our approaches for constructing multi-material cloaks with a mass constraint.

Calculus of Variations and Optimization↗

Physics constrained learning for data-driven inverse modeling from sparse observations

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that measures the discrepancy between predictions and observations in some chosen norm. This loss function often includes the PDE constraints as a penalty term when only sparse observations are available. As a result, the PDE is only satisfied approximately by the solution. However, the penalty term typically slows down the convergence of the optimizer for stiff problems. We present a new approach that trains the embedded DNNs while numerically satisfying the PDE constraints. We develop an algorithm that enables differentiating both explicit and implicit numerical solvers in reverse-mode automatic differentiation. This allows the gradients of the DNNs and the PDE solvers to be computed in a unified framework. We demonstrate that our approach enjoys faster convergence and better stability in relatively stiff problems compared to the penalty method. Furthermore, our approach allows for the potential to solve and accelerate a wide range of data-driven inverse modeling, where the physical constraints are described by PDEs and need to be satisfied accurately.

97 MATHEMATICS AND COMPUTING↗

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↗

Parallel-in-Time Integration for Nonlinear Hyperbolic Problems (Final Report)

The work for the subcontract was situated in the area of parallel-in-time integration for hyperbolic partial differential equations (PDEs). Parallel-in-time integration is an active area of research due to its ability to enable faster numerical simulations for applications throughout many areas of science. Over the past two decades, much progress has been made in this area; however, this progress has largely been limited to diffusion-dominated PDEs, with some recent success in scalar linear hyperbolic PDEs. Given the ubiquity of numerical simulations of hyperbolic PDEs throughout the sciences, in particular, nonlinear hyperbolic systems, there is a strong need to develop efficient parallel-in-time techniques for hyperbolic problems beyond simple scalar and linear cases, which is the main topic of this subcontract. The main focus of the work was to further develop and perfect coarse-grid operators for the Multigrid Reduction-inTime (MGRIT) method applied to hyperbolic PDEs that were recently proposed in PhD thesis, based on a modified semi-Lagrangian approach.

97 MATHEMATICS AND COMPUTING↗

Reliable extrapolation of deep neural operators informed by physics or sparse observations

Deep neural operators can learn nonlinear mappings between infinite-dimensional function spaces via deep neural networks. As promising surrogate solvers of partial differential equations (PDEs) for real-time prediction, deep neural operators such as deep operator networks (DeepONets) provide a new simulation paradigm in science and engineering. Pure data-driven neural operators and deep learning models, in general, are usually limited to interpolation scenarios, where new predictions utilize inputs within the support of the training set. However, in the inference stage of real-world applications, the input may lie outside the support, i.e., extrapolation is required, which may result to large errors and unavoidable failure of deep learning models. Here, we address this challenge of extrapolation for deep neural operators. First, we systematically investigate the extrapolation behavior of DeepONets by quantifying the extrapolation complexity, via the 2-Wasserstein distance between two function spaces and propose a new strategy of bias–variance trade-off for extrapolation with respect to model capacity. Subsequently, we develop a complete workflow, including extrapolation determination, and we propose five reliable learning methods that guarantee a safe prediction under extrapolation by requiring additional information—the governing PDEs of the system or sparse new observations. The proposed methods are based on either fine-tuning a pre-trained DeepONet or multifidelity learning. We demonstrate the effectiveness of the proposed framework for various types of parametric PDEs. Furthermore, our systematic comparisons provide practical guidelines for selecting a proper extrapolation method depending on the available information, desired accuracy, and required inference speed.

42 ENGINEERING↗

Parallel-in-Time Methods for Method-of-Lines Discretizations of Nonlinear Hyperbolic PDEs and Systems (Final Report)

The work for the subcontract is situated in the area of parallel-in-time integration for hyperbolic partial differential equations (PDEs). Parallel-in-time integration is an active area of research due to its ability to enable faster numerical simulations for applications throughout many areas of science. The work in this subcontract builds on a variety of results that were obtained, as part of the work performed for Subcontract No. B648355, for the Multigrid Reduction-in-Time (MGRIT) method from [1] applied to hyperbolic PDEs. This subcontract extends these results further to more efficient methods and to the case of method-of-lines discretizations for nonlinear hyperbolic PDES and systems of PDEs. The following is a summary of the research performed and results achieved during milestone periods 1, 2 and 3 by the PI (Hans De Sterck) and Postdoctoral Research Associate (Oliver Krzysik), for required tasks 1-4 (as listed in the Statement of Work): Research over the previous year has been split into three main projects: (i) solution of acoustic equation system; (ii) solution of nonlinear scalar hyperbolic PDEs; (iii) solution of nonlinear hyperbolic systems of PDEs.

97 MATHEMATICS AND COMPUTING↗

TNet: A Model-Constrained Tikhonov Network Approach for Inverse Problems

Deep learning (DL), in particular deep neural networks, by default is purely data-driven and in general does not require physics. This is the strength of DL but also one of its key limitations when applied to science and engineering problems in which underlying physical properties—such as stability, conservation, and positivity—and accuracy are required. DL methods in their original forms are often not capable of respecting the underlying mathematical models or achieving desired accuracy even in big-data regimes. On the other hand, many data-driven science and engineering problems, such as inverse problems, typically have limited experimental or observational data, and DL would overfit the data in this case. Leveraging information encoded in the underlying mathematical models, we argue, not only compensates for missing information in low data regimes but also provides opportunities to equip DL methods with the underlying physics, hence promoting better generalization. This paper develops a model-constrained DL approach and its variant TNet—a Tikhonov neural network—which are capable of learning not only information hidden in the training data but also in the underlying mathematical models to solve inverse problems governed by partial differential equations in low data regimes. We provide the constructions and some theoretical results for the proposed approaches for both linear and nonlinear inverse problems. Since TNet is designed to learn inverse solutions with Tikhonov regularization, it is interpretable: in fact it recovers Tikhonov solutions for linear cases while potentially approximating Tikhonov solutions for nonlinear inverse problems. We also prove that data randomization can enhance not only the smoothness of the networks but also their generalizations. Comprehensive numerical results confirm the theoretical findings and show that with even as little as 1 training data sample for one-dimensional (1D) deconvolution, 5 for an inverse 2D heat conductivity problem, 100 for inverse initial conditions for a time-dependent 2D Burgers’s equation, and 50 for inverse initial conditions for 2D Navier–Stokes equations, TNet solutions can be as accurate as Tikhonov solutions while being several orders of magnitude faster. Furthermore, this is possible owing to the model-constrained term, replications, and randomization.

97 MATHEMATICS AND COMPUTING↗

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Here, we study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call "exponential decay of sensitivity" (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e., initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a partial differential equations (PDE) control problem to validate our theory, and show that the approach is significantly more efficient than alternating direction method of multipliers and as efficient as the centralized interior-point solver.

42 ENGINEERING↗

Automatic Differentiation in MetaPhysicL and Its Applications in MOOSE

Efficient solution via Newton’s method of nonlinear systems of equations requires an accurate representation of the Jacobian, corresponding to the derivatives of the component residual equations with respect to the degrees of freedom. In practice these systems of equations often arise from spatial discretization of partial differential equations used to model physical phenomena. These equations may involve domain motion or material equations that are complex functions of the systems’ degrees of freedom. Computing the Jacobian by hand in these situations is arduous and prone to error. Finite difference approximations of the Jacobian or its action are prone to truncation error, especially in multiphysics settings. Symbolic differentiation packages may be used, but often result in an excessive number of terms in realistic model scenarios. An alternative to symbolic and numerical differentiation is automatic differentiation (AD), which propagates derivatives with every elementary operation of a computer program, corresponding to continual application of the chain rule. Automatic differentiation offers the guarantee of an exact Jacobian at a relatively small overhead cost. In this work, we outline the adoption of AD in the Multiphysics Object Oriented Simulation Environment (MOOSE) via the MetaPhysicL package. We describe the application of MOOSE’s AD capability to several sets of physics that were previously infeasible to model via hand-coded or Jacobian-free simulation techniques, including arbitrary Lagrangian-Eulerian and level-set simulations of laser melt pools, phase-field simulations with free energies provided through neural networks, and metallic nuclear fuel simulations that require inner Newton loop calculation of nonlinear material properties.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

ECLEIRS: Exact conservation law embedded identification of reduced states for parameterized nonlinear conservation laws from sparse and noisy data

Multi-query applications such as parameter estimation, uncertainty quantification and design optimization for parameterized partial differential equation (PDE) systems are expensive. While reduced/latent state dynamics approaches for parameterized PDEs offer a viable alternative, these approaches rely on high-quality data and struggle with highly sparse spatiotemporal noisy measurements typically obtained from experiments. Furthermore, there is no guarantee that these models satisfy governing physical conservation laws. In this article, we propose a reduced state dynamics approach, referred to as ECLEIRS, that embeds exact conservation in the solution and flux representation by utilizing a space-time divergence-free neural network formulation. We compare ECLEIRS with other reduced state dynamics approaches, those that do not enforce any physical constraints and those with physics-informed loss functions, for three shock-propagation problems: 1-D advection, 1-D Burgers and 2-D Euler equations. In conclusion, the numerical experiments conducted in this study demonstrate that ECLEIRS provides the most accurate prediction of dynamics for unseen parameters even in the presence of highly sparse and noisy data.

97 MATHEMATICS AND COMPUTING↗

Neural operator transformers capture bifurcating drift-wave turbulence in fusion plasma simulations

Self-consistent modeling of turbulence-driven transport is critical for optimizing confinement in magnetically confined fusion plasmas, such as tokamaks and stellarators. In particular, capturing the long-term co-evolution of turbulence, flow, and background plasma profiles remains computationally challenging. Direct numerical simulation of these multiscale, highly nonlinear processes is often demanding and impractical for real-time control or design optimization. To address this bottleneck, we investigate transformer-based neural operator partial differential equation surrogates for emulating the dynamics of drift-wave turbulence bifurcation mediated by zonal flows, using the modified Hasegawa–Wakatani (MHW) model as a prototypical system. We find that the finetuned neural operator model has excellent performance in capturing the multi-spatiotemporal-scales of MHW turbulence bifurcation and is robust to testing on rare and out-of-distribution dynamics. Specifically, we demonstrate that a single unified model accurately predicts both quasi-steady-state turbulence and a wide range of dynamical transition processes, such as nonlinear saturation, spontaneous suppression of turbulence, and the emergence of macroscopic zonal flows, over time horizons vastly exceeding the local turbulence correlation time. This computationally efficient approach establishes a strong foundation for fast, AI-based modeling of complex, multiscale phenomena in magnetized fusion plasmas.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs

We study solution sensitivity for nonlinear programs (NLPs) whose structures are induced by graphs. These NLPs arise in many applications such as dynamic optimization, stochastic optimization, optimization with partial differential equations, and network optimization. We illustrate that for a given pair of nodes, the sensitivity of the primal-dual solution at one node against a data perturbation at the other node decays exponentially with respect to the distance between these two nodes on the graph. In other words, the solution sensitivity decays as one moves away from the perturbation point. This result, which we call exponential decay of sensitivity, holds under the strong second-order sufficiency condition and the linear independence constraint qualification. We also present conditions under which the decay rate remains uniformly bounded; this allows us to characterize the sensitivity behavior of NLPs defined over subgraphs of infinite graphs. The theoretical developments are illustrated with numerical examples.

97 MATHEMATICS AND COMPUTING↗

Gaussian processes meet NeuralODEs: a Bayesian framework for learning the dynamics of partially observed systems from scarce and noisy data

We present a machine learning framework (GP-NODE) for Bayesian model discovery from partial, noisy and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of differentiable programming to propagate gradient information through ordinary differential equation solvers and perform Bayesian inference with respect to unknown model parameters using Hamiltonian Monte Carlo sampling and Gaussian Process priors over the observed system states. This allows us to exploit temporal correlations in the observed data, and efficiently infer posterior distributions over plausible models with quantified uncertainty. The use of the Finnish Horseshoe as a sparsity-promoting prior for free model parameters also enables the discovery of parsimonious representations for the latent dynamics. A series of numerical studies is presented to demonstrate the effectiveness of the proposed GP-NODE method including predator–prey systems, systems biology and a 50-dimensional human motion dynamical system. This article is part of the theme issue ‘Data-driven prediction in dynamical systems’.

Science & Technology - Other Topics↗

Unsupervised discovery of nonlinear plasma physics using differentiable kinetic simulations

Plasma supports collective modes and particle–wave interactions that lead to complex behaviour in, for example, inertial fusion energy applications. While plasma can sometimes be modelled as a charged fluid, a kinetic description is often crucial for studying nonlinear effects in the higher-dimensional momentum–position phase space that describes the full complexity of the plasma dynamics. We create a differentiable solver for the three-dimensional partial-differential equation describing the plasma kinetics and introduce a domain-specific objective function. Using this framework, we perform gradient-based optimization of neural networks that provide forcing function parameters to the differentiable solver given a set of initial conditions. We apply this to an inertial-fusion-relevant configuration and find that the optimization process exploits a novel physical effect.

plasma nonlinear phenomena↗

Encoder–decoder neural network for solving the nonlinear Fokker–Planck–Landau collision operator in XGC

An encoder–decoder neural network has been used to examine the possibility for acceleration of a partial integro-differential equation, the Fokker–Planck–Landau collision operator. This is part of the governing equation in the massively parallel particle-in-cell code XGC, which is used to study turbulence in fusion energy devices. The neural network emphasizes physics-inspired learning, where it is taught to respect physical conservation constraints of the collision operator by including them in the training loss, along with the ℓ 2 loss. In particular, network architectures used for the computer vision task of semantic segmentation have been used for training. A penalization method is used to enforce the ‘soft’ constraints of the system and integrate error in the conservation properties into the loss function. During training, quantities representing the particle density, momentum and energy for all species of the system are calculated at each configuration vertex, mirroring the procedure in XGC. This simple training has produced a median relative loss, across configuration space, of the order of 10 –4 , which is low enough if the error is of random nature, but not if it is of drift nature in time steps. The run time for the current Picard iterative solver of the operator is O(n 2 ), where n is the number of plasma species. As the XGC1 code begins to attack problems including a larger number of species, the collision operator will become expensive computationally, making the neural network solver even more important, especially since its training only scales as O(n). Here, a wide enough range of collisionality has been considered in the training data to ensure the full domain of collision physics is captured. An advanced technique to decrease the losses further will be subject of a subsequent report. Eventual work will include expansion of the network to include multiple plasma species.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Black and gray box learning of amplitude equations: Application to phase field systems

Here, we present a data-driven approach to learning surrogate models for amplitude equations and illustrate its application to interfacial dynamics of phase field systems. In particular, we demonstrate learning effective partial differential equations describing the evolution of phase field interfaces from full phase field data. We illustrate this on a model phase field system, where analytical approximate equations for the dynamics of the phase field interface (a higher-order eikonal equation and its approximation, the Kardar-Parisi-Zhang equation) are known. For this system, we discuss data-driven approaches for the identification of equations that accurately describe the front interface dynamics. When the analytical approximate models mentioned above become inaccurate, as we move beyond the region of validity of the underlying assumptions, the data-driven equations outperform them. In these regimes, going beyond black box identification, we explore different approaches to learning data-driven corrections to the analytically approximate models, leading to effective gray box partial differential equations.

42 ENGINEERING↗