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At least 109 records · Page 6

Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics

We address a three-tier numerical framework based on nonlinear manifold learning for the forecasting of high-dimensional time series, relaxing the “curse of dimensionality” related to the training phase of surrogate/machine learning models. At the first step, we embed the high-dimensional time series into a reduced low-dimensional space using nonlinear manifold learning (local linear embedding and parsimonious diffusion maps). Then, we construct reduced-order surrogate models on the manifold (here, for our illustrations, we used multivariate autoregressive and Gaussian process regression models) to forecast the embedded dynamics. Finally, we solve the pre-image problem, thus lifting the embedded time series back to the original high-dimensional space using radial basis function interpolation and geometric harmonics. The proposed numerical data-driven scheme can also be applied as a reduced-order model procedure for the numerical solution/propagation of the (transient) dynamics of partial differential equations (PDEs). In conclusion, we assess the performance of the proposed scheme via three different families of problems: (a) the forecasting of synthetic time series generated by three simplistic linear and weakly nonlinear stochastic models resembling electroencephalography signals, (b) the prediction/propagation of the solution profiles of a linear parabolic PDE and the Brusselator model (a set of two nonlinear parabolic PDEs), and (c) the forecasting of a real-world data set containing daily time series of ten key foreign exchange rates spanning the time period 3 September 2001–29 October 2020.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Operator inference for non-intrusive model reduction of systems with non-polynomial nonlinear terms

Here in this work we present a non-intrusive model reduction method to learn low-dimensional models of dynamical systems with non-polynomial nonlinear terms that are spatially local and that are given in analytic form. In contrast to state-of-the-art model reduction methods that are intrusive and thus require full knowledge of the governing equations and the operators of a full model of the discretized dynamical system, the proposed approach requires only the non-polynomial terms in analytic form and learns the rest of the dynamics from snapshots computed with a potentially black-box full-model solver. The proposed method learns operators for the linear and polynomially nonlinear dynamics via a least-squares problem, where the given non-polynomial terms are incorporated on the right-hand side. The least-squares problem is linear and thus can be solved efficiently in practice. The proposed method is demonstrated on three problems governed by partial differential equations, namely the diffusion–reaction Chafee–Infante model, a tubular reactor model for reactive flows, and a batch-chromatography model that describes a chemical separation process. The numerical results provide evidence that the proposed approach learns reduced models that achieve comparable accuracy as models constructed with state-of-the-art intrusive model reduction methods that require full knowledge of the governing equations.

42 ENGINEERING↗

The Schwarz Alternating Method for the Seamless Coupling of Nonlinear Reduced Order Models and Full Order Models

Projection-based model order reduction allows for the parsimonious representation of full order models (FOMs), typically obtained through the discretization of a set of partial differential equations (PDEs) using conventional techniques (e.g., finite element, finite volume, finite difference methods) where the discretization may contain a very large number of degrees of freedom. As a result of this more compact representation, the resulting projection-based reduced order models (ROMs) can achieve considerable computational speedups, which are especially useful in real-time or multi-query analyses. One known deficiency of projection-based ROMs is that they can suffer from a lack of robustness, stability and accuracy, especially in the predictive regime, which ultimately limits their useful application. Another research gap that has prevented the widespread adoption of ROMs within the modeling and simulation community is the lack of theoretical and algorithmic foundations necessary for the “plug-and-play” integration of these models into existing multi-scale and multi-physics frameworks. This paper describes a new methodology that has the potential to address both of the aforementioned deficiencies by coupling projection-based ROMs with each other as well as with conventional FOMs by means of the Schwarz alternating method [41]. Leveraging recent work that adapted the Schwarz alternating method to enable consistent and concurrent multiscale coupling of finite element FOMs in solid mechanics [35, 36], we present a new extension of the Schwarz framework that enables FOM-ROM and ROM-ROM coupling, following a domain decomposition of the physical geometry on which a PDE is posed. In order to maintain efficiency and achieve computation speed-ups, we employ hyper-reduction via the Energy-Conserving Sampling and Weighting (ECSW) approach [13]. We evaluate the proposed coupling approach in the reproductive as well as in the predictive regime on a canonical test case that involves the dynamic propagation of a traveling wave in a nonlinear hyper-elastic material.

97 MATHEMATICS AND COMPUTING↗

Understanding latent timescales in neural ordinary differential equation models of advection-dominated dynamical systems

The neural ordinary differential equation (ODE) framework has shown considerable promise in recent years in developing highly accelerated surrogate models for complex physical systems characterized by partial differential equations (PDEs). For PDE-based systems, state-of-the-art neural ODE strategies leverage a two-step procedure to achieve this acceleration: a nonlinear dimensionality reduction step provided by an autoencoder, and a time integration step provided by a neural-network based model for the resultant latent space dynamics (the neural ODE). This work explores the applicability of such autoencoder-based neural ODE strategies for PDEs in which advection terms play a critical role. More specifically, alongside predictive demonstrations, physical insight into the sources of model acceleration (i.e., how the neural ODE achieves its acceleration) is the scope of the current study. Such investigations are performed by quantifying the effects of both autoencoder and neural ODE components on latent system time-scales using eigenvalue analysis of dynamical system Jacobians. To this end, the sensitivity of various critical training parameters – de-coupled versus end-to-end training, latent space dimensionality, and the role of training trajectory length, for example – to both model accuracy and the discovered latent system timescales is quantified. Furthermore, this work specifically uncovers the key role played by the training trajectory length (the number of rollout steps in the loss function during training) on the latent system timescales: larger trajectory lengths correlate with an increase in limiting neural ODE time-scales, and optimal neural ODEs are found to recover the largest time-scales of the full-order (ground-truth) system. Demonstrations are performed across fundamentally different unsteady fluid dynamics configurations influenced by advection: (1) the Kuramoto–Sivashinsky equations (2) Hydrogen-Air channel detonations (the compressible reacting Navier–Stokes equations with detailed chemistry), and (3) 2D Atmospheric flow.

Advection-dominated dynamical systems↗

Semiclassical theory and the Koopman-van Hove equation *

Abstract The phase space Koopman-van Hove (KvH) equation can be derived from the asymptotic semiclassical analysis of partial differential equations. Semiclassical theory yields the Hamilton–Jacobi equation for the complex phase factor and the transport equation for the amplitude. These two equations can be combined to form a nonlinear semiclassical version of the KvH equation in configuration space. There is a natural injection of configuration space solutions into phase space and a natural projection of phase space solutions onto configuration space. Hence, every solution of the configuration space KvH equation satisfies both the semiclassical phase space KvH equation and the Hamilton–Jacobi constraint. For configuration space solutions, this constraint resolves the paradox that there are two different conserved densities in phase space. For integrable systems, the KvH spectrum is the Cartesian product of a classical and a semiclassical spectrum. If the classical spectrum is eliminated, then, with the correct choice of Jeffreys–Wentzel–Kramers–Brillouin (JWKB) matching conditions, the semiclassical spectrum satisfies the Einstein–Brillouin–Keller quantization conditions which include the correction due to the Maslov index. However, semiclassical analysis uses different choices for boundary conditions, continuity requirements, and the domain of definition. For example, use of the complex JWKB method allows for the treatment of tunneling through the complexification of phase space. Finally, although KvH wavefunctions include the possibility of interference effects, interference is not observable when all observables are approximated as local operators on phase space. Observing interference effects requires consideration of nonlocal operations, e.g. through higher orders in the asymptotic theory.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Operation of Natural Gas Pipeline Networks With Storage Under Transient Flow Conditions

Here, we formulate a nonlinear optimal control problem for intraday operation of a natural gas pipeline network that includes storage reservoirs. The dynamics of compressible gas flow through pipes, compressors, reservoirs, and wells are considered. In particular, a reservoir is modeled as a rigid, hollow container that stores gas under isothermal conditions and uniform density, and a well is modeled as a vertical pipe. For each pipe, flow dynamics are described by a coupled partial differential equation (PDE) system in density and mass flux variables, with momentum dissipation modeled using the Darcy–Wiesbach friction approximation. Compressors are modeled as scaling up the pressure of gas between the inlet and outlet. The governing equations for all network components are spatially discretized and assembled into a nonlinear differential-algebraic equation (DAE) system, which synthesizes above-ground pipeline and subsurface reservoir dynamics into a single reduced-order model. We seek to maximize an objective function that quantifies economic profit and network efficiency subject to the flow equations and inequalities that represent operating limitations. The problem is solved using a primal–dual interior point solver, and the solutions are validated in computational experiments and simulations on several pipeline test networks to demonstrate the effectiveness of the proposed methodology.

03 NATURAL GAS↗

Convergence Criteria for Multiphysics Simulations

The behavior of engineered systems is often influenced by multiple physical phenomena, such as mechanical deformation, heat transfer, and chemical species transport and reactions. There are often strong interactions between these phenomena, and there is increasing interest in applying coupled-physics models to improve understanding of physical behavior under complex environmental conditions. Multiple simulation frameworks that facilitate coupled-physics simulations are in widespread use, and these employ a variety of techniques to account for interactions between those physics. Many frameworks solve the physics models independently and transfer results between them. Alternatively, a single monolithic system of equations for every physics model can be formed and solved. Each of these approaches has its benefits and drawbacks, and the optimal approach varies depending on the nature of the problem. The open-source MOOSE framework was developed targeting solution of large-scale multiphysics problems. Although it provides options for all these coupling approaches, its standard approach for multiphysics solutions is to form and solve a single monolithic system of equations containing the unknowns for all physics models. MOOSE provides a streamlined approach for users to define the solution variables, the terms in the partial differential equations pertaining to each variable, and interactions between solution variables. One aspect of the monolithic solution approach that can be problematic, however, is defining appropriate convergence criteria for the nonlinear system. A standard approach is to determine convergence is to simply take a norm of the residual vector corresponding to the full vector of unknowns. However, if the residual vector contains variables for multiple physics models, the magnitudes of those variables can differ significantly, and the variables can converge at significantly different rates from each other. It is important to ensure that the variables for each of the physics are converged, and also ensure that the convergence criteria are not excessively stringent in cases when there is little change in the solution. This talk presents representative multiphysics problems to highlight these issues, and shows strategies for convergence criteria in MOOSE that are robust for multiphysics models under a variety of conditions.

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↗

A higher-order finite-element implementation of the nonlinear Fokker–Planck collision operator for charged particle collisions in a low density plasma

Collisions between particles in a low density plasma are described by the Fokker–Planck collision operator. In applications, this nonlinear integro-differential operator is often approximated by linearised or ad-hoc model operators due to computational cost and complexity. In this work, we present an implementation of the nonlinear Fokker–Planck collision operator written in terms of Rosenbluth potentials in the Rosenbluth–MacDonald–Judd (RMJ) form. The Rosenbluth potentials may be obtained either by direct integration or by solving partial differential equations (PDEs) similar to Poisson's equation: we optimise for performance and scalability by using sparse matrices to solve the relevant PDEs. We represent the distribution function using a tensor-product continuous-Galerkin finite-element representation and we derive and describe the implementation of the weak form of the collision operator. We present tests demonstrating a successful implementation using an explicit time integrator and we comment on the speed and accuracy of the operator. Finally, we speculate on the potential for applications in the current and next generation of kinetic plasma models.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

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↗

A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial integro-differential equation (PIDE), in which the integro-differential operator consists of both local convection-diffusion and nonlocal diffusion operators. Here, our numerical scheme is based on the direct approximation of the nonlinear Feynman–Kac formula that establishes a link between nonlinear PIDEs and stochastic differential equations. The exploitation of the Feynman–Kac representation avoids solving dense linear systems arising from nonlocal operators. Compared with existing stochastic approaches, our method can achieve first-order convergence after balancing the temporal and spatial discretization errors, which is a significant improvement of existing probabilistic/stochastic methods for nonlocal diffusion problems. Error analysis of our numerical scheme is established. The effectiveness of our approach is shown in two numerical examples. The first example considers a three-dimensional nonlocal diffusion equation to numerically verify the error analysis results. The second example presents a physics problem motivated by the study of heat transport in magnetically confined fusion plasmas.

97 MATHEMATICS AND COMPUTING↗

Broadband piezoelectric energy harvesting microgyroscopes: Design and nonlinear analysis

Small devices in remote or difficult-to-reach areas can benefit from harvesting energy from mechanical wasted energy, which reduces the requirement for a new power source. A multi-purpose energy harvesting microgyroscope system based on piezoelectric materials is suggested. The necessity of taking spatially varying electrostatic forces is examined. Considering the effects of the system's width and thickness, DC voltage, and angular speed the systems inherent frequencies are found. The partial differential equations describing the system's dynamics are numerically solved by using the differential quadrature method. Further, the numerical analysis enables to identify the optimal system design for broadband energy harvesting. The simulation results reveal that a system with a non-symmetric beam design is adequate for broadband energy harvesting. This is associated with the applied DC voltage, which may be modified to improve the broadband frequency of the system. It is concluded that the nonlinear softening effects create a broadband frequency response with high voltage output. However, DC and AC voltages need to be carefully selected in order to avoid the dynamic pull-in.

30 DIRECT ENERGY CONVERSION↗

Operator inference for non-intrusive model reduction with quadratic manifolds

This paper proposes a novel approach for learning a data-driven quadratic manifold from high-dimensional data, then employing this quadratic manifold to derive efficient physics-based reduced-order models. The key ingredient of the approach is a polynomial mapping between high-dimensional states and a low-dimensional embedding. This mapping consists of two parts: a representation in a linear subspace (computed in this work using the proper orthogonal decomposition) and a quadratic component. The approach can be viewed as a form of data-driven closure modeling, since the quadratic component introduces directions into the approximation that lie in the orthogonal complement of the linear subspace, but without introducing any additional degrees of freedom to the low-dimensional representation. Combining the quadratic manifold approximation with the operator inference method for projection-based model reduction leads to a scalable non-intrusive approach for learning reduced-order models of dynamical systems. Further, applying the new approach to transport-dominated systems of partial differential equations illustrates the gains in efficiency that can be achieved over approximation in a linear subspace.

42 ENGINEERING↗

Aircraft Icing Severity Evaluation

Aircraft icing refers to the ice buildup on the surface of an aircraft flying in icing conditions. The ice accretion on the aircraft alters the original aerodynamic configuration and degrades the aerodynamic performances and may lead to unsafe flight conditions. Evaluating the flow structure, icing mechanism and consequences is of great importance to the development of an anti/deicing technique. Studies have shown computational fluid dynamics (CFD) and machine learning (ML) to be effective in predicting the ice shape and icing severity under different flight conditions. CFD solves a set of partial differential equations to obtain the air flow fields, water droplets trajectories and ice shape. ML is a branch of artificial intelligence and, based on the data, the self-improved computer algorithms can be effective in finding the nonlinear mapping relationship between the input flight conditions and the output aircraft icing severity features.

Li, Sibo (ORCID:000000021705844X)↗

Bias-Variance Trade-Off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEs

Physics-Informed Neural Networks (PINNs) have triggered a paradigm shift in scientific computing, leveraging mesh-free properties and robust approximation capabilities. While proving effective for low-dimensional partial differential equations (PDEs), the computational cost of PINNs remains a hurdle in high-dimensional scenarios. This is particularly pronounced when computing high-order and high-dimensional derivatives in the physics-informed loss. Randomized Smoothing PINN (RS-PINN) introduces Gaussian noise for stochastic smoothing of the original neural net model, enabling the use of Monte Carlo methods for derivative approximation, which eliminates the need for costly automatic differentiation. Despite its computational efficiency, especially in the approximation of high-dimensional derivatives, RS-PINN introduces biases in both loss and gradients, negatively impacting convergence, especially when coupled with stochastic gradient descent (SGD) algorithms. We present a comprehensive analysis of biases in RS-PINN, attributing them to the nonlinearity of the Mean Squared Error (MSE) loss as well as the intrinsic nonlinearity of the PDE itself. We propose tailored bias correction techniques, delineating their application based on the order of PDE nonlinearity. The derivation of an unbiased RS-PINN allows for a detailed examination of its advantages and disadvantages compared to the biased version. Specifically, the biased version has a lower variance and runs faster than the unbiased version, but it is less accurate due to the bias. To optimize the bias-variance trade-off, we combine the two approaches in a hybrid method that balances the rapid convergence of the biased version with the high accuracy of the unbiased version. In addition to methodological contributions, we present an enhanced implementation of RS-PINN. Extensive experiments on diverse high-dimensional PDEs, including Fokker-Planck, Hamilton-Jacobi-Bellman (HJB), viscous Burgers’, Allen-Cahn, and Sine-Gordon equations, illustrate the bias-variance trade-off and highlight the effectiveness of the hybrid RS-PINN. Empirical guidelines are provided for selecting biased, unbiased, or hybrid versions, depending on the dimensionality and nonlinearity of the specific PDE problem.

97 MATHEMATICS AND COMPUTING↗

Sequential Decision Making (SDM) for Mesh Refinement and Model Selection in Multiscale, Multi-Physics Applications

Intelligent automation and decision support are needed to enhance computational efficiency and robustness in multiscale and multi-physics problems, including materials science, manufacturing, and climate and weather modeling. Current scientific computing approaches for enabling decisions by scientists fail to explore the role of learning, reasoning, and probabilistic planning. Often these decisions are not performed in real-time during the computation but are made prior to the start of the computation, which must be interrupted in order to make changes to the prior choices. Such interruptions at different stages of the computation increase the total computing time and the need for a human expert to frequently monitor the results. State of art scientific computing methods consist of rule-based algorithms that cannot automatically adapt to a dynamically changing computing environment. The development of a Sequential Decision Making (SDM) framework will automate scientific computing by optimizing the policies for mesh refinement, time-stepping, model and algorithm selection, resource allocation, and pre and post-processing. Our agent SDM framework for scientific computing will consist of data-driven learning (Classifier), automated reasoning (contextual knowledge), and probabilistic planning (Reinforcement Learning). In this project, we focused on three problems to demonstrate our SDM framework on a set of ordinary and partial differential equations. Classification of Lorenz system regions using Feed-Forward Neural Networks examined learning in the SDM framework. On the other hand, reasoning and planning in the SDM framework were used in two problems: adaptive time-stepping for nonlinear ODEs using on-policy RL algorithms, and adaptive mesh refinement for 2-D PDEs using off-policy RL algorithms.

97 MATHEMATICS AND COMPUTING↗

On the mechanism of ionization oscillations in Hall thrusters

Low-frequency ionization oscillations involving plasma and neutral density (breathing modes) are the most violent perturbations in Hall thrusters for electric propulsion. Because of its simplicity, the zero-dimensional (0D) predator–prey model of two nonlinearly coupled ordinary differential equations for plasma and neutral density has often been used for the characterization of such oscillations and scaling estimates. In this work, we investigate the properties of its continuum analog, the one-dimensional (1D) system of two nonlinearly coupled equations in partial derivatives (PDEs) for plasma and neutral density. This is a more general model, of which the standard 0D predator–prey model is a special limit case. We show that the 1D model is stable and does not show any oscillations for the boundary conditions relevant to Hall thrusters and the uniform ion velocity. We then propose a reduced 1D model based on two coupled PDEs for plasma and neutral densities that is unstable and exhibit oscillations if the ion velocity profile with the near-the-anode back-flow (toward the anode) region is used. Comparisons of the reduced model with the predictions of the full model that takes into account the self-consistent plasma response show that the main properties of the breathing mode are well captured. In particular, it is shown that the frequency of the breathing mode oscillations is weakly dependent on the final ion velocity but shows a strong correlation with the width of the ion back-flow region.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Proximal Galerkin: A Structure-Preserving Finite Element Method for Pointwise Bound Constraints

The proximal Galerkin finite element method is a high-order, low iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of pointwise bound constraints in infinite-dimensional function spaces. This paper introduces the proximal Galerkin method and applies it to solve free boundary problems, enforce discrete maximum principles, and develop a scalable, mesh-independent algorithm for optimal design with pointwise bound constraints. This paper also introduces the latent variable proximal point (LVPP) algorithm, from which the proximal Galerkin method derives. When analyzing the classical obstacle problem, we discover that the underlying variational inequality can be replaced by a sequence of second-order partial differential equations (PDEs) that are readily discretized and solved with, e.g., the proximal Galerkin method. Throughout this work, we arrive at several contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and certain infinite-dimensional Lie groups; and (3) a gradient-based, bound-preserving algorithm for two-field, density-based topology optimization. The complete proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis. Open-source implementations of our methods accompany this work to facilitate reproduction and broader adoption.

97 MATHEMATICS AND COMPUTING↗