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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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116 records · Page 7
All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Using Co-Optimized Machine Learned Manifolds for Modeling Chemically Reacting Flows

Chemically reacting flows play a key role in a wide range of engineered systems, from chemical and polymer processing to combustion-based energy conversion technologies. Simulations of these flows involve solving a coupled set of partial differential equations for mass, momentum, energy, and all relevant chemical species in the system. Chemical reaction pathways may be extremely complex and involve hundreds or more intermediate species, with reactions that occur over timescales varying by several orders of magnitude - presenting a significant numerical stiffness challenge. The combination of these factors makes simulation of chemically reacting flows vastly more expensive than nonreactive simulations, and often makes direct solution of the governing equations intractable. It is necessary to apply lower-fidelity models in place of the detailed governing equations in order to reduce computational cost to enable reacting flow simulation tools to be used in the engineering design process. Many of the models employed for this purpose are based on reducing the dimension of the thermochemical state, motivated by the observation that the observed thermochemical states in a system lie on a low-dimensional manifold in thermochemical state space. This behavior occurs due to the fast equilibration of certain reactive and transport processes, and physics-based manifold models rely on idealized assumptions about the balance of timescales and the way in which chemistry and transport are coupled. In this work, we apply a novel method for data-driven manifold-based modeling that can leverage data from high-fidelity reacting flow simulations to improve model accuracy in cases where the physics-based modeling assumptions break down. The approach is designed to be broadly applicable across chemically reacting flow systems but is applied here to turbulent combustion modeling.

machine learning↗
DOE OSTI2026

Taylor approximation variance reduction for approximation errors in PDE-constrained Bayesian inverse problems

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a computationally cheaper alternative to the accurate parameter-to-observable mappings and/or may ignore additional unknowns or sources of uncertainty. The Bayesian approximation error (BAE) approach provides a means to account for the induced uncertainties and approximation errors, i.e. the errors between the accurate parameter-to-observable mapping and the surrogate. The statistics of these errors are, however, in general unknown a priori, and are thus calculated using Monte Carlo sampling. Although the sampling is typically carried out offline, i.e. before considering the data, the process can still represent a computational bottleneck. In this work, we develop a scalable computational approach for reducing the costs associated with the sampling stage of the BAE approach. Specifically, we consider the Taylor expansion of the accurate and surrogate forward models with respect to the uncertain parameter fields either as a control variate for variance reduction or as a means to directly and efficiently approximate the mean and covariance of the approximation errors. We propose efficient methods for evaluating the expressions for the mean and covariance of the Taylor approximations based on linear(-ized) PDE solves. Furthermore, the proposed approach is independent of the dimension of the uncertain parameter, depending instead on the intrinsic dimension of the data, ensuring scalability to high-dimensional problems. The potential benefits of the proposed approach are demonstrated for two high-dimensional inverse problems governed by PDE examples, namely for the estimation of a distributed Robin boundary coefficient in a linear diffusion problem, and for a coefficient estimation problem governed by a nonlinear diffusion problem.

Bayesian approximation error↗
DOE OSTI2025

Multi-head physics-informed neural networks for learning functional priors and uncertainty quantification

In numerous applications, the integration of prior knowledge and historical information is essential, particularly for tasks requiring the solution of ordinary or partial differential equations (ODEs/PDEs) in data-sparse or noisy environments. For instance, achieving accurate solutions to time-dependent PDEs with limited initial condition measurements necessitates an effective strategy for embedding prior knowledge. Hard-parameter sharing architectures in neural networks (NNs) have demonstrated success in both traditional and scientific machine learning domains, facilitating the learning of informative representations. Here, in this study, we introduce a novel, yet efficient, method to enhance physics-informed neural networks (PINNs) by incorporating a multi-head structure that enables the learning of functional priors from both empirical data and governing physical laws. This prior information can then be used to address data sparsity and high-level noise in solving ODE/PDE problems with uncertainty quantification (UQ). The approach, termed Multi-Head PINN (MH-PINN), consists of a shared body NN and multiple head NNs, each corresponding to an individual PINN instance. Our framework for functional prior learning is carried out in two stages: (1) training the MH-PINNs to develop a shared body NN alongside multiple head NNs, and (2) employing these trained head NNs to estimate a prior distribution through a normalizing flow-based density estimator. The learned functional prior can then be applied as a regularization mechanism in deterministic contexts or as an informative prior within a Bayesian inference framework, aiding in the resolution of subsequent ODE/PDE tasks. We evaluate the efficacy of MH-PINNs across five benchmark problems, including a high-dimensional parametric PDE, all characterized by data sparsity or substantial noise levels. Our findings reveal that MH-PINNs deliver accurate solutions and robust UQ, demonstrating adaptability across a range of complex and challenging scenarios.

Bayesian inference↗
NASA NTRS2004

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

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

Turpin, Jason B.↗
DOE OSTI2024

Fourier-MIONet: Fourier-enhanced multiple-input neural operators for multiphase modeling of geological carbon sequestration

Geologic carbon sequestration (GCS) is a safety-critical technology that aims to reduce the amount of carbon dioxide in the atmosphere, which also places high demands on reliability. Multiphase flow in porous media is essential to understand CO 2 migration and pressure fields in the subsurface associated with GCS. However, numerical simulation for such problems in 4D is computationally challenging and expensive, due to the multiphysics and multiscale nature of the highly nonlinear governing partial differential equations (PDEs). It prevents us from considering multiple subsurface scenarios and conducting real-time optimization. Here, we develop a Fourier-enhanced multiple-input neural operator (Fourier-MIONet) to learn the solution operator of the problem of multiphase flow in porous media. Fourier-MIONet utilizes the recently developed framework of the multiple-input deep neural operators (MIONet) and incorporates the Fourier neural operator (FNO) in the network architecture. Once Fourier-MIONet is trained, it can predict the evolution of saturation and pressure of the multiphase flow under various reservoir conditions, such as permeability and porosity heterogeneity, anisotropy, injection configurations, and multiphase flow properties. Compared to the enhanced FNO (U-FNO), the proposed Fourier-MIONet has 90% fewer unknown parameters, and it can be trained in significantly less time (about 3.5 times faster) with much lower CPU memory (<15%) and GPU memory (<35%) requirements, to achieve similar prediction accuracy. In addition to the lower computational cost, Fourier-MIONet can be trained with only 6 snapshots of time to predict the PDE solutions for 30 years. Furthermore, we observed that Fourier-MIONet can maintain good accuracy when predicting out-of-distribution (OOD) data. The excellent generalizability of Fourier-MIONet is enabled by its adherence to the physical principle that the solution to a PDE is continuous over time. Furthermore, the developed Fourier-MIONet makes it possible to solve the long-time evolution of geological carbon sequestration in a large-scale three-dimensional space accurately and efficiently.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo

In this work we develop a new hierarchical multilevel approach to generate Gaussian random field realizations in an algorithmically scalable manner that is well suited to incorporating into multilevel Markov chain Monte Carlo (MCMC) algorithms. This approach builds off of other partial differential equation (PDE) approaches for generating Gaussian random field realizations; in particular, a single field realization may be formed by solving a reaction-diffusion PDE with a spatial white noise source function as the right-hand side. While these approaches have been explored to accelerate forward uncertainty quantification tasks, e.g., multilevel Monte Carlo, the previous constructions are not directly applicable to multilevel MCMC frameworks which build fine-scale random fields in a hierarchical fashion from coarse-scale random fields. Our new hierarchical multilevel method relies on a hierarchical decomposition of the white noise source function in $L^2$ which allows us to form Gaussian random field realizations across multiple levels of discretization in a way that fits into multilevel MCMC algorithmic frameworks. After presenting our main theoretical results and numerical scaling results to showcase the utility of this new hierarchical PDE method for generating Gaussian random field realizations, this method is tested on a four-level MCMC algorithm to explore its feasibility.

algebraic multigrid↗
DOE OSTI2024

GPU-enabled extreme-scale turbulence simulations: Fourier pseudo-spectral algorithms at the exascale using OpenMP offloading

Fourier pseudo-spectral methods for nonlinear partial differential equations are of wide interest in many areas of advanced computational science, including direct numerical simulation of three-dimensional (3-D) turbulence governed by the Navier-Stokes equations in fluid dynamics. This paper presents a new capability for simulating turbulence at a new record resolution up to 35 trillion grid points, on the world's first exascale computer, Frontier, comprising AMD MI250x GPUs with HPE's Slingshot interconnect and operated by the US Department of Energy's Oak Ridge Leadership Computing Facility (OLCF). Key programming strategies designed to take maximum advantage of the machine architecture involve performing almost all computations on the GPU which has the same memory capacity as the CPU, performing all-to-all communication among sets of parallel processes directly on the GPU, and targeting GPUs efficiently using OpenMP offloading for intensive number-crunching including 1-D Fast Fourier Transforms (FFT) performed using AMD ROCm library calls. With 99% of computing power on Frontier being on the GPU, leaving the CPU idle leads to a net performance gain via avoiding the overhead of data movement between host and device except when needed for some I/O purposes. Memory footprint including the size of communication buffers for MPI_ALLTOALL is managed carefully to maximize the largest problem size possible for a given node count. Detailed performance data including separate contributions from different categories of operations to the elapsed wall time per step are reported for five grid resolutions, from 2048 3 on a single node to 32768 3 on 4096 or 8192 nodes out of 9408 on the system. Both 1D and 2D domain decompositions which divide a 3D periodic domain into slabs and pencils respectively are implemented. The present code suite (labeled by the acronym GESTS, GPUs for Extreme Scale Turbulence Simulations) achieves a figure of merit (in grid points per second) exceeding goals set in the Center for Accelerated Application Readiness (CAAR) program for Frontier. The performance attained is highly favorable in both weak scaling and strong scaling, with notable departures only for 2048 3 where communication is entirely intra-node, and for 32768 3 , where a challenge due to small message sizes does arise. Communication performance is addressed further using a lightweight test code that performs all-to-all communication in a manner matching the full turbulence simulation code. Performance at large problem sizes is affected by both small message size due to high node counts as well as dragonfly network topology features on the machine, but is consistent with official expectations of sustained performance on Frontier. Overall, although not perfect, the scalability achieved at the extreme problem size of 32768 3 (and up to 8192 nodes — which corresponds to hardware rated at just under 1 exaflop/sec of theoretical peak computational performance) is arguably better than the scalability observed using prior state-of-the-art algorithms on Frontier's predecessor machine (Summit) at OLCF. New science results for the study of intermittency in turbulence enabled by this code and its extensions are to be reported separately in the near future.

3D fast Fourier transform↗
NASA NTRS2010

Physics-Based Methods of Failure Analysis and Diagnostics in Human Space Flight

The Integrated Health Management (IHM) for the future aerospace systems requires to interface models of multiple subsystems in an efficient and accurate information environment at the earlier stages of system design. The complexity of modern aeronautic and aircraft systems (including e.g. the power distribution, flight control, solid and liquid motors) dictates employment of hybrid models and high-level reasoners for analysing mixed continuous and discrete information flow involving multiple modes of operation in uncertain environments, unknown state variables, heterogeneous software and hardware components. To provide the information link between key design/performance parameters and high-level reasoners we rely on development of multi-physics performance models, distributed sensors networks, and fault diagnostic and prognostic (FD&P) technologies in close collaboration with system designers. The main challenges of our research are related to the in-flight assessment of the structural stability, engine performance, and trajectory control. The main goal is to develop an intelligent IHM that not only enhances components and system reliability, but also provides a post-flight feedback helping to optimize design of the next generation of aerospace systems. Our efforts are concentrated on several directions of the research. One of the key components of our strategy is an innovative approach to the diagnostics/prognostics based on the real time dynamical inference (DI) technologies extended to encompass hybrid systems with hidden state trajectories. The major investments are into the multiphysics performance modelling that provides an access of the FD&P technologies to the main performance parameters of e.g. solid and liquid rocket motors and composite materials of the nozzle and case. Some of the recent results of our research are discussed in this chapter. We begin by introducing the problem of dynamical inference of stochastic nonlinear models and reviewing earlier results. Next, we present our analytical approach to the solution of this problem based on the path integral formulation. The resulting algorithm does not require an extensive global search for the model parameters, provides optimal compensation for the effects of dynamical noise, and is robust for a broad range of dynamical models. In the following Section the strengths of the algorithm are illustrated illustrated by inferring the parameters of the stochastic Lorenz system and comparing the results with those of earlier research. Next, we discuss a number of recent results in application to the development of the IHM for aerospace system. Firstly, we apply dynamical inference approach to a solution of classical three tank problems with mixed unknown continuous and binary parameters. The problem is considered in the context of ground support system for filling fuel tanks of liquid rocket motors. It is shown that the DI algorithm is well suited for successful solution of a hybrid version of this benchmark problem even in the presence of additional periodic and stochastic perturbation of unknown strength. Secondly, we illustrate our approach by its application to an analysis of the nozzle fault in a solid rocket motor (SRM). The internal ballistics of the SRM is modelled as a set of one-dimensional partial differential equations coupled to the dynamics of the propellant regression. In this example we are specifically focussed on the inference of discrete and continuous parameters of the nozzle blocking fault and on the possibility of an application of the DI algorithm to reducing the probability of "misses" of an on-board FD&P for SRM. In the next section re-contact problem caused by first stage/upper stage separation failure is discussed. The reaction forces imposed on the nozzle of the upper stage during the re-contact and their connection to the nozzle damage and to the thrust vector control (TVC) signal are obtained. It is shown that transient impact induced torquean be modelled as a response of an effective damped oscillator. A possible application of the DI algorithm to the inference of damage parameters and predicting fault dynamics ahead of time using the actuator signal is discussed. Finally, we formulate Bayesian inferential framework for development of the IHM system for in-flight structural health monitoring (SHM) of composite materials. We consider the signal generated by piezoelectric actuator mounted on composite structure generating elastic waves in it. The signal received by the sensor is than compared with the baseline signal. The possibility of damage inference is discussed in the context of development of the SHM.

Smelyanskiy, Vadim N.↗