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At least 127 records · Page 7

Parallels between control PDE's (Partial Differential Equations) and systems of ODE's (Ordinary Differential Equations)

System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.

Hunt, L. R.↗

Parallels between control PDE's and systems of ODE's

System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differential equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.

Hunt, L. R.↗

Correspondence between discrete and continuous models of excitable media: trigger waves

We present a theoretical framework for relating continuous partial differential equation (PDE) models of excitable media to discrete cellular automata (CA) models on a randomized lattice. These relations establish a quantitative link between the CA model and the specific physical system under study. We derive expressions for the CA model's plane wave speed, critical curvature, and effective diffusion constant in terms of the model's internal parameters (the interaction radius, excitation threshold, and time step). We then equate these expressions to the corresponding quantities obtained from solution of the PDEs (for a fixed excitability). This yields a set of coupled equations with a unique solution for the required CA parameter values. Here we restrict our analysis to "trigger" wave solutions obtained in the limiting case of a two-dimensional excitable medium with no recovery processes. We tested the correspondence between our CA model and two PDE models (the FitzHugh-Nagumo medium and a medium with a "sawtooth" nonlinear reaction source) and found good agreement with the numerical solutions of the PDEs. Our results suggest that the behavior of trigger waves is actually controlled by a small number of parameters.

Non-NASA Center↗

Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs), especially with arbitrary initial data. We address this problem by taking advantage of recent advances in scientific machine learning and the spectral dynamically orthogonal (DO) and borthogonal (BO) methods for representing stochastic processes. The recently introduced DO/BO methods reduce the SPDE to solving a system of deterministic PDEs and a system of stochastic ordinary differential equations. Specifically, we propose two new physics-informed neural networks (PINNs) for solving time-dependent SPDEs, namely the neural network (NN)-DO/BO methods. The proposed methods incorporate the DO/BO constraints into the loss function (along with the modal decomposition of the SPDE) with an implicit form instead of generating explicit expressions for the temporal derivatives of the DO/BO modes. Hence, the NN-DO/BO methods can overcome some of the drawbacks of the original DO/BO methods. For example, we do not need the assumption that the covariance matrix of the random coefficients is invertible as in the original DO method, and we can remove the assumption of no eigenvalue crossing as in the original BO method. Moreover, the NN-DO/BO methods can be used to solve time-dependent stochastic inverse problems with the same formulation and same computational complexity as for forward problems. Furthermore, we demonstrate the capability of the proposed methods via several numerical examples, namely: (1) A linear stochastic advection equation with deterministic initial condition: we obtain good results with the proposed methods, while the original DO/BO methods cannot be applied directly in this case. (2) Long-time integration of the stochastic Burgers' equation: we show the good performance of NN-DO/BO methods, especially the effectiveness of the NN-BO approach for such problems with many eigenvalue crossings during the whole time evolution, while the original BO method fails. (3) Nonlinear reaction diffusion equation: we consider both the forward problem and the inverse problems, including very noisy initial point values, to investigate the flexibility of the NN-DO/BO methods in handling inverse and mixed type problems. Taken together, these simulation results demonstrate that the NN-DO/BO methods can be employed to effectively quantify uncertainty propagation in a wide range of physical problems, but future work should address the efficiency issue of PINNs for forward problems.

97 MATHEMATICS AND COMPUTING↗

Higher-order LaSDI: Reduced order modeling with multiple time derivatives

Solving complex partial differential equations (PDEs) is essential across scientific disciplines but often requires numerical models that can be prohibitively expensive in time-sensitive applications. Reduced-order models (ROMs) address this challenge by exploiting low-dimensional structure to create fast approximations. The Latent Space Dynamics Identification (LaSDI) framework has demonstrated success in learning ROMs for parameterized PDE families, but remains limited to first-order systems. Here, in this paper, we propose Higher-Order LaSDI (HLaSDI), which extends the LaSDI framework to PDEs with arbitrary order of time derivatives. This generalization significantly expands the applicability of LaSDI-based methods to systems previously outside their scope, including hyperbolic PDEs. We demonstrate HLaSDI’s accuracy and efficiency on several linear and nonlinear benchmark problems.

97 MATHEMATICS AND COMPUTING↗

Pattern formation in a coupled membrane-bulk reaction-diffusion model for intracellular polarization and oscillations

Reaction-diffusion systems have been widely used to study spatio-temporal phenomena in cell biology, such as cell polarization. Coupled bulk-surface models naturally include compartmentalization of cytosolic and membrane-bound polarity molecules. Here we study the distribution of the polarity protein Cdc42 in a mass-conserved membrane-bulk model, and explore the effects of diffusion and spatial dimensionality on spatio-temporal pattern formation. We first analyze a one-dimensional (1-D) model for Cdc42 oscillations in fission yeast, consisting of two diffusion equations in the bulk domain coupled to nonlinear ODEs for binding kinetics at each end of the cell. In 1-D, our analysis reveals the existence of symmetric and asymmetric steady states, as well as anti-phase relaxation oscillations typical of slow-fast systems. We then extend our analysis to a two-dimensional (2-D) model with circular bulk geometry, for which species can either diffuse inside the cell or become bound to the membrane and undergo a nonlinear reaction-diffusion process. We also consider a nonlocal system of PDEs approximating the dynamics of the 2-D membrane-bulk model in the limit of fast bulk diffusion. In all three model variants we find that mass conservation selects perturbations of spatial modes that simply redistribute mass. In 1-D, only anti-phase oscillations between the two ends of the cell can occur, and in-phase oscillations are excluded. In higher dimensions, no radially symmetric oscillations are observed. Instead, the only instabilities are symmetry-breaking, either corresponding to stationary Turing instabilities, leading to the formation of stationary patterns, or to oscillatory Turing instabilities, leading to traveling and standing waves. Codimension-two Bogdanov—Takens bifurcations occur when the two distinct instabilities coincide, causing traveling waves to slow down and to eventually become stationary patterns. Our work clarifies the effect of geometry and dimensionality on behaviors observed in ma.ss-conserved cell polarity models.

97 MATHEMATICS AND COMPUTING↗

Multi-fidelity Bayesian neural networks: Algorithms and applications

Here we propose a new class of Bayesian neural networks (BNNs) that can be trained using noisy data of variable fidelity, and we apply them to learn function approximations as well as to solve inverse problems based on partial differential equations (PDEs). These multi-fidelity BNNs consist of three neural networks: The first is a fully connected neural network, which is trained following the maximum a posteriori probability (MAP) method to fit the low-fidelity data; the second is a Bayesian neural network employed to capture the cross-correlation with uncertainty quantification between the low- and high-fidelity data; and the last one is the physics-informed neural network, which encodes the physical laws described by PDEs. For the training of the last two neural networks, we first employ the mean-field variational inference (VI) to maximize the evidence lower bound (ELBO) to obtain informative prior distributions for the hyperparameters in the BNNs, and subsequently we use the Hamiltonian Monte Carlo (HMC) method to estimate accurately the posterior distributions for the corresponding hyperparameters. We demonstrate the accuracy of the present method using synthetic data as well as real measurements. Specifically, we first approximate a one- and four-dimensional function, and then infer the reaction rates in one- and two-dimensional diffusion-reaction systems. Moreover, we infer the sea surface temperature (SST) in the Massachusetts and Cape Cod Bays using satellite images and in-situ measurements. Taken together, our results demonstrate that the present method can capture both linear and nonlinear correlation between the low- and high-fidelity data adaptively, identify unknown parameters in PDEs, and quantify uncertainties in predictions, given a few scattered noisy high-fidelity data. Finally, we demonstrate that we can effectively and efficiently reduce the uncertainties and hence enhance the prediction accuracy with an active learning approach, using as examples a specific one-dimensional function approximation and an inverse PDE problem.

97 MATHEMATICS AND COMPUTING↗

Numerical Study of Multigrid Methods with Various Smoothers for the Elliptical Grid Generation Equations

A robust solver for the elliptic grid generation equations is sought via a numerical study. The system of PDEs is discretized with finite differences, and multigrid methods are applied to the resulting nonlinear algebraic equations. Multigrid iterations are compared with respect to the robustness and efficiency. Different smoothers are tried to improve the convergence of iterations. The methods are applied to four 2D grid generation problems over a wide range of grid distortions. The results of the study help to select smoothing schemes and the overall multigrid procedures for elliptic grid generation.

Golik, W. L.↗

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↗

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↗

A review of high order strong stability preserving two-derivative explicit, implicit, and IMEX methods

High order strong stability preserving time discretizations ensure the nonlinear non-inner-product strong stability properties of spatial discretizations suited for the stable simulation of hyperbolic PDEs in a wide variety of application areas including fluid dynamics, magnetohydrodynamics, semiconductor devices, electromagnetics, and astrophysics. Over the past decade multiderivative time-stepping have been increasingly used for the time-evolution hyperbolic PDEs, so that the strong stability properties of these methods have become important. In this work we review sufficient conditions for a two-derivative multistage method to preserve the strong stability properties of spatial discretizations in a forward Euler and different conditions on the second derivative. In particular we present the strong stability preserving theory for explicit and implicit two-derivative Runge–Kutta schemes, including a special condition on the second derivative under which these implicit methods may be unconditionally strong stability preserving. This special condition is natural for the stiff component of wide range of plasma physics problems, and can be useful in the context of strong stability preserving implicit-explicit multi-derivative Runge–Kutta schemes, where the time-step restriction is then independent of the stiff term. Lastly, we present the strong stability preserving theory for implicit-explicit multi-derivative general linear methods, and some novel second and third order methods where the time-step restriction is independent of the stiff term.

97 MATHEMATICS AND COMPUTING↗

Physics-informed State-space Neural Networks for transport phenomena

This work introduces Physics -informed State -space neural network Models (PSMs), a novel solution to achieving real-time optimization, flexibility, and fault tolerance in autonomous systems, particularly in transportdominated systems such as chemical, biomedical, and power plants. Traditional data -driven methods fall short due to a lack of physical constraints like mass conservation; PSMs address this issue by training deep neural networks with sensor data and physics -informing using components' Partial Differential Equations (PDEs), resulting in a physics -constrained, end -to -end differentiable forward dynamics model. Further, through two in silico experiments - a heated channel and a cooling system loop - we demonstrate that PSMs offer a more accurate approach than a purely data -driven model. In the former experiment, PSMs demonstrated significantly lower average root -mean -square errors across test datasets compared to a purely data -driven neural network, with reductions of 44 %, 48 %, and 94 % in predicting pressure, velocity, and temperature, respectively. Beyond accuracy, PSMs demonstrate a compelling multitask capability, making them highly versatile. In this work, we showcase two: supervisory control of a nonlinear system through a sequentially updated state -space representation and the proposal of a diagnostic algorithm using residuals from each of the PDEs. The former demonstrates PSMs' ability to handle constant and time -dependent constraints, while the latter illustrates their value in system diagnostics and fault detection.

42 ENGINEERING↗

Reduced Order Modeling for Prediction and Control of Large-Scale Systems.

This report describes work performed from June 2012 through May 2014 as a part of a Sandia Early Career Laboratory Directed Research and Development (LDRD) project led by the first author. The objective of the project is to investigate methods for building stable and efficient proper orthogonal decomposition (POD)/Galerkin reduced order models (ROMs): models derived from a sequence of high-fidelity simulations but having a much lower computational cost. Since they are, by construction, small and fast, ROMs can enable real-time simulations of complex systems for onthe- spot analysis, control and decision-making in the presence of uncertainty. Of particular interest to Sandia is the use of ROMs for the quantification of the compressible captive-carry environment, simulated for the design and qualification of nuclear weapons systems. It is an unfortunate reality that many ROM techniques are computationally intractable or lack an a priori stability guarantee for compressible flows. For this reason, this LDRD project focuses on the development of techniques for building provably stable projection-based ROMs. Model reduction approaches based on continuous as well as discrete projection are considered. In the first part of this report, an approach for building energy-stable Galerkin ROMs for linear hyperbolic or incompletely parabolic systems of partial differential equations (PDEs) using continuous projection is developed. The key idea is to apply a transformation induced by the Lyapunov function for the system, and to build the ROM in the transformed variables. It is shown that, for many PDE systems including the linearized compressible Euler and linearized compressible Navier-Stokes equations, the desired transformation is induced by a special inner product, termed the “symmetry inner product”. Attention is then turned to nonlinear conservation laws. A new transformation and corresponding energy-based inner product for the full nonlinear compressible Navier-Stokes equations is derived, and it is demonstrated that if a Galerkin ROM is constructed in this inner product, the ROM system energy will be bounded in a way that is consistent with the behavior of the exact solution to these PDEs, i.e., the ROM will be energy-stable. The viability of the linear as well as nonlinear continuous projection model reduction approaches developed as a part of this project is evaluated on several test cases, including the cavity configuration of interest in the targeted application area. In the second part of this report, some POD/Galerkin approaches for building stable ROMs using discrete projection are explored. It is shown that, for generic linear time-invariant (LTI) systems, a discrete counterpart of the continuous symmetry inner product is a weighted L2 inner product obtained by solving a Lyapunov equation. This inner product was first proposed by Rowley et al., and is termed herein the “Lyapunov inner product“. Comparisons between the symmetry inner product and the Lyapunov inner product are made, and the performance of ROMs constructed using these inner products is evaluated on several benchmark test cases. Also in the second part of this report, a new ROM stabilization approach, termed “ROM stabilization via optimization-based eigenvalue reassignment“, is developed for generic LTI systems. At the heart of this method is a constrained nonlinear least-squares optimization problem that is formulated and solved numerically to ensure accuracy of the stabilized ROM. Numerical studies reveal that the optimization problem is computationally inexpensive to solve, and that the new stabilization approach delivers ROMs that are stable as well as accurate. Summaries of “lessons learned“ and perspectives for future work motivated by this LDRD project are provided at the end of each of the two main chapters.

97 MATHEMATICS AND COMPUTING↗

A Strong Stability Preserving Analysis for Explicit Multistage Two-Derivative Time-Stepping Schemes Based on Taylor Series Conditions

High-order strong stability preserving (SSP) time discretizations are usually needed to ensure the nonlinear (and sometimes non-inner-product) strong stability properties of spatial discretizations specially designed for the solution of hyperbolic PDEs. Multi-derivative time-stepping methods have recently been increasingly used for evolving hyperbolic PDEs, and the strong stability properties of these methods are of interest. In our prior work we explored time discretizations that preserve the strong stability properties of spatial discretizations coupled with forward Euler and a second-derivative formulation. Yet, many spatial discretizations do not satisfy strong stability properties when coupled with this second-derivative formulation, but rather with a more natural Taylor series formulation. Here, we demonstrate sufficient conditions for an explicit two-derivative multistage method to preserve the strong stability properties of spatial discretizations in a forward Euler and Taylor series formulation. We call these strong stability preserving Taylor series (SSP-TS) methods. We also prove that the maximal order of SSP-TS methods is p=6, and define an optimization procedure that allows us to find such SSP methods. Several types of these methods are presented and their efficiency compared. Finally, these methods are tested on several PDEs to demonstrate the benefit of SSP-TS methods, the need for the SSP property, and the sharpness of the SSP time-step in many cases.

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↗

Solving Nonlinear Solid Mechanics Problems with the Jacobian-Free Newton Krylov Method

The solution of the equations governing solid mechanics is often obtained via Newton's method. This approach can be problematic if the determination, storage, or solution cost associated with the Jacobian is high. These challenges are magnified for multiphysics applications with many coupled variables. Jacobian-free Newton-Krylov (JFNK) methods avoid many of the difficulties associated with the Jacobian by using a finite difference approximation. BISON is a parallel, object-oriented, nonlinear solid mechanics and multiphysics application that leverages JFNK methods. We overview JFNK, outline the capabilities of BISON, and demonstrate the effectiveness of JFNK for solid mechanics and solid mechanics coupled to other PDEs using a series of demonstration problems.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

PPINN: Parareal physics-informed neural network for time-dependent PDEs

Physics-informed neural networks (PINNs) encode physical conservation laws and prior physical knowledge into the neural networks, ensuring the correct physics is represented accurately while alleviating the need for supervised learning to a great degree. While effective for relatively short-term time integration, when long time integration of the time-dependent PDEs is sought, the time–space domain may become arbitrarily large and hence training of the neural network may become prohibitively expensive. To this end, we develop a parareal physics-informed neural network (PPINN), hence decomposing a long-time problem into many independent short-time problems supervised by an inexpensive/fast coarse-grained (CG) solver. In particular, the serial CG solver is designed to provide approximate predictions of the solution at discrete times, while initiate many fine PINNs simultaneously to correct the solution iteratively. There is a two-fold benefit from training PINNs with small-data sets rather than working on a large-data set directly, i.e., training of individual PINNs with small-data is much faster, while training the fine PINNs can be readily parallelized. Consequently, compared to the original PINN approach, the proposed PPINN approach may achieve a significant speed-up for long-time integration of PDEs, assuming that the CG solver is fast and can provide reasonable predictions of the solution, hence aiding the PPINN solution to converge in just a few iterations. To investigate the PPINN performance on solving time-dependent PDEs, we first apply the PPINN to solve the Burgers equation, and subsequently we apply the PPINN to solve a two-dimensional nonlinear diffusion–reaction equation. Furthermore, our results demonstrate that PPINNs converge in a few iterations with significant speed-ups proportional to the number of time-subdomains employed.

42 ENGINEERING↗

Learning the solution operator of parametric partial differential equations with physics-informed DeepONets

Partial differential equations (PDEs) play a central role in the mathematical analysis and modeling of complex dynamic processes across all corners of science and engineering. Their solution often requires laborious analytical or computational tools, associated with a cost that is markedly amplified when different scenarios need to be investigated, for example, corresponding to different initial or boundary conditions, different inputs, etc. In this work, we introduce physics-informed DeepONets, a deep learning framework for learning the solution operator of arbitrary PDEs, even in the absence of any paired input-output training data. We illustrate the effectiveness of the proposed framework in rapidly predicting the solution of various types of parametric PDEs up to three orders of magnitude faster compared to conventional PDE solvers, setting a previously unexplored paradigm for modeling and simulation of nonlinear and nonequilibrium processes in science and engineering.

97 MATHEMATICS AND COMPUTING↗