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At least 145 records · Page 8

Hamiltonian systems, Toda lattices, solitons, Lax pairs on weighted Z -graded graphs

In this study, we consider discrete one-dimensional nonlinear equations and present the procedure of lifting them to Z -graded graphs. We identify conditions that allow one to lift one-dimensional solutions to solutions on graphs. In particular, we prove the existence of solitons for static potentials on graded fractal graphs. We also show that even for a simple example of a topologically interesting graph, the corresponding non-trivial Lax pairs and associated unitary transformations do not lift to a Lax pair on the Z -graded graph.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Chapter 4 - Recent Advances in Identification of Differential Equations from Noisy Data: IDENT Review

Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of time-dependent data. If we assume that the differential equation is a linear combination of various linear and nonlinear differential terms, then the identification problem can be formulated as solving a linear system. The goal then reduces to finding the optimal coefficient vector that best represents the time derivative of the given data. We review some recent works on the identification of differential equations. We find some common themes for the improved accuracy: (i) The formulation of linear system with proper denoising is important, (ii) how to utilize sparsity and model selection to find the correct coefficient support needs careful attention, and (iii) there are ways to improve the coefficient recovery. We present an overview and analysis of recent developments on the topic.

97 MATHEMATICS AND COMPUTING↗

WeakIdent: Weak formulation for identifying differential equation using narrow-fit and trimming

Data-driven identification of differential equations is an interesting but challenging problem, especially when the given data are corrupted by noise. When the governing differential equation is a linear combination of various differential terms, the identification problem can be formulated as solving a linear system, with the feature matrix consisting of linear and nonlinear terms multiplied by a coefficient vector. This product is equal to the time derivative term, and thus generates dynamical behaviors. The goal is to identify the correct terms that form the equation to capture the dynamics of the given data. We propose a general and robust framework to recover differential equations using a weak formulation with two new mechanisms, narrow-fit and trimming, for both ordinary and partial differential equations (ODEs and PDEs). The weak formulation facilitates an efficient and robust way to handle noise, and two new mechanisms, narrow-fit and trimming, improve the coefficient support and value recoveries respectively. For each sparsity level, Subspace Pursuit is utilized to find an initial set of support from the large dictionary. Then, we focus on highly dynamic regions (rows of the feature matrix), and error normalize the feature matrix in the narrow-fit step. The support is further updated via trimming the terms that contribute the least. Finally, the support set of features with the smallest Cross-Validation error is chosen as the result. A comprehensive set of numerical experiments are presented for both systems of ODEs and PDEs with various noise levels. The proposed method gives a robust recovery of the coefficients, and a significant denoising effect which can handle up to 100% noise-to-signal ratio for some equations. We compare the proposed method with several state-of-the-art algorithms for the recovery of differential equations.

97 MATHEMATICS AND COMPUTING↗

Lifetime renormalization of weakly anharmonic superconducting qubits. I. Role of number nonconserving terms

The dynamics of a weakly anharmonic superconducting qubit in a complex electromagnetic environment is generally well described by an effective multimode Kerr Hamiltonian at sufficiently weak excitation. This Hamiltonian can be embedded in a master equation with losses determined by the details of the electromagnetic environment. Recent experiments indicate, however, that when a superconducting circuit is driven with microwave signals populating the system with sufficiently high excitations, the observed relaxation rates appear to be substantially different from expectations based on the electromagnetic environment of the qubit alone. This issue is a limiting factor in the optimization of superconducting qubit readout schemes. We claim here that an effective master equation with drive-power-dependent parameters is an efficient approach to model such quantum dynamics. In this sequence of papers, we derive effective master equations, whose parameters exhibit nonlinear dependence on the excitation level of the circuit as well as the electromagnetic environment of the qubit. Further, we show that the number nonconserving terms in the qubit nonlinearity generally lead to a renormalization of dissipative parameters of the effective master equation, while the number conserving terms give rise to a renormalization of the system frequencies. Here, in Paper I, we consider the excitation-relaxation dynamics of a transmon qubit that is prepared in a certain initial state, but is not driven otherwise. A unitary transformation technique is introduced to study the renormalization of (i) qubit relaxation due to coupling to a generic bath and (ii) Purcell decay. Analytic expressions are provided for the dependence of the nonlinear dissipative terms on the details of the electromagnetic environment of the qubit. The perturbation technique based on unitary transformations developed here is generalized to the continuously driven case in Paper II.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

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↗

3D Exact Analytical Solutions of Two-fluid Plasma, Magnetohydrodynamics, and Neutral Fluid Equations for the Creation of Ordered Structures as well as Jet-like Flows

The 3D exact analytical solutions of ideal two-fluid plasma, single-fluid plasma, and neutral fluid equations have been found using physically justifiable assumptions. Surprisingly these solutions satisfy all nonlinearities in the systems. It is pointed out that these solutions explain the fundamental mechanism behind the creation of a vast variety of ordered structures in plasmas and fluids. In the limiting case of 2D dependence of fields, the theoretical model for plasma is applied to explain the formation of spicules in the solar chromosphere. It is pointed out that the main contribution of electron (ion) baroclinic vectors is to produce vorticity in the plasma, and that magnetic field generation is coupled with the flow of both electrons and ions.

79 ASTRONOMY AND ASTROPHYSICS↗

Lift & Learn: Physics-informed machine learning for large-scale nonlinear dynamical systems

In this work, we present Lift & Learn, a physics-informed method for learning low-dimensional models for large-scale dynamical systems. The method exploits knowledge of a system’s governing equations to identify a coordinate transformation in which the system dynamics have quadratic structure. This transformation is called a lifting map because it often adds auxiliary variables to the system state. The lifting map is applied to data obtained by evaluating a model for the original nonlinear system. This lifted data is projected onto its leading principal components, and low-dimensional linear and quadratic matrix operators are fit to the lifted reduced data using a least-squares operator inference procedure. Analysis of our method shows that the Lift & Learn models are able to capture the system physics in the lifted coordinates at least as accurately as traditional intrusive model reduction approaches. This preservation of system physics makes the Lift & Learn models robust to changes in inputs. Numerical experiments on the FitzHugh–Nagumo neuron activation model and the compressible Euler equations demonstrate the generalizability of our model.

97 MATHEMATICS AND COMPUTING↗

A long short-term memory embedding for hybrid uplifted reduced order models

In this paper, we introduce an uplifted reduced order modeling (UROM) approach through the integration of standard projection based methods with long short-term memory (LSTM) embedding. Our approach has three modeling layers or components. In the first layer, we utilize an intrusive projection approach to model dynamics represented by the largest modes. The second layer consists of an LSTM model to account for residuals beyond this truncation. This closure layer refers to the process of including the residual effect of the discarded modes into the dynamics of the largest scales. However, the feasibility of generating a low rank approximation tails off for higher Kolmogorov n -width systems due to the underlying nonlinear processes. The third uplifting layer, called super-resolution, addresses this limited representation issue by expanding the span into a larger number of modes utilizing the versatility of LSTM. Therefore, our model integrates a physics-based projection model with a memory embedded LSTM closure and an LSTM based super-resolution model. In several applications, we exploit the use of Grassmann manifold to construct UROM for unseen conditions. We performed numerical experiments by using the Burgers and Navier-Stokes equations with quadratic nonlinearity. Finally, our results show robustness of the proposed approach in building reduced order models for parameterized systems and confirm the improved trade-off between accuracy and efficiency.

42 ENGINEERING↗

Quantum-inspired method for solving the Vlasov-Poisson equations

Kinetic simulations of collisionless (or weakly collisional) plasmas using the Vlasov equation are often infeasible due to high-resolution requirements and the exponential scaling of computational cost with respect to dimension. Recently, it has been proposed that matrix product state (MPS) methods, a quantum-inspired but classical algorithm, can be used to solve partial differential equations with exponential speed-up, provided that the solution can be compressed and efficiently represented as a MPS within some tolerable error threshold. Here, in this work, we explore the practicality of MPS methods for solving the Vlasov-Poisson equations for systems with one coordinate in space and one coordinate in velocity, and find that important features of linear and nonlinear dynamics, such as damping or growth rates and saturation amplitudes, can be captured while compressing the solution significantly. Furthermore, by comparing the performance of different mappings of the distribution functions onto the MPS, we develop an intuition of the MPS representation and its behavior in the context of solving the Vlasov-Poisson equations, which will be useful for extending these methods to higher-dimensional problems.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Alternating Direction Decomposition with Strong Bounding and Convexification (ADDSBC) for Solving Security Constrained AC Unit Commitment Problems

This project aims to develop efficient and robust computational methods for solving the security-constrained unit commitment and alternating current optimal power flow problem (SC-UC-ACOPF). The SC-UC-ACOPF problem is at the center of the short-term operation of the U.S. Power Grid. It is solved every week, every day, and every 10 minutes to plan for the optimal action of electricity generation and consumption by minimizing the generation cost and maintaining power system reliability against potential disruptions of equipment failures. In mathematical terms, SC-UC-ACOPF is a challenging large-scale mixed-integer nonlinear optimization model. This means that the decisions involve both discrete variables, e.g. the turning on and off of generators and switching of transmission lines and transformers, and continuous decisions, e.g. the amount of energy generated by each generator and the power flows in the power grid. The physics of the power flow is described by nonlinear equations involving real and reactive power and bus voltages. Another key feature is the large number of contingencies, i.e. the system needs to stay reliable in face of failure of any one equipment, such as transmission lines and generators. The U.S. power grids are extremely complicated and large scale with more than 5,000 generators, 50,000 buses, and 100,000 high-voltage transmission lines, making the SC-UC-ACOPF a very large-scale computation challenge. The research developed in this project aims to solve the SC-UC-ACOPF problems in the three timescales, i.e. weekly, daily, and every 10-min. The proposed computational methods are built on a principled algorithmic approach of decomposition and penalization. More specifically, the algorithm develops spatial and temporal decomposition by exploiting the strong temporal coupling and weak spatial coupling of the UC problem and the complementary feature, i.e. weak temporal coupling and strong spatial coupling of the ACOPF problem. The algorithm also leverages recent progresses in strong convex relaxation of ACOPF. A unique feature of the proposed approach is that it generates a valid, global upper bound on the optimal maximum profit. In this way, a global optimality gap is available to measure the quality of the solution. To further speed up computation, the research team has developed a plethora of effective heuristics to strengthen the iterative penalty-based decomposition framework. For instance, a heuristic is developed to construct inner approximations of the time coupling constraints within the time decoupled problems. Contingencies are pre-screened and low-rank matrix computation is exploited to find the almost unique solution to each contingency. A novel heuristic for line switching is proposed and tested with positive impacts on instances where line switching is beneficial. Taking a systematic approach and carefully handling every detail of the problem pays off. The TIM-GO’s performance throughout the trials and the final event was stellar. TIM-GO garnered the second highest total prize money and is ranked in the top three positions across all categories of comparison.

97 MATHEMATICS AND COMPUTING↗

Preconditioners for multiphase poromechanics with strong capillarity

This paper aims to enhance the performance of Newton–Krylov solvers for coupled poromechanical problems with two-phase flow. In particular, we investigate the impact of capillary pressure on preconditioning strategies. Capillarity complicates the coupling between the solid deformation and fluid pressure degrees of freedom, as well as increases the nonlinearity of the system. Depending on the capillary pressure relation used in the constitutive formulation, the flow equations may exhibit a spectrum of advection-dominated to diffusion-dominated behavior. We propose preconditioning approaches that account for this behavior and lead to robust numerical performance within a broad range of regimes.

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↗

An Adaptive Newton-Based Free-Boundary Grad–Shafranov Solver

Equilibria in magnetic confinement devices result from force balancing between the Lorentz force and the plasma pressure gradient. In an axisymmetric configuration like a tokamak, such an equilibrium is described by an elliptic equation for the poloidal magnetic flux, commonly known as the Grad–Shafranov equation. It is challenging to develop a scalable and accurate free-boundary Grad–Shafranov solver, since it is a fully nonlinear optimization problem that simultaneously solves for the magnetic field coil current outside the plasma to control the plasma shape. In this work, we develop a Newton-based free-boundary Grad–Shafranov solver using adaptive finite elements and preconditioning strategies. The free-boundary interaction leads to the evaluation of a domain-dependent nonlinear form of which its contribution to the Jacobian matrix is achieved through shape calculus. The optimization problem aims to minimize the distance between the plasma boundary and specified control points while satisfying two nontrivial constraints, which correspond to the nonlinear finite element discretization of the Grad–Shafranov equation and a constraint on the total plasma current involving a nonlocal coupling term. The linear system is solved by a block factorization, and AMG is called for subblock elliptic operators. The unique contributions of this work include the treatment of a global constraint, preconditioning strategies, nonlocal reformulation, and the implementation of adaptive finite elements. Furthermore, it is found that the resulting Newton solver is robust, successfully reducing the nonlinear residual to 1e-6 and lower in a small handful of iterations while addressing the challenging case to find a Taylor state equilibrium where conventional Picard-based solvers fail to converge.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

On a variational formulation of the weakly nonlinear magnetic Rayleigh–Taylor instability

The magnetic-Rayleigh–Taylor (MRT) instability is a ubiquitous phenomenon that occurs in magnetically-driven Z-pinch implosions. It is important to understand this instability since it can decrease the performance of such implosions. In this work, I present a theoretical model for the weakly nonlinear MRT instability. I obtain such a model by asymptotically expanding an action principle, whose Lagrangian leads to the fully nonlinear MRT equations. After introducing a suitable choice of coordinates, I show that the theory can be cast as a Hamiltonian system, whose Hamiltonian is calculated up to the sixth order in a perturbation parameter. The resulting theory captures the harmonic generation of MRT modes. It is shown that the amplitude at which the linear magnetic-Rayleigh–Taylor instability exponential growth saturates depends on the stabilization effect of the magnetic-field tension. Overall, the theory provides an intuitive interpretation of the weakly nonlinear MRT instability and provides a systematic approach for studying this instability in more complex settings.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Towards Smart Grids Enhanced Situation Awareness: A Bi-Level Quasi-Static State Estimation Model

Smart Grid situational awareness is provided by Energy Management Systems. A core process of these systems is State Estimation. The great majority of state estimators model the Smart Grid through a set of nonlinear algebraic equations, named the measurement model. Problem formulation considers the Gauss solution. Several model improvements have been presented regarding the Gauss solution, aiming between others to provide measurement noise robustness to the state estimation process. While considerable effort has been focused on such developments, state estimation is still constrained by the implicit modelling error, and thus inevitably vulnerable to cyber-threats. In this work, a state estimation bi-level formal model is presented towards Smart Grids enhanced situational awareness considering the concepts of synthetic measurements and innovation. Comparative test results with the state-of-the-art on the IEEE 14-bus system are presented highlighting improved situational awareness to bad data. Easy-to-implement model, without hard-to-derive parameters, built-on the classic weighted least squares solution, highlight potential aspects for real-life implementation.

cyber security↗

Nonexistence of integrable nonlinear magnetic fields with invariants quadratic in momenta

Nonlinear, completely integrable Hamiltonian systems that serve as blueprints for novel particle accelerators at the intensity frontier are promising avenues for research, as Fermilab’s Integrable Optics Test Accelerator (IOTA) example clearly illustrates. Here, we show that only very limited generalizations are possible when no approximations in the underlying Hamiltonian or Maxwell equations are allowed, as was the case for IOTA. Specifically, no such systems exist with invariants quadratic in the momenta, precluding straightforward generalization of the Courant-Snyder theory of linear integrable systems in beam physics. We also conjecture that no such systems exist with invariants of higher degree in the momenta. This leaves solenoidal magnetic fields, including their nonlinear fringe fields, as the only completely integrable static magnetic fields, albeit with invariants that are linear in the momenta. The difficulties come from enforcing Maxwell equations; without constraints, we show that there are many solutions. In particular, we discover a previously unknown large family of integrable Hamiltonians.

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↗