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At least 163 records · Page 9

Learning and discovering multiple solutions using physics-informed neural networks with random initialization and deep ensemble

In this work we explore the capability of physics-informed neural networks (PINNs) to discover multiple solutions. Many real-world phenomena governed by nonlinear differential equations (DEs), such as fluid flow, exhibit multiple solutions under the same conditions, yet capturing this solution multiplicity remains a significant challenge. A key difficulty lies in providing appropriate initial conditions or guesses, as widely used time-marching schemes and Newton’s method are highly sensitive to these choices when solving complex computational problems. While machine learning models, particularly PINNs, have shown promise in solving DEs, their ability to capture multiple solutions remains underexplored. In this work, we propose a simple and practical approach using PINNs to learn and discover multiple solutions. We first demonstrate that PINNs, when combined with random initialization and deep ensemble method—originally developed for uncertainty quantification—can effectively uncover multiple solutions to nonlinear ordinary and partial DEs. Although training large ensembles of PINNs may appear computationally demanding, this can be done efficiently using vectorization techniques supported by modern deep learning frameworks, allowing many networks to be trained simultaneously. Our approach highlights the critical role of initialization in shaping solution diversity, addressing an often-overlooked aspect of machine learning for scientific computing. Furthermore, we propose utilizing PINN-generated solutions as initial conditions or initial guesses for conventional numerical solvers to enhance accuracy and efficiency in capturing multiple solutions. Extensive numerical experiments, including the Allen–Cahn equation and cavity flow, where our approach successfully identifies both stable and unstable solutions, validate the effectiveness of our method. These findings establish a general and efficient framework for addressing solution multiplicity in nonlinear DEs.

97 MATHEMATICS AND COMPUTING↗

Asymmetry between deuterium and tritium turbulent particle flows

The asymmetry between deuterium (D) and tritium (T) turbulent particle fluxes in mixed D–T plasmas is studied with numerical simulations of nonlinear gyrokinetic turbulence in ion temperature gradient-dominated and trapped electron mode-dominated regimes. At 50–50 D–T concentration, the asymmetry, or flow separation, between D and T fluxes is such that the tritium is better confined than the deuterium in both regimes. To supplement the nonlinear simulations, an analytic quasilinear theory of the particle flux symmetry breaking is developed and is valid for general electron dynamics. Furthermore, this theory correctly predicts the numerically computed deviation in the ion density fraction (from 50–50), or ion density gradient (from the electron gradient), required to restore equal deuterium and tritium fluxes.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

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↗

A Tailored Convolutional Neural Network for Nonlinear Manifold Learning of Computational Physics Data Using Unstructured Spatial Discretizations

In this work, we propose a nonlinear manifold learning technique based on deep convolutional autoencoders that is appropriate for model order reduction of physical systems in complex geometries. Convolutional neural networks have proven to be highly advantageous for compressing data arising from systems demonstrating a slow-decaying Kolmogorov n-width. However, these networks are restricted to data on structured meshes. Unstructured meshes are often required for performing analyses of real systems with complex geometry. Our custom graph convolution operators based on the available differential operators for a given spatial discretization effectively extend the application space of deep convolutional autoencoders to systems with arbitrarily complex geometry that are typically discretized using unstructured meshes. We propose sets of convolution operators based on the spatial derivative operators for the underlying spatial discretization, making the method particularly well suited to data arising from the solution of partial differential equations. We demonstrate the method using examples from heat transfer and fluid mechanics and show better than an order of magnitude improvement in accuracy over linear methods.

97 MATHEMATICS AND COMPUTING↗

Stochastic Learning Approach for Binary Optimization: Application to Bayesian Optimal Design of Experiments

Here, we present a novel stochastic approach to binary optimization suited for optimal experimental design (OED) for Bayesian inverse problems governed by mathematical models such as partial differential equations. The OED utility function, namely, the regularized optimality criterion, is cast into a stochastic objective function in the form of an expectation over a multivariate Bernoulli distribution. The probabilistic objective is then solved by using a stochastic optimization routine to find an optimal observational policy. This formulation (a) is generally applicable to binary optimization problems with soft constraints and is ideal for OED and sensor placement problems; (b) does not require differentiability of the original objective function (e.g., a utility function in OED applications) with respect to the design variable, and thus it enables direct employment of sparsity-enforcing penalty functions such as $\ell_0$, without needing to utilize a continuation procedure or apply a rounding technique; (c) exhibits much lower computational cost than traditional gradient-based relaxation approaches; and (d) can be applied to both linear and nonlinear OED problems with proper choice of the utility function. The proposed approach is analyzed from an optimization perspective with detailed convergence analysis of the optimization approach and is also analyzed from a machine learning perspective with correspondence to policy gradient reinforcement learning. The approach is demonstrated numerically by using an idealized two-dimensional Bayesian linear inverse problem and validated by extensive numerical experiments carried out for sensor placement in a parameter identification setup.

97 MATHEMATICS AND COMPUTING↗

Numerical fluid dynamics for FRG flow equations: Zero-dimensional QFTs as numerical test cases. II. Entropy production and irreversibility of RG flows

Herein we demonstrate that the reformulation of renormalization group (RG) flow equations as nonlinear heat equations has severe implications on the understanding of RG flows in general. We demonstrate by explicitly constructing an entropy function for a zero-dimensional Z 2 -symmetric model that the dissipative character of generic nonlinear diffusion equations is also hard-coded in the functional RG equation. This renders RG flows manifestly irreversible, revealing the semigroup property of RG transformations on the level of the flow equation itself. Additionally, we argue that the dissipative character of RG flows, its irreversibility and the entropy production during the RG flow may be linked to the existence of a so-called C– / A-function. In total, this introduces an asymmetry in the so-called RG time—in complete analogy to the thermodynamic arrow of time—and allows for an interpretation of infrared actions as equilibrium solutions of dissipative RG flows equations. The impossibility of resolving microphysics from macrophysics is evident in this framework. Furthermore, we directly link the irreversibility and the entropy production in RG flows to an explicit numerical entropy production, which is manifest in diffusive and non-linear partial differential equations (PDEs) and a standard mathematical tool for the analysis of PDEs. Using exactly solvable zero-dimensional Z 2 -symmetric models, we explicitly compute the (numerical) entropy production related to the total variation nonincreasing property of the PDE during RG flows toward the infrared limit. Finally, we discuss generalizations of our findings and relations to the C– / A-theorem as well as how our work may help to construct truncations of RG flow equations in the future, including numerically stable schemes for solving the corresponding PDEs.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Kernel learning backward SDE filter for data assimilation

In this paper, we develop a kernel learning backward SDE filter method to estimate the state of a stochastic dynamical system based on its partial noisy observations. A system of forward backward stochastic differential equations is used to propagate the state of the target dynamical model, and Bayesian inference is applied to incorporate the observational information. Further, to characterize the dynamical model in the entire state space, we introduce a kernel learning method to learn a continuous global approximation for the conditional probability density function of the target state by using discrete approximated density values as training data. Numerical experiments demonstrate that the kernel learning backward SDE is highly effective.

97 MATHEMATICS AND COMPUTING↗

D2NO: Efficient handling of heterogeneous input function spaces with distributed deep neural operators

Neural operators have been applied in various scientific fields, such as solving parametric partial differential equations, dynamical systems with control, and inverse problems. However, challenges arise when dealing with input functions that exhibit heterogeneous properties, requiring multiple sensors to handle functions with minimal regularity. To address this issue, discretization-invariant neural operators have been used, allowing the sampling of diverse input functions with different sensor locations. However, existing frameworks still require an equal number of sensors for all functions. We propose a novel distributed approach to further relax the discretization requirements and solve the heterogeneous dataset challenges. Our method involves partitioning the input function space and processing individual input functions using independent and separate neural networks. A centralized neural network is used to handle shared information across all output functions. This distributed methodology reduces the number of gradient descent back-propagation steps, improving efficiency while maintaining accuracy. Here, we demonstrate that the corresponding neural network is a universal approximator of continuous nonlinear operators and present three numerical examples to validate its performance.

97 MATHEMATICS AND COMPUTING↗

Convergence of Weak-SINDy Surrogate Models

In this paper, we give an in-depth error analysis for surrogate models generated by a variant of the Sparse Identification of Nonlinear Dynamics (SINDy) method. We start with an overview of a variety of nonlinear system identification techniques, namely SINDy, weak-SINDy, and the occupation kernel method. Under the assumption that the dynamics are a finite linear combination of a set of basis functions, these methods establish a linear system to recover coefficients. We illuminate the structural similarities between these techniques and establish a projection property for the weak-SINDy technique. Following the overview, we analyze the error of surrogate models generated by a simplified version of weak-SINDy. In particular, under the assumption of boundedness of a composition operator given by the solution, we show that (i) the surrogate dynamics converges towards the true dynamics and (ii) the solution of the surrogate model is reasonably close to the true solution. Finally, as an application, we discuss the use of a combination of weak-SINDy surrogate modeling and proper orthogonal decomposition (POD) to build a surrogate model for partial differential equations (PDEs).

97 MATHEMATICS AND COMPUTING↗

An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an Itô type stochastic differential equation with control process entering both in the drift and the diffusion, and is observed partially. The optimal control of feedback form is determined based on the available observational data. In this work, we call this type of control problems the data driven feedback control. The computational framework that we introduce to solve such type of problems aims to find the best estimate for the optimal control as a conditional expectation given the observational information. To make our method feasible in providing timely feedback to the controlled system from data, we develop an efficient stochastic optimization algorithm to implement our computational framework.

97 MATHEMATICS AND COMPUTING↗

A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations

Many applications require minimizing the sum of smooth and nonsmooth functions. For example, basis pursuit denoising problems in data science require minimizing a measure of data misfit plus an $\ell^1$-regularizer. Similar problems arise in the optimal control of partial differential equations (PDEs) when sparsity of the control is desired. Here, we develop a novel trust-region method to minimize the sum of a smooth nonconvex function and a nonsmooth convex function. Our method is unique in that it permits and systematically controls the use of inexact objective function and derivative evaluations. When using a quadratic Taylor model for the trust-region subproblem, our algorithm is an inexact, matrix-free proximal Newton-type method that permits indefinite Hessians. We prove global convergence of our method in Hilbert space and demonstrate its efficacy on three examples from data science and PDE-constrained optimization.

97 MATHEMATICS AND COMPUTING↗

hp -VPINNs: Variational physics-informed neural networks with domain decomposition

We formulate a general framework for hp-variational physics-informed neural networks (hp-VPINNs) based on the nonlinear approximation of shallow and deep neural networks and hp-refinement via domain decomposition and projection onto the space of high-order polynomials. The trial space is the space of neural network, which is defined globally over the entire computational domain, while the test space contains piecewise polynomials. Specifically in this study, the hp-refinement corresponds to a global approximation with a local learning algorithm that can efficiently localize the network parameter optimization. Here, we demonstrate the advantages of hp-VPINNs in both accuracy and training cost for several numerical examples of function approximation and in solving differential equations.

42 ENGINEERING↗

Collocation methods for nonlinear differential equations on low-rank manifolds

We introduce new methods for integrating nonlinear differential equations on low-rank manifolds. These methods rely on interpolatory projections onto the tangent space, enabling low-rank time integration of vector fields that can be evaluated entry-wise. A key advantage of our approach is that it does not require the vector field to exhibit low-rank structure, thereby overcoming significant limitations of traditional dynamical low-rank methods based on orthogonal projection. To construct the interpolatory projectors, we develop a sparse tensor sampling algorithm based on the discrete empirical interpolation method (DEIM) that parameterizes tensor train manifolds and their tangent spaces with cross interpolation. Using these projectors, we propose two time integration schemes on low-rank tensor train manifolds. The first scheme integrates the solution at selected interpolation indices and constructs the solution with cross interpolation. The second scheme generalizes the well-known orthogonal projector-splitting integrator to interpolatory projectors. We demonstrate the proposed methods with applications to several tensor differential equations arising from the discretization of partial differential equations.

97 MATHEMATICS AND COMPUTING↗

Machine-learning-based spectral methods for partial differential equations

Spectral methods are an important part of scientific computing’s arsenal for solving partial differential equations (PDEs). However, their applicability and effectiveness depend crucially on the choice of basis functions used to expand the solution of a PDE. The last decade has seen the emergence of deep learning as a strong contender in providing efficient representations of complex functions. In the current work, we present an approach for combining deep neural networks with spectral methods to solve PDEs. In particular, we use a deep learning technique known as the Deep Operator Network (DeepONet) to identify candidate functions on which to expand the solution of PDEs. We have devised an approach that uses the candidate functions provided by the DeepONet as a starting point to construct a set of functions that have the following properties: (1) they constitute a basis, (2) they are orthonormal, and (3) they are hierarchical, i.e., akin to Fourier series or orthogonal polynomials. We have exploited the favorable properties of our custom-made basis functions to both study their approximation capability and use them to expand the solution of linear and nonlinear time-dependent PDEs. The proposed approach advances the state of the art and versatility of spectral methods and, more generally, promotes the synergy between traditional scientific computing and machine learning.

97 MATHEMATICS AND COMPUTING↗

Enabling Hyper-Differential Sensitivity Analysis for Ill-Posed Inverse Problems

Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high dimensionality of the parameters and computational complexity of the PDE solves make such problems challenging. A common approach is to reduce the dimension by fixing some parameters (which we will call auxiliary parameters) to a best estimate and use techniques from PDE-constrained optimization to estimate the other parameters. In this article, hyper-differential sensitivity analysis (HDSA) is used to assess the sensitivity of the solution of the PDE-constrained optimization problem to changes in the auxiliary parameters. Foundational assumptions for HDSA require satisfaction of the optimality conditions which are not always practically feasible as a result of ill-posedness in the inverse problem. Here we introduce novel theoretical and computational approaches to justify and enable HDSA for ill-posed inverse problems by projecting the sensitivities on likelihood informed subspaces and defining a posteriori updates. Our proposed framework is demonstrated on a nonlinear multiphysics inverse problem motivated by estimation of spatially heterogeneous material properties in the presence of spatially distributed parametric modeling uncertainties.

97 MATHEMATICS AND COMPUTING↗

Machine-learning based model reduction for partial differential equations

We develop a novel synergistic approach between model reduction and machine learning. The specific goal of this project is to aid in the construction of reduced order models for basis functions that are custom-made to represent the solution of partial differential equations. Partial differential equations (PDEs) are one of the main mathematical tools for describing physical phenomena. However, due to either efficiency or necessity, for many real-world problems, we are interested in constructing reduced order models (ROMs) which focus only on the explicit computation of subsets of the active spatio-temporal scales in the problem, while treating the interaction with the rest of the scales approximately. The task of accurate representation of such interactions (usually called memory terms) constitutes a vast area of research known as model reduction. PI Stinis has significant expertise in the construction of ROMs for complex systems. In addition, in recent work with the project key participant Qadeer, they have utilized machine learning to acquire custom-made basis functions (CBFs) to expand the solutions of PDEs. In the proposed work, we will merge the two concepts by constructing ROMs for subsets of the CBFs needed to represent the solution of a PDE. Specifically, we will use the Mori-Zwanzig model reduction formalism to construct ROMs for subsets of CBFs for nonlinear PDEs of various complexity, as well as investigate the usage of CBFs in the spectral vanishing viscosity method for problems that can form shocks in finite time. The outcome of the research is aimed to be proof-of-concept about a novel synergistic approach between model reduction and machine learning, thus advancing the field of scientific machine learning. Such a capability will benefit the efficient modeling of physical systems appearing in various areas of interest to the DOE.

97 MATHEMATICS AND COMPUTING↗

Hyper-Differential Sensitivity Analysis of Uncertain Parameters in PDE-Constrained Optimization

Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional complexity, namely, uncertain parameters in the PDEs. Uncertainty quantification (UQ) is necessary to characterize, prioritize, and study the influence of these uncertain parameters. Sensitivity analysis, a classical tool in UQ, is frequently used to study the sensitivity of a model to uncertain parameters. In this article, we introduce "hyper-differential sensitivity analysis" which considers the sensitivity of the solution of a PDE-constrained optimization problem to uncertain parameters. Our approach is a goal-oriented analysis which may be viewed as a tool to complement other UQ methods in the service of decision making and robust design. We formally define hyper-differential sensitivity indices and highlight their relationship to the existing optimization and sensitivity analysis literatures. Assuming the presence of low rank structure in the parameter space, computational efficiency is achieved by leveraging a generalized singular value decomposition in conjunction with a randomized solver which converts the computational bottleneck of the algorithm into an embarrassingly parallel loop. Two multi-physics examples, consisting of nonlinear steady state control and transient linear inversion, demonstrate efficient identification of the uncertain parameters which have the greatest influence on the optimal solution.

97 MATHEMATICS AND COMPUTING↗

One-sweep moment-based semi-implicit-explicit integration for gray thermal radiation transport

Thermal radiation transport (TRT) is a time dependent, high dimensional partial integro-differential equation. In practical applications such as inertial confinement fusion, TRT is coupled to other physics such as hydrodynamics, plasmas, etc., and the timescales one is interested in capturing are often much slower than the radiation timescale. As a result, TRT is treated implicitly, and due to its stiffness and high dimensionality, is often a dominant computational cost in multiphysics simulations. Here we develop a new approach for implicit-explicit (IMEX) integration of gray TRT in the deterministic SN setting, which requires only one sweep per stage, with the simplest first-order method requiring only one sweep per time step. The partitioning of equations is done via a moment-based high-order low-order formulation of TRT, where the streaming operator and first two moments are used to capture the asymptotic stiff regimes of the streaming limit and diffusion limit. Absorption-reemission is treated explicitly, and although stiff, is sufficiently damped by the implicit solve that we achieve stable accurate time integration without incorporating the coupling of the high order and low order equations implicitly. Due to nonlinear coupling of the high-order and low-order equations through temperature-dependent opacities, to facilitate IMEX partitioning and higher-order methods, we use a semi-implicit integration approach amenable to nonlinear partitions. In conclusion, results are demonstrated on thick Marshak and crooked pipe benchmark problems, demonstrating orders of magnitude improvement in accuracy and wallclock compared with the standard first-order implicit integration typically used.

97 MATHEMATICS AND COMPUTING↗