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At least 19 records

ECLEIRS: Exact conservation law embedded identification of reduced states for parameterized nonlinear conservation laws from sparse and noisy data

Multi-query applications such as parameter estimation, uncertainty quantification and design optimization for parameterized partial differential equation (PDE) systems are expensive. While reduced/latent state dynamics approaches for parameterized PDEs offer a viable alternative, these approaches rely on high-quality data and struggle with highly sparse spatiotemporal noisy measurements typically obtained from experiments. Furthermore, there is no guarantee that these models satisfy governing physical conservation laws. In this article, we propose a reduced state dynamics approach, referred to as ECLEIRS, that embeds exact conservation in the solution and flux representation by utilizing a space-time divergence-free neural network formulation. We compare ECLEIRS with other reduced state dynamics approaches, those that do not enforce any physical constraints and those with physics-informed loss functions, for three shock-propagation problems: 1-D advection, 1-D Burgers and 2-D Euler equations. In conclusion, the numerical experiments conducted in this study demonstrate that ECLEIRS provides the most accurate prediction of dynamics for unseen parameters even in the presence of highly sparse and noisy data.

97 MATHEMATICS AND COMPUTING

Neural entropy-stable conservative flux form neural networks for learning hyperbolic conservation laws

We propose a neural entropy-stable conservative flux form neural network (NESCFN) for learning hyperbolic conservation laws and their associated entropy functions directly from solution trajectories, without requiring any predefined numerical discretization. While recent neural network architectures have successfully integrated classical numerical principles into learned models, most rely on prior knowledge of the governing equations or assume a fixed discretization. Our approach removes this dependency by embedding entropy-stable design principles into the learning process itself, enabling the discovery of physically consistent dynamics in a fully data-driven setting. By jointly learning both the flux function and a corresponding entropy, NESCFN promotes conservation and entropy dissipation, which is critical for long-term stability and fidelity in the system of hyperbolic conservation laws. Furthermore, numerical results demonstrate that the method achieves stability and conservation over extended time horizons and accurately captures shock propagation speeds, even without oracle access to future-time solution profiles in the training data.

Conservative flux form

Parallel-in-Time Solution of Scalar Nonlinear Conservation Laws

Here, we consider the parallel-in-time solution of scalar nonlinear conservation laws in one spatial dimension. The equations are discretized in space with a conservative finite-volume method using weighted essentially nonoscillatory (WENO) reconstructions, and in time with high-order explicit Runge–Kutta methods. The solution of the global, discretized space-time problem is sought via a nonlinear iteration that uses a novel linearization strategy in cases of nondifferentiable equations. Under certain choices of discretization and algorithmic parameters, the nonlinear iteration coincides with Newton’s method, although, more generally, it is a preconditioned residual correction scheme. At each nonlinear iteration, the linearized problem takes the form of a certain discretization of a linear conservation law over the space-time domain in question. An approximate parallel-in-time solution of the linearized problem is computed with a single multigrid reduction-in-time (MGRIT) iteration; however, any other effective parallel-in-time method could be used in its place. The MGRIT iteration employs a novel coarse-grid operator that is a modified conservative semi-Lagrangian discretization and generalizes those we have developed previously for nonconservative scalar linear hyperbolic problems. Numerical tests are performed for the inviscid Burgers and Buckley–Leverett equations. For many test problems, the solver converges in just a handful of iterations with a convergence rate independent of mesh resolution, including problems with (interacting) shocks and rarefactions.

97 MATHEMATICS AND COMPUTING

Conservation law for electromagnetic fields in a space-time-varying medium and its implications

We discuss the propagation of electromagnetic waves in a space-time modulated medium, for which neither energy nor momentum remains conserved. We have found a new conservation law when modulation moves at a constant speed v in a traveling-wave fashion. We use this law to study how light is scattered inside such a medium. We consider both the subluminal (v < c) andsuperluminal (v > c) cases and find that they differ considerably in terms of what remains conserved. We show that the total number of photons is conserved in the subluminal case. In contrast, it is the difference between the forward and backward moving photons that remains conserved in the superluminal case. We also study the reciprocity issue for a space-time modulated medium and found that reciprocity holds in all situations. Here, we develop a quantum formulation of our scattering problem and show that the subluminal case is similar to the action of a beam splitter. In the superluminal case, photon pairs can be generated from vacuum in a fashion analogous to the two-mode frequency down-conversion process.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS

A High-Order Eulerian–Lagrangian Runge–Kutta Finite Volume (EL–RK–FV) Method for Scalar Nonlinear Conservation Laws

Abstract We present a class of high-order Eulerian–Lagrangian Runge–Kutta finite volume methods that can numerically solve Burgers’ equation with shock formations, which could be extended to general scalar conservation laws. Eulerian–Lagrangian (EL) and semi-Lagrangian (SL) methods have recently seen increased development and have become a staple for allowing large time-stepping sizes. Yet, maintaining relatively large time-stepping sizes post shock formation remains quite challenging. Our proposed scheme integrates the partial differential equation on a space-time region partitioned by linear approximations to the characteristics determined by the Rankine–Hugoniot jump condition. We trace the characteristics forward in time and present a merging procedure for the mesh cells to handle intersecting characteristics due to shocks. Following this partitioning, we write the equation in a time-differential form and evolve with Runge–Kutta methods in a method-of-lines fashion. High-resolution methods such as ENO and WENO-AO schemes are used for spatial reconstruction. Extension to higher dimensions is done via dimensional splitting. Numerical experiments demonstrate our scheme’s high-order accuracy and ability to sharply capture post-shock solutions with large time-stepping sizes.

Chen, Jiajie

Conservation laws and effective hadronization models

Hadronization models based on local string-breaking dynamics are typically Markovian by construction, yet the physical ensemble of final states is shaped by global constraints that couple the entire fragmentation trajectory. Recasting hadronization as a conditioned stochastic diffusion process provides a precise mathematical resolution to this tension. In particular, this language reveals explicitly that constraints stemming from conservation laws induce non-Markovian correlations between otherwise independent fragmentation steps, and that these correlations can be absorbed exactly into a renormalization of the local dynamics through a Doob $h$-transform. We develop this formalism for a $q\bar{q}$ string in the chiral limit, where the longitudinal-transverse factorization of the Lund kernel becomes exact, enabling systematic power counting and clean ultraviolet (UV)/infrared (IR) separation. The dynamics organize naturally into a tower of effective theories distinguished by the remaining string mass, spanning a UV fixed point with scale-invariant transport coefficients, an intermediate regime where transverse phase space induces controlled running, and an IR boundary layer where non-local effects enter at leading order. The tower exhibits genuine Wilsonian structure, including $β$-functions, anomalous dimensions, and systematic matching conditions. The resulting framework achieves a clean factorization of universal microscopic fragmentation dynamics from infrared constraint effects, and opens new directions for both the theoretical analysis and practical simulation of hadronization.

Menzo, Tony [Alabama U.; Fermilab] (ORCID:00000002

Adaptive Uncertainty Quantification for Stochastic Hyperbolic Conservation Laws

Here, we propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents sampling schemes or simulation ensembles while also preserving fundamental properties, in particular hyperbolicity of the resulting systems and conservation of the discrete solutions. Furthermore, we augment the existing SFV theory with a priori convergence results for statistical quantities, in particular push-forward densities, which we demonstrate through numerical experiments. By linking refinement indicators to regions of the physical and stochastic spaces, we drive anisotropic refinements of the discretizations, introducing new degrees of freedom where deemed profitable. To illustrate our proposed method, we consider a series of numerical examples for nonlinear hyperbolic PDEs based on Burgers’ and Euler’s equations.

97 MATHEMATICS AND COMPUTING

Entropy Stable Conservative Flux Form Neural Networks

We propose an entropy-stable conservative flux form neural network (CFN) to predict the dynamics of unknown governing conservation laws. The design of the network is based on the entropy-stable, second-order, and non-oscillatory Kurganov-Tadmor (KT) scheme. The proposed entropy-stable CFN, hereafter referred to as ESCFN, uses slope limiting as a denoising mechanism, ensuring accurate predictions in both noisy and sparse observation environments, as well as in both smooth and discontinuous regions. Importantly, our method is designed to predict long term dynamics of the unknown conservation law exclusively from a short temporal window of observed data, that is, without oracle knowledge of the PDE or later-time solution profiles. Numerical experiments demonstrate that the ESCFN achieves both stability and conservation while maintaining accuracy over extended time domains, and successfully predicts shock propagation speeds in long-term simulations. Furthermore, it is also robust to both noisy and sparse data environments.

Hyperbolic conservation laws

The tensor-train stochastic finite volume method for uncertainty quantification

The stochastic finite volume method offers an efficient one-pass approach for assessing uncertainty in hyperbolic conservation laws. Still, it struggles with the curse of dimensionality when dealing with multiple stochastic variables. Here, we introduce the stochastic finite volume method within the tensor-train framework to counteract this limitation. This integration, however, comes with its own set of difficulties, mainly due to the propensity for shock formation in hyperbolic systems. To overcome these issues, we have developed a tensor-train-adapted stochastic finite volume method that employs a global WENO reconstruction, making it suitable for such complex systems. This approach represents the first step in designing tensor-train techniques for hyperbolic systems and conservation laws involving shocks.

97 MATHEMATICS AND COMPUTING

The gyrokinetic field invariant and electromagnetic temperature-gradient instabilities in ‘good-curvature’ plasmas

Curvature-driven instabilities are ubiquitous in magnetised fusion plasmas. By analysing the conservation laws of the gyrokinetic system of equations, we demonstrate that the well-known spatial localisation of these instabilities to regions of ‘bad magnetic curvature’ can be explained using the conservation law for a sign-indefinite quadratic quantity that we call the gyrokinetic field invariant. Its evolution equation allows us to define the local effective magnetic curvature whose sign demarcates the regions of ‘good’ and ‘bad’ curvature, which, under some additional simplifying assumptions, can be shown to correspond to the inboard (high-field) and outboard (low-field) sides of a tokamak plasma, respectively. We find that, given some reasonable assumptions, electrostatic curvature-driven modes are always localised to the regions of bad magnetic curvature, regardless of the specific character of the instability. More importantly, we also deduce that any mode that is unstable in the region of good magnetic curvature must be electromagnetic in nature. As a concrete example, we present the magnetic-drift mode, a novel good-curvature electromagnetic instability, and compare its properties with the well-known electron-temperature-gradient instability. Finally, we discuss the relevance of the magnetic drift mode for high-β fusion plasmas, and in particular its relationship with microtearing modes.

fusion plasma

Discovery of Probabilistic Dirichlet-to-Neumann Maps on Graphs

Dirichlet-to-Neumann maps enable the coupling of multiphysics simulations across computational subdomains by ensuring continuity of state variables and fluxes at artificial interfaces. We present a novel method for learning Dirichlet-to-Neumann maps on graphs using Gaussian processes, specifically for problems where the data obey a conservation law arising from an underlying partial differential equation. Our approach combines discrete exterior calculus and nonlinear optimal recovery to infer relationships between vertex and edge values. This framework yields data-driven predictions with uncertainty quantification across the entire graph, even when observations are limited to a subset of vertices and edges. By minimizing the reproducing kernel Hilbert space norm while penalizing kernel complexity through maximum likelihood estimation, our method ensures that the resulting surrogate strictly enforces conservation laws without overfitting. We demonstrate our method on two representative applications: subsurface flow in fracture networks and arterial blood flow. Finally, the results demonstrate that the method maintains high accuracy and well-calibrated uncertainty estimates even under severe data scarcity, highlighting its potential for scientific applications where limited data and reliable uncertainty quantification are critical.

Dirichlet-to-Neumann map

Scientific machine learning for closure models in multiscale problems: A review

Here, closure problems are omnipresent when simulating multiscale systems, where some quantities and processes cannot be fully prescribed despite their effects on the simulation's accuracy. Recently, scientific machine learning approaches have been proposed as a way to tackle the closure problem, combining traditional (physics-based) modeling with data-driven (machine-learned) techniques, typically through enriching differential equations with neural networks. This paper reviews the different reduced model forms, distinguished by the degree to which they include known physics, and the different objectives of a priori and a posteriori learning. The importance of adhering to physical laws (such as symmetries and conservation laws) in choosing the reduced model form and choosing the learning method is discussed. The effect of spatial and temporal discretization and recent trends toward discretization-invariant models are reviewed. In addition, we make the connections between closure problems and several other research disciplines: inverse problems, Mori-Zwanzig theory, and multi-fidelity methods. In conclusion, much progress has been made with scientific machine learning approaches for solving closure problems, but many challenges remain. In particular, the generalizability and interpretability of learned models is a major issue that needs to be addressed further.

97 MATHEMATICS AND COMPUTING

A sweeping positivity-preserving high-order finite difference WENO scheme for Euler equations

We develop a simple, high-order, conservative and robust positivity-preserving sweeping procedure for the density and the nonlinear pressure function in the compressible Euler equations. Using the scaling limiter in Zhang and Shu (J Comput Phys 229:3091–3120, 2010), we obtain a non-trivial extension of the scalar sweeping technique in Liu et al. (J Sci Comput 73:1028–1071, 2017) for the positivity of pressure. The sweeping procedure developed in this paper is a post-processing technique, which can be applied to any concave functions of the conserved variables in hyperbolic conservation law systems. Thus, it has applications beyond the Euler equations. This procedure preserves positivity and conservation of physical quantities without destroying the accuracy of the underlying scheme. The algorithm works for general schemes including finite difference, finite volume and discontinuous Galerkin methods; however, in this paper we focus on finite difference weighted essentially non-oscillatory (WENO) methods. As a result, we provide numerical tests of the fifth-order finite difference WENO scheme to demonstrate the accuracy and robustness of the technique.

Compressible Euler equations

Subexponential Decay of Local Correlations from Diffusion-Limited Dephasing

Chaotic quantum systems at finite entropy density are expected to act as their own heat baths, rapidly dephasing local quantum superpositions. Here, we argue that in fact this dephasing is generically subexponential in one-dimensional systems with conservation laws: all local correlation functions decay as exp⁡[−𝒪⁡(𝑡 𝛼 )] with 0 ≤ 𝛼 ≤ 2/3, even when the operators are orthogonal to all hydrodynamic modes. The mechanism is diffusion-limited dephasing, in which rare low-entropy regions (“voids”) protect quantum coherences. This intrinsically quantum effect lies beyond standard hydrodynamics and disappears under extrinsic dephasing. In random charge-conserving circuits we find 𝛼 = 1/2, while in generic translation-invariant Floquet systems we bound 𝛼 ≤ 2/3. Our arguments are general, subject principally to the assumption that thermal fluctuations can create regions of zero entropy density. In systems with energy conservation, this assumption is automatically satisfied because of the third law of thermodynamics.

information scrambling

Moment-preserving Monte-Carlo Coulomb collision method for particle codes

Binary-pairing Monte-Carlo methods are widely used in particle-in-cell codes to capture effects of small angle Coulomb collisions. These methods preserve momentum and energy exactly when the simulation particles have equal weights. However, when the interacting particles are of varying weight, these physical conservation laws are only preserved on average. Here, we 1) extend these methods to weighted particles such that the scattering physics is correct on average, and 2) describe a new method for adjusting the particle velocities post scatter to restore exact conservation of momentum and energy. In conclusion, the efficacy of the model is illustrated with various test problems.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY

A Local Macroscopic Conservative (LoMaC) Low Rank Tensor Method for the Vlasov Dynamics

Abstract In this paper, we propose a novel Local Macroscopic Conservative (LoMaC) low rank tensor method for simulating the Vlasov-Poisson (VP) system. The LoMaC property refers to the exact local conservation of macroscopic mass, momentum and energy at the discrete level. This is a follow-up work of our previous development of a conservative low rank tensor approach for Vlasov dynamics ( arXiv:2201.10397 ). In that work, we applied a low rank tensor method with a conservative singular value decomposition to the high dimensional VP system to mitigate the curse of dimensionality, while maintaining the local conservation of mass and momentum. However, energy conservation is not guaranteed, which is a critical property to avoid unphysical plasma self-heating or cooling. The new ingredient in the LoMaC low rank tensor algorithm is that we simultaneously evolve the macroscopic conservation laws of mass, momentum and energy using a flux-difference form with kinetic flux vector splitting; then the LoMaC property is realized by projecting the low rank kinetic solution onto a subspace that shares the same macroscopic observables by a conservative orthogonal projection. The algorithm is extended to the high dimensional problems by hierarchical Tuck decomposition of solution tensors and a corresponding conservative projection algorithm. Extensive numerical tests on the VP system are showcased for the algorithm’s efficacy.

Guo, Wei