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At least 19 records

Efficient shallow Ritz method for 1D diffusion problems

This paper studies the shallow Ritz method for solving the one-dimensional diffusion problem. It is shown that the shallow Ritz method improves the order of approximation dramatically for non-smooth problems. To realize this optimal or nearly optimal order of the shallow Ritz approximation, we develop a damped block Newton (dBN) method that alternates between updates of the linear and non-linear parameters. Per each iteration, the linear and the non-linear parameters are updated by exact inversion and one step of a modified, damped Newton method applied to a reduced non-linear system, respectively. The computational cost of each dBN iteration is $\mathcal{O}$(n). Starting with the non-linear parameters as a uniform partition of the interval, numerical experiments show that the dBN is capable of efficiently moving mesh points to nearly optimal locations. In conclusion, to improve the efficiency of the dBN further, we propose an adaptive damped block Newton (AdBN) method by combining the dBN with the adaptive neuron enhancement (ANE) method [28].

Diffusion problems

A GPU Accelerated Mixed‐Precision Finite Difference Informed Random Walker (FDiRW) Solver for Strongly Inhomogeneous Diffusion Problems

In nature, many complex multi‐physics coupling problems exhibit significant diffusivity inhomogeneity, where one process occurs several orders of magnitude faster than others temporally. Simulating rapid diffusion alongside slower processes demands intensive computational resources due to the necessity for small time steps. To address these computational challenges, we have developed an efficient numerical solver named Finite Difference informed Random Walker (FDiRW). In this study, we propose a GPU‐accelerated, mixed‐precision configuration for the FDiRW solver to maximize efficiency through GPU multi‐threaded parallel computation and lower precision computation. Numerical evaluation results reveal that the proposed GPU‐accelerated mixed‐precision FDiRW solver can achieve a 117× speedup over the CPU baseline, while an additional 1.75× speedup is achieved by employing lower precision GPU computation. Notably, for large model sizes, the GPU‐accelerated mixed‐precision FDiRW solver demonstrates strong scaling with the number of nodes used in simulation. When simulating radionuclide absorption processes by porous wasteform particles with a medium‐sized model of 192 × 192 × 192, this approach reduces the total computational time to 10 min, enabling the simulation of larger systems with strongly inhomogeneous diffusivity.

97 MATHEMATICS AND COMPUTING

Overlapping Schwarz Methods Are Not Anisotropy‐Robust Multigrid Smoothers

We analyze overlapping multiplicative Schwarz methods as smoothers in the geometric multigrid solution of two-dimensional anisotropic diffusion problems. For diffusion equations, it is well known that the smoothing properties of point-wise smoothers, such as Gauss Seidel, rapidly deteriorate as the strength of anisotropy increases. On the other hand, global smoothers based on line smoothing are known to generally provide good smoothing for diffusion problems, independent of the anisotropy strength. Here, a natural question is whether global methods are really necessary to achieve good smoothing in such problems, or whether it can be obtained with locally overlapping block smoothers using sufficiently large blocks and overlap. Through local Fourier analysis and careful numerical experimentation, we show that global methods are indeed necessary to achieve anisotropy-robust smoothing. Specifically, for any fixed block size bounded sufficiently far away from the global domain size, we find that the smoothing properties of overlapping multiplicative Schwarz rapidly deteriorate with increasing anisotropy, irrespective of the amount of overlap between blocks. Moreover, our results indicate that anisotropy-robust smoothing requires blocks of diameter 𝒪⁡(𝜖 −1/2 ) for anisotropy ratio 𝜖 ∈(0,1] .

97 MATHEMATICS AND COMPUTING

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

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

Bayesian approximation error

Diffusion Limit–Preserving Lumped DFEMs on AMR Meshes

Here, we present sweep-compatible, novel upwinding recipes for the bilinear discontinuous (BLD) finite element method (FEM) that allows lumped BLD to be used on adaptive mesh refinement (AMR) meshes for thick transport applications without adding additional degrees of freedom at hanging nodes that exist on refinement boundaries. We analyze the properties of the upwinding and lumping that are needed for BLD to get the thick diffusion limit on such meshes, present results demonstrating locking with the wrong recipe, and present results showing error convergence and robustness properties for two diffusive problems on a variety of AMR meshes.

42 ENGINEERING

Advantages of the Samarskii-type schemes on the Shishkin mesh

The schemes of the Samarskii type are simple modifications of the upwind scheme. We use them on the Shishkin mesh and discuss their advantages over the upwind scheme when applied to the linear one-dimensional singularly perturbed convection–diffusion problem. One of the advantages is that the Samarskii-type schemes have exact first-order accuracy uniform in the perturbation parameter, as opposed to the upwind scheme which is almost first-order uniformly accurate because its accuracy is diminished by logarithmic factors. Although this is not a new result, we re-emphasize it in the paper. We also demonstrate another advantage, that the Samarskii-type schemes are almost second-order uniformly accurate on the layer component of the solution. Motivated by this fact, we present a further improvement of the numerical method.

Convection–diffusion

Krylov Subspace Methods for Quantum Dynamics with Time-Dependent Generators

Krylov subspace methods in quantum dynamics identify the minimal subspace in which a process unfolds. To date, their use is restricted to time evolutions governed by time-independent generators. Here, we introduce a generalization valid for driven quantum systems governed by a time-dependent Hamiltonian that maps the evolution to a diffusion problem in a one-dimensional lattice with nearest-neighbor hopping probabilities that are inhomogeneous and time dependent. This representation is used to establish a novel class of fundamental limits to the quantum speed of evolution and operator growth. We also discuss generalizations of the algorithm, adapted to discretized time evolutions and periodic Hamiltonians, with applications to many-body systems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC

A two-level GPU-accelerated incomplete LU preconditioner for general sparse linear systems

This paper presents a parallel preconditioning approach based on incomplete LU (ILU) factorizations in the framework of Domain Decomposition (DD) for general sparse linear systems. We focus on distributed memory parallel architectures, specifically, those that are equipped with graphic processing units (GPUs). In addition to block-Jacobi, we present general purpose two-level ILU Schur complement-based approaches, where different strategies are presented to solve the coarse-level reduced system. These strategies are combined with modified ILU methods in the construction of the coarse-level operator, in order to effectively remove smooth errors by targeting an algebraically smooth vector. We leverage available GPU-based sparse matrix kernels to accelerate the setup and the solve phases of the proposed ILU preconditioner. We evaluate the efficiency of the proposed methods as a smoother for algebraic multigrid (AMG) and as a preconditioner for Krylov subspace methods on challenging anisotropic diffusion problems and a collection of general sparse matrices.

97 MATHEMATICS AND COMPUTING

A dynamic likelihood approach to filtering transport processes: advection-diffusion dynamics

A Bayesian data assimilation scheme is formulated for advection-dominated advective and diffusive evolutionary problems, based upon the Dynamic Likelihood (DLF) approach to filtering. The DLF was developed specifically for hyperbolic problems –waves–, and in this paper, it is extended via a split step formulation, to handle advection-diffusion problems. In the dynamic likelihood approach, observations and their statistics are used to propagate probabilities along characteristics, evolving the likelihood in time. The estimate posterior thus inherits phase information. For advection-diffusion the advective part of the time evolution is handled on the basis of observations alone, while the diffusive part is informed through the model as well as observations. We expect, and indeed show here, that in advection-dominated problems, the DLF approach produces better estimates than other assimilation approaches, particularly when the observations are sparse and have low uncertainty. The added computational expense of the method is cubic in the total number of observations over time, which is on the same order of magnitude as a standard Kalman filter and can be mitigated by bounding the number of forward propagated observations, discarding the least informative data.

97 MATHEMATICS AND COMPUTING

Adaptive Interface-PINNs (AdaI-PINNs) for transient diffusion: Applications to forward and inverse problems in heterogeneous media

We model transient diffusion in heterogeneous materials using a novel physics-informed neural networks framework (PINNs) termed Adaptive interface physics-informed neural networks or AdaI-PINNs (Roy et al. arXiv preprint arXiv:2406.04626, 2024). AdaI-PINNs utilize different activation functions with trainable slopes tailored to each material region within the computational domain, allowing for a fully automated and adaptive PINNs approach to model interface problems with strongly and weakly discontinuous solutions. To enhance its performance in highly heterogeneous transient diffusion systems, we prescribe a suite of robust practices, including appropriate non-dimensionalization of equations, a biased sampling method, Glorot initialization, and the hard enforcement of boundary and initial conditions. Here we evaluate the efficacy of the proposed method on several benchmark forward and inverse problems. Comparative studies on one-dimensional and two-dimensional benchmark problems reveal that the modified AdaI-PINNs outperform its unmodified counterpart, achieving root-mean-square errors that are at least two orders of magnitude better in forward problems. For inverse problems, the maximum errors in the approximated diffusion coefficients by modified AdaI-PINNs are four orders of magnitude better than those of the unmodified version. Additionally, modified AdaI-PINNs demonstrate improved stability in problems with large material mismatches.

42 ENGINEERING

An Optimization-Based Coupling of Reduced Order Models with an Efficient Reduced Adjoint Basis Generation Approach

Optimization-based coupling (OBC) is an attractive alternative to traditional Lagrange multiplier approaches in multiple modeling and simulation contexts. However, application of OBC to time-dependent problems has been hindered by the computational cost of finding the stationary points of the associated Lagrangian, which requires primal and adjoint solves. This issue can be mitigated by using OBC in conjunction with computationally efficient reduced order models (ROMs). To demonstrate the potential of this combination, in this paper, we develop an optimization-based ROM-ROM coupling for a transient advection-diffusion transmission problem. We pursue the “optimize-then-reduce” path toward solving the minimization problem at each time step and solve reduced space adjoint system of equations, where the main challenge in this formulation is the generation of adjoint snapshots and reduced bases for the adjoint systems required by the optimizer. One of the main contributions of the paper is a new technique for an efficient adjoint snapshot collection for gradient-based optimizers in the context of optimization-based ROM-ROM couplings. In conclusion, we present numerical studies demonstrating the accuracy of the approach along with comparison between various approaches for selecting a reduced order basis for the adjoint systems, including decay of snapshot energy, average iteration counts, and timings.

coupled problems

Explicit Monotone Stable Super-Time-stepping Methods for Finite Time Singularities

We explore a novel way to numerically resolve the scaling behavior of finite-time singularities in solutions of nonlinear parabolic PDEs. The Runge–Kutta–Legendre (RKL) and Runge–Kutta–Gegenbauer (RKG) super-time-stepping methods were originally developed for nonlinear complex physics problems with diffusion. These are multistage single step second-order, forward-in-time methods with no implicit solves. The advantage is that the time-step size for stability scales with stage number 𝑠 as $\mathcal{O}$⁡(𝑠 2 ). Many interesting nonlinear PDEs have finite-time singularities, and the presence of diffusion often limits one to using implicit or semi-implicit time-step methods for stability constraints. Finite-time singularities are particularly challenging due to the large range of scales that one desires to resolve, often with adaptive spatial grids and adaptive time steps. Here, in this study, we show two examples of nonlinear PDEs for which the self-similar singularity structure has time and space scales that are resolvable using the RKL and RKG methods, without forcing even smaller time steps. Compared to commonly used implicit numerical methods, we achieve a significantly smaller run time while maintaining comparable accuracy. We also prove numerical monotonicity for both the RKL and RKG methods under their linear stability conditions for the constant coefficient heat equation, in the case of infinite domain and periodic boundary condition, leading to a theoretical guarantee of the superiority of the RKL and RKG methods over traditional super-time-stepping methods, such as the Runge-Kutta-Chebyshev and the orthogonal Runge-Kutta-Chebyshev methods. Code can be found at https://github.com/ZT220501/SRK-Singularity.

97 MATHEMATICS AND COMPUTING

Regularization by denoising diffusion models for solving inverse PDE problems with application to full waveform inversion

Partial differential equation (PDE)-governed inverse problems are fundamental across various scientific and engineering applications; yet they face significant challenges due to nonlinearity, ill-posedness, and sensitivity to noise. Here, we introduce a computational framework, regularization by denoising using diffusion models for partial differential equations (RED-DiffEq), by integrating physics-driven inversion and data-driven learning. RED-DiffEq leverages pretrained diffusion models as a regularization mechanism for PDE-governed inverse problems. We apply RED-DiffEq to solve the full waveform inversion problem in geophysics, a challenging seismic imaging technique that seeks to reconstruct high-resolution subsurface velocity models from seismic measurement data. Our method shows enhanced accuracy and robustness compared to benchmark methods. Additionally, it exhibits strong generalization and domain decomposition capacity, enabling the inversion of more complex velocity models with larger domains than those used in training the diffusion model. Our framework can also be directly applied to diverse PDE-governed inverse problems.

Shan, Siming [Yale University, New Haven, CT (Unit

Langevin and Fokker-Planck analyses for diffusion-mediated passing of circular and discorectangular species in two-dimensional channels

The propensity for pairs of diffusing species to pass each other within narrow channels or pores is of basic interest as a first-passage-type problem. It is also of relevance for solution-phase transport in nanoporous materials, and in particular for catalytic conversion reactions where high yield requires that product species can efficiently pass reactant species to exit the pores. Here, we analyze a two-dimensional model with nonoverlapping circular and discorectangular species confined to a rectangular channel, and where passing is mediated by Brownian dynamics in an implicit solvent. For narrower channels where passing is still possible, the discorectangle must align with the channel to pass the circular species. Behavior of the passing propensity, 𝑃, can be assessed by strongly damped Langevin simulations, or within an equivalent Fokker-Planck equation (FPE) formalism. The latter corresponds to a diffusion problem in a “higher-dimensional channel” with a constriction. We assess the variation of the passing propensity, 𝑃, for a broad range of channel width including its scaling just above the threshold where passing is sterically blocked. Analysis of 𝑃 versus the rotational diffusion coefficient 𝐷 𝑟 of the discorectangle reveals a significant decrease in 𝑃 for lower 𝐷 𝑟 for moderate channel width. This prompts a direct analysis of the regime where 𝐷 𝑟 → 0 , for which the FPE can be reduced to a three-dimensional diffusion problem, precise analysis of which is facilitated by adaptive-mesh finite element methods. The dependence of 𝑃 on the aspect ratio of the discorectangle is also assessed.

Rahman, Md Khaledur [Ames Laboratory (AMES), Ames,

Generative AI models for learning flow maps of stochastic dynamical systems in bounded domains

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary interactions. Despite the success of machine learning-based methods in learning SDEs, existing learning methods are not applicable to SDEs in bounded domains because they cannot accurately capture the particle exit dynamics. We present a unified hybrid data-driven approach that combines a conditional diffusion model with an exit prediction neural network to capture both interior stochastic dynamics and boundary exit phenomena. Our ML model consists of two major components: a neural network that learns exit probabilities using binary cross-entropy loss with rigorous convergence guarantees, and a training-free diffusion model that generates state transitions for non-exiting particles using closed-form score functions. The two components are integrated through a probabilistic sampling algorithm that determines particle exit at each time step and generates appropriate state transitions. Here, the performance of the proposed approach is demonstrated via three test cases: a one-dimensional simplified problem for theoretical verification, a two-dimensional advection-diffusion problem in a bounded domain, and a three-dimensional problem of interest to magnetically confined fusion plasmas.

Bounded domains

Assimilating partial observation to enhance feedback control of stochastic dynamical systems

Here, in this paper, we present a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage partial observation of the state process, a common occurrence in practical scenarios. Traditional stochastic optimal control methods assume full state observation, which is often not feasible in real-world fluid dynamics control problems. Our approach underscores the significance of utilizing observational data to inform control policy design. Specifically, we introduce a kernel learning backward stochastic differential equation (SDE) filter to enhance data assimilation efficiency and propose a sample-wise stochastic optimization method within the stochastic maximum principle framework. We demonstrate the efficacy and accuracy of our method in the control of advection-diffusion-reaction flow problem and the Dubins airplane maneuvering problem with model uncertainty.

data driven

An efficient explicit implementation of a near-optimal quantum algorithm for simulating linear dissipative differential equations

We propose an efficient block-encoding technique for the implementation of the Linear Combination of Hamiltonian Simulations (LCHS) for simulating dissipative initial-value problems. This algorithm approximates a target nonunitary operator as a weighted sum of Hamiltonian evolutions, thereby emulating a dissipative problem by mixing various time scales. We introduce an efficient encoding of the LCHS into a quantum circuit based on a simple coordinate transformation that turns the dependence on the summation index into a trigonometric function. Classically, this method is equivalent to the use of a highly accurate Fejér-Clenshaw-Curtis quadrature formula. Quantumly, this significantly simplifies block-encoding of a dissipative problem and allows one to perform an exponential number of Hamiltonian simulations by a single Quantum Signal Processing (QSP) circuit. The resulting LCHS circuit has high success probability and the selector scales logarithmically with the number of terms in the LCHS sum and linearly with time. Careful analysis of error convergence proves that this method is more efficient than other LCHS circuits that have recently appeared in the literature. We verify the quantum circuit and its scaling by simulating it on a digital emulator of fault-tolerant quantum computers and, as a test problem, solve the advection-diffusion equation. The proposed algorithm can be used for simulating a wide class of nonunitary initial-value problems including the Liouville equation with added dissipation and linear embeddings of nonlinear systems, such as the Koopman-von Neumann and Carleman embeddings.

Novikau, I [Lawrence Livermore National Laboratory

Scalar flux transport models for self-similar turbulent mixing

A common approach to closing turbulent species flux in multicomponent Reynolds-averaged Navier-Stokes models is to use the standard gradient diffusion approximation. While such an approach has been shown to work well when applied to many canonical turbulent mixing configurations, a gradient diffusion approach is fundamentally limited in its ability to capture complex phenomena such as countergradient transport. For this reason, complicated mixing applications may benefit by treating the turbulent diffusivity with a model transport equation in a manner analogous to second-moment momentum closure in Reynolds-stress transport models. Here, the present work explores the development and application of two different scalar flux transport (SFT) models. Self-similarity constraints are derived for these models, and they are evaluated against gradient-diffusion-based models in several one- and two-dimensional problems of turbulent mixing. It is found that the new SFT models out-perform gradient diffusion models in problems involving rapid acceleration reversal and in problems involving anisotropic transport of materials. In addition, it is found that even a hybrid-SFT approach, in which an SFT equation is utilized along with a gradient diffusion closure, provides some measure of improvement over models that transport the mass flux rather than the scalar flux.

Reynolds-averaged Navier Stokes