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At least 19 records

Machine-learning error models for approximate solutions to parameterized systems of nonlinear equations

Here, this work proposes a machine-learning framework for constructing statistical models of errors incurred by approximate solutions to parameterized systems of nonlinear equations. These approximate solutions may arise from early termination of an iterative method, a lower-fidelity model, or a projection-based reduced-order model, for example. The proposed statistical model comprises the sum of a deterministic regression-function model and a stochastic noise model. The method constructs the regression-function model by applying regression techniques from machine learning (e.g., support vector regression, artificial neural networks) to map features (i.e., error indicators such as sampled elements of the residual) to a prediction of the approximate-solution error. The method constructs the noise model as a mean-zero Gaussian random variable whose variance is computed as the sample variance of the approximate-solution error on a test set; this variance can be interpreted as the epistemic uncertainty introduced by the approximate solution. This work considers a wide range of feature-engineering methods, data-set-construction techniques, and regression techniques that aim to ensure that (1) the features are cheaply computable, (2) the noise model exhibits low variance (i.e., low epistemic uncertainty introduced), and (3) the regression model generalizes to independent test data. Finally, numerical experiments performed on several computational-mechanics problems and types of approximate solutions demonstrate the ability of the method to generate statistical models of the error that satisfy these criteria and significantly outperform more commonly adopted approaches for error modeling.

97 MATHEMATICS AND COMPUTING↗

Linear and Nonlinear Solvers for Simulating Multiphase Flow within Large-Scale Engineered Subsurface Systems

Simulation of multiphase flow in the subsurface is well-known to be computationally challenging. While there have been many studies that have explored approaches to overcoming these challenges, they often utilize relatively simple case studies. In this paper, we focus on the unique numerical challenges posed by modeling large-scale engineered subsurface systems, characterized by discrete features embedded in a heterogeneous natural subsurface setting. The man-made features such as shafts, tunnels, and barriers often cause multiple challenges in modeling the domain for multiphase porous media flow. This flow scenario can have a wide range of applications such as nuclear waste repositories, enhanced recovery of a petroleum reservoir, geothermal engineering, and carbon sequestration. An example of these severe numerical challenges is the case of performance assessment (PA) for Waste Isolation Pilot Plant (WIPP), the only operating deep geological repository in the US, which simulates extreme material properties of bedded salt rock formation and extreme contrast due to open excavation next to the formation. The models have extremes not only of permeability and porosity but also of the constitutive models needed for multiphase flow; additionally, they have process models like salt creep closure reducing porosity over time, fracturing in clay and anhydrite interbeds of the bedded salt, gas generation from the waste materials, and unintentional human borehole intrusions in some scenarios. Numerical simulations require the solution of coupled systems of nonlinear PDEs; in our work, we use the open-source simulator PFLOTRAN which is based on Finite Volume discretization. The solution of the nonlinear equations requires use of the Newton-Raphson iteration at each time step, which entails the solution of the linearized Jacobian system at each iteration. The effects of all the processes (i.e., large number of unknowns, highly nonlinear constitutive relations, large contrasts in material properties in short distances) lead to an ill-conditioned Jacobian matrix that severely challenges traditional linear solver, i.e., stabilized biconjugate gradient with block Jacobi incomplete LU preconditioner (BCGS-ILU) leading to non-convergence for traditional Newton-Raphson nonlinear solver causing unacceptably long computation time for each model. This paper presents linear solvers such as constrained pressure residual (CPR) two-stage preconditioner with alternate-block-factorization (ABF) and quasi- implicit pressure and explicit saturation (QIMPES) decouplers and flexible generalized residual solver (FGMRES). The new general-purpose nonlinear solver, Newton trust-region dogleg Cauchy (NTRDC), is also introduced to resolve extreme nonlinearities in the models. We demonstrate the effectiveness of each method relative to the default BCGS-Newton solver. The two best cases had nearly 50 times speed-up and achieved completion of a simulation in 14 hours that never completed due to non-convergence with the default solver. We also investigate the strong scalability of each method and discuss some of the deficiencies found for Block Jacobi preconditioner using parallel domain decomposition, and node packing effects of modern processor architecture.

Preconditioner, Nonlinear, Porous media, Multiphas↗

Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes

In recent years, there has been widespread adoption of machine learning-based approaches to automate the solving of partial differential equations (PDEs). Among these approaches, Gaussian processes (GPs) and kernel methods have garnered considerable interest due to their flexibility, robust theoretical guarantees, and close ties to traditional methods. They can transform the solving of general nonlinear PDEs into solving quadratic optimization problems with nonlinear, PDE-induced constraints. However, the complexity bottleneck lies in computing with dense kernel matrices obtained from pointwise evaluations of the covariance kernel, and its partial derivatives, a result of the PDE constraint and for which fast algorithms are scarce. The primary goal of this paper is to provide a near-linear complexity algorithm for working with such kernel matrices. We present a sparse Cholesky factorization algorithm for these matrices based on the near-sparsity of the Cholesky factor under a novel ordering of pointwise and derivative measurements. The near-sparsity is rigorously justified by directly connecting the factor to GP regression and exponential decay of basis functions in numerical homogenization. We then employ the Vecchia approximation of GPs, which is optimal in the Kullback-Leibler divergence, to compute the approximate factor. This enables us to compute ϵ-approximate inverse Cholesky factors of the kernel matrices with complexity O(N log d (N/ϵ)) in space and O(N log 2d (N/ϵ)) in time. We integrate sparse Cholesky factorizations into optimization algorithms to obtain fast solvers of the nonlinear PDE. We numerically illustrate our algorithm’s near-linear space/time complexity for a broad class of nonlinear PDEs such as the nonlinear elliptic, Burgers, and Monge-Ampère equations. In summary, we provide a fast, scalable, and accurate method for solving general PDEs with GPs and kernel methods.

97 MATHEMATICS AND COMPUTING↗

Giant optical second- and third-order nonlinearities at a telecom wavelength

A material platform that excels in both optical second- and third-order nonlinearities at a telecom wavelength is theoretically and experimentally demonstrated. In this TiN-based coupled metallic quantum well structure, electronic subbands are engineered to support doubly resonant inter-subband transitions for an exceptionally high second-order nonlinearity and provide single-photon transitions for a remarkable third-order nonlinearity within the 1400–1600 nm bandwidth. The second-order susceptibility χ (2) reaches 2840 pm/V at 1440 nm, while the Kerr coefficient n 2 arrives at 2.8 × 10 −10 cm 2 /W at 1460 nm. The achievement of simultaneous strong second- and third-order nonlinearities in one material at a telecom wavelength creates opportunities for multi-functional advanced applications in the field of nonlinear optics.

Chen, Ching-Fu (ORCID:0000000262510722)↗

Investigation of the nonlinearity of transducer acoustic couplants for nonlinear elastic measurements

The study of nonlinear elasticity of materials often relies on attaching contact transducers to a sample to achieve the required strain amplitudes. When measuring and quantifying the degree of nonlinearity, it is assumed that the nonlinearity of the bond between the material and the transducer is negligible. We aim to characterize the nonlinearity of common acoustic couplants used in nonlinear measurements. Other factors are also reported since bond nonlinearity is not the only important property when choosing an acoustic couplant, i.e., amount of energy transfer, thermal properties, cure time, toxicity, and ease of application and/or removal. Various types of acoustic couplants including, epoxies, glues, thermal adhesives, and coupling agents were studied using Nonlinear Resonance Ultrasound Spectroscopy (NRUS), which is a measure of the hysteretic nonlinearity of a material. Measurements were made on cylindrical samples of acrylic, aluminum alloy 6061-T651, and Crab Orchard sandstone, chosen for their range of sound speeds, attenuation, and nonlinearity.

36 MATERIALS SCIENCE↗

Nonlinear Topological Photonics: Capturing Nonlinear Dynamics and Optical Thermodynamics

Combining multiple optical resonators or engineering dispersion of complex media has provided an effective method for demonstrating topological physics controlling photons in unprecedented ways such as unidirectional light propagation and spatially localized modes between an interface or on a corner. Further, adding nonlinear responses to those topological photonic systems has enabled achieving diverse phases of photons in both space and time, allowing for more functionalities in photonic devices that provide a new playground for studying dynamic features of nonlinear topological systems. However, most methods for describing nonlinear topological photonic systems rely on linear topological theories, making it challenging to accurately characterize the topology of nonlinear systems. Thus, substantial efforts have focused on rigorously describing nonlinear topological phases and developing effective tools to analyze nonlinear topological effects. Meanwhile, coupled multimode optical waveguides with nonlinear dynamic responses provide an excellent platform for the statistical description of photons, opening a new paradigm called “optical thermodynamics”. This review will introduce the basic concepts of nonlinear topological photonics and the recent development of theoretical approaches focusing on data-driven approaches for creating phase diagrams as well as the spectral localizer framework and the pseudospectrum method for understanding optical nonlinearities in topological systems. In addition, the new concept of optical thermodynamics will be introduced with some recent theoretical works.

Topological photonics↗

Microstructure-based model of nonlinear ultrasonic response in materials with distributed defects

Nonlinear ultrasonic technique is one of promising NDE methods for monitoring defect evolution in irradiated nuclear materials. In this work, we have studied the effect of distributed defects on nonlinear ultrasonic response, in particular, the nonlinear parameter ß from the 2nd harmonic wave. A three-dimensional microstructure-based model has been developed for investigating the dynamic interaction between distributed defects and a propagating longitudinal sound wave. Both linear and nonlinear materials are considered. It is known that the 2nd harmonic wave is generated when a monochromatic wave propagates in a nonlinear elastic material. The results show that second phase particles with elastic heterogeneity and lattice mismatch have strong impact on the nonlinear parameter ß. Lattice mismatches have more effect on the nonlinear parameter no matter they are expansion or contraction. The developed model enables one to explore the contributions of different types of defects to the nonlinear ultrasonic signals and shed light on the development of nonlinear ultrasound nondestructive detection of material defects in nuclear reactors.

Second harmonic generation, Scattered distributed ↗

Transition of a network of nonlinear interactions into a regime of strong nonlinear fluctuations: A paradigm for the edge localized mode onset

We study how a network of nonlinear oscillators transits into a regime of strong nonlinear fluctuations when perturbed by a triad. In this regime, most of the potential energy contained in the waves is made available to the system through strong nonlinear fluctuations. This analysis is motivated by recent experimental observations [Dominski and Diallo, Plasma Phys. Control. Fusion 62, 095011 (2020)] where it was found that magnetic fluctuations trigger the onset of edge localized modes by suddenly exciting a network of nonlinear interactions. In our study, we consider the simplest system of many harmonic oscillators that are organized in a network of nonlinear triads. We model and simulate the sudden transition of this network of triads into a regime of strong nonlinear fluctuations—reminiscent of the onset of edge localized modes in tokamaks. This transition is triggered by the activation of a nonlinear perturbation. An abrupt rise of the system's disorder (an entropy-like quantity) is measured during the transition. This transition from weak to strong nonlinear fluctuations is even more abrupt when these fluctuations are chaotic, i.e., when the timescale of the nonlinear interaction is comparable to the timescale of the wave oscillations.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

In-situ fatigue monitoring procedure using nonlinear ultrasonic surface waves considering the nonlinear effects in the measurement system

Second harmonic generation using nonlinear ultrasonic waves have been shown to be an early indicator of possible fatigue damage in nuclear power plant components. This technique relies on measuring amplitudes, making it highly susceptible to variations in transducer coupling and instrumentation. This paper proposes an experimental procedure for in-situ surface wave nonlinear ultrasound measurements on specimen with permanently mounted transducers under high cycle fatigue loading without interrupting the experiment. It allows continuous monitoring and minimizes variation due to transducer coupling. Moreover, relations describing the effects of the measurement system nonlinearity including the effects of the material transfer function on the measured nonlinearity parameter are derived. An in-situ high cycle fatigue test was conducted using two 304 stainless steel specimens with two different excitation frequencies. A comprehensive analysis of the nonlinear sources, which result in variations in the measured nonlinearity parameters, was performed and the effects of the system nonlinearities are explained and identified. In both specimens, monotonic trend was observed in nonlinear parameter when the value of fundamental amplitude was not changing.

42 ENGINEERING↗

Statistical mechanics and pressure of composite multimoded weakly nonlinear optical systems

Statistical mechanics can provide a versatile theoretical framework for investigating the collective dynamics of weakly nonlinear-wave settings that can be utterly complex to describe otherwise. In optics, composite systems arise due to interactions between different frequencies and polarizations. The purpose of this work is to develop a thermodynamic theory that takes into account the synergistic action of multiple components. We find that the type of the nonlinearity involved can have important implications in the thermalization process and, hence, can lead to different thermal equilibrium conditions. Importantly, we derive closed-form expressions for the actual optomechanical pressure that is exerted on the system. In particular, the total optomechanical pressure is the sum of the partial pressures due to each component. Our results can be applied to a variety of weakly nonlinear optical settings such as multimode fibers, bulk waveguides, photonic lattices, and coupled microresonators. We present two specific examples, where two colors interact in a one-waveguide array with either a cubic or quadratic nonlinearity.

Efremidis, Nikolaos K. (ORCID:0000000298300268)↗

Nonlinear controller for nonlinear wave energy converters

The present invention is directed to a nonlinear controller for nonlinear wave energy converters (WECs). As an example of the invention, a nonlinear dynamic model is developed for a geometrically right-circular cylinder WEC design for the heave-only motion, or a single degree-of-freedom (DOF). The linear stiffness term is replaced by a nonlinear cubic hardening spring term to demonstrate the performance of a nonlinear WEC as compared to an optimized linear WEC. By exploiting the nonlinear physics in the nonlinear controller, equivalent power and energy capture, as well as simplified operational performance is observed for the nonlinear cubic hardening spring controller when compared to an optimized linear controller.

Wilson, David G.↗

Spatially Periodic Inhomogeneous States in a Nonlinear Crystal with a Nonlinear Defect

Spatially periodic inhomogeneous stationary states are shown to exist near a thin defect layer with nonlinear properties separating nonlinear Kerr-type crystals. The contacts of nonlinear self-focusing and defocusing crystals have been analyzed. The spatial field distribution obeys a time-independent nonlinear Schrödinger equation with a nonlinear (relative to the field) potential modeling the thin defect layer with nonlinear properties. Both symmetric and asymmetric states relative to the defect plane are shown to exist. It has been established that new states emerge in a self-focusing crystal, whose existence is attributable to the defect nonlinearity and which do not emerge in the case of a linear defect. The dispersion relations defining the energy of spatially periodic inhomogeneous stationary states have been derived. The expressions for the energies of such states have been derived in an explicit analytical form in special cases. The conditions for the existence of periodic states and their localization, depending on the defect and medium characteristics, have been determined.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Nonlinear ultrasonic response of voids and Cu precipitates in body-centered cubic Fe

Interpreting nonlinear ultrasonic signals detected in nondestructive evaluation of radiation damage needs the knowledge of the correlation between defects and nonlinearity. In this work, molecular dynamics simulations are performed to study the effect of distributed vacancies, voids, Cu atoms, and Cu precipitates on nonlinear ultrasonic response in body-centered cubic (bcc) Fe. The nonlinearity parameter calculated from the second harmonic amplitude in the perfect lattice is 2.73. Vacancies are found to increase the nonlinearity. Surprisingly, clusters of vacancies in the form of spherical voids show an opposite effect. This finding can be used to conveniently distinguish vacancies from voids in the material. Unlike vacancies, individual Cu atoms decrease the nonlinearity. Clustering of Cu atoms into Cu precipitates further decrease the nonlinearity. Interestingly, precipitates with a diameter of 2 nm and larger exhibit a similar effect despite their different structure and coherency with the Fe matrix.

Setyawan, Wahyu↗

Phenomenological Model of Nonlinear Dynamics and Deterministic Chaotic Gas Migration in Bentonite: Experimental Evidence and Diagnostic Parameters

Understanding gas migration in compacted clay materials, e.g., bentonite and claystone, is important for the design and performance assessment of an engineered barrier system of a radioactive waste repository system, as well as many practical applications. Existing field and laboratory data on gas migration processes in low-permeability clay materials demonstrate the complexity of flow and transport processes, including various types of instabilities, caused by nonlinear dynamics of coupled processes of liquid–gas exchange, dilation, fracturing, fracture healing, etc., which cannot be described by classical models of fluid dynamics in porous media. We here show that the complexity of gas migration processes can be explained using a phenomenological concept of nonlinear dynamics and deterministic chaos theory. To do so, we analyzed gas pressure and gas influx (i.e., input) and outflux (i.e., output), recorded during the gas injection experiment in the compact Mx80-D bentonite sample, and calculated a set of the diagnostic parameters of nonlinear dynamics and chaos, such a global embedding dimension, a correlation dimension, an information dimension, and a spectrum of Lyapunov exponents, as well as plotted 2D and 3D pseudo-phase-space strange attractors, based on the univariate influx and outflux time series data. These results indicate the presence of phenomena of low-dimensional deterministic chaotic behavior of gas migration in bentonite. In particular, during the onset of gas influx in the bentonite core, before the breakthrough, the development of gas flow pathways is characterized by the process of chaotic gas diffusion. After the breakthrough, with inlet-to-outlet movement of gas, the prevailing process is chaotic advection. During the final phase of the experiment, with no influx to the sample, the relaxation pattern of gas outflux is resumed back to a process of chaotic diffusion. The types of data analysis and a proposed phenomenological model can be used to establish the basic principles of experimental data-gathering, modeling predictions, and a research design.

36 MATERIALS SCIENCE↗

A Perturbative Solution for Nonlinear Stratified Upwelling over a Frictional Slope

Abstract A perturbative solution of simplified primitive equations for nonlinear weakly stratified upwelling over a frictional slope is found that resolves the vertical structure of velocity fields and can satisfy Ertel’s potential vorticity conservation in the stratified inviscid interior. The solution uses assumptions consistent with the model proposed by Lentz and Chapman, including a steady-state, constant cross-shore density gradient, no alongshore gradients, laterally inviscid, and consideration of cross-shore advection of alongshore momentum. The solution resolves the vertical structure of velocity fields (including subsurface maxima of compensational flow, not resolved by Lentz and Chapman) and can satisfy Ertel’s potential vorticity conservation in the stratified inviscid interior. The dynamics are similar to Lentz and Chapman; bottom stress balances alongshore wind stress in a homogeneous density ocean and is replaced by nonlinear cross-shore transport of alongshore momentum as the Burger number (S=αN/f, whereα,N, andfare the bottom slope, buoyancy frequency, Coriolis frequency, respectively) increases. When the solution uses the empirical relation between cross-shore and vertical density gradients proposed by Lentz and Chapman, vorticity conservation is not satisfied and the nonlinear momentum transport estimated by the solution linearly increases withS, asymptotically matching Lentz and Chapman forS< 1. When the solution conserves interior potential vorticity, the momentum transport is proportional toS 2 forS< 1 and is in better agreement with numerical simulations.

Oceanography↗