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At least 19 records

A Data-Driven Method for Modeling Creep-Fatigue Stress- Strain Behavior Using Neural ODEs

In this paper, we introduce a data-driven machine learning approach for modeling one-dimensional stress–strain behavior under cyclic loading, utilizing experimental data from the nickel-based Alloy 617. The study employs uniaxial creep–fatigue test data acquired under various loading histories and compares two distinct neural network-based ODE models. The first model, known as the black-box model, comprehensively describes the strain–stress relationship using a Neural ODE equation. To interpret this black-box model, we apply the Sparse Identification of Nonlinear Dynamical Systems (SINDy) technique, transforming the black-box model into an equation-based model using symbolic regression. The second model, the Neural flow rule model, incorporates Hooke’s Law for the linear elastic component, with the nonlinear part characterized by a Neural ODE. Both models are trained with experimental data to accurately reflect the observed stress–strain behavior. We conduct a detailed comparison with the standard Chaboche model, which includes three back stresses. Our results demonstrate that the neural network-based ODE models precisely capture the experimental creep–fatigue mechanical behavior, exceeding the standard Chaboche model’s accuracy. Furthermore, an interpretable model derived from the black-box neural ODE model through symbolic regression achieves accuracy comparable to the Chaboche model, enhancing its interpretability. The results highlight the potential of neural network-based ODE models to depict complex creep–fatigue behavior, eliminating the necessity for experts to define a specific, material-focused model form.

creep-fatigue

Implementation and (Inverse Modified) Error Analysis for Implicitly Templated ODE-Nets

We focus on learning unknown dynamics from data using ODE-nets templated on implicit numerical initial value problem solvers. First, we perform inverse modified error analysis of the ODE-nets using unrolled implicit schemes for ease of interpretation. It is shown that training an ODE-net using an unrolled implicit scheme returns a close approximation of an inverse modified differential equation (IMDE). In addition, we establish a theoretical basis for hyperparameter selection when training such ODE-nets, whereas current strategies usually treat numerical integration of ODE-nets as a black box. We thus formulate an adaptive algorithm which monitors the level of error and adapts the number of (unrolled) implicit solution iterations during the training process, so that the error of the unrolled approximation is less than the current learning loss. This helps accelerate training while maintaining accuracy. Several numerical experiments are performed to demonstrate the advantages of the proposed algorithm compared to nonadaptive unrollings and validate the theoretical analysis. Here, we also note that this approach naturally allows for incorporating partially known physical terms in the equations, giving rise to what is termed “gray box” identification.

ODE-nets

From differential to difference equations for first order ODEs

When constructing an algorithm for the numerical integration of a differential equation, one should first convert the known ordinary differential equation (ODE) into an ordinary difference equation. Given this difference equation, one can develop an appropriate numerical algorithm. This technical note describes the derivation of two such ordinary difference equations applicable to a first order ODE. The implicit ordinary difference equation has the same asymptotic expansion as the ODE itself, whereas the explicit ordinary difference equation has an asymptotic that is similar in structure but different in value when compared with that of the ODE.

Freed, Alan D.

Asymptotic integration algorithms for first-order ODEs with application to viscoplasticity

When constructing an algorithm for the numerical integration of a differential equation, one must first convert the known ordinary differential equation (ODE), which is defined at a point, into an ordinary difference equation (O(delta)E), which is defined over an interval. Asymptotic, generalized, midpoint, and trapezoidal, O(delta)E algorithms are derived for a nonlinear first order ODE written in the form of a linear ODE. The asymptotic forward (typically underdamped) and backward (typically overdamped) integrators bound these midpoint and trapezoidal integrators, which tend to cancel out unwanted numerical damping by averaging, in some sense, the forward and backward integrations. Viscoplasticity presents itself as a system of nonlinear, coupled first-ordered ODE's that are mathematically stiff, and therefore, difficult to numerically integrate. They are an excellent application for the asymptotic integrators. Considering a general viscoplastic structure, it is demonstrated that one can either integrate the viscoplastic stresses or their associated eigenstrains.

Freed, Alan D.

Computing Nonlinear Power Spectra Across Dynamical Dark Energy Model Space with Neural ODEs

I show how to compute the nonlinear power spectrum across the entire $w(z)$ dynamical dark energy model space. Using synthetic ΛCDM data, I train a neural ordinary differential equation (ODE) to infer the evolution of the nonlinear matter power spectrum as a function of the background expansion and mean matter density across ∼9 Gyr of cosmic evolution. After training, the model generalises to any dynamical dark energy model parameterised by $w(z)$. With little optimisation, the neural ODE is accurate to within 4% up to $k = 5\, h\, {\mathrm Mpc}^{−1}$. Unlike simulation rescaling methods, neural ODEs naturally extend to summary statistics beyond the power spectrum that are sensitive to the growth history.

cosmology

An invariant asymptotic formula for solutions of second-order linear ODE's

An invariant-matrix technique for the approximate solution of second-order ordinary differential equations (ODEs) of form y-double-prime = phi(x)y is developed analytically and demonstrated. A set of linear transformations for the companion matrix differential system is proposed; the diagonalization procedure employed in the final stage of the asymptotic decomposition is explained; and a scalar formulation of solutions for the ODEs is obtained. Several typical ODEs are analyzed, and it is shown that the Liouville-Green or WKB approximation is a special case of the present formula, which provides an approximation which is valid for the entire interval (0, infinity).

Gingold, H.

A stiff order condition theory for Runge–Kutta methods applied to semilinear ODEs

Classical convergence theory of Runge–Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic degradation in accuracy, known as order reduction, can arise. Methods with high stage order, e.g., Gauss–Legendre and Radau, are known to avoid order reduction, but they must be fully implicit. For the broad class of semilinear ODEs, which consist of a stiff linear term and non-stiff nonlinear term, we show that weaker conditions suffice. Here, our new semilinear order conditions are formulated in terms of orthogonality relations and can be enumerated by rooted trees. Finally, we prove global error bounds that hold uniformly with respect to stiffness of the linear term.

Mathematics and Computing

Investigation of ODE integrators using interactive graphics

Two FORTRAN programs using an interactive graphic terminal to generate accuracy and stability plots for given multistep ordinary differential equation (ODE) integrators are described. The first treats the fixed stepsize linear case with complex variable solutions, and generates plots to show accuracy and error response to step driving function of a numerical solution, as well as the linear stability region. The second generates an analog to the stability region for classes of non-linear ODE's as well as accuracy plots. Both systems can compute method coefficients from a simple specification of the method. Example plots are given.

Brown, R. L.

Parallels between control PDE's (Partial Differential Equations) and systems of ODE's (Ordinary Differential Equations)

System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.

Hunt, L. R.

Parallels between control PDE's and systems of ODE's

System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differential equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.

Hunt, L. R.

Solving ODE Initial Value Problems With Implicit Taylor Series Methods

In this paper we introduce a new class of numerical methods for integrating ODE initial value problems. Specifically, we propose an extension of the Taylor series method which significantly improves its accuracy and stability while also increasing its range of applicability. To advance the solution from t (sub n) to t (sub n+1), we expand a series about the intermediate point t (sub n+mu):=t (sub n) + mu h, where h is the stepsize and mu is an arbitrary parameter called an expansion coefficient. We show that, in general, a Taylor series of degree k has exactly k expansion coefficients which raise its order of accuracy. The accuracy is raised by one order if k is odd, and by two orders if k is even. In addition, if k is three or greater, local extrapolation can be used to raise the accuracy two additional orders. We also examine stability for the problem y'= lambda y, Re (lambda) less than 0, and identify several A-stable schemes. Numerical results are presented for both fixed and variable stepsizes. It is shown that implicit Taylor series methods provide an effective integration tool for most problems, including stiff systems and ODE's with a singular point.

Scott, James R.

Investigation of ODE integrators using interactive graphics

In the present paper, two FORTRAN programs are described which use an interactive graphic terminal to generate accuracy and stability plots for a given multistep integrator of ordinary differential equations (ODE). One program treats the fixed-stepsize linear case with complex variable solutions, and generates plots to show accuracy and error response to step driving function of a numerical solution. It also generates the linear stability region. The other program generates an analog with an accuracy plot. Both systems are capable of computing method coefficients from a simple specification of the method. Example plots are given.

Brown, R. L.

Simulation of Stochastic Processes by Coupled ODE-PDE

A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.

Zak, Michail

Discontinuous Galerkin and Related Methods for ODE

A defining feature of the discontinuous Galerkin (DG) method for ODE is that the piecewise polynomial solution can have a jump discontinuity at the beginning of each step. Starting from the standard integral formulation, the DG method is derived here in differential form. The key ingredient is a polynomial called the correction function, which helps ‘correct’ the discontinuous solution by approximating the jump and yields a continuous one. Under the right Radau quadrature, this continuous solution is identical to the solutions by the right Radau collocation and the continuous Galerkin (CG) methods. Next, the correction function facilitates the construction of the associated implicit Runge-Kutta schemes (IRK-DG). Different quadratures for DG result in different IRK-DG methods: left Radau quadrature in Radau IA, right Radau quadrature in Radau IIA or right Radau collocation, and Gauss quadrature in a method called DG-Gauss. The construction of IRK-DG clarifies the meaning and facilitates the proofs of various 𝐵(𝑝), 𝐶(𝜂), and 𝐷(𝜁) conditions for accuracy. The two consequences of these conditions are that all 𝑠-stage IRK-DG methods are accurate to order 2𝑠 − 1, and the IRK-DG methods of Radau type are unique. Numerical examples showing the behavior of the DG solutions are provided. In all, the correction function plays a key role and helps establish the relations among the DG, IRK-DG, collocation, and CG schemes.

numerical methods

An ODE-Based Wall Model for Turbulent Flow Simulations

Fully automated meshing for Reynolds-Averaged Navier-Stokes Simulations, Mesh generation for complex geometry continues to be the biggest bottleneck in the RANS simulation process; Fully automated Cartesian methods routinely used for inviscid simulations about arbitrarily complex geometry; These methods lack of an obvious & robust way to achieve near wall anisotropy; Goal: Extend these methods for RANS simulation without sacrificing automation, at an affordable cost; Note: Nothing here is limited to Cartesian methods, and much becomes simpler in a body-fitted setting.

Wall Model

An ODE-Fitting Approach to Estimate Critical Aircraft Performance Parameters for Trajectory Prediction

Ground-based decision support tools (DST) in air traffic management (ATM) typically perform trajectory prediction based on aircraft performance model (APM) parameters, but some or all of these parameters might not be readily available. In particular, the three critical parameters required for trajectory prediction are the thrust setting, drag coefficients, and takeoff weight of the aircraft. Unfortunately, these parameters are coupled and appear together in physics-based kinetic models. Past approaches utilize data from a specific phase of flight (climb, level flight or descent), where one or more of the parameters are assumed to be known and estimate the remaining unknown parameters. This approach introduces bias/errors and also does not extend to scenarios where all of the above parameters are not known with sufficient accuracy. This paper is the first of its kind to propose a generalized framework for simultaneous estimation of all three critical APM parameters (thrust, drag, and mass). The proposed approach utilizes data from both the climb and descent phases and fits the ordinary differential equation for altitude in each phase using historical trajectory data available from radar tracks or ADS-B. The approach yields a set of optimized APM parameters that are best suited to fit each historical flight record. The methodology is applied on on sample flights from three different aircraft types, and the results demonstrate low fit error and consequently will yield a high level of prediction accuracy.

trajectory prediction, aircraft performance model,

An ODE-Fitting Approach to Estimate Critical Aircraft Performance Parameters for Trajectory Prediction

Ground-based decision support tools (DST) in air traffic management (ATM) typically perform trajectory prediction based on aircraft performance model (APM) parameters, but some or all of these parameters might not be readily available. In particular, the three critical parameters required for trajectory prediction are the thrust setting, drag coefficients, and takeoff weight of the aircraft. Unfortunately, these parameters are coupled and appear together in physics-based kinetic models. Past approaches utilize data from a specific phase of flight (climb, level flight or descent), where one or more of the parameters are assumed to be known and estimate the remaining unknown parameters. This approach introduces bias/errors and also does not extend to scenarios where all of the above parameters are not known with sufficient accuracy. This paper is the first of its kind to propose a generalized framework for simultaneous estimation of all three critical APM parameters (thrust, drag, and mass). The proposed approach utilizes data from both the climb and descent phases and fits the ordinary differential equation for altitude in each phase using historical trajectory data available from radar tracks or ADS-B. The approach yields a set of optimized APM parameters that are best suited to fit each historical flight record. The methodology is applied on on sample flights from three different aircraft types, and the results demonstrate low fit error and consequently will yield a high level of prediction accuracy.

trajectory prediction