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Results for “Partial integral differential equations”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Solving high-dimensional partial integral differential equations: The finite expression method

Partial integro-differential equations (PIDEs) have broad applications in the sciences, from electro-magnetism to options pricing. Here, in this paper, we introduce a new finite expression method (FEX) to solve PIDEs. This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel method of parameter grouping is proposed to reduce the number of coefficients in high-dimensional function approximation; 2) A Taylor series approximation method is implemented to significantly improve the computational efficiency and accuracy of the evaluation of the integral terms of PIDEs. The new FEX based method, denoted FEX-PG to indicate the addition of the parameter grouping (PG) step to the algorithm, provides both high accuracy and interpretable numerical solutions, with the outcome being an explicit equation that facilitates intuitive understanding of the underlying solution structures. These features are often absent in traditional methods, such as finite element methods (FEM) and finite difference methods, as well as in deep learning-based approaches. To benchmark our method against recent advances, we apply the new FEX-PG to solve benchmark PIDEs in the literature. In high-dimensional settings, FEX-PG exhibits strong and robust performance, achieving relative errors on the order of single precision machine epsilon, significantly outperforming existing approaches based on neural networks.

Combinatorial optimization↗
NASA NTRS1988

A novel approach to the modelling and control of flexible robot arms

A general dynamic model of a two-link Euler-Bernoulli beam flexible robot arm is presented in the form of partial-differential-integral equations. Observations are made on important properties of the dynamic model. The resulting infinite-dimensional system is then input-output decoupled and partially linearized by a diffeomorphic state transformation and nonlinear state feedback. The local stability issue is addressed for a one-link flexible robot arm.

Ding, Xuru↗
DOE OSTI2019

Integrable coupled Liénard-type systems with balanced loss and gain

A Hamiltonian formulation of generic many-particle systems with space-dependent balanced loss and gain coefficients is presented. It is shown that the balancing of loss and gain necessarily occurs in a pair-wise fashion. Further, using a suitable choice of co-ordinates, the Hamiltonian can always be reformulated as a many-particle system in the background of a pseudo-Euclidean metric and subjected to an analogous inhomogeneous magnetic field with a functional form that is identical with space-dependent loss/gain co-efficient. The resulting equations of motion from the Hamiltonian are a system of coupled Liénard-type differential equations. Partially integrable systems are obtained for two distinct cases, namely, systems with (i) translational symmetry or (ii) rotational invariance in a pseudo-Euclidean space. A total number of m+1 integrals of motion are constructed for a system of 2m particles, which are in involution, implying that two-particle systems are completely integrable. A few exact solutions for both the cases are presented for specific choices of the potential and space-dependent gain/loss co-efficients, which include periodic stable solutions. Quantization of the system is discussed with the construction of the integrals of motion for specific choices of the potential and gain–loss coefficients. A few quasi-exactly solvable models admitting bound states in appropriate Stoke wedges are presented.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2025

Optimizing the optimizer for physics-informed neural networks and Kolmogorov-Arnold networks

Physics-Informed Neural Networks (PINNs) have revolutionized the computation of PDE solutions by integrating partial differential equations (PDEs) into the neural network’s training process as soft constraints, becoming an important component of the scientific machine learning (SciML) ecosystem. More recently, physics-informed Kolmogorv-Arnold networks (PIKANs) have also shown to be effective and comparable in accuracy with PINNs. In their current implementation, both PINNs and PIKANs are mainly optimized using first-order methods like Adam, as well as quasi-Newton methods such as BFGS and its low-memory variant, L-BFGS. However, these optimizers often struggle with highly nonlinear and non-convex loss landscapes, leading to challenges such as slow convergence, local minima entrapment, and (non)degenerate saddle points. In this study, we investigate the performance of Self- Scaled BFGS (SSBFGS), Self-Scaled Broyden (SSBroyden) methods and other advanced quasi-Newton schemes, including BFGS and L-BFGS with different line search strategies. These methods dynamically rescale updates based on historical gradient information, thus enhancing training efficiency and accuracy. We systematically compare these optimizers – using both PINNs and PIKANs – on key challenging PDEs, including the Burgers, Allen-Cahn, Kuramoto-Sivashinsky, Ginzburg-Landau, and Stokes equations. Additionally, we evaluate the performance of SSBFGS and SSBroyden for Deep Operator Network (DeepONet) architectures, demonstrating their effectiveness for data-driven operator learning. Our findings provide state-of-the-art results with orders-of-magnitude accuracy improvements without the use of adaptive weights or any other enhancements typically employed in PINNs. More broadly, our work reveal insights into the effectiveness of quasi-Newton optimization strategies in significantly improving the convergence and accurate generalization of PINNs and PIKANs.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1977

Calculation of sheath and wake structure about a pillbox-shaped spacecraft in a flowing plasma

A computer program was used for studies of the disturbed zones around bodies in flowing plasmas, particularly spacecraft and their associated sheaths and wakes. The program solved a coupled Poisson-Vlasov system of nonlinear partial differential integral equations to obtain distributions of electric potential and ion and electron density about a finite length cylinder in a plasma flow at arbitrary ion Mach numbers. The approach was applicable to a larger range of parameters than other available approaches. In sample calculations, bodies up to 100 Debye lengths in radius were treated, that is, larger than any previously treated realistically. Applications were made to in-situ satellite experiments.

Parker, L. W.↗
NASA NTRS1994

On the removal of boundary errors caused by Runge-Kutta integration of non-linear partial differential equations

It has been previously shown that the temporal integration of hyperbolic partial differential equations (PDE's) may, because of boundary conditions, lead to deterioration of accuracy of the solution. A procedure for removal of this error in the linear case has been established previously. In the present paper we consider hyperbolic (PDE's) (linear and non-linear) whose boundary treatment is done via the SAT-procedure. A methodology is present for recovery of the full order of accuracy, and has been applied to the case of a 4th order explicit finite difference scheme.

Abarbanel, Saul↗
DOE OSTI2023

Learning effective stochastic differential equations from microscopic simulations: Linking stochastic numerics to deep learning

We identify effective stochastic differential equations (SDEs) for coarse observables of fine-grained particle- or agent-based simulations; these SDEs then provide useful coarse surrogate models of the fine scale dynamics. We approximate the drift and diffusivity functions in these effective SDEs through neural networks, which can be thought of as effective stochastic ResNets. The loss function is inspired by, and embodies, the structure of established stochastic numerical integrators (here, Euler–Maruyama and Milstein); our approximations can thus benefit from backward error analysis of these underlying numerical schemes. They also lend themselves naturally to “physics-informed” gray-box identification when approximate coarse models, such as mean field equations, are available. Existing numerical integration schemes for Langevin-type equations and for stochastic partial differential equations can also be used for training; we demonstrate this on a stochastically forced oscillator and the stochastic wave equation. Our approach does not require long trajectories, works on scattered snapshot data, and is designed to naturally handle different time steps per snapshot. We consider both the case where the coarse collective observables are known in advance, as well as the case where they must be found in a data-driven manner.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Verification of Bison fission product species conservation under TRISO reactor conditions

When assessing the reliability and predictive capabilities of a simulation tool, code verification is used to ensure that the implemented numerical algorithm is a faithful representation of its underlying mathematical model, including partial differential or integral equations, initial and boundary conditions, and auxiliary relationships. During this process, numerical results in a discrete solution are compared to the analytical solution of the mathematical model. Here, in this paper, the code verification process is applied to one-dimensional spatiotemporal problems that exercise partial differential equation governing the conservation of fission product species (or mass diffusion). Numerical experiments were performed in the Bison fuel performance code to evaluate its predictive capability under various TRISO reactor conditions such as base irradiation and safety heating test conditions for either short- or long-lived fission product species, as well as a case concerning evaporation from the outer surface of a particle. The code predictions were compared with the expected exact results obtained from the analytical expressions, and the fact that they demonstrate the correct analytical behavior provides strong evidence of proper numerical algorithm implementation.

07 ISOTOPE AND RADIATION SOURCES↗
DOE OSTI2024

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↗
NASA NTRS1982

Compressibility effects in turbulence modeling

Numerical turbulence modeling is discussed with attention given to fluid property variations caused by compressibility in an adiabatic flow. The models are considered in terms of integral quantities expressed by ordinary differential equations and by those formulated as partial differential equations. Compressibility corrections for both integral and partial differential methods are reviewed. Eddy-viscosity models are explored for their capability to characterize the mass-weighted Reynolds stress, which can be accounted for with primitive and/or mass-weighted variables. Compressible flow simulations are currently constrained to low Re and zero mean dilation. The effects of compressibility are defined in wave number space by resolving the Fourier transforms of the velocity vectors into components which are perpendicular and parallel to the wave number vector. Statistical correlations then permit obtaining a value for each contribution.

Rubesin, M. W.↗
DOE OSTI2025

Machine Learned Empirical Numerical Integrator from Simulated Data

Recently, a number of state-of-the-art surrogate machine learning (ML) models have been designed for global weather and climate prediction, which have been trained using reanalysis data products. Reanalysis data products are constructed using numerical model simulations that combine numerical integration of partial differential equations and parameterization schemes. These products are typically only archived and made available using coarsened spatial and temporal resolutions. This study explores the impact of the numerical generation methods used to produce the training datasets and the temporal resolution of those datasets on machine learning surrogate models. Using the nonlinear vector autoregression (NVAR) machine as an explainable ML technique, simple dynamical systems are emulated with ML models trained on data produced by three classical numerical integration schemes. NVAR is validated as a skillful ML method, capable of producing accurate predictions and, more importantly, reconstructing both the underlying dynamics and the numerical integration scheme used to generate the training data. However, the machine fails to generalize predictions on unseen test data generated by different numerical integration schemes, despite the underlying dynamical system being the same. This result provides a word of caution for the growing field of machine learning emulation of weather and climate dynamics. Furthermore, we illustrate using NVAR that training on temporally coarsened data may increase the required complexity of ML models and potentially introduce new numerical challenges. Finally, we discover that empirical integration schemes with arbitrary time-stepping sizes can be constructed directly from the data, which implies a potential for the development of empirical numerical integration schemes.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2024

Multiscale modeling of HBV infection integrating intra- and intercellular viral propagation to analyze extracellular viral markers

Chronic infection with hepatitis B virus (HBV) is caused by the persistence of closed circular DNA (cccDNA) in the nucleus of infected hepatocytes. Despite available therapeutic anti-HBV agents, eliminating the cccDNA remains challenging. Thus, quantifying and understanding the dynamics of cccDNA are essential for developing effective treatment strategies and new drugs. However, such study requires repeated liver biopsy to measure the intrahepatic cccDNA, which is basically not accepted because liver biopsy is potentially morbid and not common during hepatitis B treatment. We here aimed to develop a noninvasive method for quantifying cccDNA in the liver using surrogate markers in peripheral blood. We constructed a multiscale mathematical model that explicitly incorporates both intracellular and intercellular HBV infection processes. The model, based on age-structured partial differential equations, integrates experimental data from in vitro and in vivo investigations. By applying this model, we roughly predicted the amount and dynamics of intrahepatic cccDNA within a certain range using specific viral markers in serum samples, including HBV DNA, HBsAg, HBeAg, and HBcrAg. Our study represents a significant step towards advancing the understanding of chronic HBV infection. The noninvasive quantification of cccDNA using our proposed method holds promise for improving clinical analyses and treatment strategies. By comprehensively describing the interactions of all components involved in HBV infection, our multiscale mathematical model provides a valuable framework for further research and the development of targeted interventions.

59 BASIC BIOLOGICAL SCIENCES↗
NASA NTRS1990

Quadrature imposition of compatibility conditions in Chebyshev methods

Often, in solving an elliptic equation with Neumann boundary conditions, a compatibility condition has to be imposed for well-posedness. This condition involves integrals of the forcing function. When pseudospectral Chebyshev methods are used to discretize the partial differential equation, these integrals have to be approximated by an appropriate quadrature formula. The Gauss-Chebyshev (or any variant of it, like the Gauss-Lobatto) formula can not be used here since the integrals under consideration do not include the weight function. A natural candidate to be used in approximating the integrals is the Clenshaw-Curtis formula, however it is shown that this is the wrong choice and it may lead to divergence if time dependent methods are used to march the solution to steady state. The correct quadrature formula is developed for these problems. This formula takes into account the degree of the polynomials involved. It is shown that this formula leads to a well conditioned Chebyshev approximation to the differential equations and that the compatibility condition is automatically satisfied.

Gottlieb, D.↗