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At least 19 records

Deep learning of free boundary and Stefan problems

Free boundary problems appear naturally in numerous areas of mathematics, science and engineering. These problems present a great computational challenge because they necessitate numerical methods that can yield an accurate approximation of free boundaries and complex dynamic interfaces. In this work, we propose a multi-network model based on physics-informed neural networks to tackle a general class of forward and inverse free boundary problems called Stefan problems. Specifically, we approximate the unknown solution as well as any moving boundaries by two deep neural networks. Besides, we formulate a new type of inverse Stefan problems that aim to reconstruct the solution and free boundaries directly from sparse and noisy measurements. We demonstrate the effectiveness of our approach in a series of benchmarks spanning different types of Stefan problems, and illustrate how the proposed framework can accurately recover solutions of partial differential equations with moving boundaries and dynamic interfaces. All code and data accompanying this manuscript are publicly available at https://github.com/PredictiveIntelligenceLab/DeepStefan.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A general non-Fourier Stefan problem formulation that accounts for memory effects

The Stefan problem is the classical model of a melting phase change. In heterogeneous systems, such phase changes can exhibit non-Fourier (anomalous) behaviors, where the advance of the melt interface does not follow the expected time scaling. These situations can be modeled by replacing the derivatives, in the governing partial differential equations, with fractional order derivatives. In particular, replacing the time derivatives leads to non-Fourier models that account for memory effects in the system. In this work, by using appropriate time convolution integrals, a general thermodynamic balance statement for melting phase problems, explicitly accounting for memory effects, is developed. From this balance, a general model formulation applicable to problems involving melting over a temperature range (i.e., a mushy region) is derived. A key component in this model is the representation of memory effects through the use of fractional derivative based constitutive models of the enthalpy and heat flux. Further, on shrinking the mushy region to a single isotherm, a general sharp interface melting model is obtained. Here, in contrast to the classic Stefan problem, the fractional derivatives induce a natural regularization, such that the constitutive models for enthalpy and heat flux are continuous at the melt interface; a result confirmed through numerical simulation. To further support the theoretical findings, a physical example of a non-Fourier Stefan problem is presented. Overall the development and results in this paper underscore the importance of explicitly relating the development of fractional calculus models to the appropriate thermodynamic balance statements.

42 ENGINEERING↗

Development of Modified Perturbation Solutions to the One-Phase Stefan Problems With a Convective Boundary

The classical Stefan problem is used to track the moving solid-liquid interface during the freezing process. Perturbation theory has often been applied to find an approximate analytical solution due to the nonlinearity of the moving interface. However, the Stefan number (i.e., the sensible over latent heat) must be small and usually less than 0.01 to assume the perturbation expansion, which in turn limits the thermal engineering applications. In this study, a modified perturbation solution is developed by adding a correction term after the leading-order solution to be valid for a much wider range of Stefan numbers (i.e., 0.01 less than or equal to Ste less than or equal to 1). Specifically, a one-phase Stefan problem is first formulated subjected to a convective boundary in the Cartesian, cylindrical, and spherical coordinate systems for inward solidification. The leading-order solution is calculated based on the regular perturbation theory, while the correction term is obtained using the Monte-Carlo method and a multi-variant regression. Results show that the correction term has a linear relationship with the Stefan number and is not significantly influenced by the Biot number. The proposed modified perturbation solution can accurately and rapidly predict the nonlinear moving interface motion for the freezing process.

DIRECT ENERGY CONVERSION,MATHEMATICS AND COMPUTING↗

An implementation of the phase-field model based on coupled thermomechanical finite element solvers for large-strain twinning, explicit dynamic fracture and the classical Stefan problem

The implementation of a phase-field model in finite elements usually requires significant expertise and involves the development of a user element with additional degrees of freedom. An alternative implementation of the phase-field model within a thermo-mechanical finite element simulation package was presented in (Cho et al 2012 Int. J. Solids Struct. 49 1973–1992), where the phase-field variable is treated as the temperature degree of freedom. However, this approach has only been used for small strain phase-field modelling of martensitic transformations and quasistatic phase-field modelling of fracture. Here, we present a phase-field finite element implementation via the temperature degree of freedom for several additional cases from the literature: (i) the large-strain phase-field description of deformation twinning presented in (Clayton and Knap 2011 Physica D 240 841–858), (ii) phase-field description of brittle fracture with inertial effects based on the theory from (Molnár and Gravouil 2017, Finite Elem. Anal. Des. 130 27–38) and (Miehe et al 2010 Int. J. Numer. Methods Eng. 83 1273–1311) and (iii) the classical Stefan problem of solidification presented in (Mackenzie and Robertson 2002 J. Comput. Phys. 181 526–544). The last problem involves the temperature and phase-field variables as unknowns.

36 MATERIALS SCIENCE↗

Modeling polymer crystallisation induced by a moving heat sink

Recent experimental work has shown that polymer crystallisation can be used to “move” and organize nanoparticles (NP). As a first effort at modeling this situation, we consider the classical Stefan problem but with the modification that polymer crystallisation does not occur at a single temperature. Rather, the rate of crystallisation is proportional to its subcooling, and here we employ a form inspired by the classical Avrami model to describe this functional form. Our results for the movement of the polymer crystallisation front, as defined as the point where the crystallinity is 50%, closely track the results of the classical Stefan problem. Thus, at this level of approximation, the crystallisation kinetics of the polymer do not cause qualitative changes to the physics of this situation. Inspired by this fact we study the more interesting situation where the directional recrystallisation of a polymer melt is considered, e.g. , through the application of a moving heat sink over an initially molten polymer, reminiscent of a processing technique termed zone annealing. The polymer crystallisation shows that a steady state exists for a range of sink velocities. The solid–melt interface moves slightly ahead of the sink but at the same velocity. The steady-state distance between the sink and the interface decreases with increasing sink velocity – this is a consequence of the excess cooling provided by the sink over what is required to crystallise the melt. The most interesting new result is that the temperature of the crystal–melt interface decreases with increasing sink velocity. This is in line with the ansatz of Lovinger and Gryte who suggested that larger zone annealing velocities correspond to progressively larger effective undercoolings at which polymer crystallisation occurs.

36 MATERIALS SCIENCE↗

Physics-Informed Neural Networks for Heat Transfer Problems

Abstract Physics-informed neural networks (PINNs) have gained popularity across different engineering fields due to their effectiveness in solving realistic problems with noisy data and often partially missing physics. In PINNs, automatic differentiation is leveraged to evaluate differential operators without discretization errors, and a multitask learning problem is defined in order to simultaneously fit observed data while respecting the underlying governing laws of physics. Here, we present applications of PINNs to various prototype heat transfer problems, targeting in particular realistic conditions not readily tackled with traditional computational methods. To this end, we first consider forced and mixed convection with unknown thermal boundary conditions on the heated surfaces and aim to obtain the temperature and velocity fields everywhere in the domain, including the boundaries, given some sparse temperature measurements. We also consider the prototype Stefan problem for two-phase flow, aiming to infer the moving interface, the velocity and temperature fields everywhere as well as the different conductivities of a solid and a liquid phase, given a few temperature measurements inside the domain. Finally, we present some realistic industrial applications related to power electronics to highlight the practicality of PINNs as well as the effective use of neural networks in solving general heat transfer problems of industrial complexity. Taken together, the results presented herein demonstrate that PINNs not only can solve ill-posed problems, which are beyond the reach of traditional computational methods, but they can also bridge the gap between computational and experimental heat transfer.

Engineering↗

Measurement of Thermal Conductivity in a Supercooled Hydrogel-Salt Complex Near Its Phase Transition

Solid-liquid phase transitions, i.e. solidification processes, have applications in data storage, development of novel thermoelectric materials, cooling of microelectronic substrates and air conditioning condensers. Standard analyses of solidification (Stefan problem) assume constant thermal properties of the solid and liquid sides. It is not known how these properties change across the spatial transition interface, though most studies report a discontinuity in the solid and liquid properties through the transition temperature [1]. When the phase transition releases enthalpy, recent research has shown if the phonon or electron transport time is of the same order of magnitude as the time scale of the atomic transformation, this increases the heat capacity of the solid material at temperatures near the phase transition temperature [2]. A fundamental understanding of the phase transition may help shed light on the molecular origins of supercooling and spontaneous nucleation, which will help with applications involving them. We report studies of supercooling and nucleation of sodium sulfate decahydrate, a salt hydrate which is of recent interest in thermal storage, and of a hydrogel-sodium sulfate complex which shows limited supercooling. We will also report the measurement of their thermal properties during the phase transition process. This will be done with a hot-wire setup which produces small temperature changes of the order of ~1 C.

crystallization, phase transformation, thermal con↗

Boundary layer description of directional polymer crystallisation

Nearly fifty years ago Lovinger and Gryte suggested that the directional crystallization of a polymer was analogous to the quiescent isothermal crystallization experiment but at a supercooling where the crystal growth velocity was equal to the velocity of the moving front. Our experiments showed that this equivalence holds in a detailed manner at low directional velocities. To understand the underlying physics of these situations, we modeled the motion of a crystallization front in a liquid where the left side boundary is suddenly lowered below the melting point (Stefan's problem) but with the modification that the crystallization kinetics follow a version of the Avrami model. Our numerical results surprisingly showed that the results of the polymer analog track with the Stefan results which were derived for a simple liquid that crystallizes completely at its melting point; in particular, the position of the crystal growth-front evolved with time exactly as in the Stefan problem. The numerical solution also showed that the temperature in the immediate vicinity of the growth-front decreased with increasing front velocity, which is in line with Lovinger and Gryte's ansatz. To provide a clear theoretical understanding of these numerical results we derive a boundary layer solution to the governing coupled differential equations of the polymer problem. The analytical results are in agreement with our observations from experiments and numerical computations but show that this equivalence between the small molecule and polymer analog only holds in the limit where the crystallization enthalpy is much larger than the rate at which heat is conducted away in the polymer. In particular, in the context of the temperature profile, the enthalpy generated by the crystallisation process which is spread out over a narrow spatial region can be approximated as a point source whose location and temperature correspond to the Lovinger–Gryte ansatz.

36 MATERIALS SCIENCE↗

An implicit, sharp numerical treatment of viscous terms at arbitrarily shaped liquid-gas interfaces in evaporative flows

We report a novel methodology for accurate treatment of viscous terms in evaporation problems. The proposed scheme is an extension of the sharp viscous treatment of Kang et al. (2000) [7] to 3D phase change problems. To ensure accuracy and grid converging solutions, a new implicit approach to computing viscous fluxes across the phase interfaces is proposed, which was previously unavailable in fixed grid numerical schemes. Analytical relations were derived for the jump in velocity gradients across the 2D and 3D phase interfaces, an important constituent of the proposed scheme. The relations show a non-vanishing jump in the tangential gradients across the phase interface that are associated with evaporative flux and interfacial curvature. The proposed methodology demonstrated first order accuracy in canonical test cases. It is general and applicable to arbitrarily oriented interfaces, and can be readily implemented in existing evaporation flow solvers.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Analytical Modeling of Metal Foam Composite Phase Change Materials (PCM) in Thermal Energy Storage Using Asymptotic Analysis

The use of phase change materials (PCMs) for thermal energy storage can release or absorb a significant amount of latent heat during the freezing or melting process, offering a higher energy storage density. One of the main drawbacks of PCMs is their low thermal conductivity, resulting in poor thermal performance. Recent research has attempted to enhance heat transfer and increase the thermal conductivity of PCMs, including the use of metal foams. However, modeling the metal foam composite PCM using conventional methods is computationally expensive. This paper proposes an asymptotic solution for a Stefan-like problem subject to a convective boundary for outward solidification in a hollow cylinder, capable of predicting the freeze-melt cycle of the metal foam composite PCM. Specifically, three temporal regimes and four spatial layers are considered in the asymptotic analysis for each phase change process. The thermal conductivity is calculated by a theoretical three-dimensional tetrakaidecahedron model, while other thermophysical properties are obtained using the method of volume averaging. The results are verified with numerical data and validated against experimental data in the literature. The presented analytical modeling framework could have the potential to be applied to other types of composite PCMs with considerably lower computational costs compared with conventional methods.

analytical model↗

A level-set immersed boundary method for reactive transport in complex topologies with moving interfaces

A simulation framework based on the level-set and the immersed boundary methods (LS-IBM) has been developed for reactive transport problems in porous media involving a moving solid-fluid interface. The interface movement due to surface reactions is tracked by the level-set method, while the immersed boundary method captures the momentum and mass transport at the interface. The proposed method is capable of accurately modeling transport near evolving boundaries in Cartesian grids. The framework formulation guarantees second order accuracy in space. Since the interface velocity is only defined at the moving boundary, an interface velocity propagation method is also proposed. The method can be applied to other moving interface problems of the “Stefan” type. Here, we validate the proposed LS-IBM both for flow and transport close to an immersed object with reactive boundaries as well as for crystal growth. Lastly, the proposed method provides a powerful tool to model more realistic problems involving moving reactive interfaces in complex domains.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Increasing CO 2 Capture Rate in Liquid-Solvent Direct-Air Carbon Capture via Additive Manufacturing

Carbon capture is essential to meeting climate change mitigation goals. One approach currently being commercialized utilizes liquid-based solvents to capture CO 2 directly from the atmosphere but is limited by slow absorption of CO 2 into the liquid. Improved air/solvent liquid mixing increases CO 2 absorption rate, and this increased CO 2 absorption efficiency allows for smaller carbon capture systems with lower capital costs and better economic viability. In this project, we study the use of passive micromixers fabricated by metal additive manufacturing. The micromixer’s small-scale surface geometric features perturb and mix the liquid film to enhance mass transfer and CO 2 absorption. In this project, we evaluated this hypothesis through computational and experimental studies. Computational investigations focused on developing capabilities to simulate thin film (~ 100μm) fluid flow on rough surfaces. Such thin films are in a surface-tension dominated regime and simulations in this regime are prone to instabilities. Improvements to the Nalu code completed in this project resulted in a 10x timestep stability improvement for these problems.

36 MATERIALS SCIENCE↗

Derivative-free stochastic optimization via adaptive sampling strategies

In this paper, we present a novel derivative-free framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning to quantum computing involve settings where only stochastic function values are obtained via a zeroth-order oracle, which has no available gradient information and necessitates the usage of derivative-free optimization methodologies. Our approach includes estimating gradients using stochastic function evaluations and integrating adaptive sampling techniques to control the accuracy in these stochastic approximations. Our framework encapsulates several gradient estimation techniques, including standard finite-difference, Gaussian smoothing, sphere smoothing, randomized coordinate finite-difference, and randomized subspace finite-difference methods. We provide theoretical convergence guarantees for our framework and analyze the worst-case iteration and sample complexities associated with each gradient estimation method. Finally, we demonstrate the empirical performance of the methods on logistic regression and nonlinear least squares problems.

Adaptive sampling↗

Scalable DPG multigrid solver for Helmholtz problems: A study on convergence

This paper presents a scalable multigrid preconditioner targeting large-scale systems arising from discontinuous Petrov–Galerkin (DPG) discretizations of high-frequency wave operators. This work is built on previously developed multigrid preconditioning techniques of Petrides and Demkowicz (Comput. Math. Appl. 87 (2021) pp. 12–26) and extends the convergence results from $\mathscr{O}$(10 7 ) degrees of freedom (DOFs) to $\mathscr{O}$(10 9 ) DOFs using a new scalable parallel MPI/OpenMP implementation. Novel contributions of this paper include an alternative definition of coarse-grid systems based on restriction of fine-grid operators, yielding superior convergence results. In the uniform refinement setting, a detailed convergence study is provided, demonstrating h and p robust convergence and linear scaling with respect to the wave frequency. Finally, the paper concludes with numerical results on hp -adaptive simulations including a large-scale seismic modeling benchmark problem with high material contrast.

97 MATHEMATICS AND COMPUTING↗

Simulations of plasmas and fluids using anti-symmetric models

ALMA (Anti-symmetric, Large-Moment, Accelerated) is a fast, flexible, and scalable toolkit designed to solve hyperbolic conservation law systems in hybrid supercomputers. Here this manuscript describes the theoretical background and implementation of ALMA, which uses the anti-symmetric formulation of fluids to obtain simple, robust, and easily paralellizable code. Practical GPU acceleration is realized on entire applications with an overall gain factor of 2 to 4. ALMA also provides a parallel, GPU accelerated sparse solver based on geometric multigrid, capable of diagonalizing linear systems with 239 unknowns. Here we demonstrate ALMA's scaling and performance in petascale supercomputers and use standard fluid models to verify the overall approach with canonical benchmark problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A method for convex black-box integer global optimization

Here we study the problem of minimizing a convex function on a nonempty, finite subset of the integer lattice when the function cannot be evaluated at noninteger points. We propose a new underestimator that does not require access to (sub)gradients of the objective; such information is unavailable when the objective is a blackbox function. Rather, our underestimator uses secant linear functions that interpolate the objective function at previously evaluated points. These linear mappings are shown to underestimate the objective in disconnected portions of the domain. Therefore, the union of these conditional cuts provides a nonconvex underestimator of the objective. We propose an algorithm that alternates between updating the underestimator and evaluating the objective function. We prove that the algorithm converges to a global minimum of the objective function on the feasible set. We present two approaches for representing the underestimator and compare their computational effectiveness. We also compare implementations of our algorithm with existing methods for minimizing functions on a subset of the integer lattice. We discuss the difficulty of this problem class and provide insights into why a computational proof of optimality is challenging even for moderate problem sizes.

97 MATHEMATICS AND COMPUTING↗

PARMOO

ParMOO is a Python library for solving multiobjective simulation optimization problems, while exploiting problem structure. ParMOO stands for "parallel multiobjective optimization".

WILD, STEFAN↗

Stochastic minibatch approach to the ptychographic iterative engine

The ptychographic iterative engine (PIE) is a widely used algorithm that enables phase retrieval at nanometer-scale resolution over a wide range of imaging experiment configurations. By analyzing diffraction intensities from multiple scanning locations where a probing wavefield interacts with a sample, the algorithm solves a difficult optimization problem with constraints derived from the experimental geometry as well as sample properties. The effectiveness at which this optimization problem is solved is highly dependent on the ordering in which we use the measured diffraction intensities in the algorithm, and random ordering is widely used due to the limited ability to escape from stagnation in poor-quality local solutions. In this study, we introduce an extension to the PIE algorithm that uses ideas popularized in recent machine learning training methods, in this case minibatch stochastic gradient descent. Our results demonstrate that these new techniques significantly improve the convergence properties of the PIE numerical optimization problem.

47 OTHER INSTRUMENTATION↗