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Results for “Surface PDEs”

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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13 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

First-passage time statistics on surfaces of general shape: Surface PDE solvers using Generalized Moving Least Squares (GMLS)

Here, we develop numerical methods for computing statistics of stochastic processes on surfaces of general shape with drift-diffusion dynamics d X t = a (X t ) dt + b(X t ) d W t . We formulate descriptions of Brownian motion and general drift-diffusion processes on surfaces. We consider statistics of the form u (x) = E x [$∫^{τ}_{0}$ g (X t ) dt ] + E x [ f (X τ )] for a domain Ω and the exit stopping time τ = inf t { t >0 | X i Ω}, where f , g are general smooth functions. For computing these statistics, we develop high-order Generalized Moving Least Squares (GMLS) solvers for associated surface PDE boundary-value problems based on Backward- Kolmogorov equations. We focus particularly on the mean First Passage Times (FPTs) given by the case f = 0, g = 1 where u (x) = E x [τ]. We perform studies for a variety of shapes showing our methods converge with high-order accuracy both in capturing the geometry and the surface PDE solutions. We then perform studies showing how statistics are influenced by the surface geometry, drift dynamics, and spatially dependent diffusivities.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Generalized moving least squares vs. radial basis function finite difference methods for approximating surface derivatives

Approximating differential operators defined on two-dimensional surfaces is an important problem that arises in many areas of science and engineering. Over the past ten years, localized meshfree methods based on generalized moving least squares (GMLS) and radial basis function finite differences (RBF-FD) have been shown to be effective for this task as they can give high orders of accuracy at low computational cost, and they can be applied to surfaces defined only by point clouds. However, there have yet to be any studies that perform a direct comparison of these methods for approximating surface differential operators (SDOs). The first purpose of this work is to fill that gap. For this comparison, we focus on an RBF-FD method based on polyharmonic spline kernels and polynomials (PHS+Poly) since they are most closely related to the GMLS method. Additionally, we use a relatively new technique for approximating SDOs with RBF-FD called the tangent plane method since it is simpler than previous techniques and natural to use with PHS+Poly RBF-FD. Further, the second purpose of this work is to relate the tangent plane formulation of SDOs to the local coordinate formulation used in GMLS and to show that they are equivalent when the tangent space to the surface is known exactly. The final purpose is to use ideas from the GMLS SDO formulation to derive a new RBF-FD method for approximating the tangent space for a point cloud surface when it is unknown. For the numerical comparisons of the methods, we examine their convergence rates for approximating the surface gradient, divergence, and Laplacian as the point clouds are refined for various parameter choices. We also compare their efficiency in terms of accuracy per computational cost, both when including and excluding setup costs.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Leverage Score Sampling for Parametric PDEs (Final Technical Report)

This final technical report summarizes the accomplishments of work performed under DOE Office of Science Award DE-SC0022266, which is titled “Leverage Score Sampling for Parametric PDEs”. The goal of the project was to extend methods from Randomized Numerical Linear Algebra (RandNLA) to tackle central computational challenges in model order reduction and uncertainty quantification (UQ) for parametric partial differential equations (PDEs). In particular, we sought to use importance sampling methods originally developed for RandNLA to develop sample efficient active learning algorithms for approximating high-dimensional scalar functions, e.g. by polynomials, Gaussian process models, and simple neural networks. Such methods can be immediately applied to developing surrogate models or to approximating quantity of interest (QoI) surfaces. In the context of PDEs, each sample used for learning equates to the solution of the differential equation for a particular set of parameters, so sample efficiency translates to improved computational efficiency for a variety of downstream tasks.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

¬¬Integration of Quantification of Margins and Uncertainties Methodology into Parallel Discrete Event Simulator Framework

Parallel Discrete Events Simulation (PDES) is becoming increasingly important to lab efforts in security and intelligence. It is used to model complex asynchronous systems such as computer networks, satellite systems, vehicular traffic, and human performance. Uncertainty Quantification (UQ) techniques have become a mainstay of Verification and Validation (V&V) efforts on physics simulations. However, PDES models are very different from traditional physics simulations, and research into UQ techniques for PDES is in its infancy. It is not clear which traditional UQ techniques can be applied to PDES, or what new techniques will need to be developed. The goal of this project was to identify existing UQ techniques that can be applied to PDES, and to develop new techniques as necessary. The project implemented or developed techniques to handle issues that do not appear in traditional physics simulations, but are common among PDES, including sampling techniques for high-dimensional homogenous inputs, response surfaces for high-variance heteroskedastic output, and characterization of skewed output distributions. These are foundational UQ techniques that must be used in any complete UQ analysis (Tong 2018).

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

An Investigation of Variables Affecting Plutonium Hydriding (20210946DI): Surface Phase Transitions and Reactions

Tusas was originally developed for phase field simulation of solidification (see [33, 6, 32]) and evolution of polycrystalline solid mechanics (see [16]). Tusas is particularly developed for PDEs compatible with structured or unstructured Lagrange (nodal) finite element discretizations and explicit (Euler) or implicit (Euler, Trapezoid, BDF2) temporal discretizations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Multi-fidelity Bayesian neural networks: Algorithms and applications

Here we propose a new class of Bayesian neural networks (BNNs) that can be trained using noisy data of variable fidelity, and we apply them to learn function approximations as well as to solve inverse problems based on partial differential equations (PDEs). These multi-fidelity BNNs consist of three neural networks: The first is a fully connected neural network, which is trained following the maximum a posteriori probability (MAP) method to fit the low-fidelity data; the second is a Bayesian neural network employed to capture the cross-correlation with uncertainty quantification between the low- and high-fidelity data; and the last one is the physics-informed neural network, which encodes the physical laws described by PDEs. For the training of the last two neural networks, we first employ the mean-field variational inference (VI) to maximize the evidence lower bound (ELBO) to obtain informative prior distributions for the hyperparameters in the BNNs, and subsequently we use the Hamiltonian Monte Carlo (HMC) method to estimate accurately the posterior distributions for the corresponding hyperparameters. We demonstrate the accuracy of the present method using synthetic data as well as real measurements. Specifically, we first approximate a one- and four-dimensional function, and then infer the reaction rates in one- and two-dimensional diffusion-reaction systems. Moreover, we infer the sea surface temperature (SST) in the Massachusetts and Cape Cod Bays using satellite images and in-situ measurements. Taken together, our results demonstrate that the present method can capture both linear and nonlinear correlation between the low- and high-fidelity data adaptively, identify unknown parameters in PDEs, and quantify uncertainties in predictions, given a few scattered noisy high-fidelity data. Finally, we demonstrate that we can effectively and efficiently reduce the uncertainties and hence enhance the prediction accuracy with an active learning approach, using as examples a specific one-dimensional function approximation and an inverse PDE problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

An adaptive space-time phase field formulation for dynamic fracture of brittle shells based on LR NURBS

Here, we present an adaptive space-time phase field formulation for dynamic fracture of brittle shells. Their deformation is characterized by the Kirchhoff–Love thin shell theory using a curvilinear surface description. All kinematical objects are defined on the shell’s mid-plane. The evolution equation for the phase field is determined by the minimization of an energy functional based on Griffith’s theory of brittle fracture. Membrane and bending contributions to the fracture process are modeled separately and a thickness integration is established for the latter. The coupled system consists of two nonlinear fourth-order PDEs and all quantities are defined on an evolving two-dimensional manifold. Since the weak form requires C 1 -continuity, isogeometric shape functions are used. The mesh is adaptively refined based on the phase field using Locally Refinable (LR) NURBS. Time is discretized based on a generalized-α method using adaptive time-stepping, and the discretized coupled system is solved with a monolithic Newton–Raphson scheme. Finally, the interaction between surface deformation and crack evolution is demonstrated by several numerical examples showing dynamic crack propagation and branching.

42 ENGINEERING↗
DOE OSTI2023

Hierarchical off-diagonal low-rank approximation of Hessians in inverse problems, with application to ice sheet model initialization

Obtaining lightweight and accurate approximations of discretized objective functional Hessians in inverse problems governed by partial differential equations (PDEs) is essential to make both deterministic and Bayesian statistical large-scale inverse problems computationally tractable. The cubic computational complexity of dense linear algebraic tasks, such as Cholesky factorization, that provide a means to sample Gaussian distributions and determine solutions of Newton linear systems is a computational bottleneck at large-scale. These tasks can be reduced to log-linear complexity by utilizing hierarchical off-diagonal low-rank (HODLR) matrix approximations. In this work, we show that a class of Hessians that arise from inverse problems governed by PDEs are well approximated by the HODLR matrix format. In particular, we study inverse problems governed by PDEs that model the instantaneous viscous flow of ice sheets. In these problems, we seek a spatially distributed basal sliding parameter field such that the flow predicted by the ice sheet model is consistent with ice sheet surface velocity observations. Here, we demonstrate the use of HODLR Hessian approximation to efficiently sample the Laplace approximation of the posterior distribution with covariance further approximated by HODLR matrix compression. Computational studies are performed which illustrate ice sheet problem regimes for which the Gauss–Newton data-misfit Hessian is more efficiently approximated by the HODLR matrix format than the low-rank (LR) format. We then demonstrate that HODLR approximations can be favorable, when compared to global LR approximations, for large-scale problems by studying the data-misfit Hessian associated with inverse problems governed by the first-order Stokes flow model on the Humboldt glacier and Greenland ice sheet.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Generalized fractional approach to solving partial differential equations with arbitrary dispersion relations

The dynamics of physical systems are typically modeled by partial differential equations (PDEs). Because of the complexity in physical systems, PDE models rely on approximations or limiting cases. To model the full complexity of physical systems, it is necessary to use multiscale approaches where appropriate models are used at each level. Alternatively, complexity can be directly tackled by fractional integrodifferential equations that must be derived for each system. Here, we argue that complexity can be restored in PDEs by describing them from a fractional calculus perspective. Rather than deriving a fractional integrodifferential equation, we reinterpret the dispersion relation of the system by use of the Riesz definition, which contains the required information relating the energy and momentum space of the system and thus fully describes their dynamics. The approach is demonstrated by two examples: the Landau–Lifshitz equation in a 1D ferromagnetic chain and a modified KdV equation supporting surface gravity waves or Euler dispersion. The presented approach is applicable to fluids, soft matter, and solid-state matter and can be readily generalized to higher dimensions and more complex systems. While numerical calculations are needed to determine the fractional operator, the approach is analytical and can be utilized to determine analytical solutions and investigate nonlinear problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Generative learning for slow manifolds and bifurcation diagrams

In dynamical systems characterized by separation of time scales, the approximation of so called “slow manifolds”, on which the long term dynamics lie, is a useful step for model reduction. Initializing on such slow manifolds is a useful step in modeling, since it circumvents fast transients, and is crucial in multiscale algorithms (like the equation-free approach) alternating between fine scale (fast) and coarser scale (slow) simulations. In a similar spirit, when one studies the infinite time dynamics of systems depending on parameters, the system attractors (e.g., its steady states) lie on bifurcation diagrams (curves for one-parameter continuation, and more generally, on manifolds in state parameter space. Sampling these manifolds gives us representative attractors (here, steady states of ODEs or PDEs) at different parameter values. Algorithms for the systematic construction of these manifolds (slow manifolds, bifurcation diagrams) are required parts of the “traditional” numerical nonlinear dynamics toolkit. In more recent years, as the field of Machine Learning develops, conditional score-based generative models (cSGMs) have been demonstrated to exhibit remarkable capabilities in generating plausible data from target distributions that are conditioned on some given label. It is tempting to exploit such generative models to produce samples of data distributions (points on a slow manifold, steady states on a bifurcation surface) conditioned on (consistent with) some quantity of interest (QoI, observable). In this work, we present a framework for using cSGMs to quickly (a) initialize on a low-dimensional (reduced-order) slow manifold of a multi-time-scale system consistent with desired value(s) of a QoI (a “label”) on the manifold, and (b) approximate steady states in a bifurcation diagram consistent with a (new, out-of-sample) parameter value. This conditional sampling can help uncover the geometry of the reduced slow-manifold and/or approximately “fill in” missing segments of steady states in a bifurcation diagram. Finally, the quantity of interest, which determines how the sampling is conditioned, is either known a priori or identified using manifold learning-based dimensionality reduction techniques applied to the training data.

Dynamical systems↗
DOE OSTI2021

nn-PINNs: Non-Newtonian physics-informed neural networks for complex fluid modeling

Time- and rate-dependent material functions in non-Newtonian fluids in response to different deformation fields pose a challenge in integrating different constitutive models into conventional computational fluid dynamic platforms. Considering their relevance in many industrial and natural settings alike, robust data-driven frameworks that enable accurate modeling of these complex fluids are of great interest. The main goal is to solve the coupled Partial Differential Equations (PDEs) consisting of the constitutive equations that relate the shear stress to the deformation and fully capture the behavior of the fluid under various flow protocols with different boundary conditions. Here, in this work, we present non-Newtonian physics-informed neural networks (nn-PINNs) for solving systems of coupled PDEs adopted for complex fluid flow modeling. The proposed nn-PINN method is employed to solve the constitutive models in conjunction with conservation of mass and momentum by benefiting from Automatic Differentiation (AD) in neural networks, hence avoiding the mesh generation step. nn-PINNs are tested for a number of different complex fluids with different constitutive models and for several flow protocols. These include a range of Generalized Newtonian Fluid (GNF) empirical constitutive models, as well as some phenomenological models with memory effects and thixotropic timescales. nn-PINNs are found to obtain the correct solution of complex fluids in spatiotemporal domains with good accuracy compared to the ground truth solution. We also present applications of nn-PINNs for complex fluid modeling problems with unknown boundary conditions on the surface, and show that our approach can successfully recover the velocity and stress fields across the domain, including the boundaries, given some sparse velocity measurements.

42 ENGINEERING↗
DOE OSTI2020

Pattern formation in a coupled membrane-bulk reaction-diffusion model for intracellular polarization and oscillations

Reaction-diffusion systems have been widely used to study spatio-temporal phenomena in cell biology, such as cell polarization. Coupled bulk-surface models naturally include compartmentalization of cytosolic and membrane-bound polarity molecules. Here we study the distribution of the polarity protein Cdc42 in a mass-conserved membrane-bulk model, and explore the effects of diffusion and spatial dimensionality on spatio-temporal pattern formation. We first analyze a one-dimensional (1-D) model for Cdc42 oscillations in fission yeast, consisting of two diffusion equations in the bulk domain coupled to nonlinear ODEs for binding kinetics at each end of the cell. In 1-D, our analysis reveals the existence of symmetric and asymmetric steady states, as well as anti-phase relaxation oscillations typical of slow-fast systems. We then extend our analysis to a two-dimensional (2-D) model with circular bulk geometry, for which species can either diffuse inside the cell or become bound to the membrane and undergo a nonlinear reaction-diffusion process. We also consider a nonlocal system of PDEs approximating the dynamics of the 2-D membrane-bulk model in the limit of fast bulk diffusion. In all three model variants we find that mass conservation selects perturbations of spatial modes that simply redistribute mass. In 1-D, only anti-phase oscillations between the two ends of the cell can occur, and in-phase oscillations are excluded. In higher dimensions, no radially symmetric oscillations are observed. Instead, the only instabilities are symmetry-breaking, either corresponding to stationary Turing instabilities, leading to the formation of stationary patterns, or to oscillatory Turing instabilities, leading to traveling and standing waves. Codimension-two Bogdanov—Takens bifurcations occur when the two distinct instabilities coincide, causing traveling waves to slow down and to eventually become stationary patterns. Our work clarifies the effect of geometry and dimensionality on behaviors observed in ma.ss-conserved cell polarity models.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

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↗