Search NASA⌕ Search

SEARCH · Search NASA

Results for “chaotic problems”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Multigrid Reduction in Time for Chaotic and Hyperbolic Problems (Final Report)

The coming massive parallelism of exascale computing presents a pressing challenge for the many DOE simulations of time-dependent partial differential equations (PDEs), which typically use traditional sequential time stepping methods. Since this traditional approach is inherently serial, it presents a sequential bottleneck when moving to exascale computing, because future performance gains will come through greater concurrency, not faster clock speeds. Thus, the goal of this work is to research parallelism in time, i.e., methods that compute multiple time values simultaneously, not sequentially. The focus will be on hyperbolic and chaotic problems of interest to DOE, with the goal of enabling scalable simulations of time-dependent hyperbolic and chaotic problems on future architectures. The chosen methodology for solving these problems parallel-in-time is multigrid, because multigrid (when it works) is a powerful, optimal, and scalable solver for discretized PDEs. Multigrid is already commonly used in many DOE simulations for scalably and optimally solving space-only PDE problems. The areas of hyperbolic and chaotic problems are chosen because of their relevance to problems of programmatic interest to DOE. However, these problems are also well-known to be difficult for parallelin-time methods, with the most common method, parareal, diverging in many cases. The current state-of-the-art for parallel-in-time at LLNL is the multigrid reduction in time (MGRIT) XBraid package, which also struggles for such problems, while still showing some improvement over parareal. In summary, new methods are needed for an efficient parallel-in-time scheme for hyperbolic and chaotic problems, and this work shall research promising new multigrid methods in this area. In particular, this work shall continue researching the directions from the current collaboration with Dr. Falgout, which are laid out in the work Toward Parallel in Time for Chaotic Dynamical Systems and showed the first known results of a parallel-in-time speedup for a chaotic problem. This work outlines two key improvements to XBraid for chaotic problems, the so-called “theta” and “delta-correction” methods. Here, these two improvements will be implemented in a high-performance but general way in XBraid and explored for more complicated problems. We will additionally research, as time allows, improvements to these techniques, as well as multigrid relaxation techniques based on Least Squares Shadowing (LSS by Wang) and a nonintrusive block tridiagonal solver based on MGRIT, called TriMGRIT.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Multigrid Reduction in Time for Chaotic and Hyperbolic Problems (Final Report)

The coming massive parallelism of exascale computing presents a pressing challenge for the many DOE simulations of time-dependent partial differential equations (PDEs), which typically use traditional sequential time stepping methods. Since this traditional approach is inherently serial, it presents a sequential bottleneck when moving to exascale computing, because future performance gains will come through greater concurrency, not faster clock speeds. Thus, the goal of this work is to research parallelism in time, i.e., methods that compute multiple time values simultaneously, not sequentially. The focus will be on hyperbolic and chaotic problems of interest to DOE, with the goal of enabling scalable simulations of time-dependent hyperbolic and chaotic problems on future architectures. The chosen methodology for solving these problems parallel-in-time is multigrid, because multigrid (when it works) is a powerful, optimal, and scalable solver for discretized PDEs. Multigrid is already commonly used in many DOE simulations for scalably and optimally solving space-only PDE problems. The areas of hyperbolic and chaotic problems are chosen because of their relevance to problems of programmatic interest to DOE. However, these problems are also well-known to be difficult for parallel-in-time methods, with the most common method, parareal, diverging in many cases. The current state of-the-art for parallel-in-time at LLNL is the multigrid reduction in time (MGRIT) XBraid package, which also struggles for such problems, while still showing some improvement over parareal. In summary, new methods are needed for an efficient parallel-in-time scheme for hyperbolic and chaotic problems, and this work shall research promising new multigrid methods in this area. In particular, this work shall continue researching the directions from the current collaboration with Dr. Falgout, which are laid out in the work Toward Parallel in Time for Chaotic Dynamical Systems and showed the first known results of a parallel-in-time speedup for a chaotic problem. This work outlines two key improvements to XBraid for chaotic problems, the so-called “theta” and “delta-correction” methods. Here, these two improvements will be further researched and improved (including with a new relaxation method inspired by on Least Squares Shadowing (LSS)) and explored for more complicated problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Determining Exact RANS Operators with the Macroscopic Forcing Method (Final Report)

This report contains a compilation of key results and findings from the ACT project “Determining Exact RANS Operators with the Macroscopic Forcing Method.” The Macroscopic Forcing Method (MFM), a numerical tool for determining closure operators, is used to measure eddy diffusivity moments in Rayleigh-Taylor (RT) instability. It is first applied to low-Atwood 2D RT instability; that work is then extended to 3D RT at different finite Atwood numbers. It is found that nonlocality is important for modeling the mean scalar transport closure operator in RT mixing. Additionally, work is done to improve the statistical convergence of MFM for chaotic problems like RT mixing.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Multigrid Reduction in Time for Chaotic Dynamical Systems

As CPU clock speeds have stagnated and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes can be a significant bottleneck, as many types of simulations require large numbers of time-steps which must be computed sequentially. Parallel-in-time schemes, such as the Multigrid Reduction in Time (MGRIT) method, remedy this by parallelizing across time-steps and have shown promising results for parabolic problems. However, chaotic problems have proved more difficult, since chaotic initial value problems (IVPs) are inherently ill-conditioned. MGRIT relies on a hierarchy of successively coarser time-grids to iteratively correct the solution on the finest time-grid, but due to the nature of chaotic systems, small inaccuracies on the coarser levels can be greatly magnified and lead to poor coarse-grid corrections. Here we introduce a modified MGRIT algorithm based on an existing quadratically converging nonlinear extension to the multigrid Full Approximation Scheme (FAS), as well as a novel time-coarsening scheme. Together, these approaches better capture long-term chaotic behavior on coarse-grids and greatly improve convergence of MGRIT for chaotic IVPs. Further, we introduce a novel low-memory variant of the algorithm for solving chaotic PDEs with MGRIT which not only solves the IVP, but also provides estimates for the unstable Lyapunov vectors of the system. Finally, we provide supporting numerical results for the Lorenz system and demonstrate parallel speedup for the chaotic Kuramoto–Sivashinsky PDE over a significantly longer time-domain than in previous works.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Exact enforcement of temporal continuity in sequential physics-informed neural networks

The use of deep learning methods in scientific computing represents a potential paradigm shift in engineering problem solving. One of the most prominent developments is Physics-Informed Neural Networks (PINNs), in which neural networks are trained to satisfy partial differential equations (PDEs). While this method shows promise, the standard version has been shown to struggle in accurately predicting the dynamic behavior of time-dependent problems. To address this challenge, methods have been proposed that decompose the time domain into multiple segments, employing a distinct neural network in each segment and directly incorporating continuity between them in the loss function of the minimization problem. In this work we introduce a method to exactly enforce continuity between successive time segments via a solution ansatz. This hard constrained sequential PINN (HCS-PINN) method is simple to implement and eliminates the need for any loss terms associated with temporal continuity. The method is tested for a number of benchmark problems involving both linear and non-linear PDEs. Examples include various first order time dependent problems in which traditional PINNs struggle, namely advection, Allen–Cahn, and Korteweg–de Vries equations. Furthermore, second and third order time-dependent problems are demonstrated via wave and Jerky dynamics examples, respectively. Notably, the Jerky dynamics problem is chaotic, making the problem especially sensitive to temporal accuracy. Finally, the numerical experiments conducted with the proposed method demonstrated superior convergence and accuracy over both traditional PINNs and the soft-constrained counterparts.

42 ENGINEERING↗
NASA NTRS1990

Period and phase of the 88-year solar cycle and the Maunder minimum - Evidence for a chaotic sun

The problem of whether the solar dynamo is quasi-periodic or chaotic is addressed by examining 1500 years of sunspot, geomagnetic, and auroral activity cycles. Sub-harmonics were found of the fundamental solar cycle period during the years preceding the Maunder minimum and loss of phase of the subharmonic on emergence from it. These phenomena are indicative of chaos. They indicate that the solar dynamo is chaotic and is operating in a region close to the transition between period doubling and chaos. Since Maunder-type minima reoccur irregularly for millennia, it appears that the sun remains close to this transition to and from chaos. This is postulated to be a universal characteristic of solar type stars caused by feedback in the dynamo number.

Feynman, J.↗
DOE OSTI2024

Accurate data-driven surrogates of dynamical systems for forward propagation of uncertainty

Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the distributions of the high-dimensional solution fields of a model with stochastic input parameters. However, due to the highly nonlinear nature of the parameter-to-solution map in even the simplest dynamical systems, the constructed SC surrogates are often inaccurate. Here, this work presents an alternative approach, where we apply the SC approximation over the dynamics of the model, rather than the solution. By combining the data-driven sparse identification of nonlinear dynamics framework with SC, we construct dynamics surrogates and integrate them through time to construct the surrogate solutions. We demonstrate that the SC-over-dynamics framework leads to smaller errors, both in terms of the approximated system trajectories as well as the model state distributions, when compared against full-field SC applied to the solutions directly. We present numerical evidence of this improvement using three test problems: a chaotic ordinary differential equation, and two partial differential equations from solid mechanics.

42 ENGINEERING↗
NASA NTRS2002

A Numerical Scheme for Ordinary Differential Equations Having Time Varying and Nonlinear Coefficients Based on the State Transition Matrix

A variable order method of integrating initial value ordinary differential equations that is based on the state transition matrix has been developed. The method has been evaluated for linear time variant and nonlinear systems of equations. While it is more complex than most other methods, it produces exact solutions at arbitrary time step size when the time variation of the system can be modeled exactly by a polynomial. Solutions to several nonlinear problems exhibiting chaotic behavior have been computed. Accuracy of the method has been demonstrated by comparison with an exact solution and with solutions obtained by established methods.

Bartels, Robert E.↗
NASA NTRS1991

The chaotic dynamics of comets and the problems of the Oort cloud

The dynamic properties of comets entering the planetary zone from the Oort cloud are discussed. Even a very slight influence of the large planets can trigger stochastic cometary dynamics. Multiple interactions of comets with the large planets produce diffusion of the parameters of cometary orbits and a mean increase in the semi-major axis of comets. Comets are lifted towards the Oort cloud, where collisions with stars begin to play a substantial role. The transport of comets differs greatly from the customary law of diffusion and noticeably alter cometary distribution.

Sagdeev, Roald Z.↗
NASA NTRS1992

Generation of magnetic fields by chaotic fluid convection - The fast dynamo problem

In the kinematic fast dynamo problem, the underlying nonlinear dynamics of the flow play a critical role in the behavior of a dynamo field. It is presently noted that the two important facets of the problem are the approximately lognormal distribution of vector lengths, and the presence of partial cancellation. It is suggested that these features may be reflected in the magnetic fields observed on the sun.

Finn, John M.↗
NASA NTRS1986

Chaotic instability in the three-body problem

The existence of global exponential instability leading to chaos in plane (nonrigid) motions of the three-body system is demonstrated. In the presence of Newtonian attracting forces the trajectories of the three-body system in the configuration space will no longer be geodesic, and their convergence will depend on the geodesic curvature in addition to the Gaussian curvature. It is noted that the global exponential instability occurs in the n-body problem for n greater than 3 if at least two angular coordinates are disturbed, and that the chaotic instability is not necessarily accompanied by an exponential increase of the distance between the mass-points, but is associated with the exponential divergence of trajectories in the configuration space.

Zak, M.↗
NASA NTRS1990

On domains of convergence in optimization problems

Numerical optimization algorithms require the knowledge of an initial set of design variables. Starting from an initial design x(sup 0), improved solutions are obtained by updating the design iteratively in a way prescribed by the particular algorithm used. If the algorithm is successful, convergence is achieved to a local optimal solution. Let A denote the iterative procedure that characterizes a typical optimization algorithm, applied to the problem: Find x belonging to R(sup n) that maximizes f(x) subject to x belonging to Omega contained in R(sup n). We are interested in problems with several local maxima (x(sub j))(sup *), j=1, ..., m, in the feasible design space Omega. In general, convergence of the algorithm A to a specific solution (x(sub j))(sup *) is determined by the choice of initial design x(sup 0). The domain of convergence D(sub j) of A associated with a local maximum (x(sub j))(sup *) is a subset of initial designs x(sup 0) in Omega such that the sequence (x(sup k)), k=0,1,2,... defined by x(sup k+1) = A(x(sup k)), k=0,1,... converges to (x(sub j))(sup *). The set D(sub j) is also called the basin of attraction of (x(sub j))(sup *). Cayley first proposed the problem of finding the basin of attraction for Newton's method in 1897. It has been shown that the basin of attraction for Newton's method exhibits chaotic behavior in problems with polynomial objective. This implies that there may be regions in the feasible design space where arbitrarily close starting points will converge to different local optimal solutions. Furthermore, the boundaries of the domains of convergence may have a very complex, even fractal structure. In this paper we show that even simple structural optimization problems solved using standard gradient based (first order) algorithms exhibit similar features.

Diaz, Alejandro R.↗
NASA NTRS1993

Steady induction effects in geomagnetism. Part 1B: Geomagnetic estimation of steady surficial core motions: A non-linear inverse problem

The problem of estimating a steady fluid velocity field near the top of Earth's core which induces the secular variation (SV) indicated by models of the observed geomagnetic field is examined in the source-free mantle/frozen-flux core (SFI/VFFC) approximation. This inverse problem is non-linear because solutions of the forward problem are deterministically chaotic. The SFM/FFC approximation is inexact, and neither the models nor the observations they represent are either complete or perfect. A method is developed for solving the non-linear inverse motional induction problem posed by the hypothesis of (piecewise, statistically) steady core surface flow and the supposition of a complete initial geomagnetic condition. The method features iterative solution of the weighted, linearized least-squares problem and admits optional biases favoring surficially geostrophic flow and/or spatially simple flow. Two types of weights are advanced radial field weights for fitting the evolution of the broad-scale portion of the radial field component near Earth's surface implied by the models, and generalized weights for fitting the evolution of the broad-scale portion of the scalar potential specified by the models.

Voorhies, Coerte V.↗
NASA NTRS1998

Cascade Error Projection with Low Bit Weight Quantization for High Order Correlation Data

In this paper, we reinvestigate the solution for chaotic time series prediction problem using neural network approach. The nature of this problem is such that the data sequences are never repeated, but they are rather in chaotic region. However, these data sequences are correlated between past, present, and future data in high order. We use Cascade Error Projection (CEP) learning algorithm to capture the high order correlation between past and present data to predict a future data using limited weight quantization constraints. This will help to predict a future information that will provide us better estimation in time for intelligent control system. In our earlier work, it has been shown that CEP can sufficiently learn 5-8 bit parity problem with 4- or more bits, and color segmentation problem with 7- or more bits of weight quantization. In this paper, we demonstrate that chaotic time series can be learned and generalized well with as low as 4-bit weight quantization using round-off and truncation techniques. The results show that generalization feature will suffer less as more bit weight quantization is available and error surfaces with the round-off technique are more symmetric around zero than error surfaces with the truncation technique. This study suggests that CEP is an implementable learning technique for hardware consideration.

Duong, Tuan A.↗
DOE OSTI2024

Resilient Consensus State Observer for Nonlinear Systems and Against Attacks

Herein, we investigate the design of a resilient consensus observer that yields correct and continuous state estimates of a nonlinear control system whose state observations are subject to attacks. The observations are assumed to be obtained from multiple sensors and/or communication channels employed to provide redundancy. It is shown that, in an attack-free setting, individual globally convergent observers can be designed for each sensor/channel using the corresponding state-dependent Jacobian system. To counter attacks, a resilient consensus observer is then designed by merging the observers estimates to produce a smooth consensus estimate. Resilient convergence of the consensus estimate to the true state is ensured under the condition that the sparsity of the attacks being less than a half of the number of redundant channels. As an illustrative example, the proposed scheme is successfully applied to the chaotic circuit synchronization problem in which their synchronization has been attacked.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1995

Lyapunov exponents from CHUA's circuit time series using artificial neural networks

In this paper we present the general problem of identifying if a nonlinear dynamic system has a chaotic behavior. If the answer is positive the system will be sensitive to small perturbations in the initial conditions which will imply that there is a chaotic attractor in its state space. A particular problem would be that of identifying a chaotic oscillator. We present an example of three well known different chaotic oscillators where we have knowledge of the equations that govern the dynamical systems and from there we can obtain the corresponding time series. In a similar example we assume that we only know the time series and, finally, in another example we have to take measurements in the Chua's circuit to obtain sample points of the time series. With the knowledge about the time series the phase plane portraits are plotted and from them, by visual inspection, it is concluded whether or not the system is chaotic. This method has the problem of uncertainty and subjectivity and for that reason a different approach is needed. A quantitative approach is the computation of the Lyapunov exponents. We describe several methods for obtaining them and apply a little known method of artificial neural networks to the different examples mentioned above. We end the paper discussing the importance of the Lyapunov exponents in the interpretation of the dynamic behavior of biological neurons and biological neural networks.

Gonzalez, J. Jesus↗
NASA NTRS1996

Cascade Error Projection: A Learning Algorithm for Hardware Implementation

In this paper, we workout a detailed mathematical analysis for a new learning algorithm termed Cascade Error Projection (CEP) and a general learning frame work. This frame work can be used to obtain the cascade correlation learning algorithm by choosing a particular set of parameters. Furthermore, CEP learning algorithm is operated only on one layer, whereas the other set of weights can be calculated deterministically. In association with the dynamical stepsize change concept to convert the weight update from infinite space into a finite space, the relation between the current stepsize and the previous energy level is also given and the estimation procedure for optimal stepsize is used for validation of our proposed technique. The weight values of zero are used for starting the learning for every layer, and a single hidden unit is applied instead of using a pool of candidate hidden units similar to cascade correlation scheme. Therefore, simplicity in hardware implementation is also obtained. Furthermore, this analysis allows us to select from other methods (such as the conjugate gradient descent or the Newton's second order) one of which will be a good candidate for the learning technique. The choice of learning technique depends on the constraints of the problem (e.g., speed, performance, and hardware implementation); one technique may be more suitable than others. Moreover, for a discrete weight space, the theoretical analysis presents the capability of learning with limited weight quantization. Finally, 5- to 8-bit parity and chaotic time series prediction problems are investigated; the simulation results demonstrate that 4-bit or more weight quantization is sufficient for learning neural network using CEP. In addition, it is demonstrated that this technique is able to compensate for less bit weight resolution by incorporating additional hidden units. However, generation result may suffer somewhat with lower bit weight quantization.

Duong, Tuan A.↗