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At least 19 records

On optimal control of hybrid dynamical systems using complementarity constraints

Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate them using non-smooth and non-convex complementarity constraints as a mathematical program with complementarity constraints (MPCC). We utilize a moving finite element based strategy to discretize the differential equation system to accurately locate the unknown switching points at the finite element boundary and achieve high-order accuracy at intermediate non-collocation points. We propose a globalization approach to solve the discretized MPCC problem using a mixed NLP/MILP-based strategy to converge to a non-spurious first-order optimal solution. The method is tested on three dynamic optimization examples, including a gas–liquid tank model and an optimal control problem with a sliding mode solution.

97 MATHEMATICS AND COMPUTING

Acceleration of Power System Dynamic Simulations Using a Deep Equilibrium Layer and Neural ODE Surrogate

The dominant paradigm for power system dynamic simulation is to build system-level simulations by combining physics-based models of individual components. The sheer size of the system along with the rapid integration of inverter-based resources exacerbates the computational burden of running time domain simulations. Here, in this paper, we propose a data-driven surrogate model based on implicit machine learningspecifically deep equilibrium layers and neural ordinary differential equationsto learn a reduced order model of a portion of the full underlying system. The data-driven surrogate achieves similar accuracy and reduction in simulation time compared to a physics-based surrogate, without the constraint of requiring detailed knowledge of the underlying dynamic models. This work also establishes key requirements needed to integrate the surrogate into existing simulation workflows; the proposed surrogate is initialized to a steady state operating point that matches the power flow solution by design.

Neural ordinary differential equations

Metriplectic four-bracket algorithm for constructing thermodynamically consistent dynamical systems

A unified thermodynamic algorithm is presented for constructing thermodynamically consistent dynamical systems, i.e., systems that have Hamiltonian and dissipative parts that conserve energy while producing entropy. The algorithm is based on the metriplectic 4-bracket given in Morrison and Updike [Phys. Rev. E 109, 045202 (2024)]. A feature of the unified thermodynamic algorithm is the force-flux relation 𝐉 𝛼 =−𝐿 𝛼⁢𝛽 𝛁(𝛿⁢𝐻⁡/𝛿⁢𝜉 𝛽 ) for phenomenological coefficients 𝐿 𝛼⁢𝛽 , Hamiltonian 𝐻, and dynamical variables 𝜉 𝛽 . The algorithm is applied to the Navier-Stokes-Fourier, the Cahn-Hilliard-Navier-Stokes, and Brenner-Navier-Stokes-Fourier systems, and significant generalizations of these systems are obtained.

Multiphase flows

Non-intrusive reduced-order modeling for dynamical systems with spatially localized features

This work presents a non-intrusive reduced-order modeling framework for dynamical systems with spatially localized features characterized by slow singular value decay. The proposed approach builds upon two existing methodologies for reduced and full-order non-intrusive modeling, namely Operator Inference (OpInf) and sparse Full-Order Model (sFOM) inference. We decompose the domain into two complementary subdomains that exhibit fast and slow singular value decay. The dynamics of the subdomain exhibiting slow singular value decay are learned with sFOM while the dynamics with intrinsically low dimensionality on the complementary subdomain are learned with OpInf. The resulting, coupled OpInf-sFOM formulation leverages the computational efficiency of OpInf and the high resolution of sFOM, and thus enables fast non-intrusive predictions for conditions beyond those sampled in the training data set. A novel regularization technique with a closed-form solution based on the Gershgorin disk theorem is introduced to promote stable sFOM and OpInf models. We also provide a data-driven indicator for subdomain selection and ensure solution smoothness over the interface via a post-processing interpolation step. We evaluate the efficiency of the approach in terms of offline and online speedup through a quantitative, parametric computational cost analysis. We demonstrate the coupled OpInf-sFOM formulation for two test cases: a one-dimensional Burgers’ model for which accurate predictions beyond the span of the training snapshots are presented, and a two-dimensional parametric model for the Pine Island Glacier ice thickness dynamics, for which the OpInf-sFOM model achieves an average prediction error on the order of 1% with an online speedup factor of approximately 8$\times$ compared to the numerical simulation.

42 ENGINEERING

Goal-oriented real-time Bayesian inference for linear autonomous dynamical systems with application to digital twins for tsunami early warning

We present a goal-oriented framework for constructing digital twins with the following properties: (1) they employ discretizations of high-fidelity partial differential equation (PDE) models governed by autonomous dynamical systems, leading to large-scale forward problems; (2) they solve a linear inverse problem to assimilate observational data to infer uncertain model components followed by a forward prediction of the evolving dynamics; and (3) the entire end-to-end, data-to-inference-to-prediction computation is carried out without approximation and in real time through a Bayesian framework that rigorously accounts for uncertainties. Several challenges must be overcome to realize this framework, including the large scale of the forward problem, the high dimensionality of the parameter space, and for a class of problems including those we target, the slow decay of the singular values of the parameter-to-observable map. Here we introduce a methodology to overcome these challenges by exploiting the autonomous structure of the forward model to decompose the solution of the inverse problem into a one-time-only offline phase in which the PDE model is solved a limited number of times (equal to the number of sensors), and an online phase that maps well onto GPUs and computes the parameter inference and prediction of quantities of interest in real time, given observational data. Our ultimate goal is to apply this framework to construct digital twins for subduction zones, including Cascadia, to provide early warning for tsunamis generated by megathrust earthquakes. To this end, we demonstrate how our methodology can be used to employ seafloor pressure observations, along with the coupled acoustic–gravity wave equations, to infer the earthquake-induced spatiotemporal seafloor motion (discretized with $\mathscr{O}$ (10 9 ) parameters) and forward predict the tsunami propagation. We present results of an end-to-end inference, prediction, and uncertainty quantification for a representative test problem with $\mathscr{O}$ (10 8 ) inversion parameters for which goal-oriented Bayesian inference is accomplished exactly and in real time, that is, in a matter of seconds.

97 MATHEMATICS AND COMPUTING

DS-TIDE: Harnessing Dynamical Systems for Efficient Time-Independent Differential Equation Solving

Time-Independent Differential Equations (TIDEs) are central to modeling equilibrium behavior across a wide range of scientific and engineering domains, from electrostatics to porous media flow. Conventional numerical solvers offer reliable solutions but incur significant computational costs due to fine-grained discretization and iterative procedures. Machine learning-based approaches address this by replacing iterative solving processes with one-time inference; however, their sophisticated models require extensive training resources that often exceed those of traditional solvers. Consequently, designing a TIDE solver that achieves high accuracy, broad applicability, and exceptional computational efficiency remains a fundamental challenge. In this paper, we propose DS-TIDE, a novel hardware solver that is inspired by, and subsequently leverages, the intrinsic connection between Dynamical Systems (DS) and Differential Equations (DEs) to efficiently and accurately solve TIDEs. DS-TIDE employs a CMOS-compatible DS-based processor, whose physical states evolve under carefully designed DE-driven dynamics and naturally converge to equilibrium -- the solution of the target TIDE -- within ~1µs on a ~1-watt DS-TIDE processor. To enhance expressivity, DS-TIDE incorporates Heterogeneous Dynamics with Temporal Layering (HDTL), which solves TIDEs through a three-stage DS evolution -- conditioning, solving, and decoding -- each governed by specialized dynamics. The entire evolution process is analogous to an infinitely deep neural network temporally unrolled, offering the system the capability of representing complex equations. Furthermore, DS-TIDE is equipped with an on-device DS-DE Auto-Alignment mechanism that dynamically adapts intrinsic hardware dynamics within milliseconds, effectively aligning the system’s dynamics to diverse target DEs. Experimental results across TIDEs from a wide range of scientific and engineering domains demonstrate that DS-TIDE achieves ~10^3× speedup, ~10^5× energy savings, and competitive or superior accuracy compared to state-of-the-art numerical and ML-based solvers.

Liu, Chuan

Temporally-consistent koopman autoencoders for forecasting dynamical systems

Absence of sufficiently high-quality data often poses a key challenge in data-driven modeling of high-dimensional spatio-temporal dynamical systems. Koopman Autoencoders (KAEs) harness the expressivity of deep neural networks (DNNs), the dimension reduction capabilities of autoencoders, and the spectral properties of the Koopman operator to learn a reduced-order feature space with simpler, linear dynamics. However, the effectiveness of KAEs is hindered by limited and noisy training datasets, leading to poor generalizability. To address this, we introduce the Temporally-Consistent Koopman Autoencoder (tcKAE), designed to generate accurate long-term predictions even with limited and noisy training data. This is achieved through a consistency regularization term that enforces prediction coherence across different time steps, thus enhancing the robustness and generalizability of tcKAE over existing models. We provide analytical justification for this approach based on Koopman spectral theory and empirically demonstrate tcKAE’s superior performance over state-of-the-art KAE models across a variety of test cases, including simple pendulum oscillations, kinetic plasma, and fluid flow data.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY

Fast and Scalable FFT-Based GPU-Accelerated Algorithms for Block-Triangular Toeplitz Matrices with Application to Linear Inverse Problems Governed by Autonomous Dynamical Systems

In this work, we present an efficient and scalable algorithm for performing matrix-vector multiplications (matvecs) for block Toeplitz matrices. Such matrices, which are shift-invariant with respect to their blocks, arise in the context of solving inverse problems governed by autonomous systems, and time-invariant systems in particular. In this article, we consider inverse problems that infer unknown parameters from observational data of a linear time-invariant dynamical system given in the form of partial differential equations (PDEs). Matrix-free Newton-conjugate-gradient methods are often the gold standard for solving these inverse problems, but they require numerous actions of the Hessian on a vector. Matrix-free adjoint-based Hessian matvecs require solution of a pair of linearized forward/adjoint PDE solves per Hessian action, which may be prohibitive for large-scale inverse problems. Time invariance of the forward PDE problem leads to a block Toeplitz structure of the discretized parameter-to-observable (p2o) map defining the mapping from inputs (parameters) to outputs (observables) of the PDEs. This block Toeplitz structure enables us to exploit two key properties: (1) compact storage of the p2o map and its adjoint, and (2) efficient fast Fourier transform–based Hessian matvecs. The proposed algorithm is mapped onto large multi-GPU clusters and achieves more than 80% of peak bandwidth on NVIDIA A100 GPUs. Excellent weak scaling is shown for up to 48 A100 GPUs. For the targeted problems, the implementation executes Hessian matvecs within fractions of a second, which is orders of magnitude faster than can be achieved by conventional matrix-free Hessian matvecs via forward/adjoint PDE solves.

97 MATHEMATICS AND COMPUTING

Weak-form inference for hybrid dynamical systems in ecology

Species subject to predation and environmental threats commonly exhibit variable periods of population boom and bust over long timescales. Understanding and predicting such behaviour, especially given the inherent heterogeneity and stochasticity of exogenous driving factors over short timescales, is an ongoing challenge. A modelling paradigm gaining popularity in the ecological sciences for such multi-scale effects is to couple short-term continuous dynamics to long-term discrete updates. We develop a data-driven method utilizing weak-form equation learning to extract such hybrid governing equations for population dynamics and to estimate the requisite parameters using sparse intermittent measurements of the discrete and continuous variables. The method produces a set of short-term continuous dynamical system equations parametrized by long-term variables, and long-term discrete equations parametrized by short-term variables, allowing direct assessment of interdependencies between the two timescales. We demonstrate the utility of the method on a variety of ecological scenarios and provide extensive tests using models previously derived for epizootics experienced by the North American spongy moth ( Lymantria dispar dispar ).

54 ENVIRONMENTAL SCIENCES

Leveraging System Dynamics to Predict the Commercialization Success of Emerging Energy Technologies: Lessons from Wind Energy

The United States urgently needs to tackle the climate crisis while enhancing energy security and resiliency. The complexity of the U.S. energy system, with its interconnected elements, makes predicting future states challenging, especially with the introduction of novel energy systems like wind, solar, clean hydrogen, and advanced nuclear technologies. Modern systems engineering methods and tools can provide deeper insights into these dynamics and future behaviors. This research aims to develop a comprehensive model that captures the main elements and behaviors of new energy technologies within the existing energy system. We hypothesized that the market uptake of novel energy systems is influenced by multiple diverse factors, such as technological learning, availability of resources, and economic incentives; examined the history of electricity generation using land-based wind technologies; and developed a system dynamics model to investigate the relationships between capacity growth and influencing factors, both internal and external. The developed model yielded outcomes that confirmed the hypothesized dynamics of wind energy system diffusion through a quantitative comparison of installed capacity and highlighted the significant influence of resource availability, federal incentives (production tax credits), and technological learning on capacity growth and cost reduction. This research aims to support informed decision-making for investments in novel energy systems and aid in developing effective policies for technology deployment.

17 WIND ENERGY

Understanding latent timescales in neural ordinary differential equation models of advection-dominated dynamical systems

The neural ordinary differential equation (ODE) framework has shown considerable promise in recent years in developing highly accelerated surrogate models for complex physical systems characterized by partial differential equations (PDEs). For PDE-based systems, state-of-the-art neural ODE strategies leverage a two-step procedure to achieve this acceleration: a nonlinear dimensionality reduction step provided by an autoencoder, and a time integration step provided by a neural-network based model for the resultant latent space dynamics (the neural ODE). This work explores the applicability of such autoencoder-based neural ODE strategies for PDEs in which advection terms play a critical role. More specifically, alongside predictive demonstrations, physical insight into the sources of model acceleration (i.e., how the neural ODE achieves its acceleration) is the scope of the current study. Such investigations are performed by quantifying the effects of both autoencoder and neural ODE components on latent system time-scales using eigenvalue analysis of dynamical system Jacobians. To this end, the sensitivity of various critical training parameters – de-coupled versus end-to-end training, latent space dimensionality, and the role of training trajectory length, for example – to both model accuracy and the discovered latent system timescales is quantified. Furthermore, this work specifically uncovers the key role played by the training trajectory length (the number of rollout steps in the loss function during training) on the latent system timescales: larger trajectory lengths correlate with an increase in limiting neural ODE time-scales, and optimal neural ODEs are found to recover the largest time-scales of the full-order (ground-truth) system. Demonstrations are performed across fundamentally different unsteady fluid dynamics configurations influenced by advection: (1) the Kuramoto–Sivashinsky equations (2) Hydrogen-Air channel detonations (the compressible reacting Navier–Stokes equations with detailed chemistry), and (3) 2D Atmospheric flow.

Advection-dominated dynamical systems

Empirical Comparison of Machine Learning Approaches for Black-Box Modeling of Power Conversion System Dynamics

Inverter-based resources are key components in modern power systems, but accurately modeling their complex behavior can be challenging. Standard, generic converter models often oversimplify inverter dynamics, leading to significant errors in predicting performance. In this work, we compare several data-driven machine learning (ML) approaches for inverter modeling, performing experiments on power conversion systems, systematically varying input conditions, and recording the resulting voltages and currents. The ML models were then trained on this measured data to capture the inverter's dynamic response and to predict the inverter's output current. A performance comparison between the four ML models under study is conducted, laying the foundation for future work on hardware implementation for real-time inference.

30 DIRECT ENERGY CONVERSION

A Multi-Model, Multi-Scale Research Program in Stressors, Responses, and Coupled Systems Dynamics at the Energy-Water-Land Nexus and for Concentrated, Interdependent Infrastructures: Toward Next Generation Capabilities in Integrated Impacts, Adaptation, and Vulnerability (I-IAV) Modeling and a Community of Practice

The goal of this research program was to build a next generation integrated suite of science-driven modeling and analytic capabilities, and a more expanded and connected community of practice, for analyses of the stressors, impacts, adaptations and vulnerabilities of global and regional change. The emphasis was on understanding energy-water-land interactions and feedbacks and interdependent infrastructures at appropriate regional and temporal scales. Although the scope spans many complex facets of data, modeling, and analysis, as well as scales appropriate for integrated impacts and adaptation research, the focus of this effort was the development of multi-model, multi-scale capabilities spanning the domains of Multi-Sector Dynamics (MSD) models; Impact, Adaptation, and Vulnerability (IAV) models; and Earth System Models (ESMs).

54 ENVIRONMENTAL SCIENCES

Generative AI models for learning flow maps of stochastic dynamical systems in bounded domains

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary interactions. Despite the success of machine learning-based methods in learning SDEs, existing learning methods are not applicable to SDEs in bounded domains because they cannot accurately capture the particle exit dynamics. We present a unified hybrid data-driven approach that combines a conditional diffusion model with an exit prediction neural network to capture both interior stochastic dynamics and boundary exit phenomena. Our ML model consists of two major components: a neural network that learns exit probabilities using binary cross-entropy loss with rigorous convergence guarantees, and a training-free diffusion model that generates state transitions for non-exiting particles using closed-form score functions. The two components are integrated through a probabilistic sampling algorithm that determines particle exit at each time step and generates appropriate state transitions. Here, the performance of the proposed approach is demonstrated via three test cases: a one-dimensional simplified problem for theoretical verification, a two-dimensional advection-diffusion problem in a bounded domain, and a three-dimensional problem of interest to magnetically confined fusion plasmas.

Bounded domains

Enhanced accuracy through ensembling of randomly initialized auto-regressive models for dynamical systems

Computational mechanics simulations using traditional finite element methods (FEM) require prohibitively expensive computational resources for real-time engineering applications, design optimization, and digital twin implementations. While machine learning (ML) surrogate models offer significant computational speedups, autoregressive ML models for time-dependent mechanical systems suffer from error accumulation that compromises long-term prediction reliability - a critical concern for engineering applications where accuracy over extended time horizons is essential for safety and performance assessments. Here, we propose a deep ensemble framework specifically designed to address this challenge in computational mechanics applications, where multiple ML surrogate models with random weight initializations are trained in parallel and their predictions aggregated during inference. This approach leverages statistical diversity to maximize information gain from a fixed set of training data and to mitigate error propagation, while maintaining the computational efficiency that makes ML surrogates attractive for engineering practice. We validate the framework on three representative problems spanning critical areas of computational mechanics: stress field evolution in heterogeneous microstructures under complex loading (relevant to advanced materials design and composite analysis), planetary-scale shallow water dynamics (applicable to environmental and geotechnical engineering), and Gray-Scott reaction-diffusion systems (relevant to mass transport and chemical process engineering). Across all test cases, the ensemble approach demonstrates consistent error reduction of 15-33% compared to individual models. The codes for this work are available on GitHub (https://github.com/Graham-Brady-Research-Group/AutoregressiveEnsemble_SpatioTemporal_Evolution).

autoregressive prediction

Assimilating partial observation to enhance feedback control of stochastic dynamical systems

Here, in this paper, we present a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage partial observation of the state process, a common occurrence in practical scenarios. Traditional stochastic optimal control methods assume full state observation, which is often not feasible in real-world fluid dynamics control problems. Our approach underscores the significance of utilizing observational data to inform control policy design. Specifically, we introduce a kernel learning backward stochastic differential equation (SDE) filter to enhance data assimilation efficiency and propose a sample-wise stochastic optimization method within the stochastic maximum principle framework. We demonstrate the efficacy and accuracy of our method in the control of advection-diffusion-reaction flow problem and the Dubins airplane maneuvering problem with model uncertainty.

data driven

Wind and solar energy droughts: Potential impacts on energy system dynamics and research needs

This Perspective article provides a brief overview of the topic of wind and solar energy droughts (henceforth WSDs). It does not attempt to provide a complete literature review of the subject but rather highlights some of the main concepts associated with WSDs. These include wind and solar energy drought definitions and metrics; meteorological conditions producing WSDs; a comparison of their characteristics with hydrologic droughts and hydropower droughts; model-based and observational datasets useful for WSD analyses; the linkage of WSDs to transmission, storage, and demand response; the potential impacts of WSDs vs energy demand variations; wind and solar flood events; WSD predictability; WSD dependency on climate modes of variability; climate change impacts on WSDs; and the special challenge of evaluating the characteristics of WSDs in developing countries that have limited historical data available. Finally, the manuscript identifies research areas that the authors believe would provide immediate benefit to energy system planners.

14 SOLAR ENERGY