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At least 19 records

Extended Physics-Informed Neural Networks (XPINNs): A Generalized Space-Time Domain Decomposition Based Deep Learning Framework for Nonlinear Partial Differential Equations

Here we propose a generalized space-time domain decomposition approach for the physics-informed neural networks (PINNs) to solve nonlinear partial differential equations (PDEs) on arbitrary complex-geometry domains. The proposed framework, named eXtended PINNs ( X P I N N s ), further pushes the boundaries of both PINNs as well as conservative PINNs (cPINNs), which is a recently proposed domain decomposition approach in the PINN framework tailored to conservation laws. Compared to PINN, the XPINN method has large representation and parallelization capacity due to the inherent property of deployment of multiple neural networks in the smaller subdomains. Unlike cPINN, XPINN can be extended to any type of PDEs. Moreover, the domain can be decomposed in any arbitrary way (in space and time), which is not possible in cPINN. Thus, XPINN offers both space and time parallelization, thereby reducing the training cost more effectively. In each subdomain, a separate neural network is employed with optimally selected hyperparameters, e.g., depth/width of the network, number and location of residual points, activation function, optimization method, etc. A deep network can be employed in a subdomain with complex solution, whereas a shallow neural network can be used in a subdomain with relatively simple and smooth solutions. We demonstrate the versatility of XPINN by solving both forward and inverse PDE problems, ranging from one-dimensional to three-dimensional problems, from time-dependent to time-independent problems, and from continuous to discontinuous problems, which clearly shows that the XPINN method is promising in many practical problems. The proposed XPINN method is the generalization of PINN and cPINN methods, both in terms of applicability as well as domain decomposition approach, which efficiently lends itself to parallelized computation. The XPINN code is available on h t t p s : / / g i t h u b . c o m / A m e y a J a g t a p / X P I N N s .

97 MATHEMATICS AND COMPUTING↗

An approximation theory for nonlinear partial differential equations with applications to identification and control

Approximation results from linear semigroup theory are used to develop a general framework for convergence of approximation schemes in parameter estimation and optimal control problems for nonlinear partial differential equations. These ideas are used to establish theoretical convergence results for parameter identification using modal (eigenfunction) approximation techniques. Results from numerical investigations of these schemes for both hyperbolic and parabolic systems are given.

Banks, H. T.↗

The numerical dynamic for highly nonlinear partial differential equations

Problems associated with the numerical computation of highly nonlinear equations in computational fluid dynamics are set forth and analyzed in terms of the potential ranges of spurious behaviors. A reaction-convection equation with a nonlinear source term is employed to evaluate the effects related to spatial and temporal discretizations. The discretization of the source term is described according to several methods, and the various techniques are shown to have a significant effect on the stability of the spurious solutions. Traditional linearized stability analyses cannot provide the level of confidence required for accurate fluid dynamics computations, and the incorporation of nonlinear analysis is proposed. Nonlinear analysis based on nonlinear dynamical systems complements the conventional linear approach and is valuable in the analysis of hypersonic aerodynamics and combustion phenomena.

Lafon, A.↗

Probabilistic learning on manifolds constrained by nonlinear partial differential equations for small datasets

A novel extension of the Probabilistic Learning on Manifolds (PLoM) is presented. It makes it possible to synthesize solutions to a wide range of nonlinear stochastic boundary value problems described by partial differential equations (PDEs) for which a stochastic computational model (SCM) is available and which depend on a vector-valued random control parameter. The cost of a single numerical evaluation of this SCM is assumed to be such that only a limited number of points can be computed for constructing the training dataset (small data). Each point of the training dataset is made up of realizations from a vector-valued stochastic process (the stochastic solution) and the associated random control parameter on which it depends. The presented PLoM constrained by PDE allows for generating a large number of learned realizations of the stochastic process and its corresponding random control parameter. These learned realizations are generated so as to minimize the vector-valued random residual of the PDE in the mean-square sense. Appropriate novel methods are developed to solve this challenging problem. Three applications are presented. The first one is a simple uncertain nonlinear dynamical system with a nonstationary stochastic excitation. The second one concerns the 2D nonlinear unsteady Navier–Stokes equations for incompressible flows in which the Reynolds number is the random control parameter. Here, the last one deals with the nonlinear dynamics of a 3D elastic structure with uncertainties. The results obtained make it possible to validate the PLoM constrained by stochastic PDE but also provide further validation of the PLoM without constraint.

Machine learning↗

Numerical solution of nonlinear partial differential equations of mixed type

A review is presented of some recently developed numerical methods for the solution of nonlinear equations of mixed type. The methods considered use finite difference approximations to the differential equation. Central difference formulas are employed in the subsonic zone and upwind difference formulas are used in the supersonic zone. The relaxation method for the small disturbance equation is discussed and a description is given of difference schemes for the potential flow equation in quasi-linear form. Attention is also given to difference schemes for the potential flow equation in conservation form, the analysis of relaxation schemes by the time dependent analogy, the accelerated iterative method, and three-dimensional calculations.

Jameson, A.↗

A multiresolution adaptive wavelet method for nonlinear partial differential equations

We report the multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to solve partial differential equations (PDEs) with features evolving on a wide range of spatial and temporal scales. To meet these challenges, we present a multiresolution wavelet algorithm to solve PDEs with significant data compression and explicit error control. We discretize in space by projecting fields and spatial derivative operators onto wavelet basis functions. We provide error estimates for the wavelet representation of fields and their derivatives. Then, our estimates are used to construct a sparse multiresolution discretization which guarantees the prescribed accuracy. Additionally, we embed a predictor-corrector procedure within the temporal integration to dynamically adapt the computational grid and maintain the accuracy of the solution of the PDE as it evolves. We present examples to highlight the accuracy and adaptivity of our approach.

97 MATHEMATICS AND COMPUTING↗

Differential geometry techniques for sets of nonlinear partial differential equations

An attempt is made to show that the Cartan theory of partial differential equations can be a useful technique for applied mathematics. Techniques for finding consistent subfamilies of solutions that are generically rich and well-posed and for introducing potentials or other usefully consistent auxiliary fields are introduced. An extended sample calculation involving the Korteweg-de Vries equation is given.

Estabrook, Frank B.↗

Large-scale white noise and cosmology

The generation of white noise on large scales is a generic property of the dynamics of physical systems described by local nonlinear partial differential equations. Nonlinearities prevent the small-scale dynamics from being erased by smoothing. Unresolved small-scale dynamics act as an uncorrelated (white or Poissonian) noise (seemingly stochastic but actually deterministic) contribution to large-scale dynamics. This white noise exists even when the dynamics is very nearly linear. In cases where the power spectrum is sub-Poissonian on large scales, this noise will dominate on the largest scale power no matter the amplitude of the inhomogeneities. Such is the case in the standard model of cosmology, where the primordial density power spectrum is expected to have an almost Harrison-Zel’dovich, P [ k ] ∼ k , spectrum on a much broader range of scales than can be observed. Even though linear gravitational evolution dominates nonlinear corrections by a factor of ∼ 10 5 , the nonobservation of white noise on the Hubble scale precludes the extrapolation of this power law below the comoving 1 pc scale. More generally, observation or nonobservation of large-scale white noise provides a powerful probe of the Universe on very small scales in the early Universe. Gravitational radiation, phase transitions, vorticity, and running of the spectral index are all phenomena that can be probed with large-scale white noise. Large-scale white noise is a nonoptional feature of all cosmological models but one which has not heretofore been appreciated.

Barenboim, Gabriela [Valencia U., IFIC; Valencia U↗

Nozzle flow with vibrational nonequilibrium

This research concerns the modeling and numerical solutions of the coupled system of compressible Navier-Stokes equations in cylindrical coordinates under conditions of equilibrium and nonequilibrium thermodynamics. The problem considered was the modeling of a high temperature diatomic gas N2 flowing through a converging-diverging high expansion nozzle. The problem was modeled in two ways. The first model uses a single temperature with variable specific heats as functions of this temperature. For the second model we assume that the various degrees of freedom all have a Boltzmann distribution and that there is a continuous redistribution of energy among the various degrees of freedom as the gas passes through the nozzle. Each degree of freedom is assumed to have its own temperature and, consequently, each system state can be characterized by these temperatures. This suggests that formulation of a second model with a vibrational degree of freedom along with a rotational-translation degree of freedom, each degree of freedom having its own temperature. Initially the vibrational degree of freedom is excited by heating the gas to a high temperature. As the high temperature gas passes through the nozzle throat there is a sudden drop in temperature along with a relaxation time for the vibrational degree of freedom to achieve equilibrium with the rotational-translation degree of freedom. That is, we assume that the temperature change upon passing through the throat is so great that the changes in the vibrational degree of freedom occur at a much slower pace and consequently lags behind the rotational-translational energy changes. This lag results in a finite relaxation time. In this context the term nonequilibrium is used to denote the fact that the energy content of the various degrees of freedom are characterized by two temperatures. We neglect any chemical reactions which could also add nonequilibrium effects. We develop the energy equations for the nonequilibrium model from first principles. The resulting equations, which model the nozzle flow, can be expressed in various forms. In most forms the resulting equations are coupled systems of nonlinear partial differential equations subject to certain boundary conditions. To solve the resulting coupled system of nonlinear partial differential equations, several numerical techniques were investigated: (1) the explicit MacCormack method, (2) the explicit-implicit MacCormack method, (3) the method of operator splitting, (4) factorization schemes, and (5) the Steger-Warming scheme.

Heinbockel, J. H.↗

Adaptive Space-Time Methods for Large Scale Optimal Design

When modeling complex physical systems with advanced dynamics, such as shocks and singularities, many classic methods for solving partial differential equations can return inaccurate or unusable results. One way to resolve these complex dynamics is through r-adaptive refinement methods, in which a fixed number of mesh points are shifted to areas of high interest. The mesh refinement map can be found through the solution of the Monge-Ampére equation, a highly nonlinear partial differential equation. Due to its nonlinearity, the numerical solution of the Monge-Ampére equation is nontrivial and has previously required computationally expensive methods. In this report, we detail our novel optimization-based, multigrid-enabled solver for a low-order finite element approximation of the Monge-Ampére equation. This fast and scalable solver makes r-adaptive meshing more readily available for problems related to large-scale optimal design. Beyond mesh adaptivity, our report discusses additional applications where our fast solver for the Monge-Ampére equation could be easily applied.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Dual-shaped offset reflector antenna designs from solutions of the geometrical optics first-order partial differential equations

In obtaining solutions to the first-order nonlinear partial differential equations (PDEs) for synthesizing offset dual-shaped reflectors, it is found that previously observed computational problems can be avoided if the integration of the PDEs is started from an inner projected perimeter and integrated outward rather than starting from an outer projected perimeter and integrating inward. This procedure, however, introduces a new parameter, the main reflector inner perimeter radius p(o), when given a subreflector inner angle 0(o). Furthermore, a desired outer projected perimeter (e.g., a circle) is no longer guaranteed. Stability of the integration is maintained if some of the initial parameters are determined first from an approximate solution to the PDEs. A one-, two-, or three-parameter optimization algorithm can then be used to obtain a best set of parameters yielding a close fit to the desired projected outer rim. Good low cross-polarization mapping functions are also obtained. These methods are illustrated by synthesis of a high-gain offset-shaped Cassegrainian antenna and a low-noise offset-shaped Gregorian antenna.

Galindo-Israel, V.↗

Nonlinear grid error effects on numerical solution of partial differential equations

Finite difference solutions of nonlinear partial differential equations require discretizations and consequently grid errors are generated. These errors strongly affect stability and convergence properties of difference models. Previously such errors were analyzed by linearizing the difference equations for solutions. Properties of mappings of decadence were used to analyze nonlinear instabilities. Such an analysis is directly affected by initial/boundary conditions. An algorithm was developed, applied to nonlinear Burgers equations, and verified computationally. A preliminary test shows that Navier-Stokes equations may be treated similarly.

Dey, S. K.↗

Modeling of outgassing and matrix decomposition in carbon-phenolic composites

Work done in the period Jan. - June 1994 is summarized. Two threads of research have been followed. First, the thermodynamics approach was used to model the chemical and mechanical responses of composites exposed to high temperatures. The thermodynamics approach lends itself easily to the usage of variational principles. This thermodynamic-variational approach has been applied to the transpiration cooling problem. The second thread is the development of a better algorithm to solve the governing equations resulting from the modeling. Explicit finite difference method is explored for solving the governing nonlinear, partial differential equations. The method allows detailed material models to be included and solution on massively parallel supercomputers. To demonstrate the feasibility of the explicit scheme in solving nonlinear partial differential equations, a transpiration cooling problem was solved. Some interesting transient behaviors were captured such as stress waves and small spatial oscillations of transient pressure distribution.

Mcmanus, Hugh L.↗

Quantum algorithm for the linear Vlasov equation with collisions

The Vlasov equation is a nonlinear partial differential equation that provides a first-principles description of the dynamics of plasmas. Its linear limit is routinely used in plasma physics to investigate plasma oscillations and stability. In this paper, we present a quantum algorithm that simulates the linearized Vlasov equation with and without collisions, in the one-dimensional electrostatic limit. Rather than solving this equation in its native spatial and velocity phase space, we adopt an efficient representation in the dual space yielded by a Fourier-Hermite expansion. For a given simulation time, the Fourier-Hermite representation is exponentially more compact, thus yielding a classical algorithm that can match the performance of a previously proposed quantum algorithm for this problem. Further, this representation results in a system of linear ordinary differential equations (ODEs) which can be solved with well-developed quantum algorithms: a Hamiltonian simulation in the collisionless case, and quantum ODE solvers in the collisional case. In particular, we demonstrate that a quadratic speedup in system size is attainable.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Multiscale simulations for multi-continuum Richards equations

In this paper, we study a multiscale method for simulating a dual-continuum unsaturated flow problem within complex heterogeneous fractured porous media. Mathematically, each of the dual continua is modeled by a multiscale Richards equation (for pressure head), and these equations are coupled to one another by transfer terms. On its own, Richards equation is already a nonlinear partial differential equation, and it is exceedingly difficult to solve numerically due to the extra nonlinear dependencies involving the soil water. To deal with multiple scales, our strategy is that starting from a microscopic scale, we upscale the coupled system of dual-continuum Richards equations via homogenization by the two-scale asymptotic expansion, to obtain a homogenized system, at an intermediate scale (level). Based on a hierarchical approach, the homogenization’s effective coefficients are computed through solving the arising cell problems. Furthermore, to tackle the nonlinearity, after time discretization, we use Picard iteration procedure for linearization of the homogenized Richards equations. At each Picard iteration, some degree of multiscale still remains from the intermediate level, so we utilize the generalized multiscale finite element method (GMsFEM) combining with a multi-continuum approach, to upscale the homogenized system to a macroscopic (coarse-grid) level. This scheme involves building uncoupled and coupled multiscale basis functions, which are used not only to construct coarse-grid solution approximation with high accuracy but also (with the coupled multiscale basis) to capture the interactions among continua. These prospects and convergence are demonstrated by several numerical results for the proposed method.

97 MATHEMATICS AND COMPUTING↗