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Physics constrained learning for data-driven inverse modeling from sparse observations
Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that measures the discrepancy between predictions and observations in some chosen norm. This loss function often includes the PDE constraints as a penalty term when only sparse observations are available. As a result, the PDE is only satisfied approximately by the solution. However, the penalty term typically slows down the convergence of the optimizer for stiff problems. We present a new approach that trains the embedded DNNs while numerically satisfying the PDE constraints. We develop an algorithm that enables differentiating both explicit and implicit numerical solvers in reverse-mode automatic differentiation. This allows the gradients of the DNNs and the PDE solvers to be computed in a unified framework. We demonstrate that our approach enjoys faster convergence and better stability in relatively stiff problems compared to the penalty method. Furthermore, our approach allows for the potential to solve and accelerate a wide range of data-driven inverse modeling, where the physical constraints are described by PDEs and need to be satisfied accurately.
Entropy–Preserving and Entropy–Stable Relaxation IMEX and Multirate Time–Stepping Methods
In this work, we propose entropy-preserving and entropy-stable partitioned Runge–Kutta (RK) methods. In particular, we extend the explicit relaxation Runge–Kutta methods to IMEX–RK methods and a class of explicit second-order multirate methods for stiff problems arising from scale-separable or grid-induced stiffness in a system. The proposed approaches not only mitigate system stiffness but also fully support entropy-preserving and entropy-stability properties at a discrete level. The key idea of the relaxation approach is to adjust the step completion with a relaxation parameter so that the time-adjusted solution satisfies the entropy condition at a discrete level. The relaxation parameter is computed by solving a scalar nonlinear equation at each timestep in general; however, as for a quadratic entropy function, we theoretically derive the explicit form of the relaxation parameter and numerically confirm that the relaxation parameter works the Burgers equation. Several numerical results for ordinary differential equations and the Burgers equation are presented to demonstrate the entropy-conserving/stable behavior of these methods. We also compare the relaxation approach and the incremental direction technique for the Burgers equation with and without a limiter in the presence of shocks.
ORMATEX
The Oak Ridge Matrix Exponential (ORMATEX) software library contains methods to compute the matrix exponential and the action of the matrix exponential on a vector. Additionally, this package contains the related methods for the phi-functions which commonly appear in a wide class of exponential time integration methods. Krylov methods are provided to evaluate the matrix exponential-vector and phi-vector products for cases where the matrix is large and sparse. Utilizing these methods, ORMATEX implements performant exponential integrators for large systems of coupled ordinary differential equations (ODEs). The exponential time integration routines in ORMATEX are particularly suitable to large, stiff systems of equations. These routines may be utilized as a competitive alternative to classical implicit and explicit time integration schemes for certain classes of differential equations where the problem stiffness can be predominately explained by the linear terms.
A stiff order condition theory for Runge–Kutta methods applied to semilinear ODEs
Classical convergence theory of Runge–Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic degradation in accuracy, known as order reduction, can arise. Methods with high stage order, e.g., Gauss–Legendre and Radau, are known to avoid order reduction, but they must be fully implicit. For the broad class of semilinear ODEs, which consist of a stiff linear term and non-stiff nonlinear term, we show that weaker conditions suffice. Here, our new semilinear order conditions are formulated in terms of orthogonality relations and can be enumerated by rooted trees. Finally, we prove global error bounds that hold uniformly with respect to stiffness of the linear term.
On the Existence of Steady-State Solutions to the Equations Governing Fluid Flow in Networks
The steady-state solution of fluid flow in pipeline infrastructure networks driven by junction/node potentials is a crucial ingredient in various decision-support tools for system design and operation. While the nonlinear system is known to have a unique solution (when one exists), the absence of a definite result on the existence of solutions hobbles the development of computational algorithms, for it is not possible to distinguish between algorithm failure and non-existence of a solution. In this letter, we show that for any fluid whose equation of state is a scaled monomial, a unique solution exists for such nonlinear systems if the term solution is interpreted in terms of potentials and flows rather than pressures and flows. However, for gases following the CNGA equation of state, while the question of existence remains open, we construct an alternative system that always has a unique solution and show that the solution to this system is a good approximant of the true solution. Further, the existence result for flow of natural gas in networks also applies to other fluid flow networks such as water distribution networks or networks that transport carbon dioxide in carbon capture and sequestration. Most importantly, our result enables correct diagnosis of algorithmic failure, problem stiffness, and non-convergence in computational algorithms.
Exponential time differencing for problems without natural stiffness separation
Not provided.
Efficient Integration of Algebraic Constraint for Exponential Time Integration
This work is a continuation of a previous project where the high efficiency of exponential integration methods for DRMHD systems was demonstrated. Often algebraic constraints must also be enforced for DRMHD systems of interest. Straightforward application of exponential methods to DRMHD equations with constraints leads to prohibitively computationally expensive methods. In this work, we propose new exponential schemes that allow the constraints to be removed from evaluation of exponential matrix functions which drastically reduces computational complexity by eliminating the need to perform computations enforcing constraints in exponential calculations while still preserving a high order of accuracy and allowing for a large time step even when the problem is stiff. This idea is similar to the W-methods and is achieved by carefully designing a method with the desired order of accuracy, even with an incomplete Jacobian matrix used as an argument of exponential-like functions. The constraints are accounted for by including them in the evaluation of the right-hand-side forcing function of the spatially discretized system. We study performance of the new methods on test problems and outline future research directions that this work opens.
Mass-conserving implicit–explicit methods for coupled compressible Navier–Stokes equations
Earth system models are composed of coupled components that separately model systems such as the global atmosphere, ocean, and land surface. While these components are well developed, coupling them in a single system can be a significant challenge. Computational efficiency, accuracy, and stability are principal concerns. In this study we focus on these issues. In particular, implicit–explicit (IMEX) tight and loose coupling strategies are explored for handling different time scales. For a simplified model for the air–sea interaction problem, we consider coupled compressible Navier–Stokes equations with an interface condition. Under the rigid-lid assumption, horizontal momentum and heat flux are exchanged through the interface. Several numerical experiments are presented to demonstrate the stability of the coupling schemes. Here, we show both numerically and theoretically that our IMEX coupling methods are mass conservative for a coupled compressible Navier–Stokes system with the rigid-lid condition
Multirate partitioned Runge–Kutta methods for coupled Navier–Stokes equations
Earth system models are complex integrated models of atmosphere, ocean, sea ice, and land surface. Coupling the components can be a significant challenge due to the difference in physics, temporal, and spatial scales. Further, this study explores multirate partitioned Runge-Kutta methods for the fluid-fluid interaction problem and demonstrates its parallel performance by using the PETSc library. We consider compressible Navier-Stokes equations with gravity coupled through a rigid-lid interface. Our large-scale numerical experiments reveal that multirate partitioned Runge-Kutta coupling schemes (1) can conserve total mass; (2) have second-order accuracy in time; and (3) provide favorable strong- and weak-scaling performance on modern computing architectures. We also show that the speedup factors of multirate partitioned Runge-Kutta methods match theoretical expectations over their base (single-rate) method.
Stiff neural ordinary differential equations
Neural Ordinary Differential Equations (ODEs) are a promising approach to learn dynamical models from time-series data in science and engineering applications. This work aims at learning neural ODEs for stiff systems, which are usually raised from chemical kinetic modeling in chemical and biological systems. We first show the challenges of learning neural ODEs in the classical stiff ODE systems of Robertson’s problem and propose techniques to mitigate the challenges associated with scale separations in stiff systems. We then present successful demonstrations in stiff systems of Robertson’s problem and an air pollution problem. The demonstrations show that the usage of deep networks with rectified activations, proper scaling of the network outputs as well as loss functions, and stabilized gradient calculations are the key techniques enabling the learning of stiff neural ODEs. The success of learning stiff neural ODEs opens up possibilities of using neural ODEs in applications with widely varying time-scales, such as chemical dynamics in energy conversion, environmental engineering, and life sciences.
Implicit–explicit multirate infinitesimal stage-restart methods
Implicit–Explicit (IMEX) methods are flexible numerical time integration methods which solve an initial-value problem (IVP) that is split into stiff and nonstiff processes with the goal of lower computational costs than a purely implicit or explicit approach. A complementary form of flexible IVP solvers are multirate infinitesimal methods for problems split into fast- and slow-changing dynamics, that solve a multirate IVP by evolving a sequence of “fast” IVPs using any suitably accurate algorithm. This article introduces a new class of high-order implicit–explicit multirate methods that are designed for multirate IVPs in which the slow-changing dynamics are further split in an IMEX fashion. This new class, which we call implicit–explicit multirate infinitesimal stage-restart (IMEX-MRI-SR), both improves upon the previous implicit–explicit multirate infinitesimal generalized-structure additive Runge Kutta (IMEX-MRI-GARK) methods by allowing for far easier creation of new embedded methods, and extends multirate exponential Runge Kutta (MERK) methods by allowing the fast-changing dynamics to be nonlinear and the methods to be implicit. We leverage GARK theory to derive conditions for orders of accuracy up to four, and we provide second- and third-order accurate example methods, which are the first known embedded MRI methods with IMEX structure. We then perform numerical simulations demonstrating convergence rates and computational performance in both fixed-step and adaptive-step settings.
Asymptotic-preserving dynamical low-rank method for the stiff nonlinear Boltzmann equation
In kinetic theory, numerically solving the full Boltzmann equation is extremely expensive. This is because the Boltzmann collision operator involves a high-dimensional, nonlinear integral that must be evaluated at each spatial grid point and every time step. The challenge becomes even more pronounced in the fluid (strong collisionality) regime, where the collision operator exhibits strong stiffness, causing explicit time integrators to impose severe stability restrictions. In this paper, we propose addressing this problem through a dynamical low-rank (DLR) approximation. The resulting algorithm requires evaluating the Boltzmann collision operator only r 2 times, where r, the rank of the approximation, is much smaller than the number of spatial grid points. We propose a novel DLR integrator, called the XL integrator, which reduces the number of steps compared to the available alternatives (such as the projector splitting or basis update & Galerkin (BUG) integrator). For a class of problems including the Boltzmann collision operator which enjoys a separation property between physical and velocity space, we further propose a specialized version of the XL integrator, called the sXL integrator. This version requires solving only one differential equation to update the low-rank factors. Furthermore, the proposed low-rank schemes are asymptotic-preserving, meaning they can capture the asymptotic fluid limit in the case of strong collisionality. Our numerical experiments demonstrate the efficiency and accuracy of the proposed methods across a wide range of regimes, from non-stiff (kinetic) to stiff (fluid).
The role of stiffness in training and generalization of ResNets
Neural ordinary differential equations (NODEs) have recently regained popularity as large-depth limits of a large class of neural networks. In particular, residual neural networks (ResNets) are equivalent to an explicit Euler discretization of an underlying NODE, where the transition from one layer to the next is one time step of the discretization. The relationship between continuous and discrete neural networks has been of particular interest. Notably, analysis from the ordinary differential equation viewpoint can potentially lead to new insights for understanding the behavior of neural networks in general. In this work, we take inspiration from differential equations to define the concept of stiffness for a ResNet via the interpretation of a ResNet as the discretization of a NODE. Here, we then examine the effects of stiffness on the ability of a ResNet to generalize, via computational studies on example problems coming from climate and chemistry models. We find that penalizing stiffness does have a unique regularizing effect, but we see no benefit to penalizing stiffness over L 2 regularization (penalization of network parameter norms) in terms of predictive performance.
A review of high order strong stability preserving two-derivative explicit, implicit, and IMEX methods
High order strong stability preserving time discretizations ensure the nonlinear non-inner-product strong stability properties of spatial discretizations suited for the stable simulation of hyperbolic PDEs in a wide variety of application areas including fluid dynamics, magnetohydrodynamics, semiconductor devices, electromagnetics, and astrophysics. Over the past decade multiderivative time-stepping have been increasingly used for the time-evolution hyperbolic PDEs, so that the strong stability properties of these methods have become important. In this work we review sufficient conditions for a two-derivative multistage method to preserve the strong stability properties of spatial discretizations in a forward Euler and different conditions on the second derivative. In particular we present the strong stability preserving theory for explicit and implicit two-derivative Runge–Kutta schemes, including a special condition on the second derivative under which these implicit methods may be unconditionally strong stability preserving. This special condition is natural for the stiff component of wide range of plasma physics problems, and can be useful in the context of strong stability preserving implicit-explicit multi-derivative Runge–Kutta schemes, where the time-step restriction is then independent of the stiff term. Lastly, we present the strong stability preserving theory for implicit-explicit multi-derivative general linear methods, and some novel second and third order methods where the time-step restriction is independent of the stiff term.
Embedded symmetric positive semi-definite machine-learned elements for reduced-order modeling in finite-element simulations with application to threaded fasteners
Here, we present a machine-learning strategy for finite element analysis of solid mechanics wherein we replace complex portions of a computational domain with a data-driven surrogate. In the proposed strategy, we decompose a computational domain into an “outer” coarse-scale domain that we resolve using a finite element method (FEM) and an “inner” fine-scale domain. We then develop a machine-learned (ML) model for the impact of the inner domain on the outer domain. In essence, for solid mechanics, our machine-learned surrogate performs static condensation of the inner domain degrees of freedom. This is achieved by learning the map from displacements on the inner-outer domain interface boundary to forces contributed by the inner domain to the outer domain on the same interface boundary. We consider two such mappings, one that directly maps from displacements to forces without constraints, and one that maps from displacements to forces by virtue of learning a symmetric positive semi-definite (SPSD) stiffness matrix. We demonstrate, in a simplified setting, that learning an SPSD stiffness matrix results in a coarse-scale problem that is well-posed with a unique solution. We present numerical experiments on several exemplars, ranging from finite deformations of a cube to finite deformations with contact of a fastener-bushing geometry. We demonstrate that enforcing an SPSD stiffness matrix drastically improves the robustness and accuracy of FEM–ML coupled simulations, and that the resulting methods can accurately characterize out-of-sample loading configurations with significant speedups over the standard FEM simulations.
Order conditions for nonlinearly partitioned Runge-Kutta methods
Recently, a new class of nonlinearly partitioned Runge–Kutta (NPRK) methods was proposed for nonlinearly partitioned systems of autonomous ordinary differential equations y' = F(y, y). The target class of problems are those in which different scales, stiffnesses, or physics are coupled in a nonlinear way, wherein the desired partition cannot be written in a classical additive or component-wise fashion. Here we use a rooted-tree analysis to derive full-order conditions for NPRKM methods, where M denotes the number of nonlinear partitions. Due to the nonlinear coupling and thereby the mixed product differentials, it turns out that the standard node-colored rooted tree analysis used in analyzing ODE integrators does not naturally apply. Instead we develop a new edge-colored rooted-tree framework to address the nonlinear coupling. The resulting order conditions are enumerated, are provided directly for up to fourth order with M = 2 and third order with M = 3, and are related to existing order conditions of additive and partitioned RK methods. We conclude with an example that shows how the nonlinear order conditions can be used to obtain an embedded estimate of the state-dependent nonlinear coupling strength in a dynamical system.
Dynamic modelling of slip in a wind turbine spherical roller main bearing
This paper considers the problem of the dynamic modelling of macro slip in spherical roller bearings. By revisiting the fundamental physics which drive these systems, potential issues in existing models have been identified. Furthermore, in pure rolling conditions it was found that governing differential equations become "stiff", requiring the use of implicit methods of time integration. The problem of individual roller macro slip in a wind turbine main bearing is then investigated using a simplified representation of system dynamics. Model results indicate clear links between slip/friction and the operational strategy of the wind turbine, as well as significantly higher frictional effects in the downwind main bearing row. Due to modelling simplifications, these results should not yet be considered conclusive, with further work required.