Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Numerical partial differential equations”

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 181 records · Page 10

DPM: A deep learning PDE augmentation method with application to large-eddy simulation

A framework is introduced that leverages known physics to reduce overfitting in machine learning for scientific applications. The partial differential equation (PDE) that expresses the physics is augmented with a neural network that uses available data to learn a description of the corresponding unknown or unrepresented physics. Training within this combined system corrects for missing, unknown, or erroneously represented physics, including discretization errors associated with the PDE's numerical solution. For optimization of the network within the PDE, an adjoint PDE is solved to provide high-dimensional gradients, and a stochastic adjoint method (SAM) further accelerates training. Additionally, the approach is demonstrated for large-eddy simulation (LES) of turbulence. High-fidelity direct numerical simulations (DNS) of decaying isotropic turbulence provide the training data used to learn sub-filter-scale closures for the filtered Navier–Stokes equations. Out-of-sample comparisons show that the deep learning PDE method outperforms widely-used models, even for filter sizes so large that they become qualitatively incorrect. It also significantly outperforms the same neural network when a priori trained based on simple data mismatch, not accounting for the full PDE. Measures of discretization errors, which are well-known to be consequential in LES, point to the importance of the unified training formulation's design, which without modification corrects for them. For comparable accuracy, simulation runtime is significantly reduced. A relaxation of the typical discrete enforcement of the divergence-free constraint in the solver is also successful, instead allowing the DPM to approximately enforce incompressibility physics. Since the training loss function is not restricted to correspond directly to the closure to be learned, training can incorporate diverse data, including experimental data.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Embedding hard physical constraints in neural network coarse-graining of three-dimensional turbulence

In recent years, deep learning approaches have shown much promise in modeling complex systems in the physical sciences. A major challenge in deep learning of partial differential equations is enforcing physical constraints and boundary conditions. In this work, we propose a general framework to directly embed the notion of an incompressible fluid into convolutional neural networks, and apply this to coarse-graining of turbulent flow. These physics-embedded neural networks leverage interpretable strategies from numerical methods and computational fluid dynamics to enforce physical laws and boundary conditions by taking advantage the mathematical properties of the underlying equations. Here, we demonstrate results on three-dimensional fully developed turbulence, showing that this technique drastically improves local conservation of mass, without sacrificing performance according to several other metrics characterizing the fluid flow.

97 MATHEMATICS AND COMPUTING↗

WeakIdent: Weak formulation for identifying differential equation using narrow-fit and trimming

Data-driven identification of differential equations is an interesting but challenging problem, especially when the given data are corrupted by noise. When the governing differential equation is a linear combination of various differential terms, the identification problem can be formulated as solving a linear system, with the feature matrix consisting of linear and nonlinear terms multiplied by a coefficient vector. This product is equal to the time derivative term, and thus generates dynamical behaviors. The goal is to identify the correct terms that form the equation to capture the dynamics of the given data. We propose a general and robust framework to recover differential equations using a weak formulation with two new mechanisms, narrow-fit and trimming, for both ordinary and partial differential equations (ODEs and PDEs). The weak formulation facilitates an efficient and robust way to handle noise, and two new mechanisms, narrow-fit and trimming, improve the coefficient support and value recoveries respectively. For each sparsity level, Subspace Pursuit is utilized to find an initial set of support from the large dictionary. Then, we focus on highly dynamic regions (rows of the feature matrix), and error normalize the feature matrix in the narrow-fit step. The support is further updated via trimming the terms that contribute the least. Finally, the support set of features with the smallest Cross-Validation error is chosen as the result. A comprehensive set of numerical experiments are presented for both systems of ODEs and PDEs with various noise levels. The proposed method gives a robust recovery of the coefficients, and a significant denoising effect which can handle up to 100% noise-to-signal ratio for some equations. We compare the proposed method with several state-of-the-art algorithms for the recovery of differential equations.

97 MATHEMATICS AND COMPUTING↗

Proximal Galerkin: A Structure-Preserving Finite Element Method for Pointwise Bound Constraints

The proximal Galerkin finite element method is a high-order, low iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of pointwise bound constraints in infinite-dimensional function spaces. This paper introduces the proximal Galerkin method and applies it to solve free boundary problems, enforce discrete maximum principles, and develop a scalable, mesh-independent algorithm for optimal design with pointwise bound constraints. This paper also introduces the latent variable proximal point (LVPP) algorithm, from which the proximal Galerkin method derives. When analyzing the classical obstacle problem, we discover that the underlying variational inequality can be replaced by a sequence of second-order partial differential equations (PDEs) that are readily discretized and solved with, e.g., the proximal Galerkin method. Throughout this work, we arrive at several contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and certain infinite-dimensional Lie groups; and (3) a gradient-based, bound-preserving algorithm for two-field, density-based topology optimization. The complete proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis. Open-source implementations of our methods accompany this work to facilitate reproduction and broader adoption.

97 MATHEMATICS AND COMPUTING↗

Residual-based error correction for neural operator accelerated infinite-dimensional Bayesian inverse problems

We explore using neural operators, or neural network representations of nonlinear maps between function spaces, to accelerate infinite-dimensional Bayesian inverse problems (BIPs) with models governed by nonlinear parametric partial differential equations (PDEs). Neural operators have gained significant attention in recent years for their ability to approximate the parameter-to-solution maps defined by PDEs using as training data solutions of PDEs at a limited number of parameter samples. The computational cost of BIPs can be drastically reduced if the large number of PDE solves required for posterior characterization are replaced with evaluations of trained neural operators. However, reducing error in the resulting BIP solutions via reducing the approximation error of the neural operators in training can be challenging and unreliable. We provide an a priori error bound result that implies certain BIPs can be ill-conditioned to the approximation error of neural operators, thus leading to inaccessible accuracy requirements in training. To reliably deploy neural operators in BIPs, we consider a strategy for enhancing the performance of neural operators: correcting the prediction of a trained neural operator by solving a linear variational problem based on the PDE residual. We show that a trained neural operator with error correction can achieve a quadratic reduction of its approximation error, all while retaining substantial computational speedups of posterior sampling when models are governed by highly nonlinear PDEs. The strategy is applied to two numerical examples of BIPs based on a nonlinear reaction–diffusion problem and deformation of hyperelastic materials. We demonstrate that posterior representations of the two BIPs produced using trained neural operators are greatly and consistently enhanced by error correction.

97 MATHEMATICS AND COMPUTING↗

An Eulerian Vlasov-Fokker–Planck algorithm for spherical implosion simulations of inertial confinement fusion capsules

Here, we present a numerical algorithm that enables a phase-space adaptive Eulerian Vlasov–Fokker–Planck (VFP) simulation of inertial confinement fusion (ICF) capsule implosions. The approach relies on extending a recent mass, momentum, and energy conserving phase-space moving-mesh adaptivity strategy to spherical geometry. In configuration space, we employ a mesh motion partial differential equation (MMPDE) strategy while, in velocity space, the mesh is expanded/contracted and shifted with the plasma’s evolving temperature and drift velocity. The mesh motion is dealt with by transforming the underlying VFP equations into a computational (logical) coordinate, with the resulting inertial terms carefully discretized to ensure conservation. To deal with the spatial and temporally varying dynamics in a spherically imploding system, we have developed a novel nonlinear stabilization strategy for MMPDE in the configuration space. The strategy relies on a nonlinear optimization procedure that optimizes between mesh quality and the volumetric rate change of the mesh to ensure both accuracy and stability of the solution. Implosions of ICF capsules are driven by several boundary conditions: (1) an elastic moving wall boundary; (2) a time-dependent Maxwellian Dirichlet boundary; and (3) a pressure-driven Lagrangian boundary. Of these, the pressure-driven Lagrangian boundary driver is new to our knowledge. The implementation of our strategy is verified through a set of test problems, including the Guderley and Van-Dyke implosion problems — the first-ever reported using a Vlasov–Fokker–Planck model.

1D2V↗

Aging phenomena in the two-dimensional complex Ginzburg-Landau equation

The complex Ginzburg-Landau equation with additive noise is a stochastic partial differential equation that describes a remarkably wide range of physical systems which include coupled non-linear oscillators subject to external noise near a Hopf bifurcation instability and spontaneous structure formation in non-equilibrium systems, e.g., in cyclically competing populations or oscillatory chemical reactions. Here, we employ a finite-difference method to numerically solve the noisy complex Ginzburg-Landau equation on a two-dimensional domain with the goal to investigate its non-equilibrium dynamics when the system is quenched into the “defocusing spiral quadrant”. We observe slow coarsening dynamics as oppositely charged topological defects annihilate each other, and characterize the ensuing aging scaling behavior. We conclude that the physical aging features in this system are governed by non-universal aging scaling exponents. We also investigate systems with control parameters residing in the “focusing quadrant”, and identify slow aging kinetics in that regime as well. Finally, we provide heuristic criteria for the existence of slow coarsening dynamics and physical aging behavior in the complex Ginzburg-Landau equation.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Multigrid-Reduction-in-Time for the Rotating Shallow Water Equations

We consider multilevel time-parallel methods for the numerical solution of the rotating shallow water equations. In particular, the multigrid-reduction-in-time (MGRIT) algorithm is used for the parallel time integration. An asymptotic model is used at the coarse levels while the full model is employed at the finer levels. The asymptotic model is well-suited for highly oscillatory partial differential equations like the rotating shallow water equations because it can accurately and stably take the required large time-steps on coarse levels. Our work exploits the flexibility of the MGRIT algorithm in terms of the number of levels and relaxation schemes to show some computational benefits, especially with respect to FCF-relaxation and data reuse.

97 MATHEMATICS AND COMPUTING↗

A new form of the Saint-Venant equations for variable topography

The solution stability of river models using the one-dimensional (1D) Saint-Venant equations can be easily undermined when source terms in the discrete equations do not satisfy the Lipschitz smoothness condition for partial differential equations. Although instability issues have been previously noted, they are typically treated as model implementation issues rather than as underlying problems associated with the form of the governing equations. This study proposes a new reference slope form of the Saint-Venant equations to ensure smooth slope source terms and eliminate one source of potential numerical oscillations. It is shown that a simple algebraic transformation of channel geometry provides a smooth reference slope while preserving the correct cross-section flow area and the total Piezometric pressure gradient that drives the flow. The reference slope method ensures the slope source term in the governing equations is Lipschitz continuous while maintaining all the underlying complexity of the real-world geometry. The validity of the mathematical concept is demonstrated with the open-source Simulation Program for River Networks (SPRNT) model in a series of artificial test cases and a simulation of a small urban creek. Validation comparisons are made with analytical solutions and the Hydrologic Engineering Center's River Analysis System (HEC-RAS) model. The new method reduces numerical oscillations and instabilities without requiring ad hoc smoothing algorithms.

54 ENVIRONMENTAL SCIENCES↗

Learning subgrid-scale models with neural ordinary differential equations

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary differential equations (NODEs). Solving systems with fine temporal and spatial grid scales is an ongoing computational challenge, and closure models are generally difficult to tune. Machine learning approaches have increased the accuracy and efficiency of computational fluid dynamics solvers. In this approach neural networks are used to learn the coarse- to fine-grid map, which can be viewed as subgrid-scale parameterization. We propose a strategy that uses the NODE and partial knowledge to learn the source dynamics at a continuous level. Our method inherits the advantages of NODEs and can be used to parameterize subgrid scales, approximate coupling operators, and improve the efficiency of low-order solvers. Numerical results with the two-scale Lorenz 96 ODE, the convection-diffusion PDE, and the viscous Burgers' PDE are used to illustrate this approach.

97 MATHEMATICS AND COMPUTING↗

Differentiable Multiphysics Codes: A Breakthrough Technology for Simulation and Computing

This document summarizes the findings of a strategic planning exercise commissioned by the Weapons Simulation and Computing, Computational Physics (WSC/CP) program at the Lawrence Livermore National Laboratory (LLNL) in FY24. During the year, the committee met with multiple stakeholder communities to gather input, opinions, suggestions and concerns which have been incorporated throughout this document. The key findings from this exercise are summarized: • The development of multiphysics modelling and simulation (mod/sim) codes and software technologies, their deployment on exascale compute platforms, and their broad adoption across the NNSA is a major success of the Advanced Simulation and Computing (ASC) program and the Exascale Computing Project (ECP). Sustained investment in these core technologies is essential. • Today’s state of the art involves running ensembles of O(100K) simulations to perform uncertainty quantification (UQ) and design studies using multiple statistical methods such as Bayesian optimization to understand sensitivities of our models and explore parameterized design spaces. Even with exascale computing, we are practically limited to O(10) parameters in these studies since the number of simulations required to sample the space scales exponentially with the number of design parameters. • The data from these simulation ensembles is increasingly being used to train machine learned (ML) surrogates (or reduced order models, ROMs) which can then be used for optimization or real time design exploration. However, the trained surrogates are still limited in the number of parameters they can represent due to the sampling limitations previously noted. • Augmenting our suite of integrated multiphysics simulation codes, both current and emerging, with the ability to compute gradients (solution derivatives) of arbitrary simulation outputs with respect to (some or all) simulation inputs would be a breakthrough technology, opening the door to a new era of efficient and automated inverse design based on verified and validated mod/sim capabilities. • This capability, which we refer to as differentiable multiphysics codes (DMCs), would revolutionize both UQ and optimization studies by breaking the curse of dimensionality that presently limits our “gradient-free” ensemble based computing approach. A similar breakthrough occurred in the AI/ML community once the ability to compute gradients of arbitrary loss functions using back-propagation became commonplace. Gradient information from the multiphysics codes can also be used to dramatically improve the efficiency and scale of training of ML/ROM surrogates for rapid assessments. • Achieving this in our suite of codes will be a grand challenge, similar to the amount of effort that was required to transition from CPU to GPU computing. It will require buy-in from the entire WSC/CP program and beyond, including all integrated codes, physics and engineering models, third-party library dependencies and performance portability abstractions. It will also require investment in research and development of numerical methods for computing adjoints of coupled physics across multiple adaptively refined moving meshes and of stochastic (Monte Carlo) and mesh free (SPH) methods. • New software and numerical techniques, largely pioneered by the AI/ML community, make this feasible. Chief among these is automatic differentiation (AD), the ability to employ AD at point-wise locations in a physics calculation (instead of traditional black-box approaches) and the ability to perform “back-propagation in time” (or reverse mode AD) for non-linear partial differential equations (PDEs). Fundamentally, the conclusion of this strategic planning exercise is that the time is right to undertake a large scale effort in WSC, centered on the existing integrated codes, to continue the natural evolution of mod/sim in the age of AI/ML. Instead of attempting to replace mod/sim with purely data driven AI/ML models, we believe the key to success is to integrate AI/ML by building on top of the decades of hard-won knowledge and the verified/validated multiphysics modelling capability that is the hallmark of the ASC program.

97 MATHEMATICS AND COMPUTING↗

Multiscale Modeling and Experimental Insights into High-Temperature Soil Biodegradation Dynamics of Semi-Crystalline Poly(Lactic Acid) Nonwoven Fabrics

This study investigates the biodegradation of semi-crystalline poly(lactic acid) (PLA) nonwovens (NWs) in soil at 58 °C using both experimental and mathematical modeling approaches. The model utilizes a system of parabolic diffusion-reaction partial differential equations (PDEs) to elucidate chemical transformations over time and in space. It accounts for phenomena such as the diffusion of water and lactic acid monomers through the polymer matrix and into the surrounding soil, along with their microbial breakdown. It also accounts for the initial PLA crystallinity and predicts its evolution in time. The model is solved numerically for a single filament, and the results were used to shed light on PLA NW transformations observed in soil over a 180-day incubation period. Various characterization techniques, including scanning electron microscopy (SEM), differential scanning calorimetry (DSC), and Raman spectroscopy, were employed to assess morphological changes, crystallinity, and molecular changes in the NWs throughout the experiment. By comparing the experimental data with the model predictions, the hydrolysis rate coefficient was found to be 3.37 × 10 -7 s -1 , while the rate of microbial degradation of lactic acid monomers was faster, of the order of 9.63 × 10 -7 s -1 . The findings highlight the significant role of crystallinity in the biodegradation process. The PLA degradation ceases when no amorphous material remains, and the crystallinity reaches 0.8, as observed in the experiments by day 120. Furthermore, this research contributes to a deeper understanding of PLA biodegradation dynamics and offers insights for effectively managing biodegradable materials in environmental settings.

Diffusion−reaction modeling↗

Lift & Learn: Physics-informed machine learning for large-scale nonlinear dynamical systems

In this work, we present Lift & Learn, a physics-informed method for learning low-dimensional models for large-scale dynamical systems. The method exploits knowledge of a system’s governing equations to identify a coordinate transformation in which the system dynamics have quadratic structure. This transformation is called a lifting map because it often adds auxiliary variables to the system state. The lifting map is applied to data obtained by evaluating a model for the original nonlinear system. This lifted data is projected onto its leading principal components, and low-dimensional linear and quadratic matrix operators are fit to the lifted reduced data using a least-squares operator inference procedure. Analysis of our method shows that the Lift & Learn models are able to capture the system physics in the lifted coordinates at least as accurately as traditional intrusive model reduction approaches. This preservation of system physics makes the Lift & Learn models robust to changes in inputs. Numerical experiments on the FitzHugh–Nagumo neuron activation model and the compressible Euler equations demonstrate the generalizability of our model.

97 MATHEMATICS AND COMPUTING↗

Convex relaxation for Fokker–Planck equation

We propose an approach to directly estimate the moments or marginals for a high-dimensional equilibrium distribution in statistical mechanics by solving the high-dimensional Fokker–Planck equation in terms of low-order cluster moments or marginals. With this approach, we bypass the exponential complexity of estimating the full high-dimensional distribution and directly solve the simplified partial differential equations for low-order moments/marginals. Moreover, the proposed moment/marginal relaxation is fully convex and can be solved via off-the-shelf solvers. We further propose a time-dependent version of the convex programs to study non-equilibrium dynamics. In a specific setting, we show the proposed method can recover a mean-field-type equilibrium density. Numerical results are provided to demonstrate the performance of the proposed algorithm for high-dimensional systems.

Chen, Yian↗

Solving high-dimensional partial integral differential equations: The finite expression method

Partial integro-differential equations (PIDEs) have broad applications in the sciences, from electro-magnetism to options pricing. Here, in this paper, we introduce a new finite expression method (FEX) to solve PIDEs. This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel method of parameter grouping is proposed to reduce the number of coefficients in high-dimensional function approximation; 2) A Taylor series approximation method is implemented to significantly improve the computational efficiency and accuracy of the evaluation of the integral terms of PIDEs. The new FEX based method, denoted FEX-PG to indicate the addition of the parameter grouping (PG) step to the algorithm, provides both high accuracy and interpretable numerical solutions, with the outcome being an explicit equation that facilitates intuitive understanding of the underlying solution structures. These features are often absent in traditional methods, such as finite element methods (FEM) and finite difference methods, as well as in deep learning-based approaches. To benchmark our method against recent advances, we apply the new FEX-PG to solve benchmark PIDEs in the literature. In high-dimensional settings, FEX-PG exhibits strong and robust performance, achieving relative errors on the order of single precision machine epsilon, significantly outperforming existing approaches based on neural networks.

Combinatorial optimization↗

A unified hp-HDG framework for Friedrichs' PDE systems

Here, this work proposes a unified hp-adaptivity framework for hybridized discontinuous Galerkin (HDG) method for a large class of partial differential equations (PDEs) of Friedrichs' type. In particular, we present unified hp-HDG formulations for abstract one-field and two-field structures and prove their well-posedness. In order to handle non-conforming interfaces we simply take advantage of HDG built-in mortar structures. With split-type mortars and the approximation space of trace, a numerical flux can be derived via Godunov approach and be naturally employed without any additional treatment. As a consequence, the proposed formulations are parameter-free. We perform several numerical experiments for time-independent and linear PDEs including elliptic, hyperbolic, and mixed-type to verify the proposed unified hp-formulations and demonstrate the effectiveness of hp-adaptation. Two adaptivity criteria are considered: one is based on a simple and fast error indicator, while the other is rigorous but more expensive using an adjoint-based error estimate. The numerical results show that these two approaches are comparable in terms of convergence rate even for problems with strong gradients, discontinuities, and singularities.

97 MATHEMATICS AND COMPUTING↗

A domain decomposition preconditioning for an inverse volume scattering problem

In this work, we propose domain decomposition preconditioners for the solution of an integral equation formulation of the acoustic forward and inverse scattering problems. We study both forward and inverse volume problems and propose preconditioning techniques to accelerate the iterative solvers. For the forward scattering problem, we extend the domain decomposition based preconditioning techniques presented for partial differential equations in Cai and Sarkis (1999 SIAM J. Sci. Comput. 21 792–797), to integral equations. We combine this domain decomposition preconditioner with a low-rank correction, which is easy to construct, forming a new preconditioner. For the inverse scattering problem, we use the forward problem preconditioner as a building block for constructing a preconditioner for the Gauss–Newton Hessian. We present numerical results that demonstrate the performance of both preconditioning strategies.

97 MATHEMATICS AND COMPUTING↗

Marmot V2

MARMOT is a robust numerical tool for mesoscale modeling of fuel performance developed under the NEAMS Fuels technical area to predict the coevolution of microstructure and properties in fuel and cladding materials. MARMOT accomplishes this using the phase field method coupled with finite strain mechanics and heat conduction. MARMOT is based on the open source Multiphysics Object-Oriented Simulation Environment (MOOSE) and solves the coupled partial differential equations defining the physics using the finite element method. MARMOT is being developed in order to facilitate the development of improved materials models for fuel performance, but it is also being developed as a powerful tool in and of itself for the simulation of mesoscale fuel performance.

Aagesen, LarryK.↗