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At least 181 records · Page 10

MULTISTEP AND CONTINUOUS PHYSICS-INFORMED NEURAL NETWORK METHODS FOR LEARNING GOVERNING EQUATIONS AND CONSTITUTIVE RELATIONS

In this work, we investigate the applicability and relative merit of discrete and continuous versions of physics-informed neural network (PINN) methods for learning unknown governing equations or constitutive relations in a nonlinear dynamical system. In the case of unknown dynamics, entire right-hand-side (RHS) equations of the ordinary differential equations are unknown. In the case of unknown constitutive relations, however, the RHS equations are known up to the specification of constitutive relations (that may depend on the state of the system). We use a deep neural network to model unknown governing equations or constitutive relations. The discrete PINN approach combines classical multistep discretization methods for dynamical systems with neural-network-based machine learning methods. On the other hand, the continuous versions utilize deep neural networks to minimize the residual function for the continuous governing equations. We use the case of a fedbatch bioreactor system to study the effectiveness of these approaches and discuss conditions for their applicability. Our results indicate that the accuracy of the trained neural network models is much higher for the cases where we only have to learn a constitutive relation instead of all dynamics. This finding corroborates the well-known fact from scientific computing that building as much structural information as is available into an algorithm can enhance its efficiency and/or accuracy.

97 MATHEMATICS AND COMPUTING↗

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Here, we study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call "exponential decay of sensitivity" (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e., initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a partial differential equations (PDE) control problem to validate our theory, and show that the approach is significantly more efficient than alternating direction method of multipliers and as efficient as the centralized interior-point solver.

42 ENGINEERING↗

Strongly nonlinear wave propagation in elasto-plastic metamaterials: Low-order dynamic modeling

Nonlinear elastic metamaterials are known to support a variety of dynamic phenomena that enhance our capacity to manipulate elastic waves. Since these properties stem from complex, subwavelength geometry, full-scale dynamic simulations are often prohibitively expensive at scales of interest. Prior studies have therefore utilized low-order effective medium models, such as discrete mass-spring lattices, to capture essential properties in the long-wavelength limit. While models of this type have been successfully implemented for a wide variety of nonlinear elastic systems, they have predominantly considered dynamics depending only on the instantaneous kinematics of the lattice, neglecting history-dependent effects, such as wear and plasticity. Here, to address this limitation, the present study develops a lattice-based modeling framework for nonlinear elastic metamaterials undergoing plastic deformation. Due to the history- and rate-dependent nature of plasticity, the framework generally yields a system of differential-algebraic equations whose computational cost is significantly greater than an elastic system of comparable size. We demonstrate the method using several models inspired by classical lattice dynamics and continuum plasticity theory and explore means to obtain empirical plasticity models for general geometries, thereby gaining insight into the influence of microstructural plasticity on effective material performance, which can be used to improve the design of nonlinear mechanical metamaterials.

Dynamic simulation↗

TNet: A Model-Constrained Tikhonov Network Approach for Inverse Problems

Deep learning (DL), in particular deep neural networks, by default is purely data-driven and in general does not require physics. This is the strength of DL but also one of its key limitations when applied to science and engineering problems in which underlying physical properties—such as stability, conservation, and positivity—and accuracy are required. DL methods in their original forms are often not capable of respecting the underlying mathematical models or achieving desired accuracy even in big-data regimes. On the other hand, many data-driven science and engineering problems, such as inverse problems, typically have limited experimental or observational data, and DL would overfit the data in this case. Leveraging information encoded in the underlying mathematical models, we argue, not only compensates for missing information in low data regimes but also provides opportunities to equip DL methods with the underlying physics, hence promoting better generalization. This paper develops a model-constrained DL approach and its variant TNet—a Tikhonov neural network—which are capable of learning not only information hidden in the training data but also in the underlying mathematical models to solve inverse problems governed by partial differential equations in low data regimes. We provide the constructions and some theoretical results for the proposed approaches for both linear and nonlinear inverse problems. Since TNet is designed to learn inverse solutions with Tikhonov regularization, it is interpretable: in fact it recovers Tikhonov solutions for linear cases while potentially approximating Tikhonov solutions for nonlinear inverse problems. We also prove that data randomization can enhance not only the smoothness of the networks but also their generalizations. Comprehensive numerical results confirm the theoretical findings and show that with even as little as 1 training data sample for one-dimensional (1D) deconvolution, 5 for an inverse 2D heat conductivity problem, 100 for inverse initial conditions for a time-dependent 2D Burgers’s equation, and 50 for inverse initial conditions for 2D Navier–Stokes equations, TNet solutions can be as accurate as Tikhonov solutions while being several orders of magnitude faster. Furthermore, this is possible owing to the model-constrained term, replications, and randomization.

97 MATHEMATICS AND COMPUTING↗

ECLEIRS: Exact conservation law embedded identification of reduced states for parameterized nonlinear conservation laws from sparse and noisy data

Multi-query applications such as parameter estimation, uncertainty quantification and design optimization for parameterized partial differential equation (PDE) systems are expensive. While reduced/latent state dynamics approaches for parameterized PDEs offer a viable alternative, these approaches rely on high-quality data and struggle with highly sparse spatiotemporal noisy measurements typically obtained from experiments. Furthermore, there is no guarantee that these models satisfy governing physical conservation laws. In this article, we propose a reduced state dynamics approach, referred to as ECLEIRS, that embeds exact conservation in the solution and flux representation by utilizing a space-time divergence-free neural network formulation. We compare ECLEIRS with other reduced state dynamics approaches, those that do not enforce any physical constraints and those with physics-informed loss functions, for three shock-propagation problems: 1-D advection, 1-D Burgers and 2-D Euler equations. In conclusion, the numerical experiments conducted in this study demonstrate that ECLEIRS provides the most accurate prediction of dynamics for unseen parameters even in the presence of highly sparse and noisy data.

97 MATHEMATICS AND COMPUTING↗

Divide and conquer: Learning chaotic dynamical systems with multistep penalty neural ordinary differential equations

Forecasting high-dimensional dynamical systems is a fundamental challenge in various fields, such as geosciences and engineering. Neural Ordinary Differential Equations (NODEs), which combine the power of neural networks and numerical solvers, have emerged as a promising algorithm for forecasting complex nonlinear dynamical systems. However, classical techniques used for NODE training are ineffective for learning chaotic dynamical systems. In this work, we propose a novel NODE-training approach that allows for robust learning of chaotic dynamical systems. Here, our method addresses the challenges of non-convexity and exploding gradients associated with underlying chaotic dynamics. Training data trajectories from such systems are split into multiple, non-overlapping time windows. In addition to the deviation from the training data, the optimization loss term further penalizes the discontinuities of the predicted trajectory between the time windows. The window size is selected based on the fastest Lyapunov time scale of the system. Multi-step penalty(MP) method is first demonstrated on Lorenz equation, to illustrate how it improves the loss landscape and thereby accelerates the optimization convergence. MP method can optimize chaotic systems in a manner similar to least-squares shadowing with significantly lower computational costs. Our proposed algorithm, denoted the Multistep Penalty NODE, is applied to chaotic systems such as the Kuramoto-Sivashinsky equation, the two-dimensional Kolmogorov flow, and ERA5 reanalysis data for the atmosphere. It is observed that MP-NODE provide viable performance for such chaotic systems, not only for short-term trajectory predictions but also for invariant statistics that are hallmarks of the chaotic nature of these dynamics.

Chaotic dynamical systems↗

Neural operator transformers capture bifurcating drift-wave turbulence in fusion plasma simulations

Self-consistent modeling of turbulence-driven transport is critical for optimizing confinement in magnetically confined fusion plasmas, such as tokamaks and stellarators. In particular, capturing the long-term co-evolution of turbulence, flow, and background plasma profiles remains computationally challenging. Direct numerical simulation of these multiscale, highly nonlinear processes is often demanding and impractical for real-time control or design optimization. To address this bottleneck, we investigate transformer-based neural operator partial differential equation surrogates for emulating the dynamics of drift-wave turbulence bifurcation mediated by zonal flows, using the modified Hasegawa–Wakatani (MHW) model as a prototypical system. We find that the finetuned neural operator model has excellent performance in capturing the multi-spatiotemporal-scales of MHW turbulence bifurcation and is robust to testing on rare and out-of-distribution dynamics. Specifically, we demonstrate that a single unified model accurately predicts both quasi-steady-state turbulence and a wide range of dynamical transition processes, such as nonlinear saturation, spontaneous suppression of turbulence, and the emergence of macroscopic zonal flows, over time horizons vastly exceeding the local turbulence correlation time. This computationally efficient approach establishes a strong foundation for fast, AI-based modeling of complex, multiscale phenomena in magnetized fusion plasmas.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs

We study solution sensitivity for nonlinear programs (NLPs) whose structures are induced by graphs. These NLPs arise in many applications such as dynamic optimization, stochastic optimization, optimization with partial differential equations, and network optimization. We illustrate that for a given pair of nodes, the sensitivity of the primal-dual solution at one node against a data perturbation at the other node decays exponentially with respect to the distance between these two nodes on the graph. In other words, the solution sensitivity decays as one moves away from the perturbation point. This result, which we call exponential decay of sensitivity, holds under the strong second-order sufficiency condition and the linear independence constraint qualification. We also present conditions under which the decay rate remains uniformly bounded; this allows us to characterize the sensitivity behavior of NLPs defined over subgraphs of infinite graphs. The theoretical developments are illustrated with numerical examples.

97 MATHEMATICS AND COMPUTING↗

Encoder–decoder neural network for solving the nonlinear Fokker–Planck–Landau collision operator in XGC

An encoder–decoder neural network has been used to examine the possibility for acceleration of a partial integro-differential equation, the Fokker–Planck–Landau collision operator. This is part of the governing equation in the massively parallel particle-in-cell code XGC, which is used to study turbulence in fusion energy devices. The neural network emphasizes physics-inspired learning, where it is taught to respect physical conservation constraints of the collision operator by including them in the training loss, along with the ℓ 2 loss. In particular, network architectures used for the computer vision task of semantic segmentation have been used for training. A penalization method is used to enforce the ‘soft’ constraints of the system and integrate error in the conservation properties into the loss function. During training, quantities representing the particle density, momentum and energy for all species of the system are calculated at each configuration vertex, mirroring the procedure in XGC. This simple training has produced a median relative loss, across configuration space, of the order of 10 –4 , which is low enough if the error is of random nature, but not if it is of drift nature in time steps. The run time for the current Picard iterative solver of the operator is O(n 2 ), where n is the number of plasma species. As the XGC1 code begins to attack problems including a larger number of species, the collision operator will become expensive computationally, making the neural network solver even more important, especially since its training only scales as O(n). Here, a wide enough range of collisionality has been considered in the training data to ensure the full domain of collision physics is captured. An advanced technique to decrease the losses further will be subject of a subsequent report. Eventual work will include expansion of the network to include multiple plasma species.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Unsupervised discovery of nonlinear plasma physics using differentiable kinetic simulations

Plasma supports collective modes and particle–wave interactions that lead to complex behaviour in, for example, inertial fusion energy applications. While plasma can sometimes be modelled as a charged fluid, a kinetic description is often crucial for studying nonlinear effects in the higher-dimensional momentum–position phase space that describes the full complexity of the plasma dynamics. We create a differentiable solver for the three-dimensional partial-differential equation describing the plasma kinetics and introduce a domain-specific objective function. Using this framework, we perform gradient-based optimization of neural networks that provide forcing function parameters to the differentiable solver given a set of initial conditions. We apply this to an inertial-fusion-relevant configuration and find that the optimization process exploits a novel physical effect.

plasma nonlinear phenomena↗

Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics

We address a three-tier numerical framework based on nonlinear manifold learning for the forecasting of high-dimensional time series, relaxing the “curse of dimensionality” related to the training phase of surrogate/machine learning models. At the first step, we embed the high-dimensional time series into a reduced low-dimensional space using nonlinear manifold learning (local linear embedding and parsimonious diffusion maps). Then, we construct reduced-order surrogate models on the manifold (here, for our illustrations, we used multivariate autoregressive and Gaussian process regression models) to forecast the embedded dynamics. Finally, we solve the pre-image problem, thus lifting the embedded time series back to the original high-dimensional space using radial basis function interpolation and geometric harmonics. The proposed numerical data-driven scheme can also be applied as a reduced-order model procedure for the numerical solution/propagation of the (transient) dynamics of partial differential equations (PDEs). In conclusion, we assess the performance of the proposed scheme via three different families of problems: (a) the forecasting of synthetic time series generated by three simplistic linear and weakly nonlinear stochastic models resembling electroencephalography signals, (b) the prediction/propagation of the solution profiles of a linear parabolic PDE and the Brusselator model (a set of two nonlinear parabolic PDEs), and (c) the forecasting of a real-world data set containing daily time series of ten key foreign exchange rates spanning the time period 3 September 2001–29 October 2020.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Semi-Analytical Hierarchical Bayesian Inference of Nonlinear Model Structure in Stochastic Dynamics: Applied to Compartmental Models of Infectious Diseases

A Bayesian computational framework for parsimonious inference in stochastic nonlinear dynamical systems is presented. This framework enables the concurrent estimation of system states, time-varying parameters, time-invariant parameters, and the optimal sparsity structure of the model parameters. Because differential equation-based models are often simplified mechanistic or phenomenological representations, robust inference from noisy measurement data requires explicit treatment of model error and uncertainty. Model error and time-varying parameters can be represented as random processes, enabling inference while making minimal assumptions about the underlying sources of discrepancy and variability. Adopting stochastic differential equation representations affords the model significant flexibility, but can also render it susceptible to overfitting during statistical inversion, where the inferred model may track noise rather than the underlying signal. To alleviate the effects of overfitting and to enable the discovery of the optimal sparse representation of the time-invariant parameters, a Bayesian sparse learning algorithm is embedded within the framework. This sparse learning framework adopts an approximate hierarchical Bayesian setting defined by a series of semi-analytical expressions. The model structure inference framework is validated using a stochastic compartmental model for tracking and forecasting active cases of an infectious disease. Compartmental models describe population-level infectious disease dynamics through interactions among population fractions grouped by disease state. Mathematically, such models consist of a system of coupled ordinary differential equations. This example adopts an expressive compartmental model that includes multiple possible interactions between disease states, motivated by early uncertainty surrounding COVID-19 reinfection dynamics and their implications for long-term epidemic forecasting. The sparse learning exercise permits the inference of a priori unknown epidemiological dynamics from simulated public health data, discovering the nested compartmental model that optimizes the trade-off between average data-fit and model complexity. It is shown that inducing sparsity among the model parameters eliminates redundant interactions between compartments, equivalently revealing the optimal coupling structure between 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↗

The Schwarz Alternating Method for the Seamless Coupling of Nonlinear Reduced Order Models and Full Order Models

Projection-based model order reduction allows for the parsimonious representation of full order models (FOMs), typically obtained through the discretization of a set of partial differential equations (PDEs) using conventional techniques (e.g., finite element, finite volume, finite difference methods) where the discretization may contain a very large number of degrees of freedom. As a result of this more compact representation, the resulting projection-based reduced order models (ROMs) can achieve considerable computational speedups, which are especially useful in real-time or multi-query analyses. One known deficiency of projection-based ROMs is that they can suffer from a lack of robustness, stability and accuracy, especially in the predictive regime, which ultimately limits their useful application. Another research gap that has prevented the widespread adoption of ROMs within the modeling and simulation community is the lack of theoretical and algorithmic foundations necessary for the “plug-and-play” integration of these models into existing multi-scale and multi-physics frameworks. This paper describes a new methodology that has the potential to address both of the aforementioned deficiencies by coupling projection-based ROMs with each other as well as with conventional FOMs by means of the Schwarz alternating method [41]. Leveraging recent work that adapted the Schwarz alternating method to enable consistent and concurrent multiscale coupling of finite element FOMs in solid mechanics [35, 36], we present a new extension of the Schwarz framework that enables FOM-ROM and ROM-ROM coupling, following a domain decomposition of the physical geometry on which a PDE is posed. In order to maintain efficiency and achieve computation speed-ups, we employ hyper-reduction via the Energy-Conserving Sampling and Weighting (ECSW) approach [13]. We evaluate the proposed coupling approach in the reproductive as well as in the predictive regime on a canonical test case that involves the dynamic propagation of a traveling wave in a nonlinear hyper-elastic material.

97 MATHEMATICS AND COMPUTING↗

Parallel projection—An improved return mapping algorithm for finite element modeling of shape memory alloys

Here, we present a novel finite element analysis of inelastic structures containing Shape Memory Alloys (SMAs). Phenomenological constitutive models for SMAs lead to material nonlinearities, that require substantial computational effort to resolve. Finite element analysis methods, which rely on Gauss quadrature integration schemes, must solve two sets of coupled differential equations: one at the global level and the other at the local, i.e. Gauss point level. In contrast to the conventional return mapping algorithm, which solves these two sets of coupled differential equations separately using a nested Newton procedure, we propose a scheme to solve the local and global differential equations simultaneously. In the process we also derive closed-form expressions used to update the internal/constitutive state variables, and unify the popular closest-point and cutting plane methods with our formulas. Numerical testing indicates that our method allows for larger thermomechanical loading steps and provides increased computational efficiency, over the standard return mapping algorithm.

42 ENGINEERING↗

Black and gray box learning of amplitude equations: Application to phase field systems

Here, we present a data-driven approach to learning surrogate models for amplitude equations and illustrate its application to interfacial dynamics of phase field systems. In particular, we demonstrate learning effective partial differential equations describing the evolution of phase field interfaces from full phase field data. We illustrate this on a model phase field system, where analytical approximate equations for the dynamics of the phase field interface (a higher-order eikonal equation and its approximation, the Kardar-Parisi-Zhang equation) are known. For this system, we discuss data-driven approaches for the identification of equations that accurately describe the front interface dynamics. When the analytical approximate models mentioned above become inaccurate, as we move beyond the region of validity of the underlying assumptions, the data-driven equations outperform them. In these regimes, going beyond black box identification, we explore different approaches to learning data-driven corrections to the analytically approximate models, leading to effective gray box partial differential equations.

42 ENGINEERING↗

Operator inference for non-intrusive model reduction of systems with non-polynomial nonlinear terms

Here in this work we present a non-intrusive model reduction method to learn low-dimensional models of dynamical systems with non-polynomial nonlinear terms that are spatially local and that are given in analytic form. In contrast to state-of-the-art model reduction methods that are intrusive and thus require full knowledge of the governing equations and the operators of a full model of the discretized dynamical system, the proposed approach requires only the non-polynomial terms in analytic form and learns the rest of the dynamics from snapshots computed with a potentially black-box full-model solver. The proposed method learns operators for the linear and polynomially nonlinear dynamics via a least-squares problem, where the given non-polynomial terms are incorporated on the right-hand side. The least-squares problem is linear and thus can be solved efficiently in practice. The proposed method is demonstrated on three problems governed by partial differential equations, namely the diffusion–reaction Chafee–Infante model, a tubular reactor model for reactive flows, and a batch-chromatography model that describes a chemical separation process. The numerical results provide evidence that the proposed approach learns reduced models that achieve comparable accuracy as models constructed with state-of-the-art intrusive model reduction methods that require full knowledge of the governing equations.

42 ENGINEERING↗

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↗