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All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Sylvester-preconditioned adaptive-rank implicit time integrators for advection-diffusion equations with variable coefficients

Here, we consider the adaptive-rank integration of multi-dimensional time-dependent advection-diffusion partial differential equations (PDEs) with variable coefficients. We employ a standard finite-difference method for spatial discretization coupled with high-order diagonally implicit Runge-Kutta temporal schemes. The discrete equation is a generalized Sylvester equation (GSE), which we solve with a projection-based adaptive-rank algorithm structured around two key strategies: (i) constructing dimension-wise subspaces using a novel atypical extended Krylov strategy, and (ii) efficiently solving the basis coefficient matrix with a preconditioned GMRES solver. The low-rank decomposition is performed in 2D using SVD and with high-order SVD (HOSVD) in 3D to represent the tensor in a compressed Tucker format. For d-dimensional problems (here, d = 2 or 3), the computational complexity and memory storage of the approach are found numerically to scale as and $\mathscr{O}(Nr^2) + \mathscr{O} (r^{d+1})$ and $\mathscr{O}(Nr) + \mathscr{O} (r^{d})$, respectively, with the one-dimensional resolution and the maximal rank during the Krylov iteration (which we find to be largely independent of on our numerical examples). We present numerical examples that illustrate the advertised properties of the algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Deep Learning Approaches to Surrogates for Solving the Diffusion Equation for Mechanistic Real-World Simulations

In many mechanistic medical, biological, physical, and engineered spatiotemporal dynamic models the numerical solution of partial differential equations (PDEs), especially for diffusion, fluid flow and mechanical relaxation, can make simulations impractically slow. Biological models of tissues and organs often require the simultaneous calculation of the spatial variation of concentration of dozens of diffusing chemical species. One clinical example where rapid calculation of a diffusing field is of use is the estimation of oxygen gradients in the retina, based on imaging of the retinal vasculature, to guide surgical interventions in diabetic retinopathy. Furthermore, the ability to predict blood perfusion and oxygenation may one day guide clinical interventions in diverse settings, i.e., from stent placement in treating heart disease to BOLD fMRI interpretation in evaluating cognitive function (Xie et al., 2019; Lee et al., 2020). Since the quasi-steady-state solutions required for fast-diffusing chemical species like oxygen are particularly computationally costly, we consider the use of a neural network to provide an approximate solution to the steady-state diffusion equation. Machine learning surrogates, neural networks trained to provide approximate solutions to such complicated numerical problems, can often provide speed-ups of several orders of magnitude compared to direct calculation. Surrogates of PDEs could enable use of larger and more detailed models than are possible with direct calculation and can make including such simulations in real-time or near-real time workflows practical. Creating a surrogate requires running the direct calculation tens of thousands of times to generate training data and then training the neural network, both of which are computationally expensive. Often the practical applications of such models require thousands to millions of replica simulations, for example for parameter identification and uncertainty quantification, each of which gains speed from surrogate use and rapidly recovers the up-front costs of surrogate generation. We use a Convolutional Neural Network to approximate the stationary solution to the diffusion equation in the case of two equal-diameter, circular, constant-value sources located at random positions in a two-dimensional square domain with absorbing boundary conditions. Such a configuration caricatures the chemical concentration field of a fast-diffusing species like oxygen in a tissue with two parallel blood vessels in a cross section perpendicular to the two blood vessels. To improve convergence during training, we apply a training approach that uses roll-back to reject stochastic changes to the network that increase the loss function. The trained neural network approximation is about 1000 times faster than the direct calculation for individual replicas. Because different applications will have different criteria for acceptable approximation accuracy, we discuss a variety of loss functions and accuracy estimators that can help select the best network for a particular application. We briefly discuss some of the issues we encountered with overfitting, mismapping of the field values and the geometrical conditions that lead to large absolute and relative errors in the approximate solution.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2020

The extended auxiliary equation mapping method to determine novel exact solitary wave solutions of the nonlinear fractional PDEs

Abstract In this paper, some new nonlinear fractional partial differential equations (PDEs) have been considered.Three models are including the space-time fractional-order Boussinesq equation, space-time (2 + 1)-dimensional breaking soliton equations, and space-time fractional-order SRLW equation describe the behavior of these equations in the diverse applications. Meanwhile, the fractional derivatives in the sense of β -derivative are defined. Some fractional PDEs will convert to the considered ordinary differential equations by the help of transformation of β -derivative. These equations are analyzed utilizing an integration scheme, namely, the extended auxiliary equation mapping method. The different kinds of traveling wave solutions, solitary, topological, dark soliton, periodic, kink, and rational, fall out as a by-product of this scheme. Finally, the existence of the solutions for the constraint conditions is also shown. The outcome indicates that some fractional PDEs are used as a growing finding in the engineering sciences, mathematical physics, and so forth.

Engineering↗
DOE OSTI2023

Modelling and simulation of brinicle formation

Below the Arctic sea ice, under the right conditions, a flux of icy brine flows down into the sea. The icy brine has a much lower fusion point and is denser than normal seawater. As a result, it sinks while freezing everything around it, forming an ice channel called a brinicle (also known as ice stalactite). In this paper, we develop a mathematical model for this phenomenon, assuming cylindrical symmetry. The fluid is considered to be viscous and quasi-stationary. The heat and salt transport are weakly coupled to the fluid motion and are modelled with the corresponding conservation equations, accounting for diffusive and convective effects. Finite-element discretization is employed to solve the coupled system of partial differential equations. We find that the model can capture the general behaviour of the physical system and generate brinicle-like structures while also recovering dendrite composition, which is a physically expected feature aligned with previous experimental results. This represents, to our knowledge, the first complete model proposed that captures the global structure of the physical phenomenon even though it has some discrepancies, such as brine accumulation.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Parallel-in-Time Solution of Allen-Cahn Equations by Integrating Operator Learning into the Parareal Method

While recent advances in deep learning have shown promising efficiency gains in solving time-dependent partial differential equations (PDEs), matching the accuracy of conventional numerical solvers still remains a challenge. One strategy to improve the accuracy of deep learning-based solutions for time-dependent PDEs is to use the learned model as the coarse propagator in the Parareal method and a traditional numerical method as the fine solver. However, successful integration of deep learning into the Parareal method requires consistency between the coarse and fine solvers, particularly for PDEs exhibiting rapid changes such as sharp transitions. Here, to ensure this consistency, we propose using convolutional neural networks (CNNs) to learn the fully discrete time-stepping operator defined by the same numerical scheme employed as the fine solver. We demonstrate the effectiveness of the proposed method in solving the classical and mass-conservative Allen–Cahn (AC) equations. Through iterative updates in the Parareal algorithm, our approach achieves a significant computational speedup compared to traditional fine solvers while converging to high-accuracy solutions. Our results highlight that the proposed hybrid Parareal algorithm effectively accelerates simulations, particularly when implemented on multiple GPUs, and converges to the desired accuracy in only a few iterations. Another advantage of our method is that the CNN model is trained on trajectory-based data generated from random initial conditions, such that the trained model can be used to solve the AC equations with various initial conditions without retraining. This work demonstrates the potential of integrating neural network methods into parallel-in-time frameworks for efficient and accurate simulations of time-dependent PDEs.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Grad–Shafranov equilibria via data-free physics informed neural networks

A large number of magnetohydrodynamic (MHD) equilibrium calculations are often required for uncertainty quantification, optimization, and real-time diagnostic information, making MHD equilibrium codes vital to the field of plasma physics. In this paper, we explore a method for solving the Grad–Shafranov equation by using physics-informed neural networks (PINNs). For PINNs, we optimize neural networks by directly minimizing the residual of the partial differential equation as a loss function. We show that PINNs can accurately and effectively solve the Grad–Shafranov equation with several different boundary conditions, making it more flexible than traditional solvers. This method is flexible as it does not require any mesh and basis choice, thereby streamlining the computational process. We also explore the parameter space by varying the size of the model, the learning rate, and boundary conditions to map various tradeoffs such as between reconstruction error and computational speed. Additionally, we introduce a parameterized PINN framework, expanding the input space to include variables such as pressure, aspect ratio, elongation, and triangularity in order to handle a broader range of plasma scenarios within a single network. Parameterized PINNs could be used in future work to solve inverse problems such as shape optimization.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2024

A Performance-Portable MultiGPU Implementation of 3D Euler Equations using ProtoX and IRIS

Computational scientists often face challenges when developing and optimizing code for high-performance computing (HPC), especially when trying to leverage GPUs. Given the heterogeneity of the nodes that comprise many modern HPC facilities, considerable demand exists for performance portable solutions for the core computational kernels used in many scientific computing libraries. In this work, we demonstrate a fourth-order finite volume method–based implementation of the Euler equations, which are an integral part of computational fluid dynamics. Our performance-portable multiGPU implementation for Euler equations uses ProtoX to generate kernels and IRIS for portability. ProtoX is a domain-specific language that uses a structured-grid partial differential equation library called Proto as its front end and the SPIRAL code generation system as its back end to generate optimized kernels for different architectures. Optimized kernels generated by ProtoX are orchestrated through the IRIS intelligent runtime system to provide portability. Two levels of optimizations within the IRIS runtime— directed acyclic graph fusion and task fusion—are explored to efficiently utilize computing resources in a multiGPU environment. Performance improvement through these optimizations is showcased by comparing the base ProtoX-IRIS implementation on AMD GPUs (Frontier node) and on NVIDIA GPUs (NVIDIA DGX-1).

Mankad, Het↗
DOE OSTI2023

Deep learning closure models for large-eddy simulation of flows around bluff bodies

Near-wall flow simulation remains a central challenge in aerodynamics modelling: Reynolds-averaged Navier–Stokes predictions of separated flows are often inaccurate, and large-eddy simulation (LES) can require prohibitively small near-wall mesh sizes. A deep learning (DL) closure model for LES is developed by introducing untrained neural networks into the governing equations and training in situ for incompressible flows around rectangular prisms at moderate Reynolds numbers. The DL-LES models are trained using adjoint partial differential equation (PDE) optimization methods to match, as closely as possible, direct numerical simulation (DNS) data. They are then evaluated out-of-sample – for aspect ratios, Reynolds numbers and bluff-body geometries not included in the training data – and compared with standard LES models. The DL-LES models outperform these models and are able to achieve accurate LES predictions on a relatively coarse mesh (downsampled from the DNS mesh by factors of four or eight in each Cartesian direction). We study the accuracy of the DL-LES model for predicting the drag coefficient, near-wall and far-field mean flow, and resolved Reynolds stress. A crucial challenge is that the LES quantities of interest are the steady-state flow statistics; for example, a time-averaged velocity component $\langle {u}_i\rangle (x) = \lim _{t \rightarrow \infty } ({1}/{t}) \int _0^t u_i(s,x)\, {\rm d}s$ . Calculating the steady-state flow statistics therefore requires simulating the DL-LES equations over a large number of flow times through the domain. It is a non-trivial question whether an unsteady PDE model with a functional form defined by a deep neural network can remain stable and accurate on $t \in [0, \infty )$ , especially when trained over comparatively short time intervals. Our results demonstrate that the DL-LES models are accurate and stable over long time horizons, which enables the estimation of the steady-state mean velocity, fluctuations and drag coefficient of turbulent flows around bluff bodies relevant to aerodynamics applications.

Mechanics↗
DOE OSTI2026

Convergence Criteria for Multiphysics Simulations

The behavior of engineered systems is often influenced by multiple physical phenomena, such as mechanical deformation, heat transfer, and chemical species transport and reactions. There are often strong interactions between these phenomena, and there is increasing interest in applying coupled-physics models to improve understanding of physical behavior under complex environmental conditions. Multiple simulation frameworks that facilitate coupled-physics simulations are in widespread use, and these employ a variety of techniques to account for interactions between those physics. Many frameworks solve the physics models independently and transfer results between them. Alternatively, a single monolithic system of equations for every physics model can be formed and solved. Each of these approaches has its benefits and drawbacks, and the optimal approach varies depending on the nature of the problem. The open-source MOOSE framework was developed targeting solution of large-scale multiphysics problems. Although it provides options for all these coupling approaches, its standard approach for multiphysics solutions is to form and solve a single monolithic system of equations containing the unknowns for all physics models. MOOSE provides a streamlined approach for users to define the solution variables, the terms in the partial differential equations pertaining to each variable, and interactions between solution variables. One aspect of the monolithic solution approach that can be problematic, however, is defining appropriate convergence criteria for the nonlinear system. A standard approach is to determine convergence is to simply take a norm of the residual vector corresponding to the full vector of unknowns. However, if the residual vector contains variables for multiple physics models, the magnitudes of those variables can differ significantly, and the variables can converge at significantly different rates from each other. It is important to ensure that the variables for each of the physics are converged, and also ensure that the convergence criteria are not excessively stringent in cases when there is little change in the solution. This talk presents representative multiphysics problems to highlight these issues, and shows strategies for convergence criteria in MOOSE that are robust for multiphysics models under a variety of conditions.

97 - MATHEMATICS AND COMPUTING↗
DOE OSTI2020

An extended trajectory-mechanics approach for calculating two-phase flow paths

A technique originating in quantum dynamics is used to derive a trajectory-based, semi-analytical solution for two-phase flow. The partial differential equation governing the evolution of the aqueous phase is equivalent to a family of ordinary differential equations defined along a path through the porous medium. The trajectories may be found by solving the differential equations directly or by post-processing the output of a numerical solution to the full set of governing equations. The trajectories, which differ from conventional streamlines, are found to bend downward in response to gravitational forces. The curvature is more pronounced as the dip of the porous layer containing the flow increases. Subtle changes in the relative permeability curve can lead to significant variations in the trajectories. The ordinary differential equation for the trajectory provides an expression for the travel time along the path. The expression produces a semi-analytical approximation to the model parameter sensitivities, the partial derivatives of the travel times with respect to changes in the permeability model. The semi-analytical trajectory-based sensitivities generally agree with those computed using a numerical reservoir simulator and a perturbation approach. The sensitivities are useful in tomographic imaging algorithms designed to estimate the spatial variation in permeability within a porous medium using multiphase observations.

58 GEOSCIENCES↗
DOE OSTI2021

KKT Preconditioners for PDE-Constrained Optimization with the Helmholtz Equation

This paper considers preconditioners for the linear systems that arise from optimal control and inverse problems involving the Helmholtz equation. Specifically, we explore an all-at-once approach. The main contribution centers on the analysis of two block preconditioners. Variations of these preconditioners have been proposed and analyzed in prior works for optimal control problems where the underlying partial differential equation is a Laplace-like operator. In this paper, we extend some of the prior convergence results to Helmholtz-based optimization applications. Our analysis examines situations where control variables and observations are restricted to subregions of the computational domain. We prove that solver convergence rates do not deteriorate as the mesh is refined or as the wavenumber increases. More specifically, for one of the preconditioners we prove accelerated convergence as the wavenumber increases. Additionally, in situations where the control and observation subregions are disjoint, we observe that solver convergence rates have a weak dependence on the regularization parameter. We give a partial analysis of this behavior. We illustrate the performance of the preconditioners on control problems motivated by acoustic testing.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Differentiable lagrangian shock hydrodynamics with application to stable shock acceleration of density interfaces

We develop a gradient based optimization approach for the equations of compressible, Lagrangian hydrodynamics and demonstrate how it can be employed to automatically uncover strategies to control hydrodynamic instabilities arising from shock acceleration of density interfaces. Strategies for controlling the Richtmyer-Meshkov instability (RMI) are of great benefit for inertial confinement fusion (ICF) where shock interactions with many small imperfections in the density interface lead to instabilities which rapidly grow over time. These instabilities lead to mixing which, in the case of laser driven ICF, quenches the runaway fusion process ruining the potential for positive energy return. Here, we demonstrate that control of these instabilities can be achieved by optimization of initial conditions with ( > 100) parameters. Optimizing over a large parameter space like this is not possible with gradient-free optimization strategies. This requires computation of the gradient of the outputs of a numerical solution to the equations of Lagrangian hydrodynamics with respect to the inputs. We show that the efficient computation of these gradients is made possible via a judicious application of (i) adjoint methods, the exact formal representation of sensitivities involving partial differential equations, and (ii) automatic differentiation (AD), the algorithmic calculation of derivatives of functions. Careful regularization of multiple operators including artificial viscosity and timestep control is required. We perform design optimization of > 100 parameter energy field driving the Richtmyer Meshkov instability showing significant suppression while simultaneously enhancing the acceleration of the interface relative to a nominal baseline case.

Hydrophysics↗
DOE OSTI2025

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↗
DOE OSTI2020

Physics-Informed Deep Neural Networks for Learning Parameters and Constitutive Relationships in Subsurface Flow Problems

In this paper, we present a physics informed deep neural network (DNN) method for estimating parameters and unknown physics (constitutive relationships) in partial differential equation (PDE) models. We use PDEs in addition to measurements to train DNNs to approximate unknown parameters and constitutive relationships as well as states. The proposed approach increases the accuracy of DNN approximations of partially known functions when a limited number of measurements is available and allows for training DNNs when no direct measurements of the functions of interest are available. We employ physics informed DNNs to estimate the unknown space-dependent diffusion coefficient in a linear diffusion equation and an unknown constitutive relationship in a non-linear diffusion equation. For the parameter estimation problem, we assume that partial measurements of the coefficient and states are available and demonstrate that under these conditions, the proposed method is more accurate than state-of-the-art methods. For the non-linear diffusion PDE model with a fully unknown constitutive relationship (i.e., no measurements of constitutive relationship are available), the physics informed DNN method can accurately estimate the non-linear constitutive relationship based on state measurements only. Finally, we demonstrate that the proposed method remains accurate in the presence of measurement noise.

42 ENGINEERING↗
DOE OSTI2024

Axisymmetric hybrid Vlasov equilibria with applications to tokamak plasmas

We derive axisymmetric equilibrium equations in the context of the hybrid Vlasov model with kinetic ions and massless fluid electrons, assuming isothermal electrons and deformed Maxwellian distribution functions for the kinetic ions. The equilibrium system comprises a Grad–Shafranov partial differential equation and an integral equation. These equations can be utilized to calculate the equilibrium magnetic field and ion distribution function, respectively, for given particle density or given ion and electron toroidal current density profiles. The resulting solutions describe states characterized by toroidal plasma rotation and toroidal electric current density. Additionally, due to the presence of fluid electrons, these equilibria also exhibit a poloidal current density component. This is in contrast to the fully kinetic Vlasov model, where axisymmetric Jeans equilibria can only accommodate toroidal currents and flows, given the absence of a third integral of the microscopic motion.

Physics↗
DOE OSTI2022

Data-driven, multi-moment fluid modeling of Landau damping

Deriving governing equations of complex physical systems based on first principles can be quite challenging when there are certain unknown terms and hidden physical mechanisms in the systems. In this work, we apply a deep learning architecture to learn fluid partial differential equations (PDEs) of a plasma system based on the data acquired from a fully kinetic model. Here, the learned multi-moment fluid PDEs are demonstrated to incorporate kinetic effect such as Landau damping. Based on the learned fluid closure, the data-driven, multi-moment fluid modeling can well reproduce all the physical quantities derived from the fully kinetic model. The calculated damping rate of Landau damping is consistent with both the fully kinetic simulation and the linear theory. The data-driven fluid modeling of PDEs for complex physical systems may be applied to improve the fluid closure and reduce the computational cost of multi-scale modeling of global systems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2020

A conservative phase-space moving-grid strategy for a 1D-2V Vlasov–Fokker–Planck Solver

In this work, we develop a conservative configuration- and velocity-space (i.e., phase-space) moving-grid strategy for the Vlasov–Fokker–Planck (VFP) equation in a planar geometry. The velocity-space grid is normalized and shifted in terms of the thermal speed and the bulk-fluid velocity, respectively. The configuration-space grid is moved according to a mesh-motion-partial-differential equation (MMPDE), which equidistributes a monitor function that is inversely proportional to the gradient-length scales of the macroscopic plasma quantities. The resulting inertial terms in the transformed VFP equations are discretized to ensure the discrete conservation of mass, momentum, and energy. To satisfy the discrete conservation theorems in the presence of phase-space mesh motion, we employ the method of discrete nonlinear constraints – explored in previous studies – but the underlying symmetries are determined in a much more efficient manner than before. The conservative grid-adaptivity strategy provides an efficient scheme that resolves important physical structures in the phase-space while controlling the computational complexity at all times. We demonstrate the favorable features of the proposed algorithm through a set of test cases of increasing complexity. The problems test independent components of the algorithms, as well as the integrated capability on settings relevant to inertial confinement fusion.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Numerical fluid dynamics for FRG flow equations: Zero-dimensional QFTs as numerical test cases. II. Entropy production and irreversibility of RG flows

Herein we demonstrate that the reformulation of renormalization group (RG) flow equations as nonlinear heat equations has severe implications on the understanding of RG flows in general. We demonstrate by explicitly constructing an entropy function for a zero-dimensional Z 2 -symmetric model that the dissipative character of generic nonlinear diffusion equations is also hard-coded in the functional RG equation. This renders RG flows manifestly irreversible, revealing the semigroup property of RG transformations on the level of the flow equation itself. Additionally, we argue that the dissipative character of RG flows, its irreversibility and the entropy production during the RG flow may be linked to the existence of a so-called C– / A-function. In total, this introduces an asymmetry in the so-called RG time—in complete analogy to the thermodynamic arrow of time—and allows for an interpretation of infrared actions as equilibrium solutions of dissipative RG flows equations. The impossibility of resolving microphysics from macrophysics is evident in this framework. Furthermore, we directly link the irreversibility and the entropy production in RG flows to an explicit numerical entropy production, which is manifest in diffusive and non-linear partial differential equations (PDEs) and a standard mathematical tool for the analysis of PDEs. Using exactly solvable zero-dimensional Z 2 -symmetric models, we explicitly compute the (numerical) entropy production related to the total variation nonincreasing property of the PDE during RG flows toward the infrared limit. Finally, we discuss generalizations of our findings and relations to the C– / A-theorem as well as how our work may help to construct truncations of RG flow equations in the future, including numerically stable schemes for solving the corresponding PDEs.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗