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At least 217 records · Page 12
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Understanding plasma turbulence through exact coherent structures

Plasma turbulence is a key challenge in understanding transport phenomena in magnetically confined plasmas. This work presents a generalized framework to analyze plasma turbulence that utilizes periodic orbit theory. In periodic orbit theory, doubly periodic solutions (coherent structures) of the governing equation(s) serve as building blocks of the considered turbulent dynamics. To illustrate the concept and method, the particularly simple Kuramoto–Sivashinsky (referred to here as LMRT for the original authors: LaQuey, Mahajan, Rutherford, and Tang) trapped-ion mode toy model is used. By applying numerical optimization techniques to the LMRT equation, we extract coherent spacetime patterns that represent the library of allowable fundamental structures of the equation. These structures provide a framework to systematically describe turbulence as a composition of recurrent solutions, revealing an underlying order within chaotic plasma motion. Although illustrated here using the simplified LMRT model for clarity, this framework provides a general strategy that can be extended to more complex and realistic models of plasma turbulence, including gyrokinetic systems. This offers a new method for predicting and potentially controlling transport processes in fusion plasmas by providing a bridge between nonlinear dynamical systems theory and plasma physics in the form of a generalized framework with which to analyze and understand spatially extended nonlinear partial differential equations.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2020

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↗
DOE OSTI2025

Bayesian learning with Gaussian processes for low-dimensional representations of time-dependent nonlinear systems

This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that poses the problem of learning low-dimensional model terms as a regression of state space data and corresponding time derivatives by minimizing the residual of reduced system equations. Standard operator inference models perform well with accurate training data that are dense in time, but producing stable and accurate models when the state data are noisy and/or sparse in time remains a challenge. Another challenge is the lack of uncertainty estimation for the predictions from the operator inference models. Our approach addresses these challenges by incorporating Gaussian process surrogates into the operator inference framework to (1) probabilistically describe uncertainties in the state predictions and (2) procure analytical time derivative estimates with quantified uncertainties. The formulation leads to a generalized least-squares regression and, ultimately, reduced-order models that are described probabilistically with a closed-form expression for the posterior distribution of the operators. The resulting probabilistic surrogate model propagates uncertainties from the observed state data to reduced-order predictions. Furthermore, we demonstrate the method is effective for constructing low-dimensional models of two nonlinear partial differential equations representing a compressible flow and a nonlinear diffusion–reaction process, as well as for estimating the parameters of a low-dimensional system of nonlinear ordinary differential equations representing compartmental models in epidemiology.

Data-driven model reduction↗
DOE OSTI2022

Volumetric Rendering on Wavelet-Based Adaptive Grid

Numerical modeling of physical phenomena frequently involves processes across a wide range of spatial and temporal scales. In the last two decades, the advancements in wavelet-based numerical methodologies to solve partial differential equations, combined with the unique properties of wavelet analysis to resolve localized structures of the solution on dynamically adaptive computational meshes, make it feasible to perform large-scale numerical simulations of a variety of physical systems on a dynamically adaptive computational mesh that changes both in space and time. Volumetric visualization of the solution is an essential part of scientific computing, yet the existing volumetric visualization techniques do not take full advantage of multi-resolution wavelet analysis and are not fully tailored for visualization of a compressed solution on the wavelet-based adaptive computational mesh. Our objective is to explore the alternatives for the visualization of time-dependent data on space-time varying adaptive mesh using volume rendering while capitalizing on the available sparse data representation. Two alternative formulations are explored. The first one is based on volumetric ray casting of multi-scale datasets in wavelet space. Rather than working with the wavelets at the finest possible resolution, a partial inverse wavelet transform is performed as a preprocessing step to obtain scaling functions on a uniform grid at a user-prescribed resolution. As a result, a solution in physical space is represented by a superposition of scaling functions on a coarse regular grid and wavelets on an adaptive mesh. An efficient and accurate ray casting algorithm is based just on these coarse scaling functions. Additional details are added during the ray tracing by taking an appropriate number of wavelets into account based on support overlap with the interpolation point, wavelet coefficient magnitude, and other characteristics, such as opacity accumulation (front to back ordering) and deviation from frontal viewing direction. The second approach is based on complementing of wavelet-based adaptive mesh to the traditional Adaptive Mesh Refinement (AMR) mesh. Both algorithms are illustrated and compared to the existing volume visualization software for Rayleigh-Benard thermal convection and electron density data sets in terms of rendering time and visual quality for different data compression of both wavelet-based and AMR adaptive meshes.

Vezolainen, Alexei V.↗
DOE OSTI2020

Non-autoregressive time-series methods for stable parametric reduced-order models

Advection-dominated dynamical systems, characterized by partial differential equations, are found in applications ranging from weather forecasting to engineering design where accuracy and robustness are crucial. There has been significant interest in the use of techniques borrowed from machine learning to reduce the computational expense and/or improve the accuracy of predictions for these systems. These rely on the identification of a basis that reduces the dimensionality of the problem and the subsequent use of time series and sequential learning methods to forecast the evolution of the reduced state. Often, however, machine-learned predictions after reduced-basis projection are plagued by issues of stability stemming from incomplete capture of multiscale processes as well as due to error growth for long forecast durations. To address these issues, we have developed a non-autoregressive time series approach for predicting linear reduced-basis time histories of forward models. In particular, we demonstrate that non-autoregressive counterparts of sequential learning methods such as long short-term memory (LSTM) considerably improve the stability of machine-learned reduced-order models. Further, we evaluate our approach on the inviscid shallow water equations and show that a non-autoregressive variant of the standard LSTM approach that is bidirectional in the principal component directions obtains the best accuracy for recreating the nonlinear dynamics of partial observations. Moreover-and critical for many applications of these surrogates-inference times are reduced by three orders of magnitude using our approach, compared with both the equation-based Galerkin projection method and the standard LSTM approach.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

A 1D–0D–3D coupled model for simulating blood flow and transport processes in breast tissue

In this work, we present mixed dimensional models for simulating blood flow and transport processes in breast tissue and the vascular tree supplying it. These processes are considered, to start from the aortic inlet to the capillaries and tissue of the breast. Large variations in biophysical properties and flow conditions exist in this system necessitating the use of different flow models for different geometries and flow regimes. In total, we consider four different model types. First, a system of 1D nonlinear hyperbolic partial differential equations (PDEs) is considered to simulate blood flow in larger arteries with highly elastic vessel walls. Second, we assign 1D linearized hyperbolic PDEs to model the smaller arteries with stiffer vessel walls. The third model type consists of ODE systems (0D models). It is used to model the arterioles and peripheral circulation. Finally, homogenized 3D porous media models are considered to simulate flow and transport in capillaries and tissue within the breast volume. Sink terms are used to account for the influence of the venous and lymphatic systems. Combining the four model types, we obtain two different 1D–0D–3D coupled models for simulating blood flow and transport processes: The first model results in a fully coupled 1D–0D–3D model covering the complete path from the aorta to the breast combining a generic arterial network with a patient specific breast network and geometry. The second model is a reduced one based on the separation of the generic and patient specific parts. The information from a calibrated fully coupled model is used as inflow condition for the patient specific sub-model allowing a significant computational cost reduction. Several numerical experiments are conducted to calibrate the generic model parameters and to demonstrate realistic flow simulations compared to existing data on blood flow in the human breast and vascular system. Moreover, we use two different breast vasculature and tissue data sets to illustrate the robustness of our reduced sub-model approach.

multiscale blood flow models↗
DOE OSTI2021

Optimizing multigrid reduction-in-time and Parareal coarse-grid operators for linear advection

Parallel-in-time methods, such as multigrid reduction-in-time (MGRIT) and Parareal, provide an attractive option for increasing concurrency when simulating time-dependent partial differential equations (PDEs) in modern high-performance computing environments. While these techniques have been very successful for parabolic equations, it has often been observed that their performance suffers dramatically when applied to advection-dominated problems or purely hyperbolic PDEs using standard rediscretization approaches on coarse grids. In this paper, we apply MGRIT or Parareal to the constant-coefficient linear advection equation, appealing to existing convergence theory to provide insight into the typically nonscalable or even divergent behavior of these solvers for this problem. To overcome these failings, we replace rediscretization on coarse grids with improved coarse-grid operators that are computed by applying optimization techniques to approximately minimize error estimates from the convergence theory. Therefore, one of our main findings is that, in order to obtain fast convergence as for parabolic problems, coarse-grid operators should take into account the behavior of the hyperbolic problem by tracking the characteristic curves. Our approach is tested for schemes of various orders using explicit or implicit Runge–Kutta methods combined with upwind-finite-difference spatial discretizations. In all cases, we obtain scalable convergence in just a handful of iterations, with parallel tests also showing significant speed-ups over sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

A Scalable Interior‐Point Gauss–Newton Method for PDE‐Constrained Optimization With Bound Constraints

Here, we present a scalable approach to solve a class of partial differential equation (PDE)‐constrained optimization problems with bound constraints. This approach utilizes a robust full‐space interior‐point (IP)‐Gauss–Newton optimization method. To cope with the poorly‐conditioned IP‐Gauss–Newton saddle‐point linear systems that need to be solved approximately, once per optimization step, we propose two spectrally related preconditioners. These preconditioners leverage the limited informativeness of data in regularized PDE‐constrained optimization problems. A block Gauss–Seidel preconditioner is proposed for the GMRES‐based solution of the IP‐Gauss–Newton linear systems. It is shown, for a large‐class of PDE‐ and bound‐constrained optimization problems, that the spectrum of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix is asymptotically independent of discretization and is not impacted by the ill‐conditioning that notoriously plagues interior‐point methods. We exploit symmetry of the IP‐Gauss–Newton linear systems and propose a regularization and log‐barrier Hessian preconditioner for the preconditioned conjugate gradient (PCG)‐based solution of the equivalent IP‐Gauss–Newton–Schur complement linear systems. The eigenvalues of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix, that are not equal to one, are identical to the eigenvalues of the regularization and log‐barrier Hessian preconditioned Schur complement matrix. The scalability of the approach is demonstrated on two example problems. The numerical solution of these optimization problems is shown to require a discretization independent number of IP‐Gauss–Newton linear solves. Furthermore, the linear systems are solved in a discretization and IP ill‐conditioning independent number of preconditioned Krylov subspace iterations. The parallel scalability of the preconditioner, achieved via algebraic multigrid component solvers when applicable, and the aforementioned algorithmic scalability permits a parallel scalable means to compute solutions of a large class of PDE‐ and bound‐constrained problems.

PDE-constrained optimization↗
DOE OSTI2021

Plastic work constrained elastoplastic topology optimization

An elastoplastic topology optimization framework for limiting plastic work generation while maximizing stiffness is presented. The kinematics and constitutive model are based on finite strain linear isotropic hardening plasticity, and the balance laws are solved using a total Lagrangian finite element formulation. Aggregation of the specific plastic work combined with an adaptive normalization scheme efficiently constrains the maximum specific plastic work. The optimization problem is regularized using an augmented partial differential equation filter, and is solved by the method of moving asymptotes where path-dependent sensitivities are derived using the adjoint method. The numerical examples show a clear dependence on the optimized maximum stiffness structures for different levels of constrained specific plastic work. It is also shown that due to the history dependency of the plasticity, the load path significantly influences the structural performance and optimized topology.

42 ENGINEERING↗
DOE OSTI2021

A general framework for substructuring‐based domain decomposition methods for models having nonlocal interactions

Abstract A mathematical framework is provided for a substructuring‐based domain decomposition (DD) approach for nonlocal problems that features interactions between points separated by a finite distance. Here, by substructuring it is meant that a traditional geometric configuration for local partial differential equation (PDE) problems is used in which a computational domain is subdivided into non‐overlapping subdomains. In the nonlocal setting, this approach is substructuring‐based in the sense that those subdomains interact with neighboring domains over interface regions having finite volume, in contrast to the local PDE setting in which interfaces are lower dimensional manifolds separating abutting subdomains. Key results include the equivalence between the global, single‐domain nonlocal problem and its multi‐domain reformulation, both at the continuous and discrete levels. These results provide the rigorous foundation necessary for the development of efficient solution strategies for nonlocal DD methods.

Capodaglio, Giacomo↗
DOE OSTI2025

First‐Order Empirical Interpolation Method for Real‐Time Solution of Parametric Time‐Dependent Nonlinear PDEs

ABSTRACT We present a model reduction approach for the real‐time solution of time‐dependent nonlinear partial differential equations (PDEs) with parametric dependencies. A major challenge in constructing efficient and accurate reduced‐order models for nonlinear PDEs is the efficient treatment of nonlinear terms. We address this by unifying the implementation of hyperreduction methods to deal with nonlinear terms. Furthermore, we introduce a first‐order empirical interpolation method (EIM) to provide an efficient approximation of the nonlinear terms in time‐dependent PDEs. We demonstrate the effectiveness of our approach on the Allen–Cahn equation, which models phase separation, and the Buckley–Leverett equation, which describes two‐phase fluid flow in porous media. Numerical results highlight the accuracy, efficiency, and stability of the proposed method compared with both the Galerkin–Newton approach and hyper‐reduced models using the standard EIM.

Nguyen, Ngoc Cuong [Center for Computational Engin↗
DOE OSTI2025

cymyc: $\underline{C}$alabi-$\underline{Y}$au $\underline{M}$etrics, $\underline{Y}$ukawas, and $\underline{C}$urvature

We introduce cymyc, a high-performance Python library for numerical investigation of the geometry of a large class of string compactification manifolds and their associated moduli spaces. We develop a well-defined geometric ansatz to numerically model tensor fields of arbitrary degree on a large class of Calabi-Yau manifolds. cymyc includes a machine learning component which incorporates this ansatz to model tensor fields of interest on these spaces by finding an approximate solution to the system of partial differential equations they should satisfy.

differential and algebraic geometry↗
DOE OSTI2026

Toward real-time optimization through model reduction and model discrepancy sensitivities

Optimization problems arise in a range of scenarios, from optimal control to model parameter estimation. In many applications, such as the development of digital twins, it is essential to solve these optimization problems within wall-clock-time limitations. However, this is often unattainable for complex systems, such as those modeled by nonlinear partial differential equations. One strategy for mitigating this issue is to construct a reduced-order model (ROM) that enables more rapid optimization. In particular, the use of nonintrusive ROMs—those that do not require access to the full-order model at evaluation time—is popular because they facilitate the computation of optimization solutions within the wall-clock time requirements. However, the optimization solution will be unreliable if the iterates move outside the ROM training data. This article proposes the use of hyper-differential sensitivity analysis with respect to model discrepancy (HDSA-MD) as a computationally efficient tool to augment ROM-constrained optimization and improve its reliability. The proposed approach consists of two phases: (i) an offline phase where several full-order model evaluations are computed to train the ROM, and (ii) an online phase where a ROM-constrained optimization problem is solved, a limited number of full-order model evaluations are computed, and HDSA-MD is used to enhance the optimization solution. Numerical results are demonstrated for two examples, atmospheric contaminant control and wildfire ignition location estimation, in which a ROM is trained offline using inaccurate atmospheric data. In conclusion, the HDSA-MD update yields a significant improvement in the ROM-constrained optimization solution using only one full-order model evaluation online with corrected atmospheric data.

PDE-constrained optimization↗
DOE OSTI2021

A primal–dual algorithm for risk minimization

In this paper, we develop an algorithm to efficiently solve risk-averse optimization problems posed in reflexive Banach space. Such problems often arise in many practical applications as, e.g., optimization problems constrained by partial differential equations with uncertain inputs. Unfortunately, for many popular risk models including the coherent risk measures, the resulting risk-averse objective function is nonsmooth. Here, this lack of differentiability complicates the numerical approximation of the objective function as well as the numerical solution of the optimization problem. To address these challenges, we propose a primal–dual algorithm for solving large-scale nonsmooth risk-averse optimization problems. This algorithm is motivated by the classical method of multipliers and by epigraphical regularization of risk measures. As a result, the algorithm solves a sequence of smooth optimization problems using derivative-based methods. We prove convergence of the algorithm even when the subproblems are solved inexactly and conclude with numerical examples demonstrating the efficiency of our method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Binary optimal control by trust-region steepest descent

Abstract We present a trust-region steepest descent method for dynamic optimal control problems with binary-valued integrable control functions. Our method interprets the control function as an indicator function of a measurable set and makes set-valued adjustments derived from the sublevel sets of a topological gradient function. By combining this type of update with a trust-region framework, we are able to show by theoretical argument that our method achieves asymptotic stationarity despite possible discretization errors and truncation errors during step determination. To demonstrate the practical applicability of our method, we solve two optimal control problems constrained by ordinary and partial differential equations, respectively, and one topological optimization problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations

Many applications require minimizing the sum of smooth and nonsmooth functions. For example, basis pursuit denoising problems in data science require minimizing a measure of data misfit plus an $\ell^1$-regularizer. Similar problems arise in the optimal control of partial differential equations (PDEs) when sparsity of the control is desired. Here, we develop a novel trust-region method to minimize the sum of a smooth nonconvex function and a nonsmooth convex function. Our method is unique in that it permits and systematically controls the use of inexact objective function and derivative evaluations. When using a quadratic Taylor model for the trust-region subproblem, our algorithm is an inexact, matrix-free proximal Newton-type method that permits indefinite Hessians. We prove global convergence of our method in Hilbert space and demonstrate its efficacy on three examples from data science and PDE-constrained optimization.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

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↗
DOE OSTI2023

Efficient Multigrid Reduction-in-Time for Method-of-Lines Discretizations of Linear Advection

Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that many of these methods perform quite poorly for advection-dominated problems. In this report we analyze the particular iterative parallel-in-time algorithm of multigrid reduction-in-time (MGRIT) for discretizations of constant-wave-speed linear advection problems. We focus on common method-of-lines discretizations that employ upwind finite differences in space and Runge-Kutta methods in time. Using a convergence framework we developed in previous work, we prove for a subclass of these discretizations that, if using the standard approach of rediscretizing the fine-grid problem on the coarse grid, robust MGRIT convergence with respect to CFL number and coarsening factor is not possible. This poor convergence and non-robustness is caused, at least in part, by an inadequate coarse-grid correction for smooth Fourier modes in space-time known as characteristic components. We propose an alternative coarse-grid operator that provides a better correction of these modes. This coarse-grid operator is related to previous work and uses a semi-Lagrangian discretization combined with an implicitly treated truncation error correction. Theory and numerical experiments show the proposed coarse-grid operator yields fast MGRIT convergence for many of the method-of-lines discretizations considered, including for both implicit and explicit discretizations of high order. Parallel results demonstrate speed-up over sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗