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At least 289 records · Page 16
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations

Abstract In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution is an unnormalized probability density function of the filter solution. Then, we apply a splitting-up technique to decompose the Zakai equation into three stochastic differential equations, based on which we construct a splitting-up approximate solution and prove its half-order convergence. Furthermore, we apply a finite difference method to construct a time semi-discrete approximate solution to the splitting-up system and prove its half-order convergence to the exact solution of the Zakai equation. Finally, we present some numerical experiments to demonstrate the theoretical analysis.

Mathematics↗
DOE OSTI2022

Analytic model of dislocation density evolution in fcc polycrystals accounting for dislocation generation, storage, and dynamic recovery mechanisms

Here, an analytic model of the evolution of dislocation density in fcc polycrystals is described. The evolution equations approximately account for most known dislocation storage, dynamic recovery, and dislocation generation mechanisms in fcc polycrystals. Specifically, the model incorporates network (forest) and grain boundary storage, mobile-network and mobile–mobile annihilation, screw–screw annihilation via athermal and thermal single cross-slip, generation by double cross-slip (Koehler mechanism, including dipole formation), Frank-Read sources, grain boundary nucleation, and mobile–immobile dislocation nucleation due to shock loading. Single cross-slip is assumed to proceed through the Friedel–Escaig (FE) mechanism; the corresponding activation energy is calculated using a modified FE model. The activation energy for double cross-slip is calculated for the first time by extending the FE model. The exact evolution equations are integro-differential equations, and as such are difficult to implement in a code; hence, the evolution equations are simplified by making several approximations. Preliminary results on copper are presented, including comparisons to experimental data.

36 MATERIALS SCIENCE↗
DOE OSTI2024

A Pseudoreversible Normalizing Flow for Stochastic Dynamical Systems with Various Initial Distributions

Here, we present a pseudoreversible normalizing flow method for efficiently generating samples of the state of a stochastic differential equation (SDE) with various initial distributions. The primary objective is to construct an accurate and efficient sampler that can be used as a surrogate model for computationally expensive numerical integration of SDEs, such as those employed in particle simulation. After training, the normalizing flow model can directly generate samples of the SDE’s final state without simulating trajectories. The existing normalizing flow model for SDEs depends on the initial distribution, meaning the model needs to be retrained when the initial distribution changes. The main novelty of our normalizing flow model is that it can learn the conditional distribution of the state, i.e., the distribution of the final state conditional on any initial state, such that the model only needs to be trained once and the trained model can be used to handle various initial distributions. This feature can provide a significant computational saving in studies of how the final state varies with the initial distribution. Additionally, we propose to use a pseudoreversible network architecture to define the normalizing flow model, which has sufficient expressive power and training efficiency for a variety of SDEs in science and engineering, e.g., in particle physics. We provide a rigorous convergence analysis of the pseudoreversible normalizing flow model to the target probability density function in the Kullback–Leibler divergence metric. Numerical experiments are provided to demonstrate the effectiveness of the proposed normalizing flow model.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Kinetic Model of HoxEFU reduction by NADH [SWR-26-087]

This repository is used to release code generated for manuscripts on the Photosynthetic Energy Transduction core program. This code simulates the reduction of HoxEFU by NADH. The electro transfer rate constants for the simulation are specified in the .csv files. The two .csv files correspond tot he two models described in Dawson et al. Cell. Rep. Phys. Sci. 2026. The code utilizes a chemical master equation, a set of differential equations, defining the time evolution of the oxidation and reduction kinetics of NAD+, NADH, a FMN flavin, and a set of iron sulfur clusters. The kinetics of HoxEFU reduction by NADH are evaluated by numerical integration of the chemical master equation using a variable-time-step Runge-Kutta algorithm.

Dahl, Peter [National Laboratory of the Rockies (N↗
DOE OSTI2022

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↗
DOE OSTI2024

Proton Acceleration in Low- β Magnetic Reconnection with Energetic Particle Feedback

Magnetic reconnection regions in space and astrophysics are known as active particle acceleration sites. There is ample evidence showing that energetic particles can take a substantial amount of converted energy during magnetic reconnection. However, there has been a lack of studies understanding the backreaction of energetic particles at magnetohydrodynamical scales in magnetic reconnection. To address this, we have developed a new computational method to explore the feedback by nonthermal energetic particles. This approach considers the backreaction from these energetic particles by incorporating their pressure into magnetohydrodynamics (MHD) equations. The pressure of the energetic particles is evaluated from their distribution evolved through Parker's transport equation, solved using stochastic differential equations (SDEs), so we coin the name MHD-SDE. Applying this method to low-β magnetic reconnection simulations, we find that reconnection is capable of accelerating a large fraction of energetic particles that contain a substantial amount of energy. When the feedback from these particles is included, their pressure suppresses the compression structures generated by magnetic reconnection, thereby mediating particle energization. Consequently, the feedback from energetic particles results in a steeper power-law energy spectrum. These findings suggest that feedback from nonthermal energetic particles plays a crucial role in magnetic reconnection and particle acceleration.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2021

Implicit-Explicit Multirate Infinitesimal GARK Methods

This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. Unlike other recent work in this area, the proposed methods support mixed implicit-explicit (IMEX) treatment of the slow time scale. In addition to allowing this slow time scale flexibility, the proposed methods utilize a so-called infinitesimal formulation for the fast time scale through definition of a sequence of modified “fast" initial-value problems that may be solved using any viable algorithm. We name the proposed class as implicit-explicit multirate infinitesimal generalized-structure additive Runge--Kutta (IMEX-MRI-GARK) methods. In addition to defining these methods, we prove that they may be viewed as specific instances of GARK methods and derive a set of order conditions on the IMEX-MRI-GARK coefficients to guarantee both third and fourth order accuracy for the overall multirate method. Additionally, we provide three specific IMEX-MRI-GARK methods, two of order three and one of order four. We conclude with numerical simulations on two multirate test problems, demonstrating the methods' predicted convergence rates and comparing their efficiency against both legacy IMEX multirate schemes and recent third and fourth order implicit MRI-GARK methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Operation of Natural Gas Pipeline Networks With Storage Under Transient Flow Conditions

Here, we formulate a nonlinear optimal control problem for intraday operation of a natural gas pipeline network that includes storage reservoirs. The dynamics of compressible gas flow through pipes, compressors, reservoirs, and wells are considered. In particular, a reservoir is modeled as a rigid, hollow container that stores gas under isothermal conditions and uniform density, and a well is modeled as a vertical pipe. For each pipe, flow dynamics are described by a coupled partial differential equation (PDE) system in density and mass flux variables, with momentum dissipation modeled using the Darcy–Wiesbach friction approximation. Compressors are modeled as scaling up the pressure of gas between the inlet and outlet. The governing equations for all network components are spatially discretized and assembled into a nonlinear differential-algebraic equation (DAE) system, which synthesizes above-ground pipeline and subsurface reservoir dynamics into a single reduced-order model. We seek to maximize an objective function that quantifies economic profit and network efficiency subject to the flow equations and inequalities that represent operating limitations. The problem is solved using a primal–dual interior point solver, and the solutions are validated in computational experiments and simulations on several pipeline test networks to demonstrate the effectiveness of the proposed methodology.

03 NATURAL GAS↗
DOE OSTI2022

A comprehensive study of non-adaptive and residual-based adaptive sampling for physics-informed neural networks

Physics-informed neural networks (PINNs) have shown to be effective tools for solving both forward and inverse problems of partial differential equations (PDEs). PINNs embed the PDEs into the loss of the neural network using automatic differentiation, and this PDE loss is evaluated at a set of scattered spatio-temporal points (called residual points). The location and distribution of these residual points are highly important to the performance of PINNs. However, in the existing studies on PINNs, only a few simple residual point sampling methods have mainly been used. Here, we present a comprehensive study of two categories of sampling for PINNs: non-adaptive uniform sampling and adaptive nonuniform sampling. We consider six uniform sampling methods, including (1) equispaced uniform grid, (2) uniformly random sampling, (3) Latin hypercube sampling, (4) Halton sequence, (5) Hammersley sequence, and (6) Sobol sequence. We also consider a resampling strategy for uniform sampling. To improve the sampling efficiency and the accuracy of PINNs, we propose two new residual-based adaptive sampling methods: residual-based adaptive distribution (RAD) and residual-based adaptive refinement with distribution (RAR-D), which dynamically improve the distribution of residual points based on the PDE residuals during training. Hence, we have considered a total of 10 different sampling methods, including six non-adaptive uniform sampling, uniform sampling with resampling, two proposed adaptive sampling, and an existing adaptive sampling. We extensively tested the performance of these sampling methods for four forward problems and two inverse problems in many setups. Our numerical results presented in this study are summarized from more than 6000 simulations of PINNs. Here, we show that the proposed adaptive sampling methods of RAD and RAR-D significantly improve the accuracy of PINNs with fewer residual points for both forward and inverse problems. Furthermore, the results obtained in this study can also be used as a practical guideline in choosing sampling methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

hp -VPINNs: Variational physics-informed neural networks with domain decomposition

We formulate a general framework for hp-variational physics-informed neural networks (hp-VPINNs) based on the nonlinear approximation of shallow and deep neural networks and hp-refinement via domain decomposition and projection onto the space of high-order polynomials. The trial space is the space of neural network, which is defined globally over the entire computational domain, while the test space contains piecewise polynomials. Specifically in this study, the hp-refinement corresponds to a global approximation with a local learning algorithm that can efficiently localize the network parameter optimization. Here, we demonstrate the advantages of hp-VPINNs in both accuracy and training cost for several numerical examples of function approximation and in solving differential equations.

42 ENGINEERING↗
DOE OSTI2022

Entropy–Preserving and Entropy–Stable Relaxation IMEX and Multirate Time–Stepping Methods

In this work, we propose entropy-preserving and entropy-stable partitioned Runge–Kutta (RK) methods. In particular, we extend the explicit relaxation Runge–Kutta methods to IMEX–RK methods and a class of explicit second-order multirate methods for stiff problems arising from scale-separable or grid-induced stiffness in a system. The proposed approaches not only mitigate system stiffness but also fully support entropy-preserving and entropy-stability properties at a discrete level. The key idea of the relaxation approach is to adjust the step completion with a relaxation parameter so that the time-adjusted solution satisfies the entropy condition at a discrete level. The relaxation parameter is computed by solving a scalar nonlinear equation at each timestep in general; however, as for a quadratic entropy function, we theoretically derive the explicit form of the relaxation parameter and numerically confirm that the relaxation parameter works the Burgers equation. Several numerical results for ordinary differential equations and the Burgers equation are presented to demonstrate the entropy-conserving/stable behavior of these methods. We also compare the relaxation approach and the incremental direction technique for the Burgers equation with and without a limiter in the presence of shocks.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Multiscale simulations for multi-continuum Richards equations

In this paper, we study a multiscale method for simulating a dual-continuum unsaturated flow problem within complex heterogeneous fractured porous media. Mathematically, each of the dual continua is modeled by a multiscale Richards equation (for pressure head), and these equations are coupled to one another by transfer terms. On its own, Richards equation is already a nonlinear partial differential equation, and it is exceedingly difficult to solve numerically due to the extra nonlinear dependencies involving the soil water. To deal with multiple scales, our strategy is that starting from a microscopic scale, we upscale the coupled system of dual-continuum Richards equations via homogenization by the two-scale asymptotic expansion, to obtain a homogenized system, at an intermediate scale (level). Based on a hierarchical approach, the homogenization’s effective coefficients are computed through solving the arising cell problems. Furthermore, to tackle the nonlinearity, after time discretization, we use Picard iteration procedure for linearization of the homogenized Richards equations. At each Picard iteration, some degree of multiscale still remains from the intermediate level, so we utilize the generalized multiscale finite element method (GMsFEM) combining with a multi-continuum approach, to upscale the homogenized system to a macroscopic (coarse-grid) level. This scheme involves building uncoupled and coupled multiscale basis functions, which are used not only to construct coarse-grid solution approximation with high accuracy but also (with the coupled multiscale basis) to capture the interactions among continua. These prospects and convergence are demonstrated by several numerical results for the proposed method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Using dynamic mode decomposition to predict the dynamics of a two-time non-equilibrium Green’s function

Computing the numerical solution of the Kadanoff–Baym equations, a set of nonlinear integral differential equations satisfied by the two-time Green's functions derived from many-body perturbation theory for a quantum many-body system away from equilibrium, is a challenging task. Recently, we have successfully applied dynamic mode decomposition (DMD) to construct a data driven reduced order model that can be used to extrapolate the time-diagonal of a two-time Green's function from numerical solutions of the KBE within a small time window. In this paper, we extend the previous work and use DMD to predict off-diagonal elements of the two-time Green's function. We partition the two-time Green's function into a number of one-time functions along the diagonal and subdiagonals of the two-time window as well as in horizontal and vertical directions. We use DMD to construct separate reduced order models to predict the dynamics of these one-time functions in a two-step procedure. We extrapolate along diagonal and several subdiagonals within a subdiagonal band of a two-time window in the first step. In the second step, we use DMD to extrapolate the Green's function outside of the sub-diagonal band. In conclusion, we demonstrate the efficiency and accuracy of this approach by applying it to a two-band Hubbard model problem.

97 MATHEMATICS AND COMPUTING↗