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At least 343 records · Page 19

Symmetry-breaking-induced rare fluctuations in a time-delay dynamic system

Inspired by the experimental and numerical findings, we study the dynamic instabilities of two coupled nonlinear delay differential equations that are used to describe the coherent oscillations between the top and bottom boundary layers in turbulent Rayleigh–Bénard convection. By introducing two sensitivity parameters for the instabilities of the top and bottom boundary layers, we find three different types of solutions, namely in-phase single-period oscillations, multi-period oscillations and chaos. The chaos solution contains rare but large amplitude fluctuations. The statistical properties of these fluctuations are consistent with those observed in the experiment for the massive eruption of thermal plumes, which causes random reversals of the large-scale circulation in turbulent Rayleigh–Bénard convection. Finally, our study thus provides new insights into the origin of rare massive eruptions and sudden changes of large-scale flow pattern that are often observed in convection systems of geophysical and astrophysical scales.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A stiff order condition theory for Runge–Kutta methods applied to semilinear ODEs

Classical convergence theory of Runge–Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic degradation in accuracy, known as order reduction, can arise. Methods with high stage order, e.g., Gauss–Legendre and Radau, are known to avoid order reduction, but they must be fully implicit. For the broad class of semilinear ODEs, which consist of a stiff linear term and non-stiff nonlinear term, we show that weaker conditions suffice. Here, our new semilinear order conditions are formulated in terms of orthogonality relations and can be enumerated by rooted trees. Finally, we prove global error bounds that hold uniformly with respect to stiffness of the linear term.

Mathematics and Computing↗

Improved Architectures and Training Algorithms for Deep Operator Networks

Operator learning techniques have recently emerged as a powerful tool for learning maps between infinite-dimensional Banach spaces. Trained under appropriate constraints, they can also be effective in learning the solution operator of partial differential equations (PDEs) in an entirely self-supervised manner. In this work we analyze the training dynamics of deep operator networks (DeepONets) through the lens of Neural Tangent Kernel theory, and reveal a bias that favors the approximation of functions with larger magnitudes. To correct this bias we propose to adaptively re-weight the importance of each training example, and demonstrate how this procedure can effectively balance the magnitude of back-propagated gradients during training via gradient descent. We also propose a novel network architecture that is more resilient to vanishing gradient pathologies. Taken together, our developments provide new insights into the training of DeepONets and consistently improve their predictive accuracy by a factor of 10-50x, demonstrated in the challenging setting of learning PDE solution operators in the absence of paired input-output observations.

97 MATHEMATICS AND COMPUTING↗

Uncertainty quantification in scientific machine learning: Methods, metrics, and comparisons

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with traditional methods. However, quantifying errors and uncertainties in NN-based inference is more complicated than in traditional methods. This is because in addition to aleatoric uncertainty associated with noisy data, there is also uncertainty due to limited data, but also due to NN hyperparameters, overparametrization, optimization and sampling errors as well as model misspecification. Although there are some recent works on uncertainty quantification (UQ) in NNs, there is no systematic investigation of suitable methods towards quantifying the total uncertainty effectively and efficiently even for function approximation, and there is even less work on solving partial differential equations and learning operator mappings between infinite-dimensional function spaces using NNs. In this work, we present a comprehensive framework that includes uncertainty modeling, new and existing solution methods, as well as evaluation metrics and post-hoc improvement approaches. Further, to demonstrate the applicability and reliability of our framework, we present an extensive comparative study in which various methods are tested on prototype problems, including problems with mixed input-output data, and stochastic problems in high dimensions. In the Appendix, we include a comprehensive description of all the UQ methods employed. Further, to help facilitate the deployment of UQ in Scientific Machine Learning research and practice, we present and develop in [1] an open-source Python library (github.com/Crunch-UQ4MI/neuraluq), termed NeuralUQ, that is accompanied by an educational tutorial and additional computational experiments.

11 physics-informed neural networks↗

An explicitly solvable energy-conserving algorithm for pitch-angle scattering in magnetized plasmas

In this work, we develop an Explicitly Solvable Energy-Conserving (ESEC) algorithm for the Stochastic Differential Equation (SDE) describing the pitch-angle scattering process in magnetized plasmas. The Cayley transform is used to calculate both the deterministic gyromotion and stochastic scattering, affording the algorithm to be explicitly solvable and exactly energy conserving. An unusual property of the SDE for pitch-angle scattering is that its coefficients diverge at the zero velocity and do not satisfy the global Lipschitz condition. Consequently, when standard numerical methods, such as the Euler-Maruyama (EM), are applied, numerical convergence is difficult to establish. For the proposed ESEC algorithm, its energy-preserving property enables us to overcome this obstacle. We rigorously prove that the ESEC algorithm is order 1/2 strongly convergent. This result is confirmed by detailed numerical studies. For the case of pitch-angle scattering in a magnetized plasma with a constant magnetic field, the numerical solution is benchmarked against the analytical solution, and excellent agreements are found.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Lax-Oleinik-Type Formulas and Efficient Algorithms for Certain High-Dimensional Optimal Control Problems

Two of the main challenges in optimal control are solving problems with state-dependent running costs and developing efficient numerical solvers that are computationally tractable in high dimension. In this paper, we provide analytical solutions to certain optimal control problems whose running cost depends on the state variable and with constraints on the control. We also provide Lax-Oleinik-type representation formulas for the corresponding Hamilton-Jacobi partial differential equations with state-dependent Hamiltonians. Additionally, we present an efficient, grid-free numerical solver based on our representation formulas, which is shown to scale linearly with the state dimension, and thus, to overcome the curse of dimensionality. Using existing optimization methods and the min-plus technique, we extend our numerical solvers to address more general classes of convex and nonconvex initial costs. We demonstrate the capabilities of our numerical solvers using implementations on a central processing unit (CPU) and a field-programmable gate array (FPGA). In several cases, our FPGA implementation obtains over a 10 times speedup compared to the CPU, which demonstrates the promising performance boosts FPGAs can achieve. Furthermore, our numerical results show that our solvers have the potential to serve as a building block for solving broader classes of high-dimensional optimal control problems in real-time.

97 MATHEMATICS AND COMPUTING↗

Speeding up and reducing memory usage for scientific machine learning via mixed precision

Scientific machine learning (SciML) has emerged as a versatile approach to address complex computational science and engineering problems. Within this field, physics-informed neural networks (PINNs) and deep operator networks (DeepONets) stand out as the leading techniques for solving partial differential equations by incorporating both physical equations and experimental data. However, training PINNs and DeepONets require significant computational resources, including long computational times and large amounts of memory. In search of computational efficiency, training neural networks using half precision (float16) rather than the conventional single (float32) or double (float64) precision has gained substantial interest, given the inherent benefits of reduced computational time and memory consumed. However, we find that float16 cannot be applied to SciML methods, because of gradient divergence at the start of training, weight updates going to zero, and the inability to converge to a local minima. To overcome these limitations, we explore mixed precision, which is an approach that combines the float16 and float32 numerical formats to reduce memory usage and increase computational speed. Our experiments showcase that mixed precision training not only substantially decreases training times and memory demands but also maintains model accuracy. Here, we also reinforce our empirical observations with a theoretical analysis. The research has broad implications for SciML in various computational applications.

97 MATHEMATICS AND COMPUTING↗

Gradient-enhanced physics-informed neural networks for forward and inverse PDE problems

Deep learning has been shown to be an effective tool in solving partial differential equations (PDEs) through physics-informed neural networks (PINNs). PINNs embed the PDE residual into the loss function of the neural network, and have been successfully employed to solve diverse forward and inverse PDE problems. However, one disadvantage of the first generation of PINNs is that they usually have limited accuracy even with many training points. Here, we propose a new method, gradient-enhanced physics-informed neural networks (gPINNs), for improving the accuracy of PINNs. gPINNs leverage gradient information of the PDE residual and embed the gradient into the loss function. We tested gPINNs extensively and demonstrated the effectiveness of gPINNs in both forward and inverse PDE problems. Our numerical results show that gPINN performs better than PINN with fewer training points. Additionally, we combined gPINN with the method of residual-based adaptive refinement (RAR), a method for improving the distribution of training points adaptively during training, to further improve the performance of gPINN, especially in PDEs with solutions that have steep gradients.

42 ENGINEERING↗

A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials

We study the design of an electromagnetic cloak from multiple materials with an additional constraint on the mass of the cloak. Our problem is an example of a topology optimization problem, and we formulate this problem as a mixed-integer partial-differential equation constrained optimization (MIPDECO) problem, where Maxwell’s equation models the propagation of the wave through the cloak and surrounding medium. We use binary variables to model the assignment of the different materials, and their relevant properties (permittivity and density). The mass constraint adds a nontrivial constraint to this problem. We propose a two-phase strategy to solve this problem. In the first phase, we solve a continuous relaxation, and then propose a new variant of the feasibility pump that exploits the structure of the PDE to obtain an initial integral solution candidate. In the second phase, we use a trust-region approach to improve this incumbent. We also consider a continuation or mesh-sequencing approach to find better solutions faster on consecutively finer meshes. We present detailed numerical results to illustrate the effectiveness of our approaches for constructing multi-material cloaks with a mass constraint.

Calculus of Variations and Optimization↗

Identifying stochastic dynamics via finite expression methods

Modeling stochastic differential equations (SDEs) is crucial for understanding complex dynamical systems in various scientific fields. Recent methods often employ neural network-based models, which typically represent SDEs through a combination of deterministic and stochastic terms. However, these models usually lack interpretability and have difficulty in generalizing beyond their training domain. Here, this paper introduces the Finite Expression Method (FEX), a symbolic learning approach designed to derive interpretable mathematical representations of the deterministic component of SDEs. For the stochastic component, we integrate FEX with advanced generative modeling techniques to provide a comprehensive representation of SDEs. The numerical experiments on linear, nonlinear, and multidimensional SDEs demonstrate that FEX generalizes well beyond the training domain and delivers more accurate long-term predictions compared to neural network-based methods. The symbolic expressions identified by FEX not only improve prediction accuracy but also offer valuable scientific insights into the underlying dynamics of the systems.

Complex dynamical systems↗

Enhancing Drinking Water Quality Modeling: Leveraging Physics Informed Neural Networks for Learning with Imperfect Reaction Models and Partial Data

Chemical kinetics models, typically formulated as systems of ordinary or partial differential equations, are valuable tools for simulating drinking water quality. However, these models often face inaccuracies due to discrepancies between the laboratory and the real-world conditions, as well as limitations in experimental analytical methods, hindering the accurate representation of the true underlying chemical mechanisms. In this study, we propose a Physics Informed Neural Network (PINN), using the eXtreme Theory of Functional Connections, to improve the prediction of chemical concentrations over time. The PINN method accounts for imperfect chemical models and incorporates partial data to improve predictions. Focusing on reactions describing water disinfection residual and disinfectant byproduct formation, which are crucial for public health and regulatory compliance, we demonstrate that the PINN model is able to accurately predict the concentrations of chemical species across various pH values. Notably, the model extends its accuracy to predict concentrations of chemical species not originally included in its training data. The developed method can be extended to a variety of chemical systems, offering a wide array of potential applications.

13 HYDRO ENERGY↗

Data-driven selection of stiff chemistry ODE solver in operator-splitting schemes

Most computational fluid dynamics simulations of practical combustion applications employ operator-splitting schemes, where chemistry and transport are separated and integrated with distinct numerical methods. The changes in composition due to chemistry are evaluated by solving ordinary differential equations (ODE) in each cell of the computational domain, which typically dominates the computational cost when detailed chemistry is considered. In this work, a data-driven approach for the selection of chemistry ODE solvers in operator-splitting schemes is presented. Neural networks are used to predict the ODE solvers CPU times and errors for a given thermochemical state. This allows the selection of an optimal ODE solver on a cell-by-cell, timestep-by-timestep basis. The models are trained using a wide set of thermochemical states generated through partially-stirred reactors and flames simulations. The methodology is validated by quantifying the prediction errors, the classification accuracy, and the computational speedup. The model predicts the optimal ODE solver for 70 to 95% of the validation cases and decreases the computional cost by a factor of 3 or more. The generalizability of the methodology to different chemical mechanisms and different fuels is assessed and it is shown that the model’s performance is only slightly degraded and its applicability is significantly enhanced if the inputs to the neural networks are restricted to a small set of thermochemical state variables present in most chemical mechanisms. In conclusion, the models are used in an homogeneous reactor case and a multi-dimensional CFD simulation of a diesel spray at high pressure where a speedup of more than 3 is achieved.

42 ENGINEERING↗

TANTE: Time-adaptive operator learning via neural Taylor expansion

Operator learning for time-dependent partial differential equations (PDEs) has seen rapid progress in recent years, enabling efficient approximation of complex spatiotemporal dynamics. However, most existing methods rely on fixed time step sizes during rollout, which limits their ability to adapt to varying temporal complexity and often leads to error accumulation. In this work, we propose the Time-Adaptive Transformer with Neural Taylor Expansion (TANTE), a novel operator-learning framework that produces continuous-time predictions with adaptive step sizes. TANTE predicts future states by performing a Taylor expansion at the current state, where neural networks learn both the higher-order temporal derivatives and the local radius of convergence. This allows the model to dynamically adjust its rollout based on the local behavior of the solution, thereby reducing cumulative error and improving computational efficiency. We demonstrate the effectiveness of TANTE across a wide range of PDE benchmarks, achieving superior accuracy and adaptability compared to fixed-step baselines, delivering accuracy gains of 60-80 % and speed-ups of 30-40 % at inference time.

97 MATHEMATICS AND COMPUTING↗

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

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

97 MATHEMATICS AND COMPUTING↗

Predicting nonequilibrium Green’s function dynamics and photoemission spectra via nonlinear integral operator learning

Understanding the dynamics of nonequilibrium quantum many-body systems is an important research topic in a wide range of fields across condensed matter physics, quantum optics, and high-energy physics. However, numerical studies of large-scale nonequilibrium phenomena in realistic materials face serious challenges due to intrinsic high-dimensionality of quantum many-body problems and the absence of time-invariance. The nonequilibrium properties of many-body systems can be described by the dynamics of the correlator, or the Green's function of the system, whose time evolution is given by a high-dimensional system of integro-differential equations, known as the Kadanoff–Baym equations (KBEs). The time-convolution term in KBEs, which needs to be recalculated at each time step, makes it difficult to perform long-time numerical simulation. In this paper, we develop an operator-learning framework based on recurrent neural networks (RNNs) to address this challenge. We utilize RNNs to learn the nonlinear mapping between Green's functions and convolution integrals in KBEs. By using the learned operators as a surrogate model in the KBE solver, we obtain a general machine-learning scheme for predicting the dynamics of nonequilibrium Green's functions. Besides significant savings per each time step, the new methodology reduces the temporal computational complexity from $O(N_t^3)$ to $O(N_t)$ where N t is the number of steps taken in a simulation, thereby making it possible to study large many-body problems which are currently infeasible with conventional KBE solvers. Through various numerical examples, we demonstrate the effectiveness of the operator-learning based approach in providing accurate predictions of physical observables such as the reduced density matrix and time-resolved photoemission spectra. Moreover, our framework exhibits clear numerical convergence and can be easily parallelized, thereby facilitating many possible further developments and applications.

97 MATHEMATICS AND COMPUTING↗

Generative AI models for learning flow maps of stochastic dynamical systems in bounded domains

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary interactions. Despite the success of machine learning-based methods in learning SDEs, existing learning methods are not applicable to SDEs in bounded domains because they cannot accurately capture the particle exit dynamics. We present a unified hybrid data-driven approach that combines a conditional diffusion model with an exit prediction neural network to capture both interior stochastic dynamics and boundary exit phenomena. Our ML model consists of two major components: a neural network that learns exit probabilities using binary cross-entropy loss with rigorous convergence guarantees, and a training-free diffusion model that generates state transitions for non-exiting particles using closed-form score functions. The two components are integrated through a probabilistic sampling algorithm that determines particle exit at each time step and generates appropriate state transitions. Here, the performance of the proposed approach is demonstrated via three test cases: a one-dimensional simplified problem for theoretical verification, a two-dimensional advection-diffusion problem in a bounded domain, and a three-dimensional problem of interest to magnetically confined fusion plasmas.

Bounded domains↗

Difference equations and integral families for Witten diagrams

We show that tree-level and one-loop Mellin space correlators in anti-de Sitter space obey certain difference equations, which are the direct analog to the differential equations for Feynman loop integrals in the flat space. Finite-difference relations, which we refer to as “summation-by-parts relations”, in parallel with the integration-by-parts relations for Feynman loop integrals, are derived to reduce the integrals to a basis. We illustrate the general methodology by explicitly deriving the difference equations and summation-by-parts relations for various tree-level and one-loop Witten diagrams up to the four-point bubble level.

AdS-CFT Correspondence↗

Nyström type exponential integrators for strongly magnetized charged particle dynamics

Solving for charged particle motion in electromagnetic fields (i.e. the particle pushing problem) is a computationally intensive component of particle-in-cell (PIC) methods for plasma physics simulations. This task is especially challenging when the plasma is strongly magnetized due numerical stiffness arising from the wide range of time scales between highly oscillatory gyromotion and long term macroscopic behavior. A promising approach to solve these problems is by a class of methods known as exponential integrators that can solve linear problems exactly and are A-stable. This work extends the standard exponential integration framework to derive Nyström-type exponential integrators that integrates the Newtonian equations of motion as a second-order differential equation directly. In particular, we derive second-order and third-order Nyström-type exponential integrators for strongly magnetized particle pushing problems. Numerical experiments show that the Nyström-type exponential integrators exhibit significant improvement in computation speed over the standard exponential integrators.

general physics↗