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Chapter 4 - Recent Advances in Identification of Differential Equations from Noisy Data: IDENT Review

Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of time-dependent data. If we assume that the differential equation is a linear combination of various linear and nonlinear differential terms, then the identification problem can be formulated as solving a linear system. The goal then reduces to finding the optimal coefficient vector that best represents the time derivative of the given data. We review some recent works on the identification of differential equations. We find some common themes for the improved accuracy: (i) The formulation of linear system with proper denoising is important, (ii) how to utilize sparsity and model selection to find the correct coefficient support needs careful attention, and (iii) there are ways to improve the coefficient recovery. We present an overview and analysis of recent developments on the topic.

97 MATHEMATICS AND COMPUTING↗

Random Phase Approximation Correlation Energy Using Real-Space Density Functional Perturbation Theory

We present a real-space method for computing the random phase approximation (RPA) correlation energy within Kohn–Sham density functional theory, leveraging the low-rank nature of the frequency-dependent density response operator. In particular, we employ a cubic-scaling formalism based on density functional perturbation theory that circumvents the calculation of the response function matrix, instead relying on the ability to compute its product with a vector through the solution of the associated Sternheimer linear systems. We develop a large-scale parallel implementation of this formalism using the subspace iteration method in conjunction with the spectral quadrature method while employing the Kronecker product-based method for the application of the Coulomb operator and the conjugate orthogonal conjugate gradient method for the solution of the linear systems. We demonstrate convergence with respect to key parameters and verify the method’s accuracy by comparing with plane-wave results. We show that the framework achieves good strong scaling to many thousands of processors, reducing the time to solution for a lithium hydride system with 128 electrons to around 150 s on 4608 processors.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Greedy emulators for nuclear two-body scattering

Applications of reduced basis method emulators are increasing in low-energy nuclear physics because they enable fast and accurate sampling of high-fidelity calculations, enabling robust uncertainty quantification. Here, in this paper, we develop, implement, and test two model-driven emulators based on the (Petrov-)Galerkin projection using the prototypical test case of two-body scattering with the Minnesota potential and a more realistic local chiral potential. The high-fidelity scattering equations are solved with the matrix Numerov method, a reformulation of the popular Numerov recurrence relation for solving special second-order differential equations as a linear system of coupled equations. A novel error estimator based on reduced-space residuals is applied to an active learning approach (a greedy algorithm) to choosing training samples (“snapshots”) for the emulator and contrasted with a proper orthogonal decomposition (POD) approach. Both approaches allow for computationally efficient offline-online decompositions, but the greedy approach requires many fewer snapshot calculations. These developments set the groundwork for emulating scattering observables based on chiral nucleon-nucleon and three-nucleon interactions and optical models, where computational speed-ups are necessary for Bayesian uncertainty quantification. Our emulators and error estimators are widely applicable to linear systems.

Bayesian methods↗

Minimum entropy filtering for a single output non-Gaussian stochastic system using state transformation

This paper presents a novel filter design for the single-output stochastic non-linear systems subjected to non-Gaussian noises and the proposed assumptions. Based on a state transformation, the unmeasurable states of the systems can be estimated where non-linear terms in the systems have been eliminated. It has been shown that the estimation error is linearly dynamical regarding to the presented vector-valued filter gain which can be optimised by minimising the entropy-based performance criterion. In addition, the convergence of the presented algorithm is analysed in mean-square sense and a numerical example is given to verify the effectiveness of the presented filtering algorithm. Meanwhile, the extended Kalman filter, unscented particle filter and minimum entropy filter are given for the comparisons of the filtering performance. Following the presented framework, some extensions of the presented filtering algorithm are discussed to indicate the flexibility of the filter design. The contribution of this paper can be summarised as establishing a novel minimum entropy filtering framework which consists of model transformation, entropy optimisation and convergence analysis.

42 ENGINEERING↗

Low Precision and Efficient Programming Languages for Sustainable AI: Final Report for the Summer Project of 2024

This document contains all relevant material generated during the authors' summer internship at NREL in 2024. This report shows how to improve energy efficiency of a few code samples by using low-precision data types combined with mixed-precision algorithms. The main applications considered here are (i) linear system solvers using mixed precision, and (ii) neural networks using mixed precision. This report also discusses how programming languages affect energy consumption of algorithms, energy metrics for a code and tools, and the available current software and hardware infrastructure.

97 MATHEMATICS AND COMPUTING↗

Customizable wave tailoring nonlinear materials enabled by bilevel inverse design

Abstract Passive wave transformation via nonlinearity is ubiquitous in settings from acoustics to optics and electromagnetics. It is well known that different nonlinearities yield different effects on propagating signals, which raises the question of “what precise nonlinearity is the best for a given wave tailoring application?” In this work, considering a one-dimensional spring-mass chain connected by polynomial springs (a variant of the Fermi-Pasta-Ulam-Tsingou system), we introduce a bilevel inverse design method which couples the shape optimization of structures for tailored constitutive responses with reduced-order nonlinear dynamical inverse design. We apply it to two qualitatively distinct problems—minimization of peak transmitted kinetic energy from impact, and pulse shape transformation—demonstrating our method’s breadth of applicability. For the impact problem, we obtain two fundamental insights. First, small differences in nonlinearity can drastically change the dynamic response of the system, from severely under- to outperforming a comparative linear system. Second, the oft-used strategy of impact mitigation via “energy locking” bistability can be significantly outperformed by our optimal nonlinearity. We validate this case with impact experiments and find excellent agreement. This study establishes a framework for broader passive nonlinear mechanical wave tailoring material design, with applications to computing, signal processing, shock mitigation, and autonomous materials.

Science & Technology - Other Topics↗

Phase-space entropy cascade and irreversibility of stochastic heating in nearly collisionless plasma turbulence

We consider a nearly collisionless plasma consisting of a species of “test particles” in one spatial and one velocity dimension, stirred by an externally imposed stochastic electric field—a kinetic analog of the Kraichnan model of passive advection. The mean effect on the particle distribution function is turbulent diffusion in velocity space—known as stochastic heating. Accompanying this heating is the generation of fine-scale structure in the distribution function, which we characterize with the collisionless (Casimir) invariant C 2 ∝ ∫ ∫ d x d v 〈 f 2 〉 —a quantity that here plays the role of (negative) entropy of the distribution function. We find that C 2 is transferred from large scales to small scales in both position and velocity space via a phase-space cascade enabled by both particle streaming and nonlinear interactions between particles and the stochastic electric field. We compute the steady-state fluxes and spectrum of C 2 in Fourier space, with k and s denoting spatial and velocity wave numbers, respectively. In our model, the nonlinearity in the evolution equation for the spectrum turns into a fractional Laplacian operator in k space, leading to anomalous diffusion. Whereas even the linear phase mixing alone would lead to a constant flux of C 2 to high s (towards the collisional dissipation range) at every k , the nonlinearity accelerates this cascade by intertwining velocity and position space so that the flux of C 2 is to both high k and high s simultaneously. Integrating over velocity (spatial) wave numbers, the k -space ( s -space) flux of C 2 is constant down to a dissipation length (velocity) scale that tends to zero as the collision frequency does, even though the rate of collisional dissipation remains finite. The resulting spectrum in the inertial range is a self-similar function in the ( k , s ) plane, with power-law asymptotics at large k and s . Our model is fully analytically solvable, but the asymptotic scalings of the spectrum can also be found via a simple phenomenological theory whose key assumption is that the cascade is governed by a “critical balance” in phase space between the linear and nonlinear timescales. We argue that stochastic heating is made irreversible by this entropy cascade and that, while collisional dissipation accessed via phase mixing occurs only at small spatial scales rather than at every scale as it would in a linear system, the cascade makes phase mixing even more effective overall in the nonlinear regime than in the linear one. Published by the American Physical Society 2024

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

NCCS High Performance GMRES Mixed Precision

HPG-MxP is a software package that performs a fixed number of multigrid preconditioned (using a Gauss-Seidel smoother) Generalized minimal residual (PGMRES) iterations in order to solve a possibly nonsymmetric large sparse linear system of equations. It is designed to be a benchmark to measure a computer's performance for sparse linear algebra workloads typical in scientific computing while allowing the use of mixed precision methods. The solution is required to have convergence characteristics and accuracy similar to double precision GMRES. It is based on the High Performance Conjugate Gradient Benchmark (HPCG) which restricts all implementations to use only the IEEE double precision format (FP64). The original implementation (https://github.com/hpg-mxp/hpg-mxp) was written by Ichitaro Yamazaki, Jennifer Loe, Christian Glusa, Sivasankaran Rajamanickam, Piotr Luszczek, and Jack Dongarra. Please refer to that repository for documentation on the original implementation. This version is maintained by the National Center for Computational Sciences at Oak Ridge National Laboratory. It is highly scalable and optimized for Oak Ridge Leadership Computing Facility (OLCF) systems, particularly Frontier.

Kashi, Aditya [Oak Ridge National Laboratory (ORNL↗

Efficient shallow Ritz method for 1D diffusion problems

This paper studies the shallow Ritz method for solving the one-dimensional diffusion problem. It is shown that the shallow Ritz method improves the order of approximation dramatically for non-smooth problems. To realize this optimal or nearly optimal order of the shallow Ritz approximation, we develop a damped block Newton (dBN) method that alternates between updates of the linear and non-linear parameters. Per each iteration, the linear and the non-linear parameters are updated by exact inversion and one step of a modified, damped Newton method applied to a reduced non-linear system, respectively. The computational cost of each dBN iteration is $\mathcal{O}$(n). Starting with the non-linear parameters as a uniform partition of the interval, numerical experiments show that the dBN is capable of efficiently moving mesh points to nearly optimal locations. In conclusion, to improve the efficiency of the dBN further, we propose an adaptive damped block Newton (AdBN) method by combining the dBN with the adaptive neuron enhancement (ANE) method [28].

Diffusion problems↗

How to Partition a Quantum Observable

We present a partition of quantum observables in an open quantum system that is inherited from the division of the underlying Hilbert space or configuration space. It is shown that this partition leads to the definition of an inhomogeneous continuity equation for generic, non-local observables. This formalism is employed to describe the local evolution of the von Neumann entropy of a system of independent quantum particles out of equilibrium. Crucially, we find that all local fluctuations in the entropy are governed by an entropy current operator, implying that the production of entanglement entropy is not measured by this partitioned entropy. For systems linearly perturbed from equilibrium, it is shown that this entropy current is equivalent to a heat current, provided that the system-reservoir coupling is partitioned symmetrically. Finally, we show that any other partition of the coupling leads directly to a divergence of the von Neumann entropy. Thus, we conclude that Hilbert-space partitioning is the only partition of the von Neumann entropy that is consistent with the laws of thermodynamics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Early Exploration of a Flexible Framework for Efficient Quantum Linear Solvers in Power Systems

The rapid integration of renewable energy resources presents formidable challenges in managing power grids. While advanced computing and machine learning techniques offer some solutions for accelerating grid modeling and simulation, there remain complex problems that classical computers cannot effectively address. Quantum computing, a promising technology, has the potential to fundamentally transform how we manage power systems, especially in scenarios with a higher proportion of renewable energy sources. One critical aspect is solving linear systems of equations, crucial for power system applications like power flow analysis, for which the Harrow-Hassidim-Lloyd (HHL) algorithm is a well-known quantum solution. However, HHL quantum circuits often exhibit excessive depth, making them impractical for current Noisy-Intermediate-Scale-Quantum (NISQ) devices. In this paper, we introduce a versatile framework, powered by NWQSim, that bridges the gap between power system applications and quantum linear solvers available in Qiskit. This framework empowers researchers to efficiently explore power system applications using quantum linear solvers. Through innovative gate fusion strategies, reduced circuit depth, and GPU acceleration, our simulator significantly enhances resource efficiency. Power flow case studies have demonstrated up to a eight-fold speedup compared to Qiskit Aer, all while maintaining comparable levels of accuracy.

quantum computing, Harrow-Hassidim-Lloyd, high-per↗

A Scalable Reduced‐Order Model for the Steady Navier–Stokes Equations

Scaling up new scientific technologies from laboratory to industry often involves demonstrating performance on a larger scale. Computer simulations can accelerate design and predictions in the deployment process, though traditional numerical methods are computationally intractable even for intermediate pilot plant scales. Recently, the component reduced order modeling method has been developed to tackle this challenge by combining projection reduced order modeling and discontinuous Galerkin domain decomposition. However, while many scientific or engineering applications involve nonlinear physics, this method has only been demonstrated for various linear systems. In this work, the component reduced order modeling method is extended to steady Navier–Stokes flow, with application to general nonlinear physics in view. The large‐scale, global domain is decomposed into a combination of small‐scale unit component. Linear subspaces for flow velocity and pressure are identified via proper orthogonal decomposition over sample snapshots collected from each small‐scale unit component. Velocity bases are augmented with a pressure supremizer to satisfy the inf–sup condition for stable pressure prediction. Two different nonlinear reduced order modeling methods are employed and compared for efficient evaluation of nonlinear advection: A third‐order tensor projection operator and the empirical quadrature procedure. The proposed method is demonstrated on the flow over arrays of five different unit objects, achieving a 23‐fold speedup with less than 4% relative error in domains up to 256 times larger than the unit components. Furthermore, a numerical experiment with the pressure supremizer strongly indicates the need for a supremizer for stable pressure prediction. A comparison between the tensorial approach and the empirical quadrature procedure revealed a slight advantage of the empirical quadrature procedure. The framework is compared with an alternating Schwarz‐based reduced‐order approach, demonstrating improved efficiency and robustness for the DG‐based global solver while retaining flexibility for sub‐scale iterative solvers. The method is further extended to a coupled advection–diffusion and Navier–Stokes system, illustrating its applicability to multi‐physics problems and its potential for more general, inter‐coupled nonlinear systems.

42 ENGINEERING↗

Algebraic Multigrid with Filtering: An Efficient Preconditioner for Interior Point Methods in Large-Scale Contact Mechanics Optimization

Large-scale contact mechanics simulations are crucial in many engineering fields such as structural design and manufacturing. In the frictionless case, contact can be modeled by minimizing an energy functional; however, these problems are often nonlinear, nonconvex, and increasingly difficult to solve as mesh resolution increases. In this work, we employ a Newton-based interior-point (IP) filter line-search method, an effective approach for large-scale constrained optimization. While this method converges rapidly, each iteration requires solving a large saddle-point linear system that becomes ill-conditioned as the optimization process converges, largely due to IP treatment of the contact constraints. Such ill-conditioning can hinder solver scalability and increase iteration counts with mesh refinement. Here, to address this, we introduce a novel preconditioner, algebraic multigrid with filtering (AMGF), tailored to the Schur complement of the saddle-point system. Building on the classical AMG solver, commonly used for elasticity, we augment it with a specialized subspace correction that filters near null space components introduced by contact interface constraints. Through theoretical analysis and numerical experiments on a range of linear and nonlinear contact problems, we demonstrate that the proposed solver achieves mesh independent convergence and maintains robustness against the ill-conditioning that notoriously plagues IP methods. These results indicate that AMGF makes contact mechanics simulations more tractable and broadens the applicability of Newton-based IP methods in challenging engineering scenarios. More broadly, AMGF is well suited for problems, optimization or otherwise, where solver performance is limited by a low-dimensional subspace, such as those arising from localized constraints, interface conditions, or model heterogeneities. This makes the method widely applicable beyond contact mechanics and constrained optimization.

Mathematics and Computing↗

Practical Implementation of GPU-based Computing at the Grid Edge for Resilience Scenarios

This paper presents a practical implementation of GPU-accelerated computing at the grid edge to enhance power system resilience through next-generation smart meters. Advanced Metering Infrastructure (AMI) systems rely predominantly on centralized processing architectures, which limit real-time response capabilities during grid disturbances. This work proposes the integration of GPU-enabled computational platforms directly within smart meter to enable local execution support for power system analytics, fault detection algorithms, and optimization routines. The proposed framework uses the Julia programming language to leverage highperformance parallel computing capabilities while maintaining code portability and development efficiency. We use two experimental scenarios to benchmark the computational feasibility of this approach: sparse linear system solutions representative of power flow analyses, and multi-stage production cost simulations incorporating unit commitment and economic dispatch operations. Results demonstrate that computationally intensive power system algorithms, such as those supporting resilience scenario calculations, can be effectively executed at the distribution edge using commercially available embedded GPU hardware. Keywords—GPU acceleration, edge computing, smart meters, grid resilience, AMI, resilience.

De Souza, Reubun [School of Electrical Engineering↗

Scalable Multiphysics Block Preconditioning for Low Mach Number Compressible Resistive MHD with Application to Magnetic Confinement Fusion

This study investigates multiphysics block preconditioners that are critical in devising scalable Newton–Krylov iterative solvers for longer time-scale fully implicit fluid plasma models. The specific model of interest is the visco-resistive, low Mach number, compressible magnetohydrodynamics (MHD) model. This model describes the dynamics of conducting fluids in the presence of electromagnetic fields and can be used to study aspects of astrophysical phenomena, important science and technology applications, and basic plasma physics. The specific application of interest that motivates this study is the macroscopic simulation of longer time-scale stability and disruptions of magnetic confinement fusion devices, specifically the ITER Tokamak. The computational solution of the governing balance equations for mass, momentum, heat transfer, and magnetic induction for resistive MHD systems can be extremely challenging. These difficulties arise from both the strong nonlinear, nonsymmetric coupling of fluid and electromagnetic phenomena as well as the significant range of time and length scales that the interactions of these physical mechanisms produce. To handle the range of time and spatial scales of interest, a fully implicit unstructured variational multiscale finite element formulation is employed. For the scalable solution of the Newton linearized systems, fully coupled block preconditioners are designed to leverage algebraic multigrid subsolves. In conclusion, results are presented for the strong and weak scaling of the method as well as the robustness of these techniques for a large range of Lundquist numbers.

97 MATHEMATICS AND COMPUTING↗

Convergence Analysis of the Alternating Anderson–Picard Method for Nonlinear Fixed-Point Problems

Anderson acceleration (AA) has been widely used to solve nonlinear fixed-point problems due to its rapid convergence. This work focuses on a variant of AA in which multiple Picard iterations are performed between each AA step, referred to as the Alternating Anderson–Picard (AAP) method. Furthermore, despite introducing more “slow” Picard iterations, this method has been shown to be efficient and even more robust in both linear and nonlinear cases. However, there is a lack of theoretical analysis for AAP in the nonlinear case. In this paper, we address this gap by establishing the equivalence between AAP and a multisecant-GMRES method that uses GMRES to solve a multisecant linear system at each iteration. From this perspective, we show that AAP “converges” to the Newton-GMRES method. Specifically, as the residual approaches zero, the multisecant matrix, the approximate Jacobian inverse, the search direction, and the optimization gain of AAP converge to their counterparts in the Newton-GMRES method. These connections provide insights for analyzing the asymptotic convergence properties of AAP. Consequently, we show that AAP is locally 𝑞-linear convergent and provide an upper bound for the convergence factor of AAP. To validate the theoretical results, numerical examples are provided.

Anderson acceleration↗

Solving sparse finite element problems on neuromorphic hardware

The finite element method (FEM) is one of the most important and ubiquitous numerical methods for solving partial differential equations (PDEs) on computers for scientific and engineering discovery. Applying the FEM to larger and more detailed scientific models has driven advances in high-performance computing for decades. Here we demonstrate that scalable spiking neuromorphic hardware can directly implement the FEM by constructing a spiking neural network that solves the large, sparse, linear systems of equations at the core of the FEM. We show that for the Poisson equation, a fundamental PDE in science and engineering, our neural circuit achieves meaningful levels of numerical accuracy and close to ideal scaling on modern, inherently parallel and energy-efficient neuromorphic hardware, specifically Intel’s Loihi 2 neuromorphic platform. We illustrate extensions to irregular mesh geometries in both two and three dimensions as well as other PDEs such as linear elasticity. Our spiking neural network is constructed from a recurrent network model of the brain’s motor cortex and, in contrast to black-box deep artificial neural network-based methods for PDEs, directly translates the well-understood and trusted mathematics of the FEM to a natively spiking neuromorphic algorithm.

Applied mathematics↗

Milestone 49 Report: Batched Sparse LA Phase 5 Implementation

Batched sparse linear algebra operations in general, and solvers in particular, have become the major algorithmic development activity and foremost performance engineering effort in the numerical software libraries work on modern hardware with accelerators such as GPUs. Many applications, ECP and non-ECP alike, require simultaneous solutions of many small linear systems of equations that are structurally sparse in one form or another. In order to move towards high hardware utilization levels, it is important to provide these applications with appropriate interface designs to be both functionally efficient and performance portable and give full access to the appropriate batched sparse solvers running on modern hardware accelerators prevalent across DOE supercomputing sites since the inception of ECP. To this end, we present here a summary of recent advances on the interface designs in use by HPC software libraries supporting batched sparse linear algebra and the development of sparse batched kernel codes for solvers and preconditioners. We also address the potential interoperability opportunities to keep the corresponding software portable between the major hardware accelerators from AMD, Intel, and NVIDIA, while maintaining the appropriate disclosure levels conforming to the active NDA agreements. The presented interface specifications include a mix of batched band, sparse iterative, and sparse direct solvers with their accompanying functionality that is already required by the application codes or we anticipated to be needed in the near future. This report summarizes progress in Kokkos Kernels and the xSDK libraries MAGMA, Ginkgo, hypre, PETSc, and SuperLU.

97 MATHEMATICS AND COMPUTING↗