Splitting-up Spectral Method for Nonlinear Filtering Problems with Correlation Noises
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Mathematics↗
SEARCH · Engineering Papers
Results for “NONLINEAR PROBLEMS”
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
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Atangana-Seda numerical scheme apply to nonlinear circuit problems
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Alkahtani, Badr Saad T.↗
Solving Multiperiod SCOPF Problems Via Nonlinear Optimization
We develop a nonlinear solver architecture for multiperiod SCOPF.
Bienstock, Daniel↗
Epistemic uncertainty-aware Barlow twins reduced order modeling for nonlinear contact problems.
Abstract not provided.
Kadeethum, Teeratorn↗
Solution methodology for nonlinear eigenvalue problems from plasma instabilities
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Castillo, Andres [Stanford University]↗
A Physics-Driven Deep-Learning Network for Solving Nonlinear Inverse Problems
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Engineering↗
Data-driven modeling and control of dynamical systems using Koopman and Perron-Frobenius operators
This dissertation studies the data-driven modeling and control problem of nonlinear systems by exploiting the linear operator theoretic framework involving Koopman and Perro-Frobenius operator. A systematic linear-operator based controller design procedure has been established, which can be used to solve a variety of nonlinear control problems, including feedback stabilization using control Lyapunov functions, optimal quadratic regulation using Koopman eigenfunctions and convex optimization formulation of optimal control problem using P-F and Koopman operator approximation. As the core of data-driven modeling, we first propose a new algorithm for the finite-dimensional approximation of the linear transfer Koopman and Perron-Frobenius operator from time-series data. We argue that the existing approach for the finite-dimensional approximation of these transfer operators such as Dynamic Mode Decomposition (DMD) and Extended Dynamic Mode Decomposition (EDMD) do not capture two important properties of these operators, namely positivity and Markov property. The algorithm we propose preserves these two properties. We call the proposed algorithm as naturally structured DMD (NSDMD) since it retains the inherent properties of these operators. Naturally structured DMD algorithm leads to a better approximation of the steady-state dynamics of the system regarding computing Koopman and Perron- Frobenius operator eigenfunctions and eigenvalues. However, preserving positivity property is critical for capturing the real transient dynamics of the system. This positivity property of the transfer operators and it's finite-dimensional approximation play an important role for controller and estimator design of nonlinear systems. To solve the feedback stabilization problem for nonlinear control systems, we tried to take advantage of the Koopman operator framework. The Koopman operator approach provides a linear representation for a nonlinear dynamical system and a bilinear representation for a nonlinear control system. The problem of feedback stabilization of a nonlinear control system is then transformed to the stabilization of a bilinear control system. We propose a control Lyapunov function (CLF)-based approach for the design of stabilizing feedback controllers for the bilinear system. The search for finding a CLF for the bilinear control system is formulated as a convex optimization problem. This leads to a schematic procedure for designing CLF-based stabilizing feedback controllers for the bilinear system and hence the original nonlinear system. Another advantage of the proposed controller design approach outlined in this dissertation is that it does not require explicit knowledge of system dynamics. In particular, the bilinear representation of a nonlinear control system in the Koopman eigenfunction space can be obtained from time-series data. Next, we study the optimal quadratic regulation problem for nonlinear systems. The linear operator theoretic framework involving the Koopman operator is used to lift the dynamics of nonlinear control system to an infinite-dimensional bilinear system. The optimal quadratic regulation problem for nonlinear system is formulated in terms of the finite-dimensional approximation of the bilinear system. A convex optimization-based approach is proposed for solving the quadratic regulator problem for bilinear system. We applied a variety of examples and compared the simulation results between our framework and conventional LQR control using linearized model. For more general optimal control problems, we provide a density-function based convex formulation for the optimal control problem of the nonlinear system. The convex formulation relies on the duality result in the stability theory of a dynamical system involving density function and Perron-Frobenius operator. The optimal control problem is formulated as an infinite-dimensional convex optimization program. The finite-dimensional approximation of the optimization problem relies on the recent advances made in the data-driven computation of the Koopman operator, which is dual to the Perron-Frobenius operator. Simulation results are presented to demonstrate the application of the developed framework.
Huang, Bowen↗
Explicit Runge–Kutta Methods that Alleviate Order Reduction
Explicit Runge–Kutta (RK) methods are susceptible to a reduction in the observed order of convergence when applied to an initial boundary value problem with time-dependent boundary conditions. We study conditions on explicit RK methods that guarantee high order convergence for linear problems; we refer to these conditions as weak stage order conditions. We prove a general relationship between the method’s order, weak stage order, and number of stages. Furthermore, we derive explicit RK methods with high weak stage order and demonstrate, through numerical tests, that they avoid the order reduction phenomenon up to any order for linear problems and up to order three for nonlinear problems.
explicit Runge–Kutta↗
Explicit physics-informed neural networks for nonlinear closure: The case of transport in tissues
In upscaling methods, closures for nonlinear problems present a well-known challenge. While a number of theoretical methods have been proposed for handling such closures, nonlinearities still remain a significant obstacle for many problems. In this work, we use a combination of formal upscaling and data-driven machine learning for explicitly closing a nonlinear transport and reaction process in multiscale tissues. The classical effectiveness factor model is used to formulate the macroscale reaction kinetics. We train a multilayer perceptron network using training data generated by direct numerical simulations over microscale examples. Once trained, the network is used in an algorithm for numerically solving the upscaled (coarse-grained) differential equation describing mass transport and reaction in two example tissues. The network is described as being explicit in the sense that the network is trained using macroscale concentrations and gradients of concentration as components of the feature space rather than incorporating them as part of a constraint in the optimization process. Network training and solutions to the macroscale transport equations were computed for two different tissues. The two tissue types (brain and liver) exhibit markedly different geometrical complexity and spatial scale (cell size and sample size). The upscaled solutions for the average concentration are compared with numerical solutions derived from the microscale concentration fields by a posteriori averaging. There are three outcomes of this work of particular note. 1) Our overall approach results in an upscaled nonlinear PDE. The PDE is closed using a neural network, and our approach results in the definition of the classical effectiveness factor for effecting closure. 2) We identify particular source terms for the closure problem that are important for representing the structure of the closure. These source terms involve macroscale concentrations and their gradients. We adopt these source terms to use as explicit features in the learning algorithm. We find the trained networks that include the macroscale source terms generate models that are able to predict the correction factor with increased fidelity over those that do not. 3) We find that the trained network exhibits good generalizability, and it is able to predict the effectiveness factor with high fidelity for realistically-structured tissues despite the significantly different scale and geometrical complexity of the two example tissue types. This latter result emphasizes our purposeful connection between conventional averaging methods with the use of machine learning for closure; this contrasts with some machine learning methods for upscaling where the exact form of the macroscale equation remains unknown.
97 MATHEMATICS AND COMPUTING↗
An entropy-based debiasing approach to quantifying experimental coverage for novel applications of interest in the nuclear community
This manuscript proposes a novel information-theoretic approach to the quantification of experimental relevance, i.e., coverage, to achieve optimal data assimilation results for nuclear engineering applications. Specifically, this work posits the need for a new metric, called coverage (q C ) of an application’s quantity of interest, i.e., eigenvalue or power peaking for an advanced reactor concept, defined herein as the theoretically maximum achievable reduction in the quantity’s uncertainty given measurements from a pool of experiments in a manner that is independent of the data assimilation procedure employed. Currently, reduction in a quantity’s uncertainty is strongly biased by the underlying assumptions of the assimilation procedure to account for the under-determined nature of such problems and the similarity criterion employed to identify relevant experiments. To address this challenge, this work has developed a coverage metric, q C , based on mutual information, which establishes a new conceptual framework for assessing coverage, one that is independent of the model parameters and responses degree of variations in both the experimental and application domains, i.e., linear vs non-linear, and their prior uncertainty distributions, i.e., Gaussian vs. non-Gaussian. The q C is an entropic measure capable of addressing coverage for general nonlinear problems with non-Gaussian uncertainties and inclusive of the measurement uncertainties from multiple experiments. Numerical experiments from manufactured analytical problems as well as a set of benchmarks from the ICSBEP handbook are employed to demonstrate its theoretical and practical performance as compared to the c k -based experiment selection methodology, commonly employed in the neutronic community. The manuscript then employs other well-known adaptations to existing data assimilation methodologies for nonlinear and non-Gaussian problems capable of achieving the coverage posited by q C .
Bayesian data assimilation↗
A Scalable Space-Time Domain Decomposition Approach for Solving Large Scale Nonlinear Regularized Inverse Ill Posed Problems in 4D Variational Data Assimilation
We address the development of innovative algorithms designed to solve the strong-constraint Four Dimensional Variational Data Assimilation (4DVar DA) problems in large scale applications. We present a space-time decomposition approach which employs the whole domain decomposition, i.e. both along the spacial and temporal direction in the overlapping case, and the partitioning of both the solution and the operator. Starting from the global functional defined on the entire domain, we get to a sort of regularized local functionals on the set of sub domains providing the order reduction of both the predictive and the Data Assimilation models. The algorithm convergence is developed. Performance in terms of reduction of time complexity and algorithmic scalability is discussed on the Shallow Water Equations on the sphere. The number of state variables in the model, the number of observations in an assimilation cycle, as well as numerical parameters as the discretization step in time and in space domain are defined on the basis of discretization grid used by data available at repository Ocean Synthesis/Reanalysis Directory of Hamburg University.
97 MATHEMATICS AND COMPUTING↗
General-Purpose Bayesian Tensor Learning With Automatic Rank Determination and Uncertainty Quantification
A major challenge in many machine learning tasks is that the model expressive power depends on model size. Low-rank tensor methods are an efficient tool for handling the curse of dimensionality in many large-scale machine learning models. The major challenges in training a tensor learning model include how to process the high-volume data, how to determine the tensor rank automatically, and how to estimate the uncertainty of the results. While existing tensor learning focuses on a specific task, this paper proposes a generic Bayesian framework that can be employed to solve a broad class of tensor learning problems such as tensor completion, tensor regression, and tensorized neural networks. We develop a low-rank tensor prior for automatic rank determination in nonlinear problems. Our method is implemented with both stochastic gradient Hamiltonian Monte Carlo (SGHMC) and Stein Variational Gradient Descent (SVGD). We compare the automatic rank determination and uncertainty quantification of these two solvers. We demonstrate that our proposed method can determine the tensor rank automatically and can quantify the uncertainty of the obtained results. We validate our framework on tensor completion tasks and tensorized neural network training tasks.
Bayesian inference↗
Reduced order models for Lagrangian hydrodynamics
It is reported, as a mathematical model of high-speed flow and shock wave propagation in a complex multimaterial setting, Lagrangian hydrodynamics is characterized by moving meshes, advection-dominated solutions, and moving shock fronts with sharp gradients. These challenges hinder the existing projection-based model reduction schemes from being practical. We develop several variations of projection-based reduced order model techniques for Lagrangian hydrodynamics by introducing three different reduced bases for position, velocity, and energy fields. A time-windowing approach is also developed to address the challenge imposed by the advection-dominated solutions. Lagrangian hydrodynamics is formulated as a nonlinear problem, which requires a proper hyper-reduction technique. Therefore, we apply the over-sampling DEIM and SNS approaches to reduce the complexity due to the nonlinear terms. Finally, we also present both a posteriori and a priori error bounds associated with our reduced order model. We compare the performance of the spatial and time-windowing reduced order modeling approaches in terms of accuracy and speed-up with respect to the corresponding full order model for several numerical examples, namely Sedov blast, Gresho vortices, Taylor-Green vortices, and triple-point problems.
97 MATHEMATICS AND COMPUTING↗
Data-Centric Approach to Capture Non-Polynomial Nonlinear Dynamics
We propose an analytical construction of observable functions in the extended dynamic mode decomposition (EDMD) algorithm. EDMD is a numerical method for approximating the spectral properties of the Koopman operator. The choice of observable functions is fundamental for applying EDMD to nonlinear problems arising in systems and control. Existing methods either start from a set of dictionary functions and look for the subset that best fits the underlying nonlinear dynamics or rely on machine learning algorithms to “learn” observable functions. Conversely, in this paper, we start from the dynamical system model and lift it through the Lie derivatives, rendering it into a polynomial form. This proposed transformation into a polynomial form is exact and provides an adequate set of observable functions. The strength of the proposed approach is its applicability to a broader class of nonlinear dynamical systems, particularly those with nonpolynomial functions and compositions thereof. Moreover, it retains the physical interpretability of the underlying dynamical system and can be readily integrated into existing numerical libraries. We demonstrate the proposed approach with an application to electric power systems. The modeled system consists of a single generator connected to an infinite bus, where nonlinear terms include sine and cosine functions. The results demonstrate the effectiveness of the proposed procedure in off-attractor nonlinear dynamics for estimation and prediction; the observable functions obtained from the proposed construction outperform methods that use dictionary functions comprising monomials or radial basis functions.
extended dynamic mode decomposition↗
A New Hybrid Quantum-Classical Algorithm for Solving the Unit Commitment Problem
Solving problems related to planning and operations of large-scale power systems is challenging on classical computers due to their inherent nature as mixed-integer and nonlinear problems. Quantum computing provides new avenues to approach these problems. We develop a hybrid quantum-classical algorithm for the Unit Commitment (UC) problem in power systems which aims at minimizing the total cost while optimally allocating generating units to meet the hourly demand of the power loads. The hybrid algorithm combines a variational quantum algorithm (VQA) with a classical Benders-type heuristic. The resulting algorithm computes approximate solutions to UC in three stages: i) a collection of UC vectors capable meeting the power demand with lowest possible operating costs is generated based on VQA; ii) a classical sequential least squares programming (SLSQP) routine is leveraged to find the optimal power level corresponding to a predetermined number of candidate vectors; iii) in the last stage, the approximate solution of UC along with generating units power level combination is given. To demonstrate the effectiveness of the presented method, three different systems with 3 generating units, 10 generating units, and 26 generating units were tested for different time periods. In addition, convergence of the hybrid quantum-classical algorithm for select time periods is proven out on IonQ's Forte system.
Aboumrad, Willie [IonQ, Inc]↗
A Variable Eddington Factor Model for Thermal Radiative Transfer with Closure Based on Data-Driven Shape Function
Here, a new variable Eddington factor (VEF) model is presented for nonlinear problems of thermal radiative transfer (TRT). The VEF model is data-driven and acts on known (a-priori) radiation-diffusion solutions for material temperatures in the TRT problem. A linear auxiliary problem is constructed for the radiative transfer equation (RTE) whose emission source and opacities are evaluated at these known material temperatures. The solution to this RTE approximates the specific intensity distribution in phase-space and time. It is applied as a shape function to define the Eddington tensor for the presented VEF model. The shape function computed via the auxiliary RTE problem will capture some degree of transport effects within the TRT problem. The VEF moment equations closed with this approximate Eddington tensor will thus carry with them these captured transport effects. In this study, the temperature data comes from multigroup P 1 , P 1/3 , and flux-limited diffusion radiative transfer models. The proposed VEF model can be interpreted as a transport-corrected diffusion reduced-order model. Numerical results are presented on the Fleck-Cummings test problem which models a supersonic wavefront of radiation. The VEF model is shown to improve accuracy by 1–2 orders of magnitude compared to the considered radiation-diffusion model solutions to the TRT problem.
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
Theoretical study of various nonlinear phenomena in plasma systems and scaling of magneto-inertial-fusion targets
Plasma physics is an exciting field of study with a wide variety of nonlinear processes that come into play. Examples of such processes include the interaction of small-scale turbulence with large-scale plasma structures and the nonlinear saturation of plasma instabilities, for example those of magneto-hydrodynamical nature. During this Truman LDRD project, I studied a collection of nonlinear problems that are of interest to the field of plasma physics. This LDRD report summarizes four main research accomplishments. First, a new statistical model for describing inhomogeneous drift-wave turbulence inter- acting with zonal flows was developed. This new model includes the effects of nonlinear wave-wave collisions, which are expected to change the spectrum of the underlying DW turbulence and therefore the generation of zonal flows. Second, a new mathematical formalism was proposed to systematically apply the non- linear WKB approximation to general field theories, including those often used in fluid dynamics. This formalism represents an interesting tool for studying physical systems that show an explicit scale separation. Third, a weakly nonlinear model was developed to describe the magneto-Rayleigh-Taylor instability. This instability is of paramount importance to understand as it can reduce the performance of magnetic-inertial-fusion (MIF) platforms. The developed models captures the effects of harmonic generation and saturation of the linear growth of the instability. Finally, a framework was proposed for scaling magneto-inertial fusion (MIF) targets to larger pulsed-power drivers. From this framework, a set of scaling rules were derived that conserve the physical regimes of MIF systems when scaling up in peak current. By doing so, deleterious nonlinear processes that affect MIF performance may be kept at bay.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗