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At least 37 records · Page 2

Integral Kernel Methods for Nonlinear Parabolic-Elliptic Systems

Nonlinear parabolic-elliptic systems arise in many physical, biological, and chemical phenomena such as chemotaxis, ion transport, self-gravitating particles, and Brownian vortices. Existing methods struggle with the strong coupling and high nonlinearity and nonlocality of some of these systems, especially the ill-conditioned, convection-dominated problems. To overcome numerical difficulties, current approaches rely on initial guesses, preconditioning, or iterative techniques with no convergence guarantees. They might suffer from poor scalability, large memory usage, and difficulty to parallelize. Inspired by the connection of parabolic-elliptic systems to stochastic processes, we introduce a novel meshless, monolithic, and fully explicit method that naturally encapsulates the elliptic and parabolic operators into a single step which updates each node deterministically with global information. By being fully quadrature-based, it avoids solving systems of discretized equations and does not utilize initial guesses or preconditioning, while requiring little memory and being easy to parallelize. We first derive the method in an integral kernel formulation with quadratic complexity in the number of integration nodes and then leverage kernel-independent fast multipole methods (FMM) to present a scalable algorithm with linear complexity. We provide numerical examples for the Poisson-Nernst-Planck equations in one, two, and three dimensions, together with the derivation of the integral kernel for each case. Furthermore, the examples demonstrate the fast convergence and scalability of the FMM-accelerated algorithm, as well as its suitability for convection-dominated problems, making it competitive against traditional PDE solvers.

PDE systems↗

Statistical mechanics and pressure of composite multimoded weakly nonlinear optical systems

Statistical mechanics can provide a versatile theoretical framework for investigating the collective dynamics of weakly nonlinear-wave settings that can be utterly complex to describe otherwise. In optics, composite systems arise due to interactions between different frequencies and polarizations. The purpose of this work is to develop a thermodynamic theory that takes into account the synergistic action of multiple components. We find that the type of the nonlinearity involved can have important implications in the thermalization process and, hence, can lead to different thermal equilibrium conditions. Importantly, we derive closed-form expressions for the actual optomechanical pressure that is exerted on the system. In particular, the total optomechanical pressure is the sum of the partial pressures due to each component. Our results can be applied to a variety of weakly nonlinear optical settings such as multimode fibers, bulk waveguides, photonic lattices, and coupled microresonators. We present two specific examples, where two colors interact in a one-waveguide array with either a cubic or quadratic nonlinearity.

Efremidis, Nikolaos K. (ORCID:0000000298300268)↗

Linear embedding of nonlinear dynamical systems and prospects for efficient quantum algorithms

The simulation of large nonlinear dynamical systems, including systems generated by discretization of hyperbolic partial differential equations, can be computationally demanding. Such systems are important in both fluid and kinetic computational plasma physics. This motivates exploring whether a future error-corrected quantum computer could perform these simulations more efficiently than any classical computer. In this work, we describe a method for mapping any finite nonlinear dynamical system to an infinite linear dynamical system (embedding) and detail three specific cases of this method that correspond to previously studied mappings. Then we explore an approach for approximating the resulting infinite linear system with finite linear systems (truncation). Using a number of qubits only logarithmic in the number of variables of the nonlinear system, a quantum computer could simulate truncated systems to approximate output quantities if the nonlinearity is sufficiently weak. Other aspects of the computational efficiency of the three detailed embedding strategies are also discussed.

97 MATHEMATICS AND COMPUTING↗

Experimental Demonstration of a Two-Dimensional Nonlinear Integrable System in a Particle Accelerator

A two-dimensional nonlinear integrable system was experimentally demonstrated at the Fermilab Integrable Optics Test Accelerator. The system was implemented by inserting a special nonlinear magnet in a conventional accelerator lattice. We characterized the system by measuring lifetimes, transverse profiles and transverse oscillation frequencies of the 150-MeV electron beam as a function of the strength of the nonlinear insert. The measured shift of the working point and the amplitude-dependent detuning were consistent with theoretical predictions. We also observed the predicted bifurcation of the stable closed orbit. A striking consequence of the system's implementation was the possibility to operate the storage ring with integer tunes without lifetime degradation. This research opens up novel ways to design particle accelerators and to stabilize particle beams.

Wieland, John [Fermilab] (ORCID:0000000289718523)↗

Classifying photonic topology using the spectral localizer and numerical K -theory

Recently, the spectral localizer framework has emerged as an efficient approach for classifying topology in photonic systems featuring local nonlinearities and radiative environments. In nonlinear systems, this framework provides rigorous definitions for concepts such as topological solitons and topological dynamics, where a system’s occupation induces a local change in its topology due to nonlinearity. For systems embedded in radiative environments that do not possess a shared bulk spectral gap, this framework enables the identification of local topology and shows that local topological protection is preserved despite the lack of a common gap. However, as the spectral localizer framework is rooted in the mathematics of C*-algebras, and not vector bundles, understanding and using this framework requires developing intuition for a somewhat different set of underlying concepts than those that appear in traditional approaches for classifying material topology. In this tutorial, we introduce the spectral localizer framework from a ground-up perspective and provide physically motivated arguments for understanding its local topological markers and associated local measure of topological protection. In doing so, we provide numerous examples of the framework’s application to a variety of topological classes, including crystalline and higher-order topology. We then show how Maxwell’s equations can be reformulated to be compatible with the spectral localizer framework, including the possibility of radiative boundary conditions. To aid in this introduction, we also provide a physics-oriented introduction to multi-operator pseudospectral methods and numerical K-theory, two mathematical concepts that form the foundation for the spectral localizer framework. Finally, we provide some mathematically oriented comments on the C*-algebraic origins of this framework, including a discussion of real C*-algebras and graded C*-algebras that are necessary for incorporating physical symmetries. Looking forward, we hope that this tutorial will serve as an approachable starting point for learning the foundations of the spectral localizer framework.

97 MATHEMATICS AND COMPUTING↗

Surrogate Modeling of Nonlinear Dynamic Systems: A Comparative Study

Surrogate models play a vital role in overcoming the computational challenge in designing and analyzing nonlinear dynamic systems, especially in the presence of uncertainty. This paper presents a comparative study of different surrogate modeling techniques for nonlinear dynamic systems. Four surrogate modeling methods, namely, Gaussian process (GP) regression, a long short-term memory (LSTM) network, a convolutional neural network (CNN) with LSTM (CNN-LSTM), and a CNN with bidirectional LSTM (CNN-BLSTM), are studied and compared. All these model types can predict the future behavior of dynamic systems over long periods based on training data from relatively short periods. The multi-dimensional inputs of surrogate models are organized in a nonlinear autoregressive exogenous model (NARX) scheme to enable recursive prediction over long periods, where current predictions replace inputs from the previous time window. Three numerical examples, including one mathematical example and two nonlinear engineering analysis models, are used to compare the performance of the four surrogate modeling techniques. The results show that the GP-NARX surrogate model tends to have more stable performance than the other three deep learning (DL)-based methods for the three particular examples studied. The tuning effort of GP-NARX is also much lower than its deep learning-based counterparts.

42 ENGINEERING↗

Tusas: A fully implicit parallel approach for coupled phase-field equations

In this study, we develop a fully-coupled, fully-implicit approach for phase-field modeling of solidification in metals and alloys. Predictive simulation of solidification in pure metals and metal alloys remains a significant challenge in the field of materials science, as microstructure formation during the solidification process plays a critical role in the properties and performance of the solid material. Our simulation approach consists of a finite element spatial discretization of the fully-coupled nonlinear system of partial differential equations at the microscale, which is treated implicitly in time with a preconditioned Jacobian-free Newton-Krylov method. The approach is algorithmically scalable as well as efficient due to an effective preconditioning strategy based on algebraic multigrid and block factorization. We implement this approach in the open-source Tusas framework, which is a general, flexible tool developed in C++ for solving coupled systems of nonlinear partial differential equations. The performance of our approach is analyzed in terms of algorithmic scalability and efficiency, while the computational performance of Tusas is presented in terms of parallel scalability and efficiency on emerging heterogeneous architectures. We demonstrate that modern algorithms, discretizations, and computational science, and heterogeneous hardware provide a robust route for predictive phase-field simulation of microstructure evolution during additive manufacturing.

97 MATHEMATICS AND COMPUTING↗

An eigenvalue-based method for computing the relaxed pressure in compressible multiphase flow with N phases

The modeling of compressible multiphase flows is a decades-old area of study with many applications across various fields. Many of these application areas use stiff pressure relaxation. This process involves the solution of a nonlinear system with N + 1 equations and N + 1 unknowns, where N is the number of phases. The resolution of this system with general equations of state (EOSs) is difficult. Furthermore, nonlinear systems can admit multiple solutions, and current solution methods do not address this possibility. Very recently, a thermodynamic relaxation method was introduced, which effectively maps a relatively simple predictor equation of state onto a more complex target equation of state. In this context, the target EOSs are the chosen EOSs for the thermodynamic model. Furthermore, this thermodynamic relaxation has the benefit of simplifying the stiff pressure relaxation system of equations. In this article, we show this system reduces to a polynomial of degree N, which can be recast as an eigenvalue problem through the use of the associated companion matrix. We show that although this eigenvalue method is generally less efficient than Newton–Raphson iteration, it does not suffer from convergence issues and finds all N roots of the polynomial. Hence, the method provides a fail-safe for root-finding iterative methods and a way to address the issue of multiple solutions to the nonlinear system of equations in stiff pressure relaxation.

Eigenvalue algorithm↗

Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems

We consider a high-dimensional nonlinear computational model of a dynamical system, parameterized by a vector-valued control parameter, in the presence of uncertainties represented by an uncontrolled parameter modeled by a vector-valued random variable, and possibly with stochastic excitation. The objective is to construct a statistical surrogate model where the input is any deterministic value of the control parameter, and the output is a vector-valued observation of the computational model, which is a random vector whose probability measure is updated using a target dataset. To construct this statistical surrogate model, the stochastic response of the computational model must be built, which is a vector-valued time-discretized stochastic process in high dimension, depending on the control parameter. It is assumed that the computational cost of a single evaluation of the deterministic model is high. For the probabilistic updating, we consider a subset of the components of the observation of the computational model, defined as the “identification observation” of the computational model, for which a small target dataset is available. Therefore, the target dataset is associated with partial observability, corresponding to an incomplete data case. Given a prior probability model of the random control and uncontrolled parameters, a training dataset is constructed, consisting of realizations of the random triplet composed of the stochastic response, the random identification observation, and the random control parameter. Since the computational cost of a single evaluation of the deterministic model is assumed to be large, the training dataset is also of small size. The main challenges in this problem are the high dimensionality, partial observability leading to incomplete data in the target dataset for the identification observation of the computational model (which is not sufficient to identify the computational stochastic responses), and the availability of a small training dataset. To address these challenges, we propose a methodology based on statistical methods for constructing necessary reduced representations, direct probabilistic learning under constraints using probabilistic learning on manifolds (PLoM) constrained by the target dataset, and the use of a weak formulation of the Fourier transform of probability measures. Statistical conditioning is also employed to explore the learned dataset. The constructed predictive statistical surrogate model can be implemented in the context of online computation. Here, we apply this approach to a problem of nonlinear stochastic dynamics in high dimensions within the framework of deformable solids mechanics.

Engineering↗

An Ensemble Score Filter for Tracking High-Dimensional Nonlinear Dynamical Systems

We propose an ensemble score filter (EnSF) for solving high-dimensional nonlinear filtering problems with superior accuracy. A major drawback of existing filtering methods, e.g., particle filters or ensemble Kalman filters, is the low accuracy in handling high-dimensional and highly nonlinear problems. EnSF attacks this challenge by exploiting the score-based diffusion model, defined in a pseudo-temporal domain, to characterizing the evolution of the filtering density. EnSF stores the information of the recursively updated filtering density function in the score function, in stead of storing the information in a set of finite Monte Carlo samples (used in particle filters and ensemble Kalman filters). Unlike existing diffusion models that train neural networks to approximate the score function, we develop a training-free score estimation that uses mini-batch-based Monte Carlo estimator to directly approximate the score function at any pseudo-spatial-temporal location, which provides sufficient accuracy in solving high-dimensional nonlinear problems as well as saves tremendous amount of time spent on training neural networks. Another essential aspect of EnSF is its analytical update step, gradually incorporating data information into the score function, which is crucial in mitigating the degeneracy issue faced when dealing with very high-dimensional nonlinear filtering problems. High-dimensional Lorenz systems are used to demonstrate the performance of our method. EnSF provides surprisingly impressive performance in reliably tracking extremely high-dimensional Lorenz systems (up to 1,000,000 dimension) with highly nonlinear observation processes, which is a well-known challenging problem for existing filtering methods.

97 MATHEMATICS AND COMPUTING↗

On the Existence of Steady-State Solutions to the Equations Governing Fluid Flow in Networks

The steady-state solution of fluid flow in pipeline infrastructure networks driven by junction/node potentials is a crucial ingredient in various decision-support tools for system design and operation. While the nonlinear system is known to have a unique solution (when one exists), the absence of a definite result on the existence of solutions hobbles the development of computational algorithms, for it is not possible to distinguish between algorithm failure and non-existence of a solution. In this letter, we show that for any fluid whose equation of state is a scaled monomial, a unique solution exists for such nonlinear systems if the term solution is interpreted in terms of potentials and flows rather than pressures and flows. However, for gases following the CNGA equation of state, while the question of existence remains open, we construct an alternative system that always has a unique solution and show that the solution to this system is a good approximant of the true solution. Further, the existence result for flow of natural gas in networks also applies to other fluid flow networks such as water distribution networks or networks that transport carbon dioxide in carbon capture and sequestration. Most importantly, our result enables correct diagnosis of algorithmic failure, problem stiffness, and non-convergence in computational algorithms.

42 ENGINEERING↗

Creating large Fock states and massively squeezed states in optics using systems with nonlinear bound states in the continuum

The quantization of the electromagnetic field leads directly to the existence of quantum mechanical states, called Fock states, with an exact integer number of photons. Despite these fundamental states being long-understood, and despite their many potential applications, generating them is largely an open problem. For example, at optical frequencies, it is challenging to deterministically generate Fock states of order two and beyond. Here, we predict the existence of an effect in nonlinear optics, which enables the deterministic generation of large Fock states at arbitrary frequencies. The effect, which we call an n-photon bound state in the continuum, is one in which a photonic resonance (such as a cavity mode) becomes lossless when a precise number of photons n is inside the resonance. Based on analytical theory and numerical simulations, we show that these bound states enable a remarkable phenomenon in which a coherent state of light, when injected into a system supporting this bound state, can spontaneously evolve into a Fock state of a controllable photon number. This effect is also directly applicable for creating (highly) squeezed states of light, whose photon number fluctuations are (far) below the value expected from classical physics (i.e., shot noise). In conclusion, we suggest several examples of systems to experimentally realize the effects predicted here in nonlinear nanophotonic systems, showing examples of generating both optical Fock states with large n (n > 10), as well as more macroscopic photonic states with very large squeezing, with over 90% less noise (10 dB) than the classical value associated with shot noise.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

kynema-fmb [SWR-23-07]

Kynema-FMB (FKA: Kynema) is an open-source performance portable flexible multibody (FMB) dynamics solver designed for time-domain simulations. While originally tailored for wind turbine structural dynamics, the formulation and implementation are those of a general flexible-multidbody dynamics solver that can readily be applied to a wide range of systems. Kynema was designed with a narrow focus, namely to provide a lightweight, fast, accurate FMD solver for coupling to computational-fluid-dynamics (CFD) codes, especially the CFD codes in the Kynema suite, for fluid-structure-interaction (FSI) simulations. Kynema-FMB is equipped to model systems that can be represented as a collection of beams and rigid bodies that are connected through constraints. Degrees of freedom are defined in the inertial/global frame of reference and include displacements and rotations (formally as rotation matrices, but stored as quaternions). The underlying formulation is built on a Lie-group time integrator designed for index-3 differential-algebraic equations, which is second-order accurate in time (Bruls et al., 2012). Beam models are based on geometrically exact beam theory and are discretized as high-order spectral finite elements similar to those in BeamDyn (Wang et al., 2017). The governing equations for a FMD system like a wind turbine constitute a highly nonlinear system of constrained partial-differential equations. Kynema-FMB uses analytical Jacobians in the nonlinear-system solves in each time step. Linear systems use sparse storage and several third-party sparse-linear-system solvers are enabled. Ill conditioning of linear systems is mitigated with preconditioning described in Bottasso et al, 2008. Kynema-FMB is integrated with a simple open-source controller (ROSCO). There is an application programming interface (API) for coupling to geometry-resolved CFD (like that in Sharma et al., 2023) and actuator-force CFD (like that in Kuhn et al., 2025). In the latter, for actuator-line models, Kynema-FMB includes an internal blade-element solver that depends on user-provided lookup tables for coefficients of lift and drag, i.e., aerodynamic polars. Kynema-FMB is written in C++ and leverages Kokkos and Kokkos-Kernels (KokkosEcosystem) as its performance portability layer enabling simulations on both CPU and GPU systems. The repository is equipped with extensive automated testing at the unit and regression/system levels. The following describes the high-level development objectives conceived for Kynema: *Kynema will follow modern software development best practices, including test-driven development (TDD), version control, hierarchical automated testing, and continuous integration (CI) for a robust development environment. *The core data structures are memory efficient and enable vectorization and parallelization at multiple levels. *Data structures are data-oriented to exploit methods for accelerated computing including high utilization of chip resources (e.g., single instruction multiple data (SIMD) instruction sets) and parallelization using GP-GPUs. *The computational algorithms incorporate robust open-source libraries for mathematical operations, resource allocation, and data management. *The API design considers multiple stakeholder needs and ensure integration with existing and future ecosystems for data science, machine learning, and AI. *Kynema-FMB is written in modern C++ and leverages Kokkos as its performance-portability library with inspiration from the kynema stack.

Sprague, MichaelA.↗

Deep-Learning-Based Koopman Modeling for Online Control Synthesis of Nonlinear Power System Transient Dynamics

Power system stability and control have become more challenging due to the increasing uncertainty associated with renewable generation. Here, the performance of conventional control is highly driven by the physics-based offline-developed dynamic models that can deviate from the actual system characteristics under different operating conditions and/or configurations. Data-driven approaches based on online measurements can be a better solution to addressing these issues by capturing real-time operation conditions. This article describes a novel fully data-driven probabilistic framework to derive a linear representation of postcontingency grid dynamics and online prescribe control based on the derived model to enhance transient stability. The complex nonlinear power system dynamics is approximated by a linear model by using multiple neural network modules that infer distributions of the observations and introducing a Koopman layer to sample possible Koopman linear models from the inferred distributions. The trained model features linearity that can be easily incorporated into the existing linear control design paradigm and ease the controller design process. The effectiveness of Koopman-based control designs is validated through comparative case studies, which demonstrate increased prediction accuracy and control performance when applied to a power system with heterogeneous generator dynamics.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Multilevel-in-width training for deep neural network regression

A common challenge in regression is that for many problems, the degrees of freedom required for a high-quality solution also allows for overfitting. Regularization is a class of strategies that seek to restrict the range of possible solutions so as to discourage overfitting while still enabling good solutions, and different regularization strategies impose different types of restrictions. In this paper, we present a multilevel regularization strategy that constructs and trains a hierarchy of neural networks, each of which has layers that are wider versions of the previous network's layers. Here, we draw intuition and techniques from the field of Algebraic Multigrid (AMG), traditionally used for solving linear and nonlinear systems of equations, and specifically adapt the Full Approximation Scheme (FAS) for nonlinear systems of equations to the problem of deep learning. Training through V-cycles then encourage the neural networks to build a hierarchical understanding of the problem. We refer to this approach as multilevel-in-width to distinguish from prior multilevel works which hierarchically alter the depth of neural networks. The resulting approach is a highly flexible framework that can be applied to a variety of layer types, which we demonstrate with both fully connected and convolutional layers. We experimentally show with PDE regression problems that our multilevel training approach is an effective regularizer, improving the generalize performance of the neural networks studied.

97 MATHEMATICS AND COMPUTING↗