Scalable methods for nonlocal models
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It is explicitly shown that, in a realistic model of diffusion-controlled dendritic solidification, Ivantsov's continuous family of steady-state needle crystals is destroyed by the addition of surface tension. The starting point is in the exact integro-differential equation for the one-sided model, in two dimensions, in a moving frame of reference. In the limit of large undercooling, where the range of the diffusion field is much smaller than the radius of curvature of the tip of the needle, this problem is reduced to a linear, inhomogeneous differential equation of infinite order. A solvability condition for this equation is derived and it is shown that solutions cease to exist for arbitrarily small but finite isotropic surface tension.
We analyze the well-posedness of an anisotropic, nonlocal diffusion equation. Establishing an equivalence between weighted and unweighted anisotropic nonlocal diffusion operators in the vein of unified nonlocal vector calculus, we apply our analysis to a class of fractional-order operators and present rigorous estimates for the solution of the corresponding anisotropic anomalous diffusion equation. Furthermore, we extend our analysis to the anisotropic diffusion-advection equation and prove well-posedness for fractional orders s ∊ [0.5, 1). We also present an application of the advection-diffusion equation to anomalous transport of solutes.
A key challenge to nonlocal models is the analytical complexity of deriving them from first principles, and frequently their use is justified a posteriori. Here, we extract nonlocal models from data, circumventing these challenges and providing data-driven justification for the resulting model form. Extracting data-driven surrogates is a major challenge for machine learning (ML) approaches, due to nonlinearities and lack of convexity — it is particularly challenging to extract surrogates which are provably well-posed and numerically stable. Our scheme not only yields a convex optimization problem, but also allows extraction of nonlocal models whose kernels may be partially negative while maintaining well-posedness even in small-data regimes. To achieve this, based on established nonlocal theory, we embed in our algorithm sufficient conditions on the non-positive part of the kernel that guarantee well-posedness of the learnt operator. These conditions are imposed as inequality constraints to meet the requisite conditions of the nonlocal theory. We demonstrate this workflow for a range of applications, including reproduction of manufactured nonlocal kernels; numerical homogenization of Darcy flow associated with a heterogeneous periodic microstructure; nonlocal approximation to high-order local transport phenomena; and approximation of globally supported fractional diffusion operators by truncated kernels.
Partial differential equations (PDEs) are used with huge success to model phenomena across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDEs fail to adequately model observed phenomena, or are not the best available model for that purpose. On the other hand, in many situations, nonlocal models that account for interaction occurring at a distance have been shown to more faithfully and effectively model observed phenomena that involve possible singularities and other anomalies. Here, we consider a generic nonlocal model, beginning with a short review of its definition, the properties of its solution, its mathematical analysis and of specific concrete examples. We then provide extensive discussions about numerical methods, including finite element, finite difference and spectral methods, for determining approximate solutions of the nonlocal models considered. In that discussion, we pay particular attention to a special class of nonlocal models that are the most widely studied in the literature, namely those involving fractional derivatives. The article ends with brief considerations of several modelling and algorithmic extensions, which serve to show the wide applicability of nonlocal modelling.
Nonlocal models provide a much-needed predictive capability for important Sandia mission applications, ranging from fracture mechanics for nuclear components to subsurface flow for nuclear waste disposal, where traditional partial differential equations (PDEs) models fail to capture effects due to long-range forces at the microscale and mesoscale. However, utilization of this capability is seriously compromised by the lack of a rigorous nonlocal interface theory, required for both application and efficient solution of nonlocal models. To unlock the full potential of nonlocal modeling we developed a mathematically rigorous and physically consistent interface theory and demonstrate its scope in mission-relevant exemplar problems.
In this work, we develop a novel data-driven approach to modeling the atmospheric boundary layer. This approach leads to a nonlocal, anisotropic synthetic turbulence model which we refer to as the deep rapid distortion (DRD) model. Our approach relies on an operator regression problem that characterizes the best fitting candidate in a general family of nonlocal covariance kernels parameterized in part by a neural network. This family of covariance kernels is expressed in Fourier space and is obtained from approximate solutions to the Navier–Stokes equations at very high Reynolds numbers. Each member of the family incorporates important physical properties such as mass conservation and a realistic energy cascade. The DRD model can be calibrated with noisy data from field experiments. After calibration, the model can be used to generate synthetic turbulent velocity fields. To this end, we provide a new numerical method based on domain decomposition which delivers scalable, memory-efficient turbulence generation with the DRD model as well as others. We demonstrate the robustness of our approach with both filtered and noisy data coming from the 1968 Air Force Cambridge Research Laboratory Kansas experiments. Using these data, we witness exceptional accuracy with the DRD model, especially when compared to the International Electrotechnical Commission standard.
Nonlocal models, including peridynamics, often use integral operators that embed lengthscales in their definition. However, the integrands in these operators are difficult to define from the data that are typically available for a given physical system, such as laboratory mechanical property tests. In contrast, molecular dynamics (MD) does not require these integrands, but it suffers from computational limitations in the length and time scales it can address. To combine the strengths of both methods and to obtain a coarse-grained, homogenized continuum model that efficiently and accurately captures materials’ behavior, we propose a learning framework to extract, from MD data, an optimal Linear Peridynamic Solid (LPS) model as a surrogate for MD displacements. To maximize the accuracy of the learnt model we allow the peridynamic influence function to be partially negative, while preserving the well-posedness of the resulting model. To achieve this, we provide sufficient well-posedness conditions for discretized LPS models with sign-changing influence functions and develop a constrained optimization algorithm that minimizes the equation residual while enforcing such solvability conditions. This framework guarantees that the resulting model is mathematically well-posed, physically consistent, and that it generalizes well to settings that are different from the ones used during training. We illustrate the efficacy of the proposed approach with several numerical tests for single layer graphene. Our two-dimensional tests show the robustness of the proposed algorithm on validation data sets that include thermal noise, different domain shapes and external loadings, and discretizations substantially different from the ones used for training.
The ability to predict failure loads in notched composite laminates is a requirement in a variety of structural design circumstances. A complicating factor is the development of a zone of damaged material around the notch tip. The objective of this study was to develop a computational technique that simulates progressive damage growth around a notch in a manner that allows the prediction of failure over a wide range of notch sizes. This was accomplished through the use of a relatively simple, nonlocal damage model that incorporates strain-softening. This model was implemented in a two-dimensional finite element program. Calculations were performed for two different laminates with various notch sizes under tensile loading, and the calculations were found to correlate well with experimental results.
Neural operators, which can act as implicit solution operators of hidden governing equations, have recently become popular tools for learning the responses of complex real-world physical systems. Nevertheless, most neural operator applications have thus far been data-driven and neglect the intrinsic preservation of fundamental physical laws in data. Here, in this work, we introduce a novel integral neural operator architecture called the Peridynamic Neural Operator (PNO) that learns a nonlocal constitutive law from data. This neural operator provides a forward model in the form of state-based peridynamics, with objectivity and momentum balance laws automatically guaranteed. As applications, we demonstrate the expressivity and efficacy of our model in learning complex material behaviors from both synthetic and experimental data sets. We also compare the performances with baseline models that use predefined constitutive laws. We show that, owing to its ability to capture complex responses, our learned neural operator achieves improved accuracy and efficiency. Moreover, by preserving the essential physical laws within the neural network architecture, the PNO is robust in treating noisy data. The method shows generalizability to different domain configurations, external loadings, and discretizations.
Construction of absorbing boundary conditions (ABCs) for nonlocal models is generally challenging, primarily due to the fact that nonlocal operators are commonly associated with volume constrained boundary conditions. Moreover, application of Fourier and Laplace transforms, which are essential for the majority of available methods for ABCs, to nonlocal models is complicated. In this paper, we propose a simple method to construct accurate ABCs for peridynamic scalar wave-type problems in viscous media. The proposed ABCs are constructed in the time and space domains and are of Dirichlet type. Consequently, their implementation is relatively simple, since no derivatives of the wave field are required. The proposed ABCs are derived at the continuum level, from a semi-analytical solution of the exterior domain using harmonic exponential basis functions in space and time (plane-wave modes). The numerical implementation is done using a meshfree collocation approach employed within a boundary layer adjacent to the interior domain boundary. The modes satisfy the peridynamic numerical dispersion relation, resulting in a compatible solution of the interior region (near-field) with that of the exterior region (far-field). The accuracy and stability of the proposed ABCs are demonstrated with several numerical examples in two-dimensional unbounded domains.
A nonlocal Cahn–Hilliard model with a non-smooth potential of double-well obstacle type that promotes sharp interfaces in the solution is presented. To capture long-range interactions between particles, a nonlocal Ginzburg–Landau energy functional is defined which recovers the classical (local) model as the extent of nonlocal interactions vanish. In contrast to the local Cahn–Hilliard problem that always leads to diffuse interfaces, the proposed nonlocal model can lead to a strict separation into pure phases of the substance. In this work, the lack of smoothness of the potential is essential to guarantee the aforementioned sharp-interface property. Mathematically, this introduces additional inequality constraints that, in a weak formulation, lead to a coupled system of variational inequalities which at each time instance can be restated as a constrained optimization problem. We prove the well-posedness and regularity of the semi-discrete and continuous in time weak solutions, and derive the conditions under which pure phases are admitted. Moreover, we develop discretizations of the problem based on finite element methods and implicit–explicit time-stepping methods that can be realized efficiently. Finally, we illustrate our theoretical findings through several numerical experiments in one and two spatial dimensions that highlight the differences in features of local and nonlocal solutions and also the sharp interface properties of the nonlocal model.
Nonlocal models allow for the description of phenomena which cannot be captured by classical partial differential equations. The availability of efficient solvers is one of the main concerns for the use of nonlocal models in real world engineering applications. Here, we present a domain decomposition solver that is inspired by substructuring methods for classical local equations. In numerical experiments involving finite element discretizations of scalar and vectorial nonlocal equations of integrable and fractional type, we observe improvements in solution time of up to 14.6x compared to commonly used solver strategies.
Nonlocal models naturally handle a range of physics of interest to SNL, but discretization of their underlying integral operators poses mathematical challenges to realize the accuracy and robustness commonplace in discretization of local counterparts. This project focuses on the concept of asymptotic compatibility, namely preservation of the limit of the discrete nonlocal model to a corresponding well-understood local solution. We address challenges that have traditionally troubled nonlocal mechanics models primarily related to consistency guarantees and boundary conditions. For simple problems such as diffusion and linear elasticity we have developed complete error analysis theory providing consistency guarantees. We then take these foundational tools to develop new state-of-the-art capabilities for: lithiation-induced failure in batteries, ductile failure of problems driven by contact, blast-on-structure induced failure, brittle/ductile failure of thin structures. We also summarize ongoing efforts using these frameworks in data-driven modeling contexts. This report provides a high-level summary of all publications which followed from these efforts.
In the extreme conditions of inertial confinement fusion experiments, heat flow plays a vital role, but local diffusive models frequently break down and overestimate the heat flow. The situation becomes more complicated again in the significant magnetic fields generated during laser–plasma interactions or in magnetized fusion schemes. Accurate non-local and magnetized heat flow computations can be carried out using Vlasov–Fokker–Planck (VFP) simulations, but these are computationally expensive. There is, therefore, significant interest in using faster multi-group models to accurately calculate the non-local heat flow in magnetized plasmas. We benchmark two such multi-group models for calculating the heat flow, M1 and hybrid-AWBS-BGK, against diffusive models and full VFP simulations, before applying the models to realistic example test cases, both magnetized and unmagnetized. We find that the multi-group models generally perform very well for moderate non-localities up to kλmfp∼0.01, but the computational cost increases dramatically. hybrid-AWBS-BGK performs more effectively than M1 at high non-localities, up to kλmfp∼1, due to its adaptive solver and robust P1 closure, but tends to fail in very strong magnetic fields. Both codes are much faster than VFP simulations but are still slow in steep temperature gradients.
Abstract A mathematical framework is provided for a substructuring‐based domain decomposition (DD) approach for nonlocal problems that features interactions between points separated by a finite distance. Here, by substructuring it is meant that a traditional geometric configuration for local partial differential equation (PDE) problems is used in which a computational domain is subdivided into non‐overlapping subdomains. In the nonlocal setting, this approach is substructuring‐based in the sense that those subdomains interact with neighboring domains over interface regions having finite volume, in contrast to the local PDE setting in which interfaces are lower dimensional manifolds separating abutting subdomains. Key results include the equivalence between the global, single‐domain nonlocal problem and its multi‐domain reformulation, both at the continuous and discrete levels. These results provide the rigorous foundation necessary for the development of efficient solution strategies for nonlocal DD methods.