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At least 361 records · Page 20

A comparison of digital computer programs for the numerical solution of ordinary differential equations

Recently the determination of the best technique for numerically solving systems of ordinary differential equations on a digital computer has received much attention. The use of these formulas in conjunction with a stepsize control developed is explained, and one of the formulas is chosen for comparison with other integration techniques. This comparison of one of the best of Fehlberg's formulas with the different numerical techniques described in previous studies on a variety of test problems clearly shows the superiority of Fehlberg's formula. That is, on each of the test problems, the chosen Fehlberg formula is able to achieve a given accuracy in less computer time than any of the other techniques tested. Also, the computer program for the chosen Fehlberg formula is less complex and easier to use than the computer programs for most of the other techniques. To illustrate the use of the chosen Fehlberg formula, a computer listing of its application to several example problems is included along with a sample of the computer output from these applications.

Ingram, H. L.↗

On approximating hereditary dynamics by systems of ordinary differential equations

The paper deals with methods of obtaining approximate solutions to linear retarded functional differential equations (hereditary systems). The basic notion is to project the infinite dimensional space of initial functions for the hereditary system onto a finite dimensional subspace. Within this framework, two particular schemes are discussed. The first uses well-known piecewise constant approximations, while the second is a new method based on piecewise linear approximating functions. Numerical results are given.

Cliff, E. M.↗

Applying integrals of motion to the numerical solution of differential equations

A method is developed for using the integrals of systems of nonlinear, ordinary differential equations in a numerical integration process to control the local errors in these integrals and reduce the global errors of the solution. The method is general and can be applied to either scaler or vector integrals. A number of example problems, with accompanying numerical results, are used to verify the analysis and support the conjecture of global error reduction.

Jezewski, D. J.↗

Applying integrals of motion to the numerical solution of differential equations

A method is developed for using the integrals of systems of nonlinear, ordinary, differential equations in a numerical integration process to control the local errors in these integrals and reduce the global errors of the solution. The method is general and can be applied to either scalar or vector integrals. A number of example problems, with accompanying numerical results, are used to verify the analysis and support the conjecture of global error reduction.

Vezewski, D. J.↗

Solution of partial differential equations on vector and parallel computers

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed.

Ortega, J. M.↗

Solution of partial differential equations on vector and parallel computers

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed.

Ortega, J. M.↗

A method for exponential propagation of large systems of stiff nonlinear differential equations

A new time integrator for large, stiff systems of linear and nonlinear coupled differential equations is described. For linear systems, the method consists of forming a small (5-15-term) Krylov space using the Jacobian of the system and carrying out exact exponential propagation within this space. Nonlinear corrections are incorporated via a convolution integral formalism; the integral is evaluated via approximate Krylov methods as well. Gains in efficiency ranging from factors of 2 to 30 are demonstrated for several test problems as compared to a forward Euler scheme and to the integration package LSODE.

Friesner, Richard A.↗

Spherical means of solutions of partial differential equations in a conical region

The spherical means of the solutions of a linear partial differential equation Lu = f in a conical region are studied. The conical region is bounded by a surface generated by curvilinear ti surfaces. The spherical mean is the average of u over a constant ti surface. The conditions on the linear differential operator, L, and on the orthogonal coordinates (ti, eta, zeta) are established so that the spherical mean of the solution subjected to the appropriate boundary and initial conditions can be determined directly as a problem with only space variable. Conditions are then established so that the spherical mean of the solution in one concial region will be proportional to that of a known solution in another conical region. Applications to various problems of mathematical physics and their physical interpretations are presented.

Ting, L.↗

Spherical means of solutions of partial differential equations in a conical region

The spherical means of the solutions of a linear partial differential equation Lu = f in a conical region are studied. The conical region is bounded by a surface generated by curvilinear xi lines and by two truncating xi surfaces. The spherical mean is the average of u over a constant xi surface. Conditions on the linear differential operator, L, and on the orthogonal coordinates xi, eta, and zeta are established so that the problem for the determination of the spherical mean of the solution subjected to the appropriate boundary and initial conditions can be reduced to a problem with only one space variable. Conditions are then established so that the spherical mean of the solution in one conical region will be proportional to that of a known solution in another conical region. Applications to various problems of mathematical physics and their physical interpretations are presented.

Ting, L.↗

Active Learning of Microgrid Frequency Dynamics Using Neural Ordinary Differential Equations

Accurate frequency modelling of inverter‐based resource (IBR)‐dominated power systems is crucial for ensuring stable, reliable and resilient operations, particularly given their inherent low‐inertia characteristics and fast dynamics that traditional swing equation‐based models inadequately capture. This paper explores neural ordinary differential equations (Neural ODEs) as a computationally efficient, data‐driven framework for modelling power system frequency dynamics, specifically within microgrids integrating high penetrations of distributed energy resources (DERs). The developed neural ODEs framework incorporates a neural network architecture designed to capture input dynamics. By actively perturbing the system with a known signal, the Python‐based neural ODEs framework was trained using measured system states and inputs, without the need for detailed system information. The framework, tested on a model of the Cordova, AK, microgrid, achieved a goodness of fit ranging from 60% to 99% across different state variables and maintained a mean square error in the 10 -6 p.u. range under square and step excitation signals. The proposed approach demonstrated robustness to measurement noise and initial condition variations while maintaining low computational complexity suitable for real‐time power system control applications. Furthermore, transfer learning enabled the neural ODEs model to adapt to the following changes in system topology or generator dispatch, highlighting its effectiveness for dynamic microgrids with frequently evolving configurations and diverse DERs.

Aryal, Tara [South Dakota State Univ., Brookings, ↗

From disorganized data to emergent dynamic models: Questionnaires to partial differential equations

Starting with sets of disorganized observations of spatially varying and temporally evolving systems, obtained at different (also disorganized) sets of parameters, we demonstrate the data-driven derivation of parameter dependent, evolutionary partial differential equation (PDE) models capable of generating the data. This tensor type of data is reminiscent of shuffled (multidimensional) puzzle tiles. The independent variables for the evolution equations (their “space” and “time”) as well as their effective parameters are all emergent , i.e. determined in a data-driven way from our disorganized observations of behavior in them. We use a diffusion map based questionnaire approach to build a smooth parametrization of our emergent space/time/parameter space for the data. This approach iteratively processes the data by successively observing them on the “space,” the “time” and the “parameter” axes of a tensor. Once the data become organized, we use machine learning (here, neural networks) to approximate the operators governing the evolution equations in this emergent space. Our illustrative examples are based (i) on a simple advection–diffusion model; (ii) on a previously developed vertex-plus-signaling model of Drosophila embryonic development; and (iii) on two complex dynamic network models (one neuronal and one coupled oscillator model) for which no obvious smooth embedding geometry is known a priori. This allows us to discuss features of the process like symmetry breaking, translational invariance, and autonomousness of the emergent PDE model, as well as its interpretability.

generative models↗

Probabilistic learning on manifolds constrained by nonlinear partial differential equations for small datasets

A novel extension of the Probabilistic Learning on Manifolds (PLoM) is presented. It makes it possible to synthesize solutions to a wide range of nonlinear stochastic boundary value problems described by partial differential equations (PDEs) for which a stochastic computational model (SCM) is available and which depend on a vector-valued random control parameter. The cost of a single numerical evaluation of this SCM is assumed to be such that only a limited number of points can be computed for constructing the training dataset (small data). Each point of the training dataset is made up of realizations from a vector-valued stochastic process (the stochastic solution) and the associated random control parameter on which it depends. The presented PLoM constrained by PDE allows for generating a large number of learned realizations of the stochastic process and its corresponding random control parameter. These learned realizations are generated so as to minimize the vector-valued random residual of the PDE in the mean-square sense. Appropriate novel methods are developed to solve this challenging problem. Three applications are presented. The first one is a simple uncertain nonlinear dynamical system with a nonstationary stochastic excitation. The second one concerns the 2D nonlinear unsteady Navier–Stokes equations for incompressible flows in which the Reynolds number is the random control parameter. Here, the last one deals with the nonlinear dynamics of a 3D elastic structure with uncertainties. The results obtained make it possible to validate the PLoM constrained by stochastic PDE but also provide further validation of the PLoM without constraint.

Machine learning↗

Dynamic Parameter Estimation with Physics-based Neural Ordinary Differential Equations

Accurate estimation of dynamic parameters of gen-erators is crucial to building a reliable model for dynamical studies and reliable operation of the power system. This paper develops a physics-based neural ordinary differential equations (ODE) approach to learn the parameters of generator dynamic model using phasor measurement units (PMU) data. We design a physics-based neural network to represent the swing equations of the power system dynamics. A loss function is defined as the difference between dynamic simulation results from the physics-based neural networks and pseudo PMU measurements. The parameters of generator dynamic model are iteratively updated using the neural ODEs and the adjoint method. By exploiting the mini-batch scheme in neural ODE training, the parameter estimation performance is significantly improved. Numerical study results on a 3-machine 9-bus system show that the proposed algorithm outperforms state-of-the-art baseline method in both computation time and dynamic parameter estimation accuracy.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A Decision-Making Machine Learning Approach in Hermite Spectral Approximations of Partial Differential Equations

The accuracy and effectiveness of Hermite spectral methods for the numerical discretization of partial differential equations on unbounded domains are strongly affected by the amplitude of the Gaussian weight function employed to describe the approximation space. This is particularly true if the problem is under-resolved, i.e., there are no enough degrees of freedom. The issue becomes even more crucial when the equation under study is time-dependent, forcing in this way the choice of Hermite functions where the corresponding weight depends on time. In order to adapt dynamically the approximation space, it is here proposed an automatic decision-making process that relies on machine learning techniques, such as deep neural networks and support vector machines. The algorithm is numerically tested with success on a simple 1D problem, but the main goal is its exportability in the context of more serious applications. Here we also show at the end an application in the framework of plasma physics.

97 MATHEMATICS AND COMPUTING↗

Machine-learning-based spectral methods for partial differential equations

Spectral methods are an important part of scientific computing’s arsenal for solving partial differential equations (PDEs). However, their applicability and effectiveness depend crucially on the choice of basis functions used to expand the solution of a PDE. The last decade has seen the emergence of deep learning as a strong contender in providing efficient representations of complex functions. In the current work, we present an approach for combining deep neural networks with spectral methods to solve PDEs. In particular, we use a deep learning technique known as the Deep Operator Network (DeepONet) to identify candidate functions on which to expand the solution of PDEs. We have devised an approach that uses the candidate functions provided by the DeepONet as a starting point to construct a set of functions that have the following properties: (1) they constitute a basis, (2) they are orthonormal, and (3) they are hierarchical, i.e., akin to Fourier series or orthogonal polynomials. We have exploited the favorable properties of our custom-made basis functions to both study their approximation capability and use them to expand the solution of linear and nonlinear time-dependent PDEs. The proposed approach advances the state of the art and versatility of spectral methods and, more generally, promotes the synergy between traditional scientific computing and machine learning.

97 MATHEMATICS AND COMPUTING↗

Generalized fractional approach to solving partial differential equations with arbitrary dispersion relations

The dynamics of physical systems are typically modeled by partial differential equations (PDEs). Because of the complexity in physical systems, PDE models rely on approximations or limiting cases. To model the full complexity of physical systems, it is necessary to use multiscale approaches where appropriate models are used at each level. Alternatively, complexity can be directly tackled by fractional integrodifferential equations that must be derived for each system. Here, we argue that complexity can be restored in PDEs by describing them from a fractional calculus perspective. Rather than deriving a fractional integrodifferential equation, we reinterpret the dispersion relation of the system by use of the Riesz definition, which contains the required information relating the energy and momentum space of the system and thus fully describes their dynamics. The approach is demonstrated by two examples: the Landau–Lifshitz equation in a 1D ferromagnetic chain and a modified KdV equation supporting surface gravity waves or Euler dispersion. The presented approach is applicable to fluids, soft matter, and solid-state matter and can be readily generalized to higher dimensions and more complex systems. While numerical calculations are needed to determine the fractional operator, the approach is analytical and can be utilized to determine analytical solutions and investigate nonlinear problems.

97 MATHEMATICS AND COMPUTING↗

Non-Intrusive Parallel-in-Time Solvers for Partial Differential Equations (Final Report)

Many time-dependent problems and simulations are often modeled using Partial Differential Equations. Traditional modeling approaches that use sequential time-stepping are reaching a bottleneck in optimizing efficiency. The Center of Applied Science and Computing at Lawrence Livermore National Laboratory extensively works on parallelizing these algorithms to leverage the increasing computational power from the growing number of processors in computer hardware. In particular, they aim to design non-intrusive algorithms that can generalize to a variety of problems and sizes without requiring additional information from or modifications on the original problems. Multigrid Reduction in Time (MGRIT) is a parallel-in-time algorithm that is designed to be non-intrusive. This project focuses on increasing the efficiency of MGRIT by approximating the coarse-grid operator using machine learning approaches as a means to find the most non-intrusive, or general, solution.

97 MATHEMATICS AND COMPUTING↗