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At least 361 records · Page 20

Temporally quasiperiodic data, propagating in the laboratory frame, can be rendered periodic by Galilean transformation

For a broad class of distributions of temperature, concentration, or another quantity propagating rectilinearly, we show that temporally quasiperiodic behavior in the laboratory frame can be rendered periodic by Galilean transformation. The approach is illustrated analytically and numerically using as an example a closed-form model distribution generated from a one-dimensional partial differential equation, and a detailed process is developed to determine frame speed from more general quasiperiodic, one-dimensional, temporally- and spatially-discretized data. Furthermore, the approach is extended to two- and three-dimensional rectilinear propagation, and its application to nonrectilinear propagation, along with implications for interpreting noise-corrupted data, are also discussed.

97 MATHEMATICS AND COMPUTING↗

Mechanochemical topological defects in an active nematic

We propose a reaction-diffusion system that converts topological information of an active nematic into chemical signals. We show that a curvature-activated reaction dipole is sufficient for creating a system that dynamically senses topology by producing a concentration field possessing local extrema coinciding with ±$\frac{1}{2}$ defects. The enabling term is analogous to polarization charge density seen in dielectric materials. We demonstrate the ability of this system to identify defects in both passive and active nematics. Our results illustrate that a relatively simple feedback scheme, expressed as a system of partial differential equations, is capable of producing chemical signals in response to inherently nonlocal structures in anisotropic media. Here, we posit that such coarse-grained systems can help generate testable hypotheses for regulated processes in biological systems, such as morphogenesis, and motivate the creation of bio-inspired materials that utilize dynamic coupling between nematic structure and biochemistry.

42 ENGINEERING↗

Embedding hard physical constraints in neural network coarse-graining of three-dimensional turbulence

In recent years, deep learning approaches have shown much promise in modeling complex systems in the physical sciences. A major challenge in deep learning of partial differential equations is enforcing physical constraints and boundary conditions. In this work, we propose a general framework to directly embed the notion of an incompressible fluid into convolutional neural networks, and apply this to coarse-graining of turbulent flow. These physics-embedded neural networks leverage interpretable strategies from numerical methods and computational fluid dynamics to enforce physical laws and boundary conditions by taking advantage the mathematical properties of the underlying equations. Here, we demonstrate results on three-dimensional fully developed turbulence, showing that this technique drastically improves local conservation of mass, without sacrificing performance according to several other metrics characterizing the fluid flow.

97 MATHEMATICS AND COMPUTING↗

Deep Electric Field Predictions by Drift-Reduced Braginskii Theory with Plasma-Neutral Interactions Based on Experimental Images of Boundary Turbulence

We present 2-dimensional turbulent electric field calculations via physics-informed deep learning consistent with (i) drift-reduced Braginskii theory under the framework of an axisymmetric fusion plasma with purely toroidal field and (ii) experimental estimates of the fluctuating electron density and temperature on open field lines obtained from analysis of gas puff imaging of a discharge on the Alcator C-Mod tokamak. The inclusion of effects from the locally puffed atomic helium on particle and energy sources within the reduced plasma turbulence model are found to strengthen correlations between the electric field and electron pressure. The neutrals are also directly associated with broadening the distribution of turbulent field amplitudes and increasing ${\bf E \times B}$ shearing rates. As a result, this demonstrates a novel approach in plasma experiments by solving for nonlinear dynamics consistent with partial differential equations and data without encoding explicit boundary nor initial conditions.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Data-Driven Discovery of Active Nematic Hydrodynamics

Active nematics can be modeled using phenomenological continuum theories that account for the dynamics of the nematic director and fluid velocity through partial differential equations (PDEs). While these models provide a statistical description of the experiments, the relevant terms in the PDEs and their parameters are usually identified indirectly. We adapt a recently developed method to automatically identify optimal continuum models for active nematics directly from spatio-temporal data, via sparse regression of the coarse-grained fields onto generic low order PDEs. After extensive benchmarking, we apply the method to experiments with microtubule-based active nematics, finding a surprisingly minimal description of the system. Furthermore, our approach can be generalized to gain insights into active gels, microswimmers, and diverse other experimental active matter systems.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Large-scale white noise and cosmology

The generation of white noise on large scales is a generic property of the dynamics of physical systems described by local nonlinear partial differential equations. Nonlinearities prevent the small-scale dynamics from being erased by smoothing. Unresolved small-scale dynamics act as an uncorrelated (white or Poissonian) noise (seemingly stochastic but actually deterministic) contribution to large-scale dynamics. This white noise exists even when the dynamics is very nearly linear. In cases where the power spectrum is sub-Poissonian on large scales, this noise will dominate on the largest scale power no matter the amplitude of the inhomogeneities. Such is the case in the standard model of cosmology, where the primordial density power spectrum is expected to have an almost Harrison-Zel’dovich, P [ k ] ∼ k , spectrum on a much broader range of scales than can be observed. Even though linear gravitational evolution dominates nonlinear corrections by a factor of ∼ 10 5 , the nonobservation of white noise on the Hubble scale precludes the extrapolation of this power law below the comoving 1 pc scale. More generally, observation or nonobservation of large-scale white noise provides a powerful probe of the Universe on very small scales in the early Universe. Gravitational radiation, phase transitions, vorticity, and running of the spectral index are all phenomena that can be probed with large-scale white noise. Large-scale white noise is a nonoptional feature of all cosmological models but one which has not heretofore been appreciated.

Barenboim, Gabriela [Valencia U., IFIC; Valencia U↗

Deep Generative Models that Solve PDEs: Distributed Computing for Training Large Data-Free Models

Recent progress in scientific machine learning (SciML) has opened up the possibility of training novel neural network architectures that solve complex partial differential equations (PDEs). Several (nearly data free) approaches have been recently reported that successfully solve PDEs, with examples including deep feed forward networks, generative networks, and deep encoder-decoder networks. However, practical adoption of these approaches is limited by the difficulty in training these models, especially to make predictions at large output resolutions (≥1024×1024). Here we report on a software framework for data parallel distributed deep learning that resolves the twin challenges of training these large SciML models - training in reasonable time as well as distributing the storage requirements. Our framework provides several out of the box functionality including (a) loss integrity independent of number of processes, (b) synchronized batch normalization, and (c) distributed higher-order optimization methods. We show excellent scalability of this framework on both cloud as well as HPC clusters, and report on the interplay between bandwidth, network topology and bare metal vs cloud. We deploy this approach to train generative models of sizes hitherto not possible, showing that neural PDE solvers can be viably trained for practical applications. We also demonstrate that distributed higher-order optimization methods are 2-3× faster than stochastic gradient-based methods and provide minimal convergence drift with higher batch-size.

PDEs↗

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Here, we study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call "exponential decay of sensitivity" (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e., initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a partial differential equations (PDE) control problem to validate our theory, and show that the approach is significantly more efficient than alternating direction method of multipliers and as efficient as the centralized interior-point solver.

42 ENGINEERING↗

Operation of Natural Gas Pipeline Networks With Storage Under Transient Flow Conditions

Here, we formulate a nonlinear optimal control problem for intraday operation of a natural gas pipeline network that includes storage reservoirs. The dynamics of compressible gas flow through pipes, compressors, reservoirs, and wells are considered. In particular, a reservoir is modeled as a rigid, hollow container that stores gas under isothermal conditions and uniform density, and a well is modeled as a vertical pipe. For each pipe, flow dynamics are described by a coupled partial differential equation (PDE) system in density and mass flux variables, with momentum dissipation modeled using the Darcy–Wiesbach friction approximation. Compressors are modeled as scaling up the pressure of gas between the inlet and outlet. The governing equations for all network components are spatially discretized and assembled into a nonlinear differential-algebraic equation (DAE) system, which synthesizes above-ground pipeline and subsurface reservoir dynamics into a single reduced-order model. We seek to maximize an objective function that quantifies economic profit and network efficiency subject to the flow equations and inequalities that represent operating limitations. The problem is solved using a primal–dual interior point solver, and the solutions are validated in computational experiments and simulations on several pipeline test networks to demonstrate the effectiveness of the proposed methodology.

03 NATURAL GAS↗

Physics-informed neural networks for identification of material properties using standing waves

A metallic structure in its initial stage of failure involves plastic deformation or environmental degradation that changes the elastic modulus and density. This work presents the detection of change in wave velocity (a function of elastic modulus and density) as a system identification problem. A physics-informed neural network (PINN) is proposed to solve the system identification problem. The PINN takes the spatial coordinates of scanning locations and time as inputs and provides the displacement and wave velocity as outputs. The governing partial differential equation of standing waves in a rod is incorporated into the neural network as physics in the form of a loss function. The wave velocity vector is randomly initiated. During the training of the network, physics is used to determine and update the wave velocity target vector from the network’s displacement predictions. The measured data, comprising sparse displacement response on the rod structure, are used to train the PINN. The wave velocity at the sparse locations on the rod is learned from the predicted displacements during the training. Using the predictions of the trained network, the response of free vibration or material property variation can be reconstructed at unscanned locations on the structure to obtain high-resolution maps for full-field imaging to detect and localize the changes caused by plastic deformation. The PINN’s sparse scanning and simultaneous prediction capability during training can lead to high scanning and data-processing speeds. This capability yields a nondestructive evaluation system that can predict the presence of degraded material locations as the structural vibrations are scanned and processed in real time.

Rathod, Vivek↗

High-Order Mesh r-Adaptivity with Tangential Relaxation and Guaranteed Mesh Validity

High-order meshes are crucial for achieving optimal convergence rates in curvilinear domains, preserving symmetry, and aligning with key flow features in moving mesh simulations [1], but their quality is challenging to control. In prior work, we have developed techniques based on Target-Matrix Optimization Paradigm (TMOP) to adapt a given high-order mesh to the geometry and solution of the partial differential equation (PDE) [2, 3]. Here, we extend this framework to address two key gaps in the literature for highorder mesh 𝑟-adaptivity. First, we introduce tangential relaxation on curved surfaces using solely the discrete mesh representation, eliminating the need for access to underlying geometry (e.g., CAD model). Second, we ensure a continuously positive Jacobian determinant throughout the domain. This determinant positivity is essential for using the high-order mesh resulting from 𝑟-adaptivity with arbitrary quadrature schemes in simulations. The proposed approach is demonstrated to be robust using a variety of numerical experiments.

Mathematics and Computing↗

Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs), especially with arbitrary initial data. We address this problem by taking advantage of recent advances in scientific machine learning and the spectral dynamically orthogonal (DO) and borthogonal (BO) methods for representing stochastic processes. The recently introduced DO/BO methods reduce the SPDE to solving a system of deterministic PDEs and a system of stochastic ordinary differential equations. Specifically, we propose two new physics-informed neural networks (PINNs) for solving time-dependent SPDEs, namely the neural network (NN)-DO/BO methods. The proposed methods incorporate the DO/BO constraints into the loss function (along with the modal decomposition of the SPDE) with an implicit form instead of generating explicit expressions for the temporal derivatives of the DO/BO modes. Hence, the NN-DO/BO methods can overcome some of the drawbacks of the original DO/BO methods. For example, we do not need the assumption that the covariance matrix of the random coefficients is invertible as in the original DO method, and we can remove the assumption of no eigenvalue crossing as in the original BO method. Moreover, the NN-DO/BO methods can be used to solve time-dependent stochastic inverse problems with the same formulation and same computational complexity as for forward problems. Furthermore, we demonstrate the capability of the proposed methods via several numerical examples, namely: (1) A linear stochastic advection equation with deterministic initial condition: we obtain good results with the proposed methods, while the original DO/BO methods cannot be applied directly in this case. (2) Long-time integration of the stochastic Burgers' equation: we show the good performance of NN-DO/BO methods, especially the effectiveness of the NN-BO approach for such problems with many eigenvalue crossings during the whole time evolution, while the original BO method fails. (3) Nonlinear reaction diffusion equation: we consider both the forward problem and the inverse problems, including very noisy initial point values, to investigate the flexibility of the NN-DO/BO methods in handling inverse and mixed type problems. Taken together, these simulation results demonstrate that the NN-DO/BO methods can be employed to effectively quantify uncertainty propagation in a wide range of physical problems, but future work should address the efficiency issue of PINNs for forward problems.

97 MATHEMATICS AND COMPUTING↗

A Tailored Convolutional Neural Network for Nonlinear Manifold Learning of Computational Physics Data Using Unstructured Spatial Discretizations

In this work, we propose a nonlinear manifold learning technique based on deep convolutional autoencoders that is appropriate for model order reduction of physical systems in complex geometries. Convolutional neural networks have proven to be highly advantageous for compressing data arising from systems demonstrating a slow-decaying Kolmogorov n-width. However, these networks are restricted to data on structured meshes. Unstructured meshes are often required for performing analyses of real systems with complex geometry. Our custom graph convolution operators based on the available differential operators for a given spatial discretization effectively extend the application space of deep convolutional autoencoders to systems with arbitrarily complex geometry that are typically discretized using unstructured meshes. We propose sets of convolution operators based on the spatial derivative operators for the underlying spatial discretization, making the method particularly well suited to data arising from the solution of partial differential equations. We demonstrate the method using examples from heat transfer and fluid mechanics and show better than an order of magnitude improvement in accuracy over linear methods.

97 MATHEMATICS AND COMPUTING↗

Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo

In this work we develop a new hierarchical multilevel approach to generate Gaussian random field realizations in an algorithmically scalable manner that is well suited to incorporating into multilevel Markov chain Monte Carlo (MCMC) algorithms. This approach builds off of other partial differential equation (PDE) approaches for generating Gaussian random field realizations; in particular, a single field realization may be formed by solving a reaction-diffusion PDE with a spatial white noise source function as the right-hand side. While these approaches have been explored to accelerate forward uncertainty quantification tasks, e.g., multilevel Monte Carlo, the previous constructions are not directly applicable to multilevel MCMC frameworks which build fine-scale random fields in a hierarchical fashion from coarse-scale random fields. Our new hierarchical multilevel method relies on a hierarchical decomposition of the white noise source function in $L^2$ which allows us to form Gaussian random field realizations across multiple levels of discretization in a way that fits into multilevel MCMC algorithmic frameworks. After presenting our main theoretical results and numerical scaling results to showcase the utility of this new hierarchical PDE method for generating Gaussian random field realizations, this method is tested on a four-level MCMC algorithm to explore its feasibility.

algebraic multigrid↗

Train Like a (Var)Pro: Efficient Training of Neural Networks with Variable Projection

Deep neural networks (DNNs) have achieved state-of-the-art performance across a variety of traditional machine learning tasks, e.g., speech recognition, image classification, and segmentation. The ability of DNNs to efficiently approximate high-dimensional functions has also motivated their use in scientific applications, e.g., to solve partial differential equations and to generate surrogate models. In this paper, we consider the supervised training of DNNs, which arises in many of the above applications. We focus on the central problem of optimizing the weights of the given DNN such that it accurately approximates the relation between observed input and target data. Devising effective solvers for this optimization problem is notoriously challenging due to the large number of weights, nonconvexity, data sparsity, and nontrivial choice of hyperparameters. To solve the optimization problem more efficiently, we propose the use of variable projection (VarPro), a method originally designed for separable nonlinear least-squares problems. Our main contribution is the Gauss--Newton VarPro method (GNvpro) that extends the reach of the VarPro idea to nonquadratic objective functions, most notably cross-entropy loss functions arising in classification. These extensions make GNvpro applicable to all training problems that involve a DNN whose last layer is an affine mapping, which is common in many state-of-the-art architectures. In our four numerical experiments from surrogate modeling, segmentation, and classification, GNvpro solves the optimization problem more efficiently than commonly used stochastic gradient descent (SGD) schemes. Finally, GNvpro finds solutions that generalize well, and in all but one example better than well-tuned SGD methods, to unseen data points.

97 MATHEMATICS AND COMPUTING↗

Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs

We study solution sensitivity for nonlinear programs (NLPs) whose structures are induced by graphs. These NLPs arise in many applications such as dynamic optimization, stochastic optimization, optimization with partial differential equations, and network optimization. We illustrate that for a given pair of nodes, the sensitivity of the primal-dual solution at one node against a data perturbation at the other node decays exponentially with respect to the distance between these two nodes on the graph. In other words, the solution sensitivity decays as one moves away from the perturbation point. This result, which we call exponential decay of sensitivity, holds under the strong second-order sufficiency condition and the linear independence constraint qualification. We also present conditions under which the decay rate remains uniformly bounded; this allows us to characterize the sensitivity behavior of NLPs defined over subgraphs of infinite graphs. The theoretical developments are illustrated with numerical examples.

97 MATHEMATICS AND COMPUTING↗

Stochastic Learning Approach for Binary Optimization: Application to Bayesian Optimal Design of Experiments

Here, we present a novel stochastic approach to binary optimization suited for optimal experimental design (OED) for Bayesian inverse problems governed by mathematical models such as partial differential equations. The OED utility function, namely, the regularized optimality criterion, is cast into a stochastic objective function in the form of an expectation over a multivariate Bernoulli distribution. The probabilistic objective is then solved by using a stochastic optimization routine to find an optimal observational policy. This formulation (a) is generally applicable to binary optimization problems with soft constraints and is ideal for OED and sensor placement problems; (b) does not require differentiability of the original objective function (e.g., a utility function in OED applications) with respect to the design variable, and thus it enables direct employment of sparsity-enforcing penalty functions such as $\ell_0$, without needing to utilize a continuation procedure or apply a rounding technique; (c) exhibits much lower computational cost than traditional gradient-based relaxation approaches; and (d) can be applied to both linear and nonlinear OED problems with proper choice of the utility function. The proposed approach is analyzed from an optimization perspective with detailed convergence analysis of the optimization approach and is also analyzed from a machine learning perspective with correspondence to policy gradient reinforcement learning. The approach is demonstrated numerically by using an idealized two-dimensional Bayesian linear inverse problem and validated by extensive numerical experiments carried out for sensor placement in a parameter identification setup.

97 MATHEMATICS AND COMPUTING↗

Learning Optimal Multigrid Smoothers via Neural Networks

Multigrid methods are one of the most efficient techniques for solving large sparse linear systems arising from partial differential equations (PDEs) and graph Laplacians from machine learning applications. One of the key components of multigrid is smoothing, which aims at reducing high-frequency errors on each grid level. However, finding optimal smoothing algorithms is problem-dependent and can impose challenges for many problems. In this paper, we propose an efficient adaptive framework for learning optimized smoothers from operator stencils in the form of convolutional neural networks (CNNs). Here, the CNNs are trained on small-scale problems from a given type of PDEs based on a supervised loss function derived from multigrid convergence theories and can be applied to large-scale problems of the same class of PDEs. Numerical results on anisotropic rotated Laplacian problems and variable coefficient diffusion problems demonstrate improved convergence rates and solution time compared with classical hand-crafted relaxation methods.

97 MATHEMATICS AND COMPUTING↗