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At least 379 records · Page 21
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DOE OSTI2022

When Do Extended Physics-Informed Neural Networks (XPINNs) Improve Generalization?

Physics-informed neural networks (PINNs) have become a popular choice for solving high-dimensional partial differential equations (PDEs) due to their excellent approximation power and generalization ability. Recently, extended PINNs (XPINNs) based on domain decomposition methods have attracted considerable attention due to their effectiveness in modeling multiscale and multiphysics problems and their parallelization. However, theoretical understanding of their convergence and generalization properties remains unexplored. In this study, we take an initial step towards understanding how and when XPINNs outperform PINNs. Specifically, for general multilayer PINNs and XPINNs, we first provide a prior generalization bound via the complexity of the target functions in the PDE problem and a posterior generalization bound via the posterior matrix norms of the networks after optimization. Moreover, based on our bounds, we analyze the conditions under which XPINNs improve generalization. Concretely, our theory shows that the key building block of XPINN, namely, the domain decomposition, introduces a tradeoff for generalization. On the one hand, XPINNs decompose the complex PDE solution into several simple parts, which decreases the complexity needed to learn each part and boosts generalization. On the other hand, decomposition leads to less training data being available in each subdomain, and hence such a model is typically prone to overfitting and may become less generalizable. Empirically, we choose five PDEs to show when XPINNs perform better than, similar to, or worse than PINNs, hence demonstrating and justifying our new theory.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Enabling Hyper-Differential Sensitivity Analysis for Ill-Posed Inverse Problems

Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high dimensionality of the parameters and computational complexity of the PDE solves make such problems challenging. A common approach is to reduce the dimension by fixing some parameters (which we will call auxiliary parameters) to a best estimate and use techniques from PDE-constrained optimization to estimate the other parameters. In this article, hyper-differential sensitivity analysis (HDSA) is used to assess the sensitivity of the solution of the PDE-constrained optimization problem to changes in the auxiliary parameters. Foundational assumptions for HDSA require satisfaction of the optimality conditions which are not always practically feasible as a result of ill-posedness in the inverse problem. Here we introduce novel theoretical and computational approaches to justify and enable HDSA for ill-posed inverse problems by projecting the sensitivities on likelihood informed subspaces and defining a posteriori updates. Our proposed framework is demonstrated on a nonlinear multiphysics inverse problem motivated by estimation of spatially heterogeneous material properties in the presence of spatially distributed parametric modeling uncertainties.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

MIONet: Learning Multiple-Input Operators via Tensor Product

As an emerging paradigm in scientific machine learning, neural operators aim to learn operators, via neural networks, that map between infinite-dimensional function spaces. Several neural operators have been recently developed. However, all the existing neural operators are only designed to learn operators defined on a single Banach space; i.e., the input of the operator is a single function. Here, for the first time, we study the operator regression via neural networks for multiple-input operators defined on the product of Banach spaces. We first prove a universal approximation theorem of continuous multiple-input operators. We also provide a detailed theoretical analysis including the approximation error, which provides guidance for the design of the network architecture. Based on our theory and a low-rank approximation, we propose a novel neural operator, MIONet, to learn multiple-input operators. MIONet consists of several branch nets for encoding the input functions and a trunk net for encoding the domain of the output function. Here, we demonstrate that MIONet can learn solution operators involving systems governed by ordinary and partial differential equations. In our computational examples, we also show that we can endow MIONet with prior knowledge of the underlying system, such as linearity and periodicity, to further improve accuracy.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Fast Multigrid Reduction-in-Time for Advection via Modified Semi-Lagrangian Coarse-Grid Operators

Many iterative parallel-in-time algorithms have been shown to be highly efficient for diffusion-dominated partial differential equations (PDEs) but are inefficient or even divergent when applied to advection-dominated PDEs. We consider the application of the multigrid reduction-in-time (MGRIT) algorithm to linear advection PDEs. Here, the key to efficient time integration with this method is using a coarse-grid operator that provides a sufficiently accurate approximation to the so-called ideal coarse-grid operator. For certain classes of semi-Lagrangian discretizations, we present a novel semi-Lagrangian-based coarse-grid operator that leads to fast and scalable multilevel time integration of linear advection PDEs. The coarse-grid operator is composed of a semi-Lagrangian discretization followed by a correction term, with the correction designed so that the leading-order truncation error of the composite operator is approximately equal to that of the ideal coarse-grid operator. Parallel results show substantial speed-ups over sequential time integration for variable-wave-speed advection problems in one and two spatial dimensions, and using high-order discretizations up to order five. The proposed approach establishes the first practical method that provides small and scalable MGRIT iteration counts for advection problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Convergence of Weak-SINDy Surrogate Models

In this paper, we give an in-depth error analysis for surrogate models generated by a variant of the Sparse Identification of Nonlinear Dynamics (SINDy) method. We start with an overview of a variety of nonlinear system identification techniques, namely SINDy, weak-SINDy, and the occupation kernel method. Under the assumption that the dynamics are a finite linear combination of a set of basis functions, these methods establish a linear system to recover coefficients. We illuminate the structural similarities between these techniques and establish a projection property for the weak-SINDy technique. Following the overview, we analyze the error of surrogate models generated by a simplified version of weak-SINDy. In particular, under the assumption of boundedness of a composition operator given by the solution, we show that (i) the surrogate dynamics converges towards the true dynamics and (ii) the solution of the surrogate model is reasonably close to the true solution. Finally, as an application, we discuss the use of a combination of weak-SINDy surrogate modeling and proper orthogonal decomposition (POD) to build a surrogate model for partial differential equations (PDEs).

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Leveraging Multitime Hamilton–Jacobi PDEs for Certain Scientific Machine Learning Problems

Hamilton-Jacobi partial differential equations (HJ PDEs) have deep connections with a wide range of fields, including optimal control, differential games, and imaging sciences. By considering the time variable to be a higher dimensional quantity, HJ PDEs can be extended to the multi-time case. In this paper, we establish a novel theoretical connection between specific optimization problems arising in machine learning and the multi-time Hopf formula, which corresponds to a representation of the solution to certain multi-time HJ PDEs. Through this connection, we increase the interpretability of the training process of certain machine learning applications by showing that when we solve these learning problems, we also solve a multi-time HJ PDE and, by extension, its corresponding optimal control problem. As a first exploration of this connection, we develop the relation between the regularized linear regression problem and the Linear Quadratic Regulator (LQR). We then leverage our theoretical connection to adapt standard LQR solvers (namely, those based on the Riccati ordinary differential equations) to design new training approaches for machine learning. Lastly, we provide some numerical examples that demonstrate the versatility and possible computational advantages of our Riccati-based approach in the context of continual learning, post-training calibration, transfer learning, and sparse dynamics identification.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Reducing Operator Complexity of Galerkin Coarse-grid Operators with Machine Learning

Here, we propose a data-driven and machine-learning-based approach to compute non-Galerkin coarse-grid operators in multigrid (MG) methods, addressing the well-known issue of increasing operator complexity. Guided by the MG theory on spectrally equivalent coarse-grid operators, we have developed novel machine learning algorithms that utilize neural networks combined with smooth test vectors from multigrid eigenvalue problems. The proposed method demonstrates promise in reducing the complexity of coarse-grid operators while maintaining overall MG convergence for solving parametric partial differential equation problems. Numerical experiments on anisotropic rotated Laplacian and linear elasticity problems are provided to showcase the performance and comparison with existing methods for computing non-Galerkin coarse-grid operators.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Adaptive Uncertainty Quantification for Stochastic Hyperbolic Conservation Laws

Here, we propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents sampling schemes or simulation ensembles while also preserving fundamental properties, in particular hyperbolicity of the resulting systems and conservation of the discrete solutions. Furthermore, we augment the existing SFV theory with a priori convergence results for statistical quantities, in particular push-forward densities, which we demonstrate through numerical experiments. By linking refinement indicators to regions of the physical and stochastic spaces, we drive anisotropic refinements of the discretizations, introducing new degrees of freedom where deemed profitable. To illustrate our proposed method, we consider a series of numerical examples for nonlinear hyperbolic PDEs based on Burgers’ and Euler’s equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Parallel-in-Time Solution of Hyperbolic PDE Systems via Characteristic-Variable Block Preconditioning

We consider the parallel-in-time solution of both linear and nonlinear hyperbolic partial differential equation (PDE) systems in one spatial dimension. In the nonlinear setting, the discretized equations are solved with a preconditioned residual iteration based on a global linearization. The linear(ized) equation systems are approximately solved parallel-in-time using a block preconditioner applied in the characteristic variables of the underlying linear(ized) hyperbolic PDE. This change of variables is motivated by the observation that intervariable coupling between characteristic variables is weak, at least locally where spatio-temporal variations in the eigenvectors of the associated flux Jacobian are sufficiently small, while that between the original variables is not. For an ℓ-dimensional system of PDEs, applying the preconditioner consists of solving a sequence of ℓ scalar linear(ized)-advection-like problems, each associated with a different characteristic wave-speed in the underlying linear(ized) PDE. Furthermore, we approximately solve these linear advection problems using multigrid reduction-in-time (MGRIT); however, any other suitable parallel-in-time method could be used. Numerical examples are shown for the (linear) acoustics equations in heterogeneous media and for the (nonlinear) shallow water equations and Euler equations of gas dynamics with shocks and rarefactions. For many test problems, the solver converges in just a handful of iterations and with mesh-independent convergence rates.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Fast and Scalable FFT-Based GPU-Accelerated Algorithms for Block-Triangular Toeplitz Matrices with Application to Linear Inverse Problems Governed by Autonomous Dynamical Systems

In this work, we present an efficient and scalable algorithm for performing matrix-vector multiplications (matvecs) for block Toeplitz matrices. Such matrices, which are shift-invariant with respect to their blocks, arise in the context of solving inverse problems governed by autonomous systems, and time-invariant systems in particular. In this article, we consider inverse problems that infer unknown parameters from observational data of a linear time-invariant dynamical system given in the form of partial differential equations (PDEs). Matrix-free Newton-conjugate-gradient methods are often the gold standard for solving these inverse problems, but they require numerous actions of the Hessian on a vector. Matrix-free adjoint-based Hessian matvecs require solution of a pair of linearized forward/adjoint PDE solves per Hessian action, which may be prohibitive for large-scale inverse problems. Time invariance of the forward PDE problem leads to a block Toeplitz structure of the discretized parameter-to-observable (p2o) map defining the mapping from inputs (parameters) to outputs (observables) of the PDEs. This block Toeplitz structure enables us to exploit two key properties: (1) compact storage of the p2o map and its adjoint, and (2) efficient fast Fourier transform–based Hessian matvecs. The proposed algorithm is mapped onto large multi-GPU clusters and achieves more than 80% of peak bandwidth on NVIDIA A100 GPUs. Excellent weak scaling is shown for up to 48 A100 GPUs. For the targeted problems, the implementation executes Hessian matvecs within fractions of a second, which is orders of magnitude faster than can be achieved by conventional matrix-free Hessian matvecs via forward/adjoint PDE solves.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Robust Optimal Experimental Design of Infinite-Dimensional Bayesian Nonlinear Inverse Problems

Abstract. We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of an inverse problem. However, the optimal design is dependent on elements of the inverse problem such as the simulation model, the prior, or the measurement error model. ROED aims to produce an optimal design that is aware of the additional uncertainties encoded in the inverse problem and remains optimal even after variations in them. We follow a worst-case scenario approach to develop a new framework for robust optimal design of nonlinear Bayesian inverse problems. The proposed framework (a) is scalable and designed for infinite-dimensional Bayesian nonlinear inverse problems constrained by PDEs; (b) develops efficient approximations of the utility, namely the expected information gain; (c) employs eigenvalue sensitivity techniques to develop analytical forms and efficient evaluation methods of the gradient of the utility with respect to the uncertainties against which we wish to be robust; and (d) employs a probabilistic optimization paradigm that properly defines and efficiently solves the resulting combinatorial max-min optimization problem. The effectiveness of the proposed approach is illustrated for optimal sensor placement problem in an inverse problem governed by an elliptic PDE.

Chowdhary, Abhijit↗
DOE OSTI2026

Multiscale Neural Networks for Approximating Green’s Functions

Neural networks (NNs) have been widely used to solve partial differential equations (PDEs) in the applications of physics, biology, and engineering. One effective approach for solving PDEs with a fixed differential operator is learning Green’s functions. However, Green’s functions are notoriously difficult to learn due to their poor regularity, which typically requires larger NNs and longer training times. In this work, we address these challenges by leveraging multiscale NNs to learn Green’s functions. Through theoretical analysis using multiscale Barron space methods and experimental validation, we show that the multiscale approach significantly reduces the necessary NN size and accelerates training.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Discovery of Probabilistic Dirichlet-to-Neumann Maps on Graphs

Dirichlet-to-Neumann maps enable the coupling of multiphysics simulations across computational subdomains by ensuring continuity of state variables and fluxes at artificial interfaces. We present a novel method for learning Dirichlet-to-Neumann maps on graphs using Gaussian processes, specifically for problems where the data obey a conservation law arising from an underlying partial differential equation. Our approach combines discrete exterior calculus and nonlinear optimal recovery to infer relationships between vertex and edge values. This framework yields data-driven predictions with uncertainty quantification across the entire graph, even when observations are limited to a subset of vertices and edges. By minimizing the reproducing kernel Hilbert space norm while penalizing kernel complexity through maximum likelihood estimation, our method ensures that the resulting surrogate strictly enforces conservation laws without overfitting. We demonstrate our method on two representative applications: subsurface flow in fracture networks and arterial blood flow. Finally, the results demonstrate that the method maintains high accuracy and well-calibrated uncertainty estimates even under severe data scarcity, highlighting its potential for scientific applications where limited data and reliable uncertainty quantification are critical.

Dirichlet-to-Neumann map↗
DOE OSTI2022

Isogeometric large-eddy simulations of turbulent particle-laden flows

In recent years, isogeometric analysis (IGA) has attracted significant attention from the computational mechanics community due to its ability to integrate design and analysis. Besides, IGA is also a higher-order discretization technique for solving partial differential equations, showing high approximation capability per degree of freedom. In this paper, we extend the application realm of IGA to particle-laden flows based on Eulerian–Eulerian description that couples Navier–Stokes equations with a density transport equation through a Boussinesq approximation. The coupled systems are solved by using quadratic non-uniform rational B-spline (NURBS) functions and a recently developed residual-based variational multiscale (VMS) formulation, which introduces coupling between the fine velocity scales and density equation residuals. We deploy the proposed approach to perform large-eddy simulations (LES) of dilute particle-laden flows over a flat surface at Reynolds number = 10,000. We compare the simulation results against direct numerical simulation (DNS) results from the literature. We find that combining VMS and IGA, the proposed approach enables accurate prediction of a wide range of flow/particle statistics with a relatively lower mesh resolution.

Mathematics↗
DOE OSTI2026

Nonlinear optimal recovery in Hilbert spaces

Here, this paper investigates solution strategies for nonlinear problems in Hilbert spaces, such as nonlinear partial differential equations (PDEs) in Sobolev spaces, when only finite measurements are available. We formulate this as a nonlinear optimal recovery problem, establishing its well-posedness and proving its convergence to the true solution as the number of measurements increases. However, the resulting formulation might not have a finite-dimensional solution in general. We thus present a sufficient condition for the finite dimensionality of the solution, applicable to problems with well-defined point evaluation measurements. To address the broader setting, we introduce a relaxed nonlinear optimal recovery and provide a detailed convergence analysis. An illustrative example is given to demonstrate that our formulations and theoretical findings offer a comprehensive framework for solving nonlinear problems in infinite-dimensional spaces with limited data.

convergence↗
DOE OSTI2022

Automatic Differentiation of C++ Codes on Emerging Manycore Architectures with Sacado

Automatic differentiation (AD) is a well-known technique for evaluating analytic derivatives of calculations implemented on a computer, with numerous software tools available for incorporating AD technology into complex applications. However, a growing challenge for AD is the efficient differentiation of parallel computations implemented on emerging manycore computing architectures such as multicore CPUs, GPUs, and accelerators as these devices become more pervasive. In this work, we explore forward mode, operator overloading-based differentiation of C++ codes on these architectures using the widely available Sacado AD software package. In particular, we leverage Kokkos, a C++ tool providing APIs for implementing parallel computations that is portable to a wide variety of emerging architectures. Here we describe the challenges that arise when differentiating code for these architectures using Kokkos, and two approaches for overcoming them that ensure optimal memory access patterns as well as expose additional dimensions of fine-grained parallelism in the derivative calculation. We describe the results of several computational experiments that demonstrate the performance of the approach on a few contemporary CPU and GPU architectures. We then conclude with applications of these techniques to the simulation of discretized systems of partial differential equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty

Bayesian inference provides a systematic framework for integration of data with mathematical models to quantify the uncertainty in the solution of the inverse problem. However, the solution of Bayesian inverse problems governed by complex forward models described by partial differential equations (PDEs) remains prohibitive with black-box Markov chain Monte Carlo (MCMC) methods. We present hIPPYlib-MUQ, an extensible and scalable software framework that contains implementations of state-of-the art algorithms aimed to overcome the challenges of high-dimensional, PDE-constrained Bayesian inverse problems. These algorithms accelerate MCMC sampling by exploiting the geometry and intrinsic low-dimensionality of parameter space via derivative information and low rank approximation. The software integrates two complementary open-source software packages, hIPPYlib and MUQ. hIPPYlib solves PDE-constrained inverse problems using automatically-generated adjoint-based derivatives, but it lacks full Bayesian capabilities. MUQ provides a spectrum of powerful Bayesian inversion models and algorithms, but expects forward models to come equipped with gradients and Hessians to permit large-scale solution. By combining these two complementary libraries, we created a robust, scalable, and efficient software framework that realizes the benefits of each and allows us to tackle complex large-scale Bayesian inverse problems across a broad spectrum of scientific and engineering disciplines. To illustrate the capabilities of hIPPYlib-MUQ, we present a comparison of a number of MCMC methods available in the integrated software on several high-dimensional Bayesian inverse problems. These include problems characterized by both linear and nonlinear PDEs, various noise models, and different parameter dimensions. The results demonstrate that large (~ 50×) speedups over conventional black box and gradient-based MCMC algorithms can be obtained by exploiting Hessian information (from the log-posterior), underscoring the power of the integrated hIPPYlib-MUQ framework.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

A Spatiotemporal Prediction Model for Regional Scheduling of Shared Bicycles Based on the INLA Method

Dock-less bicycle-sharing programs have been widely accepted as an efficient mode to benefit health and reduce congestions. And modeling and prediction has always been a core proposition in the field of transportation. Most of the existing demand prediction models for shared bikes take regions as research objects; therefore, a POI-based method can be a beneficial complement to existing research, including zone-level, OD-level, and station-level techniques. Point of interest (POI) is the location description of spatial entities, which can reflect the cycling route characteristics for both commuting and noncommuting trips to a certain extent, and is also the main generating point and attraction point of shared-bike travel flow. In this study, we make an effort to model a POI-level cycling demand with a Bayesian hierarchical method. The proposed model combines the integrated nested Laplace approximation (INLA) and random partial differential equation (SPDE) to cope with the huge computation in the modeling process. In particular, we have adopted the dock-less bicycle-sharing rental records of Mobike as a case study to validate our method; the study area was one of the fastest growing urban districts in Shanghai in August 2016. The operation results show that the method can help better understand, measure, and characterize spatiotemporal patterns of bike-share ridership at the POI level and quantify the impact of the spatiotemporal effect on bicycle-sharing use.

Yu, Zhuoran↗