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At least 397 records · Page 22

Reduced-order modeling of advection-dominated systems with recurrent neural networks and convolutional autoencoders

A common strategy for the dimensionality reduction of nonlinear partial differential equations (PDEs) relies on the use of the proper orthogonal decomposition (POD) to identify a reduced subspace and the Galerkin projection for evolving dynamics in this reduced space. However, advection-dominated PDEs are represented poorly by this methodology since the process of truncation discards important interactions between higher-order modes during time evolution. In this study, we demonstrate that encoding using convolutional autoencoders (CAEs) followed by a reduced-space time evolution by recurrent neural networks overcomes this limitation effectively. We demonstrate that a truncated system of only two latent space dimensions can reproduce a sharp advecting shock profile for the viscous Burgers equation with very low viscosities, and a six-dimensional latent space can recreate the evolution of the inviscid shallow water equations. Additionally, the proposed framework is extended to a parametric reduced-order model by directly embedding parametric information into the latent space to detect trends in system evolution. Furthermore, our results show that these advection-dominated systems are more amenable to low-dimensional encoding and time evolution by a CAE and recurrent neural network combination than the POD-Galerkin technique.

97 MATHEMATICS AND COMPUTING↗

Flag-lag-torsional dynamics or extensional and inextensional rotor blades in hover and in forward flight

The differential equations describing the flap-lag-torsional motion of a flexible rotor blade including third-order nonlinearities were derived for hover and forward flight. Making use of the two boundary conditions, those equations were reduced to a set of three integro partial differential equations written in terms of the flexural deflections and the torsional variable.

Crespodasilva, M. R. M.↗

Transported PDF Modeling of Compressible Turbulent Reactive Flows by using the Eulerian Monte Carlo Fields Method

Although the transported probability density function (PDF) method has been developed for decades, its application has been mainly focused on the low-Mach number flow problems. This work extends the transported PDF method to compressible flow problems. The Eulerian Monte Carlo fields (EMCF) solution method is employed to solve the transported PDF equation for compressible flow problems. A pseudo stagnation enthalpy is introduced and its stochastic partial differential equation is derived to ensure total energy conservation numerically. A new mixing model called interaction by partial exchange with mean (IPEM) is introduced to expand the available choices of mixing models for the EMCF method. The consistency of the EMCF method is examined for solving the transported PDF equation. Numerical implementation details are discussed, such as the density coupling between the compressible flow solver and the EMCF solver, discretization schemes for the mixing terms and the stochastic terms. The implemented compressible flow solver coupled with the EMCF solver is verified and validated in a series of test cases with increasing level of complexity, ranging from a statistically one-dimensional turbulent mixing layer to a self-excited resonance model rocket combustor. It is observed that in general with the increase of compressibility, there is an increase in the sensitivity of the modeling results to the different models and algorithms. This makes it necessary to develop a thorough understanding of the model sensitivity in order to develop a robust and accurate simulation solver for highly compressible turbulent reactive flows. The thermo-acoustic instability inside the model rocket combustor case is captured reasonably, which demonstrates the overall capability of the developed compressible turbulent combustion solver based on the transported PDF method.

42 ENGINEERING↗

Quantifying local and global mass balance errors in physics-informed neural networks

Physics-informed neural networks (PINN) have recently become attractive for solving partial differential equations (PDEs) that describe physics laws. By including PDE-based loss functions, physics laws such as mass balance are enforced softly in PINN. This paper investigates how mass balance constraints are satisfied when PINN is used to solve the resulting PDEs. We investigate PINN’s ability to solve the 1D saturated groundwater flow equations (diffusion equations) for homogeneous and heterogeneous media and evaluate the local and global mass balance errors. We compare the obtained PINN’s solution and associated mass balance errors against a two-point finite volume numerical method and the corresponding analytical solution. We also evaluate the accuracy of PINN in solving the 1D saturated groundwater flow equation with and without incorporating hydraulic heads as training data. We demonstrate that PINN’s local and global mass balance errors are significant compared to the finite volume approach. Tuning the PINN’s hyperparameters, such as the number of collocation points, training data, hidden layers, nodes, epochs, and learning rate, did not improve the solution accuracy or the mass balance errors compared to the finite volume solution. Mass balance errors could considerably challenge the utility of PINN in applications where ensuring compliance with physical and mathematical properties is crucial.

54 ENVIRONMENTAL SCIENCES↗

Bias-Variance Trade-Off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEs

Physics-Informed Neural Networks (PINNs) have triggered a paradigm shift in scientific computing, leveraging mesh-free properties and robust approximation capabilities. While proving effective for low-dimensional partial differential equations (PDEs), the computational cost of PINNs remains a hurdle in high-dimensional scenarios. This is particularly pronounced when computing high-order and high-dimensional derivatives in the physics-informed loss. Randomized Smoothing PINN (RS-PINN) introduces Gaussian noise for stochastic smoothing of the original neural net model, enabling the use of Monte Carlo methods for derivative approximation, which eliminates the need for costly automatic differentiation. Despite its computational efficiency, especially in the approximation of high-dimensional derivatives, RS-PINN introduces biases in both loss and gradients, negatively impacting convergence, especially when coupled with stochastic gradient descent (SGD) algorithms. We present a comprehensive analysis of biases in RS-PINN, attributing them to the nonlinearity of the Mean Squared Error (MSE) loss as well as the intrinsic nonlinearity of the PDE itself. We propose tailored bias correction techniques, delineating their application based on the order of PDE nonlinearity. The derivation of an unbiased RS-PINN allows for a detailed examination of its advantages and disadvantages compared to the biased version. Specifically, the biased version has a lower variance and runs faster than the unbiased version, but it is less accurate due to the bias. To optimize the bias-variance trade-off, we combine the two approaches in a hybrid method that balances the rapid convergence of the biased version with the high accuracy of the unbiased version. In addition to methodological contributions, we present an enhanced implementation of RS-PINN. Extensive experiments on diverse high-dimensional PDEs, including Fokker-Planck, Hamilton-Jacobi-Bellman (HJB), viscous Burgers’, Allen-Cahn, and Sine-Gordon equations, illustrate the bias-variance trade-off and highlight the effectiveness of the hybrid RS-PINN. Empirical guidelines are provided for selecting biased, unbiased, or hybrid versions, depending on the dimensionality and nonlinearity of the specific PDE problem.

97 MATHEMATICS AND COMPUTING↗

Improved Architectures and Training Algorithms for Deep Operator Networks

Operator learning techniques have recently emerged as a powerful tool for learning maps between infinite-dimensional Banach spaces. Trained under appropriate constraints, they can also be effective in learning the solution operator of partial differential equations (PDEs) in an entirely self-supervised manner. In this work we analyze the training dynamics of deep operator networks (DeepONets) through the lens of Neural Tangent Kernel theory, and reveal a bias that favors the approximation of functions with larger magnitudes. To correct this bias we propose to adaptively re-weight the importance of each training example, and demonstrate how this procedure can effectively balance the magnitude of back-propagated gradients during training via gradient descent. We also propose a novel network architecture that is more resilient to vanishing gradient pathologies. Taken together, our developments provide new insights into the training of DeepONets and consistently improve their predictive accuracy by a factor of 10-50x, demonstrated in the challenging setting of learning PDE solution operators in the absence of paired input-output observations.

97 MATHEMATICS AND COMPUTING↗

Uncertainty quantification in scientific machine learning: Methods, metrics, and comparisons

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with traditional methods. However, quantifying errors and uncertainties in NN-based inference is more complicated than in traditional methods. This is because in addition to aleatoric uncertainty associated with noisy data, there is also uncertainty due to limited data, but also due to NN hyperparameters, overparametrization, optimization and sampling errors as well as model misspecification. Although there are some recent works on uncertainty quantification (UQ) in NNs, there is no systematic investigation of suitable methods towards quantifying the total uncertainty effectively and efficiently even for function approximation, and there is even less work on solving partial differential equations and learning operator mappings between infinite-dimensional function spaces using NNs. In this work, we present a comprehensive framework that includes uncertainty modeling, new and existing solution methods, as well as evaluation metrics and post-hoc improvement approaches. Further, to demonstrate the applicability and reliability of our framework, we present an extensive comparative study in which various methods are tested on prototype problems, including problems with mixed input-output data, and stochastic problems in high dimensions. In the Appendix, we include a comprehensive description of all the UQ methods employed. Further, to help facilitate the deployment of UQ in Scientific Machine Learning research and practice, we present and develop in [1] an open-source Python library (github.com/Crunch-UQ4MI/neuraluq), termed NeuralUQ, that is accompanied by an educational tutorial and additional computational experiments.

11 physics-informed neural networks↗

Lax-Oleinik-Type Formulas and Efficient Algorithms for Certain High-Dimensional Optimal Control Problems

Two of the main challenges in optimal control are solving problems with state-dependent running costs and developing efficient numerical solvers that are computationally tractable in high dimension. In this paper, we provide analytical solutions to certain optimal control problems whose running cost depends on the state variable and with constraints on the control. We also provide Lax-Oleinik-type representation formulas for the corresponding Hamilton-Jacobi partial differential equations with state-dependent Hamiltonians. Additionally, we present an efficient, grid-free numerical solver based on our representation formulas, which is shown to scale linearly with the state dimension, and thus, to overcome the curse of dimensionality. Using existing optimization methods and the min-plus technique, we extend our numerical solvers to address more general classes of convex and nonconvex initial costs. We demonstrate the capabilities of our numerical solvers using implementations on a central processing unit (CPU) and a field-programmable gate array (FPGA). In several cases, our FPGA implementation obtains over a 10 times speedup compared to the CPU, which demonstrates the promising performance boosts FPGAs can achieve. Furthermore, our numerical results show that our solvers have the potential to serve as a building block for solving broader classes of high-dimensional optimal control problems in real-time.

97 MATHEMATICS AND COMPUTING↗

Speeding up and reducing memory usage for scientific machine learning via mixed precision

Scientific machine learning (SciML) has emerged as a versatile approach to address complex computational science and engineering problems. Within this field, physics-informed neural networks (PINNs) and deep operator networks (DeepONets) stand out as the leading techniques for solving partial differential equations by incorporating both physical equations and experimental data. However, training PINNs and DeepONets require significant computational resources, including long computational times and large amounts of memory. In search of computational efficiency, training neural networks using half precision (float16) rather than the conventional single (float32) or double (float64) precision has gained substantial interest, given the inherent benefits of reduced computational time and memory consumed. However, we find that float16 cannot be applied to SciML methods, because of gradient divergence at the start of training, weight updates going to zero, and the inability to converge to a local minima. To overcome these limitations, we explore mixed precision, which is an approach that combines the float16 and float32 numerical formats to reduce memory usage and increase computational speed. Our experiments showcase that mixed precision training not only substantially decreases training times and memory demands but also maintains model accuracy. Here, we also reinforce our empirical observations with a theoretical analysis. The research has broad implications for SciML in various computational applications.

97 MATHEMATICS AND COMPUTING↗

Gradient-enhanced physics-informed neural networks for forward and inverse PDE problems

Deep learning has been shown to be an effective tool in solving partial differential equations (PDEs) through physics-informed neural networks (PINNs). PINNs embed the PDE residual into the loss function of the neural network, and have been successfully employed to solve diverse forward and inverse PDE problems. However, one disadvantage of the first generation of PINNs is that they usually have limited accuracy even with many training points. Here, we propose a new method, gradient-enhanced physics-informed neural networks (gPINNs), for improving the accuracy of PINNs. gPINNs leverage gradient information of the PDE residual and embed the gradient into the loss function. We tested gPINNs extensively and demonstrated the effectiveness of gPINNs in both forward and inverse PDE problems. Our numerical results show that gPINN performs better than PINN with fewer training points. Additionally, we combined gPINN with the method of residual-based adaptive refinement (RAR), a method for improving the distribution of training points adaptively during training, to further improve the performance of gPINN, especially in PDEs with solutions that have steep gradients.

42 ENGINEERING↗

A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials

We study the design of an electromagnetic cloak from multiple materials with an additional constraint on the mass of the cloak. Our problem is an example of a topology optimization problem, and we formulate this problem as a mixed-integer partial-differential equation constrained optimization (MIPDECO) problem, where Maxwell’s equation models the propagation of the wave through the cloak and surrounding medium. We use binary variables to model the assignment of the different materials, and their relevant properties (permittivity and density). The mass constraint adds a nontrivial constraint to this problem. We propose a two-phase strategy to solve this problem. In the first phase, we solve a continuous relaxation, and then propose a new variant of the feasibility pump that exploits the structure of the PDE to obtain an initial integral solution candidate. In the second phase, we use a trust-region approach to improve this incumbent. We also consider a continuation or mesh-sequencing approach to find better solutions faster on consecutively finer meshes. We present detailed numerical results to illustrate the effectiveness of our approaches for constructing multi-material cloaks with a mass constraint.

Calculus of Variations and Optimization↗

Flap-lag-torsional dynamic modelling of rotor blades in hover and in forward flight, including the effect of cubic nonlinearities

The differential equations of motion, and boundary conditions, describing the flap-lead/lag-torsional motion of a flexible rotor blade with a precone angle and a variable pitch angle, which incorporates a pretwist, are derived via Hamilton's principle. The meaning of inextensionality is discussed. The equations are reduced to a set of three integro partial differential equations by elimination of the extension variable. The generalized aerodynamic forces are modelled using Greenberg's extension of Theodorsen's strip theory. The equations of motion are systematically expanded into polynomial nonlinearities with the objective of retaining all terms up to third degree. The blade is modeled as a long, slender, of isotropic Hookean materials. Offsets from the blade's elastic axis through its shear center and the axes for the mass, area and aerodynamic centers, radial nonuniformaties of the blade's stiffnesses and cross section properties are considered and the effect of warp of the cross section is included in the formulation.

Crespodasilva, M. R. M.↗

TANTE: Time-adaptive operator learning via neural Taylor expansion

Operator learning for time-dependent partial differential equations (PDEs) has seen rapid progress in recent years, enabling efficient approximation of complex spatiotemporal dynamics. However, most existing methods rely on fixed time step sizes during rollout, which limits their ability to adapt to varying temporal complexity and often leads to error accumulation. In this work, we propose the Time-Adaptive Transformer with Neural Taylor Expansion (TANTE), a novel operator-learning framework that produces continuous-time predictions with adaptive step sizes. TANTE predicts future states by performing a Taylor expansion at the current state, where neural networks learn both the higher-order temporal derivatives and the local radius of convergence. This allows the model to dynamically adjust its rollout based on the local behavior of the solution, thereby reducing cumulative error and improving computational efficiency. We demonstrate the effectiveness of TANTE across a wide range of PDE benchmarks, achieving superior accuracy and adaptability compared to fixed-step baselines, delivering accuracy gains of 60-80 % and speed-ups of 30-40 % at inference time.

97 MATHEMATICS AND COMPUTING↗

Residual-based error correction for neural operator accelerated infinite-dimensional Bayesian inverse problems

We explore using neural operators, or neural network representations of nonlinear maps between function spaces, to accelerate infinite-dimensional Bayesian inverse problems (BIPs) with models governed by nonlinear parametric partial differential equations (PDEs). Neural operators have gained significant attention in recent years for their ability to approximate the parameter-to-solution maps defined by PDEs using as training data solutions of PDEs at a limited number of parameter samples. The computational cost of BIPs can be drastically reduced if the large number of PDE solves required for posterior characterization are replaced with evaluations of trained neural operators. However, reducing error in the resulting BIP solutions via reducing the approximation error of the neural operators in training can be challenging and unreliable. We provide an a priori error bound result that implies certain BIPs can be ill-conditioned to the approximation error of neural operators, thus leading to inaccessible accuracy requirements in training. To reliably deploy neural operators in BIPs, we consider a strategy for enhancing the performance of neural operators: correcting the prediction of a trained neural operator by solving a linear variational problem based on the PDE residual. We show that a trained neural operator with error correction can achieve a quadratic reduction of its approximation error, all while retaining substantial computational speedups of posterior sampling when models are governed by highly nonlinear PDEs. The strategy is applied to two numerical examples of BIPs based on a nonlinear reaction–diffusion problem and deformation of hyperelastic materials. We demonstrate that posterior representations of the two BIPs produced using trained neural operators are greatly and consistently enhanced by error correction.

97 MATHEMATICS AND COMPUTING↗

Calculation of the Full Scattering Amplitude without Partial Wave Decomposition II: Inclusion of Exchange

As is well known, the full scattering amplitude can be expressed as an integral involving the complete scattering wave function. We have shown that the integral can be simplified and used in a practical way. Initial application to electron-hydrogen scattering without exchange was highly successful. The Schrodinger equation (SE), which can be reduced to a 2d partial differential equation (pde), was solved using the finite element method. We have now included exchange by solving the resultant SE, in the static exchange approximation, which is reducible to a pair of coupled pde's. The resultant scattering amplitudes, both singlet and triplet, calculated as a function of energy are in excellent agreement with converged partial wave results.

Shertzer, Janine↗

Physics constrained learning for data-driven inverse modeling from sparse observations

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that measures the discrepancy between predictions and observations in some chosen norm. This loss function often includes the PDE constraints as a penalty term when only sparse observations are available. As a result, the PDE is only satisfied approximately by the solution. However, the penalty term typically slows down the convergence of the optimizer for stiff problems. We present a new approach that trains the embedded DNNs while numerically satisfying the PDE constraints. We develop an algorithm that enables differentiating both explicit and implicit numerical solvers in reverse-mode automatic differentiation. This allows the gradients of the DNNs and the PDE solvers to be computed in a unified framework. We demonstrate that our approach enjoys faster convergence and better stability in relatively stiff problems compared to the penalty method. Furthermore, our approach allows for the potential to solve and accelerate a wide range of data-driven inverse modeling, where the physical constraints are described by PDEs and need to be satisfied accurately.

97 MATHEMATICS AND COMPUTING↗

Hardware acceleration for HPS algorithms in two and three dimensions

We provide a flexible, open-source framework for hardware acceleration, namely massively-parallel execution on general-purpose graphics processing units (GPUs), applied to the hierarchical Poincaré–Steklov (HPS) family of algorithms for building fast direct solvers for linear elliptic partial differential equations. To take full advantage of the power of hardware acceleration, we propose two variants of HPS algorithms to improve performance on two- and three-dimensional problems. In the two-dimensional setting, we introduce a novel recomputation strategy that minimizes costly data transfers to and from the GPU; in three dimensions, we modify and extend the adaptive discretization technique of Geldermans and Gillman [1] to greatly reduce peak memory usage. We provide an open-source implementation of these methods written in JAX, a high-level accelerated linear algebra package, which allows for the first integration of a high-order fast direct solver with automatic differentiation tools. We conclude with extensive numerical examples showing our methods are fast and accurate on two- and three-dimensional problems.

Fast direct solvers↗

Physics-informed latent neural operator for real-time predictions of time-dependent parametric PDEs

Deep operator network (DeepONet) has shown significant promise as surrogate models for systems governed by partial differential equations (PDEs), enabling accurate mappings between infinite-dimensional function spaces. However, when applied to systems with high-dimensional input-output mappings arising from large numbers of spatial and temporal collocation points, these models often require heavily overparameterized networks, leading to long training times. Latent DeepONet addresses some of these challenges by introducing a two-step approach: first learning a reduced latent space using a separate model, followed by operator learning within this latent space. While efficient, this method is inherently data-driven and lacks mechanisms for incorporating physical laws, limiting its robustness and generalizability in data-scarce settings. Here, in this work, we propose PI-Latent-NO, a physics-informed latent neural operator framework that integrates governing physics directly into the learning process. Our architecture features two coupled DeepONets trained end-to-end: a Latent-DeepONet that learns a low-dimensional representation of the solution, and a Reconstruction-DeepONet that maps this latent representation back to the physical space. By embedding PDE constraints into the training via automatic differentiation, our method eliminates the need for labeled training data and ensures physics-consistent predictions. The proposed framework is both memory and compute-efficient, exhibiting near-constant scaling with problem size and demonstrating significant speedups over traditional physics-informed operator models. We validate our approach on a range of parametric PDEs, showcasing its accuracy, scalability, and suitability for real-time prediction in complex physical systems.

Latent representations↗