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At least 415 records · Page 23

Neural network error correction for solving coupled ordinary differential equations

A neural network is presented to learn errors generated by a numerical algorithm for solving coupled nonlinear differential equations. The method is based on using a neural network to correctly learn the error generated by, for example, Runge-Kutta on a model molecular dynamics (MD) problem. The neural network programs used in this study were developed by NASA. Comparisons are made for training the neural network using backpropagation and a new method which was found to converge with fewer iterations. The neural net programs, the MD model and the calculations are discussed.

Shelton, R. O.↗

Numerical solution of nonlinear partial differential equations of mixed type

A review is presented of some recently developed numerical methods for the solution of nonlinear equations of mixed type. The methods considered use finite difference approximations to the differential equation. Central difference formulas are employed in the subsonic zone and upwind difference formulas are used in the supersonic zone. The relaxation method for the small disturbance equation is discussed and a description is given of difference schemes for the potential flow equation in quasi-linear form. Attention is also given to difference schemes for the potential flow equation in conservation form, the analysis of relaxation schemes by the time dependent analogy, the accelerated iterative method, and three-dimensional calculations.

Jameson, A.↗

A physics-constrained neural ordinary differential equations approach for robust learning of stiff chemical kinetics

The high computational cost associated with solving for detailed chemistry poses a significant challenge for predictive computational fluid dynamics (CFD) simulations of turbulent reacting flows. While deep learning techniques have been explored to develop faster surrogate models, they often fail to integrate reliably with CFD solvers. This instability arises because traditional deep learning approaches optimize for training error without ensuring compatibility with ordinary differential equation (ODE) solvers, resulting in accumulation of errors over time. Recently, neuralODE (NODE) based approaches have been shown to be a promising technique to emulate and accelerate detailed chemistry computations. Here, in the present work, we extend this NODE framework for stiff chemical kinetics by incorporating mass conservation constraints directly into the loss function during training. This ensures that the total mass as well as the individual elemental species masses are conserved in an a-posteriori manner. Proof-of-concept studies are performed with the novel physics-constrained NODE (PC-NODE) approach for homogeneous autoignition of hydrogen-air mixture over a range of composition and thermodynamic conditions. It is demonstrated that the PC-NODE framework not only improves the physical consistency of the resulting data-driven model with respect to mass conservation criteria, but also improves training efficiency. PC-NODE is shown to achieve 2–100× speedup relative to the hydrogen-air detailed chemical mechanism depending on the type of the ODE solver (implicit or explicit) used during autoregressive inference tests. Lastly, a-posteriori studies are performed wherein the trained PC-NODE model is coupled with a CFD solver. It is shown that higher accuracy is achieved with PC-NODE relative to the purely data-driven NODE approach. Moreover, PC-NODE also exhibits robustness and generalizability to unseen initial conditions from within (interpolative capability) as well as outside (extrapolative capability) the training regime.

computational combustion↗

Control of functional differential equations of retarded and neutral type to target sets in function space.

Optimal control of systems governed by functional differential equations of retarded and neutral type is considered. Problems with function space initial and terminal manifolds are investigated. Existence of optimal controls, regularity, and bang-bang properties are discussed. Necessary and sufficient conditions are derived and several solved examples which illustrate the theory are presented.

Banks, H. T.↗

Observability of discretized partial differential equations

It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.

Cohn, Stephen E.↗

A hybrid perturbation-Galerkin technique for partial differential equations

A two-step hybrid perturbation-Galerkin technique for improving the usefulness of perturbation solutions to partial differential equations which contain a parameter is presented and discussed. In the first step of the method, the leading terms in the asymptotic expansion(s) of the solution about one or more values of the perturbation parameter are obtained using standard perturbation methods. In the second step, the perturbation functions obtained in the first step are used as trial functions in a Bubnov-Galerkin approximation. This semi-analytical, semi-numerical hybrid technique appears to overcome some of the drawbacks of the perturbation and Galerkin methods when they are applied by themselves, while combining some of the good features of each. The technique is illustrated first by a simple example. It is then applied to the problem of determining the flow of a slightly compressible fluid past a circular cylinder and to the problem of determining the shape of a free surface due to a sink above the surface. Solutions obtained by the hybrid method are compared with other approximate solutions, and its possible application to certain problems associated with domain decomposition is discussed.

Geer, James F.↗

The application of Legendre-tau approximation to parameter identification for delay and partial differential equations

Approximation schemes based on Legendre-tau approximation are developed for application to parameter identification problem for delay and partial differential equations. The tau method is based on representing the approximate solution as a truncated series of orthonormal functions. The characteristic feature of the Legendre-tau approach is that when the solution to a problem is infinitely differentiable, the rate of convergence is faster than any finite power of 1/N; higher accuracy is thus achieved, making the approach suitable for small N.

Ito, K.↗

Power System Frequency Dynamics Modeling, State Estimation, and Control using Neural Ordinary Differential Equations (NODEs) and Soft Actor-Critic (SAC) Machine Learning Approaches

With the global energy transition of the electric power system, grid control, supervision, and protection is becoming more challenging. With the increasing integration of renewable energy sources (RES), the system dynamics are changing, causing traditional power system dynamic modeling with swing equation-based modeling approaches to fail. Additionally, the converter-dominated power grid is decreasing the system inertia, making the power system more fragile to the frequency swings. This paper first investigates and compares the application of a model-based Kalman filter state estimation approach with (i) a model-free machine learning approach --- neural ordinary differential equations (NODEs) --- and (ii) a data-driven system identification (SysId) approach to model and infer critical state values of the power system frequency dynamics. Then a model predictive control (MPC) framework is compared to a model-free Soft Actor-Critic (SAC) reinforcement learning (RL) control algorithm in providing efficient fast frequency response (FFR) to the power system frequency dynamics. The approaches are compared in terms of their performance goals as well as their per-timestep computational efficiency. Furthermore, the comparative study for state estimation shows that for the model-free requirement, both NODEs and SysId can provide accurate state estimates; however, with increasing model complexity, NODEs can be a better choice for model identification. Similarly, the results from the FFR comparative study show that the SAC RL-based FFR, once trained, outperforms MPC with better control signals and faster computation time, making the SAC RL-based FFR better option for providing FFR to the power system.

97 MATHEMATICS AND COMPUTING↗

CHEMNODE: CHEMICAL KINETICS SOLVER APPROACH BASED ON NEURAL ORDINARY DIFFERENTIAL EQUATIONS

This software contains an algorithm to model and predict the time evolution of chemical kinetics in reacting flow simulations using neural ordinary differential equations (NODEs). The approach works by using artificial neural networks to predict the chemical source terms. It achieves this by using forward-mode automatic differentiation and the Levenberg-Marquardt algorithm to adjust the neural network parameters, such that the discrepancies between the actual and predicted species profiles are minimized.

OWOYELE, OPEOLUWA↗

Neural lumped parameter differential equations with application in friction-stir processing

Lumped parameter methods aim to simplify the evolution of spatially-extended or continuous physical systems to that of a “lumped” element representative of the physical scales of the modeled system. For systems where the definition of a lumped element or its associated physics may be unknown, modeling tasks may be restricted to full-fidelity physics simulations. Here, in this work, we consider data-driven modeling tasks with limited point-wise measurements of otherwise continuous systems. We build upon the notion of the Universal Differential Equation (UDE) to construct data-driven models for reducing dynamics to that of a lumped parameter and inferring its properties. The flexibility of UDEs allow for composing various known physical priors suitable for application-specific modeling tasks, including lumped parameter methods. The motivating example for this work is the plunge and dwell stages for friction-stir welding; specifically, (i) mapping power input into the tool to a point-measurement of temperature and (ii) using this learned mapping for process control.

97 MATHEMATICS AND COMPUTING↗

The singly averaged differential equations of satellite motion for e greater than or equal to 0 and less than 1

The singly-averaged differential equations of motion of a satellite are developed in terms of parameters valid for all eccentricities less than one. The perturbations included in the acceleration model are due to an aspherical central planet (zonal harmonics up to degree 20 and resonant harmonics up to degree and order 20), atmospheric drag for a time-varying atmosphere, third-body gravity (the sun and moon for an earth satellite), solar radiation pressure with shadowing, and impulsive maneuvers. Analytic averaging is used to remove short-period terms due to the aspherical central planet and third-body gravity. Numerical averaging is used to remove short-period terms due to atmospheric drag and solar radiation pressure.

Dallas, S. S.↗

Solution of transonic flows by an integro-differential equation method

Solutions of steady transonic flow past a two-dimensional airfoil are obtained from a singular integro-differential equation which involves a tangential derivative of the perturbation velocity potential. Subcritical flows are solved by taking central differences everywhere. For supercritical flows with shocks, central differences are taken in subsonic flow regions and backward differences in supersonic flow regions. The method is applied to a nonlifting parabolic-arc airfoil and to a lifting NACA 0012 airfoil. Results compare favorably with those of finite-difference schemes.

Ogana, W.↗

Numerical methods for large-scale time-dependent partial differential equations

The factors that influence the choice of a numerical solution scheme for large-scale time-dependent partial differential equations are examined with emphasis on the treatment of boundaries. Consideration is given to standard boundary treatments, moving boundaries, and artificial boundaries simulating an infinite domain. Implicit methods and applications to specific problems are discussed with special attention to shocks and steady state solutions.

Turkel, E.↗

Differential Equation Approximation Using Gradient-Boosted Quantile Regression

The operation of cyber-physical-human (CPH) systems is subject to various epistemic and aleatory uncertainties. Overall trustworthiness of CPH systems relies on the trustworthiness of its components and their interactions. It is important that computational models comprising the cyber component of CPH provide predictions accompanied by a measure of confidence in model outcomes. Uncertainty quantification (UQ) and propagation are especially important in safety critical CPH systems. Gradient-boosted trees is a modeling approach capable both of learning the dynamics of a system and performing UQ. In this paper, we devise a method for using gradient boosting to learn the dynamics of a second order differential equation and estimate uncertainty at the same time. We do this by creating a custom loss function that trains the model to approximate the second derivative of a noisy time series, and to penalize based on a parameter that corresponds to the desired quantile. The resulting gradient boosting model can simulate stochastic trajectories of the system given a single starting point, that is, it can estimate both the expected trajectory and its uncertainty. We show that the uncertainty estimation is well calibrated and that the model can learn the dynamics even in the presence of noise. We demonstrate the approach on a simple cartpole system.

Autonomous systems↗

Bayesian reduced-order deep learning surrogate model for dynamic systems described by partial differential equations

We propose a reduced-order deep-learning surrogate model for dynamic systems described by time-dependent partial differential equations. This method employs space–time Karhunen–Loève expansions (KLEs) of the state variables and space-dependent KLEs of space-varying parameters to identify the reduced (latent) dimensions. Subsequently, a deep neural network (DNN) is used to map the parameter latent space to the state variable latent space. An approximate Bayesian method is developed for uncertainty quantification (UQ) in the proposed KL-DNN surrogate model. The KL-DNN method is tested for the linear advection–diffusion and nonlinear diffusion equations, and the Bayesian approach for UQ is compared with the deep ensembling (DE) approach, commonly used for quantifying uncertainty in DNN models. It was found that the approximate Bayesian method provides a more informative distribution of the PDE solutions in terms of the coverage of the reference PDE solutions (the percentage of nodes where the reference solution is within the confidence interval predicted by the UQ methods) and log predictive probability. The DE method is found to underestimate uncertainty and introduce bias. For the nonlinear diffusion equation, we compare the KL-DNN method with the Fourier Neural Operator (FNO) method and find that KL-DNN is 10% more accurate and needs less training time than the FNO method.

97 MATHEMATICS AND COMPUTING↗

The Adams formulas for numerical integration of differential equations from 1st to 20th order

The Adams Bashforth predictor coefficients and the Adams Moulton corrector coefficients for the integration of differential equations are presented for methods of 1st to 20th order. The order of the method as presented refers to the highest order difference formula used in Newton's backward difference interpolation formula, on which the Adams method is based. The Adams method is a polynomial approximation method derived from Newton's backward difference interpolation formula. The Newton formula is derived and expanded to 20th order. The Adams predictor and corrector formulas are derived and expressed in terms of differences of the derivatives, as well as in terms of the derivatives themselves. All coefficients are given to 18 significant digits. For the difference formula only, the ratio coefficients are given to 10th order.

Kirkpatrick, J. C.↗

Noniterative three-dimensional grid generation using parabolic partial differential equations

A new algorithm for generating three-dimensional grids has been developed and implemented which numerically solves a parabolic partial differential equation (PDE). The solution procedure marches outward in two coordinate directions, and requires inversion of a scalar tridiagonal system in the third. Source terms have been introduced to control the spacing and angle of grid lines near the grid boundaries, and to control the outer boundary point distribution. The method has been found to generate grids about 100 times faster than comparable grids generated via solution of elliptic PDEs, and produces smooth grids for finite-difference flow calculations.

Edwards, T. A.↗