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At least 415 records · Page 23

Newton's method: A link between continuous and discrete solutions of nonlinear problems

Newton's method for nonlinear mechanics problems replaces the governing nonlinear equations by an iterative sequence of linear equations. When the linear equations are linear differential equations, the equations are usually solved by numerical methods. The iterative sequence in Newton's method can exhibit poor convergence properties when the nonlinear problem has multiple solutions for a fixed set of parameters, unless the iterative sequences are aimed at solving for each solution separately. The theory of the linear differential operators is often a better guide for solution strategies in applying Newton's method than the theory of linear algebra associated with the numerical analogs of the differential operators. In fact, the theory for the differential operators can suggest the choice of numerical linear operators. In this paper the method of variation of parameters from the theory of linear ordinary differential equations is examined in detail in the context of Newton's method to demonstrate how it might be used as a guide for numerical solutions.

Thurston, G. A.↗

Kodiak: An Implementation Framework for Branch and Bound Algorithms

Recursive branch and bound algorithms are often used to refine and isolate solutions to several classes of global optimization problems. A rigorous computation framework for the solution of systems of equations and inequalities involving nonlinear real arithmetic over hyper-rectangular variable and parameter domains is presented. It is derived from a generic branch and bound algorithm that has been formally verified, and utilizes self-validating enclosure methods, namely interval arithmetic and, for polynomials and rational functions, Bernstein expansion. Since bounds computed by these enclosure methods are sound, this approach may be used reliably in software verification tools. Advantage is taken of the partial derivatives of the constraint functions involved in the system, firstly to reduce the branching factor by the use of bisection heuristics and secondly to permit the computation of bifurcation sets for systems of ordinary differential equations. The associated software development, Kodiak, is presented, along with examples of three different branch and bound problem types it implements.

Smith, Andrew P.↗

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↗

Strain localization criteria for viscoplastic geomaterials

This report presents a viscoplastic localization criterion to detect quasi-instantaneous (i.e., load-induced) and delayed (creep-induced) strain localization in rate-dependent solids. The study is based on the theory of controllability and a viscoplastic description of the mechanical response. Analytical precursors of unstable states are defined through systems of ordinary differential equations (OEDs). The use of the proposed criteria is illustrated at the material point level through a set of strain localization analyses simulating active strain localization of a porous rock. In addition, full-field finite element simulations of compression tests conducted under various pressures are reported to demonstrate the role of local unstable viscoplasticity in the spontaneous propagation of deformation bands under stationary boundary conditions. The study shows that the viscoplastic localization criterion maintains a negative sign as long as the behavior is unstable, that is, the rate of deformation is accelerating. The sign switch coincides with the transition to decelerating deformation. The analyses revealed that pulses of overstress always emerge in correspondence with the growth of unstable behavior, and the peak matches the transition to stable behavior. The local responses recovered from full-field analyses were consistent with those observed in analyses at material point level and the predictions of the presented theory.

36 MATERIALS SCIENCE↗

Accurate data-driven surrogates of dynamical systems for forward propagation of uncertainty

Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the distributions of the high-dimensional solution fields of a model with stochastic input parameters. However, due to the highly nonlinear nature of the parameter-to-solution map in even the simplest dynamical systems, the constructed SC surrogates are often inaccurate. Here, this work presents an alternative approach, where we apply the SC approximation over the dynamics of the model, rather than the solution. By combining the data-driven sparse identification of nonlinear dynamics framework with SC, we construct dynamics surrogates and integrate them through time to construct the surrogate solutions. We demonstrate that the SC-over-dynamics framework leads to smaller errors, both in terms of the approximated system trajectories as well as the model state distributions, when compared against full-field SC applied to the solutions directly. We present numerical evidence of this improvement using three test problems: a chaotic ordinary differential equation, and two partial differential equations from solid mechanics.

42 ENGINEERING↗

Formulation, Implementation and Validation of a 1D Boundary Layer Inflow Scheme for the QUIC Modeling System

Recent studies have highlighted the importance of accurate meteorological conditions for urban transport and dispersion calculations. In this work, we present a novel scheme to compute the meteorological input in the Quick Urban & Industrial Complex () diagnostic urban wind solver to improve the characterization of upstream wind veer and shear in the Atmospheric Boundary Layer (ABL). The new formulation is based on a coupled set of Ordinary Differential Equations (ODEs) derived from the Reynolds Averaged Navier–Stokes (RANS) equations, and is fast to compute. Building upon recent progress in modeling the idealized ABL, we include effects from surface roughness, turbulent stress, Coriolis force, buoyancy and baroclinicity. We verify the performance of the new scheme with canonical Large Eddy Simulation (LES) tests with the GPU-accelerated FastEddy"Equation missing" solver in neutral, stable, unstable and baroclinic conditions with different surface roughness. Furthermore, we evaluate QUIC calculations with and without the new inflow scheme with real data from the Urban Threat Dispersion (UTD) field experiment, which includes Lidar-based wind measurements as well as concentration observations from multiple outdoor releases of a non-reactive tracer in downtown New York City. Compared to previous inflow capabilities that were limited to a constant wind direction with height, we show that the new scheme can model wind veer in the ABL and enhance the prediction of the surface cross-isobaric angle, improving evaluation statistics of simulated concentrations paired in time and space with UTD measurements.

54 ENVIRONMENTAL SCIENCES↗

Implicit Multirate GARK Methods

This article considers multirate generalized-structure additively partitioned Runge–Kutta methods for solving stiff systems of ordinary differential equations with multiple time scales. These methods treat different partitions of the system with different timesteps for a more targeted and efficient solution compared to monolithic single rate approaches. With implicit methods used across all partitions, methods must find a balance between stability and the cost of solving nonlinear equations for the stages. In order to characterize this important trade-off, we explore multirate coupling strategies, problems for assessing linear stability, and techniques to efficiently implement Newton iterations for stage equations. Unlike much of the existing multirate stability analysis which is limited in scope to particular methods, we present general statements on stability and describe fundamental limitations for certain types of multirate schemes. New implicit multirate methods up to fourth order are derived, and their accuracy and efficiency properties are verified with numerical tests.

97 MATHEMATICS AND COMPUTING↗

Mathematical analysis of laboratory microbial experiments demonstrating deterministic chaotic dynamics

Presented is a system of four ordinary differential equations and a mathematical analysis of microbiological experiments in a four-component chemostat—nutrient n, rods r, cocci c, and predators p. The analysis is consistent with the conclusion that previous experiments produced features of deterministic chaotic and classical dynamics depending on dilution rate. The surrogate model incorporates as much experimental detail as possible, but necessarily contains unmeasured parameters. The objective is to understand better the differences between model simulations and experimental results in complex microbial populations. The key methodology for simulation of chaotic dynamics, consistent with the measured dilution rate and microbial volume averages, was to cause the preference of p for r vs. c to vary with the r and c concentrations, to make r more competitive for nutrient than c, and to recycle some dying p biomass, leading to a modified version of the Monod kinetics model. Our mathematical model demonstrated that the occurrence of chaotic dynamics requires a predator, p, preference for r versus c to increase significantly with increases in r and c populations. Also included is a discussion of several generalizations of the existing model and a possible involvement of the minimum energy dissipation principle. This principle appears fundamental to thermodynamic systems including living systems. Several new experiments are suggested.

59 BASIC BIOLOGICAL SCIENCES↗

Partitioned exponential methods for coupled multiphysics systems

Multiphysics problems involving two or more coupled physical phenomena are ubiquitous in science and engineering. This work develops a new partitioned exponential approach for the time integration of multiphysics problems. After a possible semi-discretization in space, the class of problems under consideration is modeled by a system of ordinary differential equations where the right-hand side is a summation of two component functions, each corresponding to a given set of physical processes. The partitioned-exponential methods proposed herein evolve each component of the system via an exponential integrator, and information between partitions is exchanged via coupling terms. Here, the traditional approach to constructing exponential methods, based on the variation-of-constants formula, is not directly applicable to partitioned systems. Rather, our approach to developing new partitioned-exponential families is based on a general-structure additive formulation of the schemes. Two method formulations are considered, one based on a linear-nonlinear splitting of the right hand component functions, and another based on approximate Jacobians. The paper develops classical (non-stiff) order conditions theory for partitioned exponential schemes based on particular families of T-trees and B-series theory. Several practical methods of third order are constructed that extend the Rosenbrock-type and EPIRK families of exponential integrators. Several implementation optimizations specific to the application of these methods to reaction-diffusion systems are also discussed. Numerical experiments reveal that the new partitioned-exponential methods can perform better than traditional unpartitioned exponential methods on some problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A dynamic thermal algal growth model for pilot-scale open-channel raceways

Here this study describes the makeup of and results from a simulation consisting of a lumped thermal model integrated with a dynamic algae growth model to simulate the microalgae productivity of an open-channel raceway cultivation system. The thermal model considers the dynamic effects of weather, light absorption, convective heat transfer, radiation heat transfer, conductive heat transfer, thermal capacitance, and water control strategies. The dynamic algae growth model solves a set of ordinary differential equations consisting of growth functions dependent on incident radiation, temperature, nutrient availability, basal metabolism, and losses due to dark- and photo-respiration. Relative errors in the predicted ash-free dry weight of Nannochloropsis oceanica are 12.5%, -6.1%, and 4.4% for three separate replicates of cultivation cycles (~4.2 m 2 ) performed at AzCATI during the ATP 3 Unified Field Studies in Fall, Spring, and Summer. This research demonstrates that thermal modeling is an essential contributor to the validation of microalgae growth models.

09 BIOMASS FUELS↗

Nonlinear dynamic analysis of solution multiplicity of buoyancy ventilation in a typical underground structure

Buoyancy ventilation is widely used in underground buildings, such as underground hydropower stations. Multiple solutions of buoyancy ventilation may exist in those underground structures. In this study, we developed a transient model comprising an ordinary differential equation system to describe buoyancy ventilation patterns in typical two-zone underground structures. Additionally, the accuracy of the model was validated. Nonlinear dynamical analysis was conducted to study multiple steady-state airflow. According to mathematical derivation, the configuration of one local heat source at the bottom corner introduces two stable solutions. The criterion to determine the stability and existence of solutions for more general scenarios was developed. Using this criterion, we obtained the multiple steady states of any two-zone underground buildings for different stack height ratios and the strength ratios of the heat sources. Furthermore, this criterion can be adopted for the design of buoyancy ventilation or natural smoke ventilation systems. Designers can change the height ratio of the stack or the heat ratio of two zones to induce the desired ventilation patterns. Finally, a case study was conducted with field measurements to demonstrate the use of the nonlinear dynamical analysis method to investigate the multiple steady states of buoyancy ventilation. Through the case study, we validated that the proposed criterion could produce the same result as the nonlinear dynamical analysis.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Operator inference with roll outs for learning reduced models from scarce and low-quality data

Data-driven modeling has become a key building block in computational science and engineering. However, data that are available in science and engineering are typically scarce, often polluted with noise and affected by measurement errors and other perturbations, which makes learning the dynamics of systems challenging. Here, in this work, we propose to combine data-driven modeling via operator inference with the dynamic training via roll outs of neural ordinary differential equations. Operator inference with roll outs inherits interpretability, scalability, and structure preservation of traditional operator inference while leveraging the dynamic training via roll outs over multiple time steps to increase stability and robustness for learning from low-quality and noisy data. Numerical experiments with data describing shallow water waves and surface quasi-geostrophic dynamics demonstrate that operator inference with roll outs provides predictive models from training trajectories even if data are sampled sparsely in time and polluted with noise of up to 10%.

97 MATHEMATICS AND COMPUTING↗

Kinetics-Informed Neural Networks

Chemical kinetics and reaction engineering consists of the phenomenological framework for the disentanglement of reaction mechanisms, optimization of reaction performance and the rational design of chemical processes. Here, we utilize feed-forward artificial neural networks as basis functions to solve ordinary differential equations (ODEs) constrained by differential algebraic equations (DAEs) that describe microkinetic models (MKMs). We present an algebraic framework for the mathematical description and classification of reaction networks, types of elementary reaction, and chemical species. Under this framework, we demonstrate that the simultaneous training of neural nets and kinetic model parameters in a regularized multi-objective optimization setting leads to the solution of the inverse problem through the estimation of kinetic parameters from synthetic experimental data. We analyze a set of scenarios to establish the extent to which kinetic parameters can be retrieved from transient kinetic data, and assess the robustness of the methodology with respect to statistical noise. Furthermore, this approach to inverse kinetic ODEs can assist in the elucidation of reaction mechanisms based on transient data.

36 MATERIALS SCIENCE↗

Data-driven surrogates for high dimensional models using Gaussian process regression on the Grassmann manifold

This paper introduces a surrogate modeling scheme based on Grassmannian manifold learning to be used for cost-efficient predictions of high-dimensional stochastic systems. The method exploits subspace-structured features of each solution by projecting it onto a Grassmann manifold. This point-wise linear dimensionality reduction harnesses the structural information to assess the similarity between solutions at different points in the input parameter space. The method utilizes a solution clustering approach in order to identify regions of the parameter space over which solutions are sufficiently similarly such that they can be interpolated on the Grassmannian. In this clustering, the reduced-order solutions are partitioned into disjoint clusters on the Grassmann manifold using the eigen-structure of properly defined Grassmannian kernels and, the Karcher mean of each cluster is estimated. Then, the points in each cluster are projected onto the tangent space with origin at the corresponding Karcher mean using the exponential mapping. For each cluster, a Gaussian process regression model is trained that maps the input parameters of the system to the reduced solution points of the corresponding cluster projected onto the tangent space. Using this Gaussian process model, the full-field solution can be efficiently predicted at any new point in the parameter space. In certain cases, the solution clusters will span disjoint regions of the parameter space. In such cases, for each of the solution clusters we utilize a second, density-based spatial clustering to group their corresponding input parameter points in the Euclidean space. The proposed method is applied to two numerical examples. Here, the first is a nonlinear stochastic ordinary differential equation with uncertain initial conditions where the surrogate is used to predict the time history solution. The second involves modeling of plastic deformation in a model amorphous solid using the Shear Transformation Zone theory of plasticity, where the proposed surrogate is used to predict the full strain field of a material specimen under large shear strains.

42 ENGINEERING↗

High order interpolation of magnetic fields with vector potential reconstruction for particle simulations

We propose a method for interpolating divergence-free continuous magnetic fields via vector potential reconstruction using Hermite interpolation, which ensures high-order continuity for applications requiring adaptive, high-order ordinary differential equation (ODE) integrators, such as the Dormand-Prince method. The method provides C(m) continuity and achieves high-order accuracy, making it particularly suited for particle trajectory integration and Poincaré section analysis under optimal integration order and timestep adjustments. Through numerical experiments, we demonstrate that the Hermite interpolation method preserves volume and continuity, which are critical for conserving toroidal canonical momentum and magnetic moment in guiding center simulations, especially over long-term trajectory integration. Furthermore, we analyze the impact of insufficient derivative continuity on Runge-Kutta schemes and show how it degrades accuracy at low error tolerances, introducing discontinuity-induced truncation errors. Lastly, we demonstrate performant Poincaré section analysis in two relevant settings of field data collocated from finite element meshes.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Magnus method for electronic structure calculations at extreme conditions

We present the application of Magnus based methods to the solution of first order coupled ordinary differential equations in High Energy Density (HED) physics applications. Our focus is on the application to quantum mechanical methods, specifically on the solution of the radial Dirac equation for real and complex energies. HED applications require accurate solutions across a wide range of spatial and energy domains, including regimes where the solutions exhibit pronounced oscillatory behavior. Such cases pose significant computational challenges. We demonstrate that Magnus-based integrators can efficiently and accurately address these challenges. We discuss the implementation of the Magnus method for the solution of the radial Dirac equation, including practical considerations such as the evaluation of matrix exponentials, numerical integration, error estimation, and adaptive step size control. We also discuss the application of these methods to complex energy Green’s function techniques and the efficient approximation of integrals of the solutions relevant to HED electronic structure calculations. Here, we demonstrate the accuracy and robustness of the resulting method in applications to the free-particle case, for which analytic solutions are available for comparison, as well as the challenging case of gold at HED conditions.

general physics↗

Physics vs structure: A systematic benchmark of learning strategies for multi-zone building thermal dynamics

Recent advances in physics-informed and data-driven machine learning promise improved thermal models for advanced building control, yet there is limited quantitative evidence on when added physics structure and architectural complexity are beneficial. Here, this work presents a systematic benchmark of five representative system identification methods for modeling multi-zone building thermal dynamics: linear state-space models, multi-layer perceptrons, neural state-space models, neural ordinary differential equations, and physically-consistent neural networks. The methods are evaluated across multiple data regimes and zone coupling strategies. Using a high-fidelity multi-zone commercial building emulator, we examine short-term and long-term prediction accuracy, computational efficiency, and ease of development. Our results reveal critical trade-offs between prediction performance, model complexity, and physical consistency. We demonstrate that decoupled, nonlinear black-box models consistently outperform coupled physics-constrained architectures in both predictive accuracy and out-of-distribution robustness in majority of the test cases for the building type considered in the study. Our findings quantify the cost of complexity in building thermal modeling and provide concrete, actionable, scenario-based guidelines for selecting model classes for control-oriented applications.

Building thermal modeling↗