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At least 433 records · Page 24

Clifford Neural Operators on Atmospheric Data Influenced Partial Differential Equations

Mathematical representations of the atmosphere are key to forecasting and research tasks across Earth science. Numerically solving the underlying partial differential equations(PDEs) of the atmosphere, however, can be difficult and computationally expensive with numerous trade-offs between computing efficiency and accuracy. Utilizing neural net-works to learn approximations of the PDE solutions from the data can help us model complex phenomena more efficiently than traditional numerical schemes. Here, we have applied Clifford algebra-based neural operators for predicting atmospheric variables. Clifford Fourier neural operators are used with two different backbone architectures, ResNet and UNet, on custom data of U10, V10 and surface pressure as well as U500, V500 and Z500. Clifford Fourier neural operators, coupled with ResNet and UNet architectures, are applied to a key reanalysis dataset. Model performance is initially strong, but we observe increasing errors, resulting in the model becoming highly unstable.

Sujit Roy↗

Conditional Karhunen-Loève expansion for uncertainty quantification and active learning in partial differential equation models

We use a conditional Karhunen-Lo` eve (KL) model to quantify and reduce uncertainty in a stochastic partial differential equation (SPDE) problem with partially-known space-dependent coefficient, Y (x). We assume that a small number of Y (x) measurements are available and model Y (x) with a KL expansion. We achieve reduction in uncertainty by conditioning the KL expansion coefficients on measurements. We consider two approaches for conditioning the KL expansion: In Approach 1, we condition the KL model first and then truncate it. In Approach 2, we first truncate the KL expansion and then condition it. We employ the conditional KL expansion together with Monte Carlo and sparse grid collocation methods to compute the moments of the solution of the SPDE problem. Uncertainty of the problem is further reduced by adaptively selecting additional observation locations using two active learning methods. Method 1 minimizes the variance of the PDE coefficient, while Method 2 minimizes the variance of the solution of the PDE. We demonstrate that conditioning leads to dimension reduction of the KL representation of Y (x). For a linear diffusion SPDE with uncertain log-normal coefficient, we show that Approach 1 provides a more accurate approximation of the conditional log-normal coefficient and solution of the SPDE than Approach 2 for the same number of random dimensions in a conditional KL expansion. Furthermore, Approach 2 provides a good estimate for the number of terms of the truncated KL expansion of the conditional field of Approach 1. Finally, we demonstrate that active learning based on Method 2 is more efficient for uncertainty reduction in the SPDE’s states (i.e., it leads to a larger reduction of the variance) than active learning using Method 2.

Conditioned Karhunen-Lo` eve expanion, machine lea↗

Fully quantum algorithm for mesoscale fluid simulations with application to partial differential equations

Fluid flow simulations marshal our most powerful computational resources. In many cases, even this is not enough. Quantum computers provide an opportunity to speed up traditional algorithms for flow simulations. We show that lattice-based mesoscale numerical methods can be executed as efficient quantum algorithms due to their statistical features. This approach revises a quantum algorithm for lattice gas automata to reduce classical computations and state preparation at every time step. For this, the algorithm approximates the qubit relative phases and subtracts them at the end of each time step. Phases are evaluated using the iterative phase estimation algorithm and subtracted using single-qubit rotation phase gates. Further, this method optimizes the quantum resource required and makes it more appropriate for near-term quantum hardware. We also demonstrate how the checkerboard deficiency that the D1Q2 scheme presents can be resolved using the D1Q3 scheme. The algorithm is validated by simulating two canonical partial differential equations: the diffusion and Burgers' equations on different quantum simulators. We find good agreement between quantum simulations and classical solutions for the presented algorithm.

97 MATHEMATICS AND COMPUTING↗

Stationary conditions for stochastic differential equations

This is a preliminary study of possible necessary and sufficient conditions to insure stationarity in the solution process for a stochastic differential equation. It indirectly sheds some light on ergodicity properties and shows that the spectral density is generally inadequate as a statistical measure of the solution. Further work is proceeding on a more general theory which gives necessary and sufficient conditions in a form useful for applications.

Adomian, G.↗

Numerical grid generation; Proceedings of the Symposium on Numerical Generation of Curvilinear Coordinate Systems and Their Use in the Numerical Solution of Partial Differential Equations, Nashville, TN, April 13-16, 1982

General curvilinear coordinate systems are considered along with the error induced by coordinate systems, basic differential models for coordinate generation, elliptic grid generation, conformal grid generation, algebraic grid generation, orthogonal grid generation, patched coordinate systems, and solid mechanics applications of boundary fitted coordinate systems. Attention is given to coordinate system control and adaptive meshes, the application of body conforming curvilinear grids for finite difference solution of external flow, the use of solution adaptive grids in solving partial differential equations, adaptive gridding for finite difference solutions to heat and mass transfer problems, and the application of curvilinear coordinate generation techniques to the computation of internal flows. Other topics explored are related to the solution of nonlinear water wave problems using boundary-fitted coordinate systems, the numerical modeling of estuarine hydrodynamics on a boundary-fitted coordinate system, and conformal grid generation for multielement airfoils.

Thompson, J. F.↗

Comparison of numerical techniques for integration of stiff ordinary differential equations arising in combustion chemistry

The efficiency and accuracy of several algorithms recently developed for the efficient numerical integration of stiff ordinary differential equations are compared. The methods examined include two general-purpose codes, EPISODE and LSODE, and three codes (CHEMEQ, CREK1D, and GCKP84) developed specifically to integrate chemical kinetic rate equations. The codes are applied to two test problems drawn from combustion kinetics. The comparisons show that LSODE is the fastest code currently available for the integration of combustion kinetic rate equations. An important finding is that an interactive solution of the algebraic energy conservation equation to compute the temperature does not result in significant errors. In addition, this method is more efficient than evaluating the temperature by integrating its time derivative. Significant reductions in computational work are realized by updating the rate constants (k = at(supra N) N exp(-E/RT) only when the temperature change exceeds an amount delta T that is problem dependent. An approximate expression for the automatic evaluation of delta T is derived and is shown to result in increased efficiency.

Radhakrishnan, K.↗

Global collocation methods for approximation and the solution of partial differential equations

Polynomial interpolation methods are applied both to the approximation of functions and to the numerical solutions of hyperbolic and elliptic partial differential equations. The derivative matrix for a general sequence of the collocation points is constructed. The approximate derivative is then found by a matrix times vector multiply. The effects of several factors on the performance of these methods including the effect of different collocation points are then explored. The resolution of the schemes for both smooth functions and functions with steep gradients or discontinuities in some derivative are also studied. The accuracy when the gradients occur both near the center of the region and in the vicinity of the boundary is investigated. The importance of the aliasing limit on the resolution of the approximation is investigated in detail. Also examined is the effect of boundary treatment on the stability and accuracy of the scheme.

Solomonoff, A.↗

A Numerical Scheme for Ordinary Differential Equations Having Time Varying and Nonlinear Coefficients Based on the State Transition Matrix

A variable order method of integrating initial value ordinary differential equations that is based on the state transition matrix has been developed. The method has been evaluated for linear time variant and nonlinear systems of equations. While it is more complex than most other methods, it produces exact solutions at arbitrary time step size when the time variation of the system can be modeled exactly by a polynomial. Solutions to several nonlinear problems exhibiting chaotic behavior have been computed. Accuracy of the method has been demonstrated by comparison with an exact solution and with solutions obtained by established methods.

Bartels, Robert E.↗

Using trees to compute approximate solutions to ordinary differential equations exactly

Some recent work is reviewed which relates families of trees to symbolic algorithms for the exact computation of series which approximate solutions of ordinary differential equations. It turns out that the vector space whose basis is the set of finite, rooted trees carries a natural multiplication related to the composition of differential operators, making the space of trees an algebra. This algebraic structure can be exploited to yield a variety of algorithms for manipulating vector fields and the series and algebras they generate.

Grossman, Robert↗

A non‐intrusive domain‐decomposition model reduction method for linear steady‐state partial differential equations with random coefficients

Abstract Domain decomposition methods have been proved to be an effective strategy to reduce the dimension of parametric partial differential equations (PDEs). However, existing domain decomposition methods for parametric PDEs are usually intrusive, which means domain decomposition based solvers need to be implemented from scratch for each target parametric PDE. To address this issue, we develop a new non‐intrusive domain‐decomposition model reduction method for linear steady‐state PDEs with random‐field coefficients. As a variant of our previous work by Mu and Zhang, the new method only needs access to the final linear system, that is, the global stiffness matrix and the right hand side, of a deterministic PDE solver, in order to build a domain‐decomposition‐based reduced model without intrusive implementation from scratch. The key idea is to remove the interface condition between sub‐domains and rely on the correlation between columns of the linear system to couple the sub‐domains. The non‐intrusive feature enables the applicability of the proposed method to a broader class of uncertainty quantification problems, where many legacy codes/solvers can be fully reused by our method. Two numerical examples including diffusion equations with random diffusivity and convection‐dominated transport with random velocity, are provided to demonstrate the effectiveness and efficiency of our method.

Zhang, Guannan↗

The stability of coupled renewal-differential equations with econometric applications

Concepts and results are presented in the fields of mathematical modeling, economics, and stability analysis. A coupled renewal-differential equation structure is presented as a modeling form for systems possessing hereditary characteristics, and this structure is applied to a model of the Austrian theory of business cycles. For realistic conditions, the system is shown to have an infinite number of poles, and conditions are presented which are both necessary and sufficient for all poles to lie strictly in the left half plane.

Rhoten, R. P.↗

Explicit finite difference predictor and convex corrector with applications to hyperbolic partial differential equations

An explicit finite difference scheme consisting of a predictor and a corrector has been developed and applied to solve some hyperbolic partial differential equations (PDEs). The corrector is a convex-type function which is applied at each time level and at each mesh point. It consists of a parameter which may be estimated such that for larger time steps the algorithm should remain stable and generate a fast speed of convergence to the steady-state solution. Some examples have been given.

Dey, C.↗

Survey of the status of finite element methods for partial differential equations

The finite element methods (FEM) have proved to be a powerful technique for the solution of boundary value problems associated with partial differential equations of either elliptic, parabolic, or hyperbolic type. They also have a good potential for utilization on parallel computers particularly in relation to the concept of domain decomposition. This report is intended as an introduction to the FEM for the nonspecialist. It contains a survey which is totally nonexhaustive, and it also contains as an illustration, a report on some new results concerning two specific applications, namely a free boundary fluid-structure interaction problem and the Euler equations for inviscid flows.

Temam, Roger↗

Uncertainty Quantification of Geophysical Inversion Using Stochastic Partial Differential Equations (LDRD #218329)

This report summarizes work completed under the Laboratory Directed Research and Development (LDRD) project "Uncertainty Quantification of Geophysical Inversion Using Stochastic Differential Equations." Geophysical inversions often require computationally expensive algorithms to find even one solution, let alone propagating uncertainties through to the solution domain. The primary purpose of this project was to find more computationally efficient means to approximate solution uncertainty in geophysical inversions. We found multiple computationally efficient methods of propagating Earth model uncertainty into uncertainties in solutions of full waveform seismic moment tensor inversions. However, the optimum method of approximating the uncertainty in these seismic source solutions was to use the Karhunen-Love theorem with data misfit residuals. This method was orders of magnitude more computationally efficient than traditional Monte Carlo methods and yielded estimates of uncertainty that closely approximated those of Monte Carlo. We will summarize the various methods we evaluated for estimating uncertainty in seismic source inversions as well as work toward this goal in the realm of 3-D seismic tomographic inversion uncertainty.

58 GEOSCIENCES↗

Extended Physics-Informed Neural Networks (XPINNs): A Generalized Space-Time Domain Decomposition Based Deep Learning Framework for Nonlinear Partial Differential Equations

Here we propose a generalized space-time domain decomposition approach for the physics-informed neural networks (PINNs) to solve nonlinear partial differential equations (PDEs) on arbitrary complex-geometry domains. The proposed framework, named eXtended PINNs ( X P I N N s ), further pushes the boundaries of both PINNs as well as conservative PINNs (cPINNs), which is a recently proposed domain decomposition approach in the PINN framework tailored to conservation laws. Compared to PINN, the XPINN method has large representation and parallelization capacity due to the inherent property of deployment of multiple neural networks in the smaller subdomains. Unlike cPINN, XPINN can be extended to any type of PDEs. Moreover, the domain can be decomposed in any arbitrary way (in space and time), which is not possible in cPINN. Thus, XPINN offers both space and time parallelization, thereby reducing the training cost more effectively. In each subdomain, a separate neural network is employed with optimally selected hyperparameters, e.g., depth/width of the network, number and location of residual points, activation function, optimization method, etc. A deep network can be employed in a subdomain with complex solution, whereas a shallow neural network can be used in a subdomain with relatively simple and smooth solutions. We demonstrate the versatility of XPINN by solving both forward and inverse PDE problems, ranging from one-dimensional to three-dimensional problems, from time-dependent to time-independent problems, and from continuous to discontinuous problems, which clearly shows that the XPINN method is promising in many practical problems. The proposed XPINN method is the generalization of PINN and cPINN methods, both in terms of applicability as well as domain decomposition approach, which efficiently lends itself to parallelized computation. The XPINN code is available on h t t p s : / / g i t h u b . c o m / A m e y a J a g t a p / X P I N N s .

97 MATHEMATICS AND COMPUTING↗

Classical eighth- and lower-order Runge-Kutta-Nystroem formulas with a new stepsize control procedure for special second-order differential equations

New Runge-Kutta-Nystrom formulas of the eighth, seventh, sixth, and fifth order are derived for the special second-order (vector) differential equation x = f (t,x). In contrast to Runge-Kutta-Nystrom formulas of an earlier NASA report, these formulas provide a stepsize control procedure based on the leading term of the local truncation error in x. This new procedure is more accurate than the earlier Runge-Kutta-Nystrom procedure (with stepsize control based on the leading term of the local truncation error in x) when integrating close to singularities. Two central orbits are presented as examples. For these orbits, the accuracy and speed of the formulas of this report are compared with those of Runge-Kutta-Nystrom and Runge-Kutta formulas of earlier NASA reports.

Fehlberg, E.↗