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At least 451 records · Page 25

NSFnets (Navier-Stokes flow nets): Physics-informed neural networks for the incompressible Navier-Stokes equations

In the last 50 years there has been a tremendous progress in solving numerically the Navier-Stokes equations using finite differences, finite elements, spectral, and even meshless methods. Yet, in many real cases, we still cannot incorporate seamlessly (multi-fidelity) data into existing algorithms, and for industrial-complexity applications the mesh generation is time consuming and still an art. Moreover, solving ill-posed problems (e.g., lacking boundary conditions) or inverse problems is often prohibitively expensive and requires different formulations and new computer codes. Here, we employ physics-informed neural networks (PINNs), encoding the governing equations directly into the deep neural network via automatic differentiation, to overcome some of the aforementioned limitations for simulating incompressible laminar and turbulent flows. We develop the Navier-Stokes flow nets (NSFnets) by considering two different mathematical formulations of the Navier-Stokes equations: the velocity-pressure (VP) formulation and the vorticity-velocity (VV) formulation. Since this is a new approach, we first select some standard benchmark problems to assess the accuracy, convergence rate, computational cost and flexibility of NSFnets; analytical solutions and direct numerical simulation (DNS) databases provide proper initial and boundary conditions for the NSFnet simulations. The spatial and temporal coordinates are the inputs of the NSFnets, while the instantaneous velocity and pressure fields are the outputs for the VP-NSFnet, and the instantaneous velocity and vorticity fields are the outputs for the VV-NSFnet. This is unsupervised learning and, hence, no labeled data are required beyond boundary and initial conditions and the fluid properties. The residuals of the VP or VV governing equations, together with the initial and boundary conditions, are embedded into the loss function of the NSFnets. No data is provided for the pressure to the VP-NSFnet, which is a hidden state and is obtained via the incompressibility constraint without extra computational cost. Unlike the traditional numerical methods, NSFnets inherit the properties of neural networks (NNs), hence the total error is composed of the approximation, the optimization, and the generalization errors. Here, we empirically attempt to quantify these errors by varying the sampling (“residual”) points, the iterative solvers, and the size of the NN architecture. For the laminar flow solutions, we show that both the VP and the VV formulations are comparable in accuracy but their best performance corresponds to different NN architectures. The initial convergence rate is fast but the error eventually saturates to a plateau due to the dominance of the optimization error. For the turbulent channel flow, we show that NSFnets can sustain turbulence at , but due to expensive training we only consider part of the channel domain and enforce velocity boundary conditions on the subdomain boundaries provided by the DNS data base. We also perform a systematic study on the weights used in the loss function for balancing the data and physics components, and investigate a new way of computing the weights dynamically to accelerate training and enhance accuracy. In the last part, we demonstrate how NSFnets should be used in practice, namely for ill-posed problems with incomplete or noisy boundary conditions as well as for inverse problems. We obtain reasonably accurate solutions for such cases as well without the need to change the NSFnets and at the same computational cost as in the forward well-posed problems. As a result, we also present a simple example of transfer learning that will aid in accelerating the training of NSFnets for different parameter settings.

97 MATHEMATICS AND COMPUTING↗

Towards Use of Mixed Precision in ECP Math Libraries [Exascale Computing Project]

The use of multiple types of precision in mathematical software has the potential to increase its performance on new heterogeneous architectures. The xSDK project focuses both on the investigation and development of multiprecision algorithms as well as their inclusion into xSDK member libraries. This report summarizes current efforts on including and/or using mixed precision capabilities in the math libraries Ginkgo, heFFTe, hypre, MAGMA, PETSc/TAO, SLATE, SuperLU, and Trilinos, including KokkosKernels. It contains both numerical results from libraries that already provide mixed precision capabilities, as well as descriptions of the strategies to incorporate multiprecision into established libraries.

97 MATHEMATICS AND COMPUTING↗

Analysis of sparse recovery for Legendre expansions using envelope bound

We provide novel sufficient conditions for the uniform recovery of sparse Legendre expansions using ℓ 1 minimization, where the sampling points are drawn according to orthogonalization (uniform) measure. So far, conditions of the form m ≳ Θ 2 s x log factors have been relied on to determine the minimum number of samples m that guarantees successful reconstruction of s-sparse vectors when the measurement matrix is associated to an orthonormal system. However, in case of sparse Legendre expansions, the uniform bound Θ of Legendre systems is so high that these conditions are unable to provide meaningful guarantees. Here, in this paper, we present an analysis which employs the envelop bound of all Legendre polynomials instead, and prove a new recovery guarantee for s-sparse Legendre expansions, m ≳ Θs 2 x log factors, which is independent of Θ. Arguably, this is the first recovery condition established for orthonormal systems without assuming the uniform boundedness of the sampling matrix. The key ingredient of our analysis is an extension of chaining arguments, recently developed in Bourgain and Chkifa et al., to handle the envelope bound. Furthermore, our recovery condition is proved via restricted eigenvalue property, a less demanding replacement of restricted isometry property which is perfectly suited to the considered scenario. Along the way, we derive simple criteria to detect good sample sets. Our numerical tests show that sets of uniformly sampled points that meet these criteria will perform better recovery on average.

97 MATHEMATICS AND COMPUTING↗

Surface analysis insight note: Differentiation methods applicable to noisy data for determination of sp2‐ versus sp3‐hybridization of carbon allotropes and AES signal strengths

The derivatives of the spectra are commonly used for quantification in Auger Electron Spectroscopy (AES) spectra, while the derivative of the KLL C Auger line has proven to be valuable in obtaining a measure of the relative proportions of sp 2 ‐ and sp 3 ‐hybridization using the D‐parameter in both AES and X‐ray Photoelectron Spectroscopy (XPS). Differentiation of X‐ray Photoelectron Spectroscopy (XPS) and Auger Electron Spectroscopy (AES) spectra by numerical means is presented and illustrated for polymeric, such as PEEK and Nylon, as well as for graphitic materials including highly ordered pyrolytic graphite and graphene oxide. The most commonly available Savitzky–Golay method is explained mathematically and developed through the case of constructing a 5‐point quadratic polynomial convolution kernel suitable for differentiating spectra of adequate signal to noise. The concept of differentiation of spectra where signal to noise is less than adequate is also developed. Two alternative strategies to Savitzky–Golay differentiation are presented, which fit curves to data that allow derivatives to be obtained where Savitzky–Golay would otherwise fail. These alternative methods involve constructing a parametric curve that fits data over the entire energy interval of interest. Derivatives of spectra are then obtained by differentiating these parametric curves directly. A comparison of results for different materials for which specific sp 2 ‐ vs sp 3 ‐hybridized carbon proportions are of interest is used to emphasize the importance of characterizing methods used to differentiate spectra and understanding the characteristics of instrumentation used to measure spectra. The case for using Principal Component Analysis noise reduction with C KLL spectra is made for spectra collected from a heterogeneous graphene oxide sample.

Fairley, Neal↗

Proximal Galerkin: A Structure-Preserving Finite Element Method for Pointwise Bound Constraints

The proximal Galerkin finite element method is a high-order, low iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of pointwise bound constraints in infinite-dimensional function spaces. This paper introduces the proximal Galerkin method and applies it to solve free boundary problems, enforce discrete maximum principles, and develop a scalable, mesh-independent algorithm for optimal design with pointwise bound constraints. This paper also introduces the latent variable proximal point (LVPP) algorithm, from which the proximal Galerkin method derives. When analyzing the classical obstacle problem, we discover that the underlying variational inequality can be replaced by a sequence of second-order partial differential equations (PDEs) that are readily discretized and solved with, e.g., the proximal Galerkin method. Throughout this work, we arrive at several contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and certain infinite-dimensional Lie groups; and (3) a gradient-based, bound-preserving algorithm for two-field, density-based topology optimization. The complete proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis. Open-source implementations of our methods accompany this work to facilitate reproduction and broader adoption.

97 MATHEMATICS AND COMPUTING↗

Scalable branching on dual decomposition of stochastic mixed-integer programming problems

In this work, we present a scalable branching method for the dual decomposition of stochastic mixed-integer programming. Our new branching method is based on the branching method proposed by Caroe and Schultz that creates branching disjunctions on first-stage variables only. We propose improvements to the process for creating branching disjunctions, including (1) branching on the optimal solutions of the Dantzig-Wolfe reformulation of the restricted master problem and (2) using a more comprehensive (yet simple) measure for the dispersions associated with subproblem solution infeasibility. We prove that the proposed branching process leads to an algorithm that terminates finitely, and we provide conditions under which globally optimal solutions can be identified after termination. We have implemented our new branching method, as well as the Caroe-Schultz method and a branch-and-price method, in the open-source software package DSP. Using SIPLIB test instances, we present extensive numerical results to demonstrate that the proposed branching method significantly reduces the number of node subproblems and solution times.

97 MATHEMATICS AND COMPUTING↗

High-Fidelity Simulations of Gravity Currents Using a High-Order Finite-Difference Spectral Vanishing Viscosity Approach

This numerical work investigates the potential of a high-order finite-difference spectral vanishing viscosity approach to simulate gravity currents at high Reynolds numbers. The method introduces targeted numerical dissipation at small scales through altering the discretisation of the second derivatives of the viscous terms in the incompressible Navier-Stokes equations to mimic the spectral vanishing viscosity (SVV) operator, originally designed for the regularisation of spectral element method (SEM) solutions of pure advection problems. Using a sixth-order accurate finite-difference scheme, the adoption of the SVV method is straightforward and comes with a negligible additional computational cost. In order to assess the ability of this high-order finite-difference spectral vanishing viscosity approach, we performed large-eddy simulations (LES) of a gravity current in a channelised lock-exchange set-up with our SVV model and with the well-known explicit static and dynamic Smagorinsky sub-grid scale (SGS) models. The obtained data are compared with a direct numerical simulation (DNS) based on more than 800 million mesh nodes, and with experimental measurements. A framework for the energy budget is introduced to investigate the behaviour of the gravity current. First, it is found that the DNS is in good agreement with the experimental data for the evolution of the front location and velocity field as well as for the stirring and mixing inside the gravity current. Secondly, the LES performed with less than 0.4% of the total number of mesh nodes compared to the DNS, can reproduce the main features of the gravity currents, with the SVV model yielding slightly more accurate results. It is also found that the dynamic Smagorinsky model performs better than its static version. For the present study, the static and dynamic Smagorinsky models are 1.8 and 2.5 times more expensive than the SVV model, because the latter does not require the calculation of explicit SGS terms in the Navier-Stokes equations nor spatial filtering operations.

direct numerical simulation↗

High-order dimensionally-split Cartesian embedded boundary method for non-dissipative schemes

Centered finite-difference schemes are commonly used for high-fidelity turbulent flow simulations in canonical configurations because of their non-dissipative property and computational efficiency. However, their use in flow simulations over complex geometries is limited by the requirements of a structured grid and a stable boundary treatment in the absence of artificial (numerical) dissipation. Cartesian embedded boundary (EB) approaches provide an efficient structured-grid framework to apply difference schemes over complex domains. However, they are often restricted to low orders of accuracy because of numerical instabilities at the embedded boundaries and the issues of small-cell problem that are difficult to address with high-order accuracy. The present work discusses a systematic approach to obtain high-order EB methods with non-dissipative centered schemes in the interior. This approach, based on satisfying the primary and secondary conservation conditions, is employed to derive EB schemes that are up to sixth-order accurate in the interior and fourth-order accurate globally for hyperbolic, parabolic as well as incompletely parabolic problems. The proposed finite-difference discretization is, by construction, dimensionally split and addresses the small-cell problem without any cell/geometry transformations, thus, highly simplifying implementation in a flow solver. Various linear and non-linear numerical tests are performed to evaluate the stability and the accuracy of the proposed EB schemes.

97 MATHEMATICS AND COMPUTING↗

Coarse-grained methods for heterogeneous vesicles with phase-separated domains: Elastic mechanics of shape fluctuations, plate compression, and channel insertion

We develop coarse-grained particle approaches for studying the elastic mechanics of vesicles with heterogeneous membranes having phase-separated domains. We perform simulations both of passive shape fluctuations and of active systems where vesicles are subjected to compression between two plates or subjected to insertion into narrow channels. Analysis methods are developed for mapping particle configurations to continuum fields with spherical harmonics representations. Heterogeneous vesicles are found to exhibit rich behaviors where the heterogeneity can amplify surface two-point correlations, reduce resistance during compression, and augment vesicle transport times in channels. The developed methods provide general approaches for characterizing the mechanics of coarse-grained heterogeneous systems taking into account the roles of thermal fluctuations, geometry, and phase separation.

97 MATHEMATICS AND COMPUTING↗

Porting hypre to heterogeneous computer architectures: Strategies and experiences

We report that linear systems are occurring in many applications, and solving them can take a large amount of the total simulation time. The high performance library hypre provides a variety of interfaces and linear solvers, including various multigrid methods, that have achieved good scalability on a variety of homogeneous parallel computer architectures. Heterogeneous architectures with nodes that have both CPUs and accelerators provide new challenges, since they require more fine-grained parallelism and reduced data movement between different memories on a single node as well as across nodes. We will discuss our experiences and strategies to port hypre to heterogeneous computers with accelerators, including the design of a new memory model, the use of abstractions, the BoxLoop macros in the structured and semi-structured interfaces, and the restructuring of algebraic multigrid (AMG) into modular components. We present numerical experiments comparing CPU and GPU performance for several test problems.

97 MATHEMATICS AND COMPUTING↗

Probabilistic error estimation for non-intrusive reduced models learned from data of systems governed by linear parabolic partial differential equations

This work derives a residual-based a posteriori error estimator for reduced models learned with non-intrusive model reduction from data of high-dimensional systems governed by linear parabolic partial differential equations with control inputs. It is shown that quantities that are necessary for the error estimator can be either obtained exactly as the solutions of least-squares problems in a non-intrusive way from data such as initial conditions, control inputs, and high-dimensional solution trajectories or bounded in a probabilistic sense. Here, the computational procedure follows an offline/online decomposition. In the offline (training) phase, the high-dimensional system is judiciously solved in a black-box fashion to generate data and to set up the error estimator. In the online phase, the estimator is used to bound the error of the reduced-model predictions for new initial conditions and new control inputs without recourse to the high-dimensional system. Numerical results demonstrate the workflow of the proposed approach from data to reduced models to certified predictions.

97 MATHEMATICS AND COMPUTING↗

High-accuracy method for modeling nucleation and growth of particles

State-of-the-art numerical models describing the kinetics of aerosol particle nucleation and growth from a cooling vapor primarily use a nodal method, in which particles that are smaller than the critical size are omitted from consideration because they are thermodynamically unfavorable. This omission is based on the assumption that most newly formed particles are above the critical size, so that subcritical-size particles are not important to take into account. Due to the nature of the nodal method, it suffers from numerical diffusion, which can cause an artificial broadening of the cluster size distribution leading to a significant overestimation of the number of large-size particles. To address these issues, we propose a more accurate numerical method that explicitly models particles of all sizes, and uses a special numerical scheme that substantially reduces the numerical diffusion and provides high solution accuracy and numerical stability. We extensively compare this novel method to the commonly used nodal solver of the general dynamic equation (GDE) for particle growth and demonstrate that it offers GDE solutions with higher accuracy with low numerical diffusion. Incorporating small subcritical clusters into the solution is crucial for: 1) more precise determination of the entire particle size distribution function and 2) wider applicability of the model to experimental studies with non-monotonic temperature variations leading to particle evaporation. The computational code implementing this numerical method in Python is available upon request.

42 ENGINEERING↗

Running Primal-Dual Gradient Method for Time-Varying Nonconvex Problems

This paper focuses on a time-varying constrained nonconvex optimization problem, and considers the synthesis and analysis of online regularized primal-dual gradient methods to track a Karush-Kuhn-Tucker (KKT) trajectory. The proposed regularized primal-dual gradient method is implemented in a running fashion, in the sense that the underlying optimization problem changes during the execution of the algorithms. In order to study its performance, we first derive its continuous-time limit as a system of differential inclusions. We then study sufficient conditions for tracking a KKT trajectory, and also derive asymptotic bounds for the tracking error (as a function of the time-variability of a KKT trajectory). Further, we provide a set of sufficient conditions for the KKT trajectories not to bifurcate or merge, and also investigate the optimal choice of the parameters of the algorithm. Illustrative numerical results for a time-varying nonconvex problem are provided.

differential inclusion↗

A Parallel Cut-Cell Algorithm for the Free-Boundary Grad--Shafranov Problem

A parallel cut-cell algorithm is described to solve the free-boundary problem of the Grad--Shafranov equation. The algorithm reformulates the free-boundary problem in an irregular bounded domain and its important aspects include a searching algorithm for the magnetic axis and separatrix, a surface integral along the irregular boundary to determine the boundary values, an approach to optimize the coil current based on a targeting plasma shape, Picard iterations with Aitken's acceleration for the resulting nonlinear problem, and a Cartesian grid embedded boundary method to handle the complex geometry. Here the algorithm is implemented in parallel using a standard domain-decomposition approach and a good parallel scaling is observed. Numerical results verify the accuracy and efficiency of the free-boundary Grad--Shafranov solver.

97 MATHEMATICS AND COMPUTING↗

Spectral Equivalence of Low-Order Discretizations for High-Order H(curl) and H(div) Spaces

In this paper, we present spectral equivalence results for high-order tensor product edge- and face-based finite elements for the H(curl) and H(div) function spaces. Specifically, we show for certain choices of shape functions that the mass and stiffness matrices of the high-order elements are spectrally equivalent to those for an assembly of low-order elements on the associated Gauss--Lobatto--Legendre mesh. Based on this equivalence, efficient preconditioners can be designed with favorable computational complexity. Numerical results are presented which confirm the theory and demonstrate the benefits of the equivalence results for overlapping Schwarz preconditioners.

97 MATHEMATICS AND COMPUTING↗

Online Adaptive Algorithm for Constraint Energy Minimizing Generalized Multiscale Discontinuous Galerkin Method

Here in this research, we propose an online basis enrichment strategy within the framework of a recently developed constraint energy minimizing generalized multiscale discontinuous Galerkin method. Combining the technique of oversampling, one makes use of the information of the current residuals to adaptively construct basis functions in the online stage to reduce the error of multiscale approximation. A complete analysis of the method is presented, which shows the proposed online enrichment leads to a fast convergence from multiscale approximation to the fine-scale solution. The error reduction can be made sufficiently large by suitably selecting oversampling regions and the number of oversampling layers. Further, the convergence rate of the enrichment algorithm depends on a factor of exponential decay regarding the number of oversampling layers and a user-defined parameter. Numerical results are provided to demonstrate the effectiveness and efficiency of the proposed online adaptive algorithm.

97 MATHEMATICS AND COMPUTING↗

Optimization on Manifolds via Graph Gaussian Processes

This paper integrates manifold learning techniques within a Gaussian process upper confidence bound algorithm to optimize an objective function on a manifold. Our approach is motivated by applications where a full representation of the manifold is not available and querying the objective is expensive. We rely on a point cloud of manifold samples to define a graph Gaussian process surrogate model for the objective. Query points are sequentially chosen using the posterior distribution of the surrogate model given all previous queries. We establish regret bounds in terms of the number of queries and the size of the point cloud. Several numerical examples complement the theory and illustrate the performance of our method.

Bayesian optimization↗

Spectral Equivalence Properties of Higher-Order Tensor Product Finite Elements and Applications to Preconditioning

In this study, we present spectral equivalence results for higher-order tensor product edge-, face- and interior-based finite elements. Specifically, we show for certain choices of shape functions that the mass and stiffness matrices of the higher-order elements are spectrally equivalent to those for an assembly of lowest-order elements on the associated Gauss-Lobatto-Legendre mesh. Based on this equivalence, efficient preconditioners can be designed with favorable computational complexity. Numerical results are presented which confirm the theory and demonstrate the benefits of the equivalence results for overlapping Schwarz preconditioners.

97 MATHEMATICS AND COMPUTING↗