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All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Derivative-based SINDy (DSINDy): Addressing the challenge of discovering governing equations from noisy data

Recent advances in the field of data-driven dynamics allow for the discovery of ODE systems using state measurements. One approach, known as Sparse Identification of Nonlinear Dynamics (SINDy), assumes the dynamics are sparse within a predetermined basis in the states and finds the expansion coefficients through linear regression with sparsity constraints. This approach requires an accurate estimation of the state time derivatives, which is not necessarily possible in the high-noise regime without additional constraints. We present an approach called Derivative-based SINDy (DSINDy) that combines two novel methods to improve ODE recovery at high-noise levels. First, we denoise the state variables by applying a projection operator that leverages the assumed basis for the system dynamics. Second, we use a second order cone program (SOCP) to find the derivative and governing equations simultaneously. We derive theoretical results for the projection-based denoising step, which allow us to estimate the values of hyperparameters used in the SOCP formulation. This underlying theory helps limit the number of required user-specified parameters. Finally, we present results demonstrating that our approach leads to improved system recovery for the Van der Pol oscillator, the Duffing oscillator, the Rössler attractor, and the Lorenz 96 model.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Deterministic symbolic regression with derivative information: General methodology and application to equations of state

Symbolic regression methods simultaneously determine the model functional form and the regression parameter values by generating expression trees. Symbolic regression can capture the complexity of real–world phenomena but the use of deterministic optimization for symbolic regression has been limited due to the complexity of the search space of existing formulations. Herein we present a novel deterministic mixed–integer nonlinear programming formulation for symbolic regression that incorporates derivative constraints through auxiliary expression trees. By applying the chain rule to mathematical operations, binary expression trees are capable of representing the calculation of first and second derivatives. We apply this formulation to illustrative examples using derivative information to show increased model discrimination capability. In addition, we perform a case study of a thermodynamic equation of state to gain insight on valid functional forms with thermodynamics–based constraints on the first and second derivatives.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2022

Time-discretization of a plasma-neutral MHD model with a semi-implicit leapfrog algorithm

The semi-implicit leapfrog time-discretization is a workhorse algorithm for initial-value MHD codes to bridge between vastly separated time scales. Inclusion of atomic interactions with neutrals breaks the functional structure of the MHD equations that exploited by the leapfrog. In this work, we address how to best integrate atomic physics into the semi-implicit leapfrog. Following the Crank-Nicolson method, one approach is to time-center the atomic interactions in the linear solver and use a Newton method to include the nonlinear contributions. Alternatively, another family of methods are based on operator-splitting the terms associated with the atomic interactions using a Strang-splitting technique. These methods naturally break equations into constituent ODE and PDE parts and preserve the structure exploited by the semi-implicit leapfrog. We study the accuracy and efficiency of these methods through a battery of 0D and 1D cases and show that a second-order-in-time Douglas-Rachford inspired coupling between the ODE and PDE advances is effective in reducing the time-discretization error to be comparable to that of Crank-Nicolson with Newton iteration of the nonlinear terms. Splitting ODE and PDE parts results in independent matrix solves for each field which reduces the computational cost considerably and provides parallelization over species relative to Crank-Nicolson.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2024

Divide and conquer: Learning chaotic dynamical systems with multistep penalty neural ordinary differential equations

Forecasting high-dimensional dynamical systems is a fundamental challenge in various fields, such as geosciences and engineering. Neural Ordinary Differential Equations (NODEs), which combine the power of neural networks and numerical solvers, have emerged as a promising algorithm for forecasting complex nonlinear dynamical systems. However, classical techniques used for NODE training are ineffective for learning chaotic dynamical systems. In this work, we propose a novel NODE-training approach that allows for robust learning of chaotic dynamical systems. Here, our method addresses the challenges of non-convexity and exploding gradients associated with underlying chaotic dynamics. Training data trajectories from such systems are split into multiple, non-overlapping time windows. In addition to the deviation from the training data, the optimization loss term further penalizes the discontinuities of the predicted trajectory between the time windows. The window size is selected based on the fastest Lyapunov time scale of the system. Multi-step penalty(MP) method is first demonstrated on Lorenz equation, to illustrate how it improves the loss landscape and thereby accelerates the optimization convergence. MP method can optimize chaotic systems in a manner similar to least-squares shadowing with significantly lower computational costs. Our proposed algorithm, denoted the Multistep Penalty NODE, is applied to chaotic systems such as the Kuramoto-Sivashinsky equation, the two-dimensional Kolmogorov flow, and ERA5 reanalysis data for the atmosphere. It is observed that MP-NODE provide viable performance for such chaotic systems, not only for short-term trajectory predictions but also for invariant statistics that are hallmarks of the chaotic nature of these dynamics.

Chaotic dynamical systems↗
DOE OSTI2023

A comparison of explosively driven shock wave radius versus time scaling approaches

Abstract Explosively driven shock wave radius versus time profiles are frequently used to document energy release and relative explosive performance. Recently, two universal shock wave radius versus time profiles have been presented in the literature, which demonstrate the ability to represent explosively driven shock wave profiles for all explosive sources in any fluid environment. These two universal shock wave profiles are examined here relative to each other and relative to a commonly used nonlinear shock wave profile, which is fit to experimental data for individual explosive materials. The nonlinear profile, originally developed by Dewey, is examined here, and a universal non-dimensional form of the equation is proposed. The universal shock wave profiles are all found to be relatively similar, but with slight variations in a transition region of non-dimensional radii $$0.15\lesssim R^*\lesssim 2$$ 0.15 ≲ R ∗ ≲ 2 . The variations in this region result in different estimations of energy release or blast strength between the curve fits.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2024

Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations

Abstract In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution is an unnormalized probability density function of the filter solution. Then, we apply a splitting-up technique to decompose the Zakai equation into three stochastic differential equations, based on which we construct a splitting-up approximate solution and prove its half-order convergence. Furthermore, we apply a finite difference method to construct a time semi-discrete approximate solution to the splitting-up system and prove its half-order convergence to the exact solution of the Zakai equation. Finally, we present some numerical experiments to demonstrate the theoretical analysis.

Mathematics↗
DOE OSTI2022

Gaussian processes meet NeuralODEs: a Bayesian framework for learning the dynamics of partially observed systems from scarce and noisy data

We present a machine learning framework (GP-NODE) for Bayesian model discovery from partial, noisy and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of differentiable programming to propagate gradient information through ordinary differential equation solvers and perform Bayesian inference with respect to unknown model parameters using Hamiltonian Monte Carlo sampling and Gaussian Process priors over the observed system states. This allows us to exploit temporal correlations in the observed data, and efficiently infer posterior distributions over plausible models with quantified uncertainty. The use of the Finnish Horseshoe as a sparsity-promoting prior for free model parameters also enables the discovery of parsimonious representations for the latent dynamics. A series of numerical studies is presented to demonstrate the effectiveness of the proposed GP-NODE method including predator–prey systems, systems biology and a 50-dimensional human motion dynamical system. This article is part of the theme issue ‘Data-driven prediction in dynamical systems’.

Science & Technology - Other Topics↗
DOE OSTI2025

Direct statistical simulation of the Lorenz96 system in model reduction approaches

Direct statistical simulation (DSS) of nonlinear dynamical systems bypasses the traditional route of accumulating statistics by lengthy direct numerical simulations by solving the equations that govern the statistics themselves. DSS suffers, however, from the curse of dimensionality as the statistics (such as correlations) generally have higher dimensions than the underlying dynamical variables. Here we investigate two approaches to reduce the dimensionality of DSS, illustrating each method with numerical experiments with the Lorenz96 dynamical system. The forms of DSS chosen here involve approximate closures at second and third order in the equal-time cumulants. We demonstrate significant reduction in computational effort that can be achieved without sacrificing the accuracy of DSS. The methods developed here can be applied to turbulent fluid and magnetohydrodynamical systems. Published by the American Physical Society 2025

Li, Kuan↗
DOE OSTI2022

Towards sharp error analysis of extended Lagrangian molecular dynamics

The extended Lagrangian molecular dynamics (XLMD) method provides a useful framework for reducing the computational cost of a class of molecular dynamics simulations with constrained latent variables. The XLMD method relaxes the constraints by introducing a fictitious mass ε for the latent variables and solving a set of singularly perturbed ordinary differential equations. While favorable numerical performance of XLMD has been demonstrated in several different contexts in the past decade, mathematical analysis of the method remains scarce. Here, we propose the first error analysis of the XLMD method in the context of a classical polarizable force field model. While the dynamics with respect to the atomic degrees of freedom are general and nonlinear, the key mathematical simplification of the polarizable force field model is that the constraints on the latent variables are given by a linear system of equations. We prove that when the initial value of the latent variables is compatible in a sense that we define, XLMD converges as the fictitious mass ε is made small with $\mathscr{O}$(ε) error for the atomic degrees of freedom and with $\mathscr{O}$($\sqrt{ε}$) error for the latent variables, when the dimension of the latent variable d' is 1. Furthermore, when the initial value of the latent variables is improved to be optimally compatible in a certain sense, we prove that the convergence rate can be improved to $\mathscr{O}$(ε) for the latent variables as well. Numerical results verify that both estimates are sharp not only for d'=1, but also for arbitrary d'. In the setting of general d', we do obtain convergence, but with the non-sharp rate of $\mathscr{O}$($\sqrt{ε}$) for both the atomic and latent variables.

74 ATOMIC AND MOLECULAR PHYSICS↗
DOE OSTI2026

Multibody for Everybody (M4E) - A Linearization Approach to Enable Frequency Domain Analysis, Time Integration and Control Co-Design

1.1 Background/Objectives: Marine energy represents a promising yet underexploited source of power. To increase the harvested power, significant efforts have been made to improve wave energy converter (WEC) modeling capabilities and optimize power take-off (PTO) performance; however, these efforts have often treated WEC dynamics, PTO design, and controller development sequentially. In contrast, control co-design (CCD) is emerging as a promising strategy to address these issues directly, creating a growing need for fast analysis tools suitable for repeated simulation and parametric studies [1]. To support this need, this work presents the Multibody for Everybody (M4E) [2] linearization module, which employs a symbolic toolbox to provide deeper insight of WEC design parameters. The objective is to demonstrate that a minimal-coordinate linearization of articulated WEC dynamics can provide accurate wave response predictions and substantial computational savings relative to nonlinear time-domain simulation, while preserving compatibility with broader wave-energy analysis workflows, enabling CCD. 1.2 Approach/Activities: The proposed approach linearizes the equations of motion, generated by M4E, in minimal coordinates about a selected operating point and combines the resulting system with frequencydomain hydrodynamic terms to incorporate the reduced mass, damping, stiffness, and forcing operators. The linearized model is used for both impedance-based response amplitude operator (RAO) prediction and rapid regular-wave time integration. The methodology is demonstrated on a single-flap device and a FOSWEC configuration, with linearized M4E responses compared against the corresponding nonlinear M4E simulations and WEC-Sim results. Regular-wave time histories, RAO trends, and runtime differences are assessed. The framework is also compatible with broader wave-energy workflows, including coupling to WecOptTool, although that capability is not the focus of this work [3]. 1.3 Results/Lessons: The linearized M4E model reproduces key regularwave response characteristics such as integration and Response Amplitude over multiple frequencies. This module matches nonlinear M4E and WEC-Sim results while substantially reducing integration cost. Thus, the proposed framework can serve as a rapid analysis layer for articulated WEC design, parameter studies, and controls-oriented workflows. The analysis is most appropriate in the near-equilibrium regime, about the linearization point.

16 TIDAL AND WAVE POWER↗
DOE OSTI2025

McCormick envelopes in mixed-integer PDE-constrained optimization

McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for example, in branch-and-bound procedures for mixed-integer nonlinear programs but have not gained much attention in PDE-constrained optimization so far. This lack of attention may be due to the distributed nature of such problems, which on the one hand leads to infinitely many linear constraints (generally state constraints that may be difficult to handle) in addition to the state equation for a pointwise formulation of the McCormick envelopes and renders bound-tightening procedures that successively improve the resulting convex relaxations computationally intractable. We analyze McCormick envelopes for a model problem class that is governed by a semilinear PDE involving a bilinearity and integrality constraints. We approximate the nonlinearity and in turn the McCormick envelopes by averaging the involved terms over the cells of a partition of the computational domain on which the PDE is defined. This yields convex relaxations that underestimate the original problem up to an a priori error estimate that depends on the mesh size of the discretization. These approximate McCormick relaxations can be improved by means of an optimization-based bound-tightening procedure. We show that their minimizers converge to minimizers to a limit problem with a pointwise formulation of the McCormick envelopes when driving the mesh size to zero. We provide a computational example, for which we certify all of our imposed assumptions. The results point to both the potential of the methodology and the gaps in the research that need to be closed. Our methodology provides a framework first for obtaining pointwise underestimators for nonconvexities and second for approximating them with finitely many linear inequalities in an infinite-dimensional setting.

Approximations and Expansions↗
DOE OSTI2026

Interplay between Ultrafast Electronic and Librational Dynamics in Liquid Nitrobenzene Probed with Two-Color Four-Wave Mixing

Here, we present an experimental and theoretical study of the interplay between ultrafast electron dynamics and librational dynamics in liquid nitrobenzene. A femtosecond ultraviolet pulse and two femtosecond near-infrared pulses interact with nitrobenzene molecules, generating a four-wave mixing nonlinear signal measured in the Optical Kerr Effect geometry. The signal is measured to be nonzero only at negative time delays, corresponding to the near-infrared pulses arriving before the ultraviolet pulse. We perform time-dependent Quantum Master Equation calculations with classical libration to simulate the experiment. The simulations support the conclusion that the near-infrared pulses launch librational motion while creating electronic coherences resulting in a libration-modulated electronic nonlinear response. The analysis of the phase-matched four-wave mixing signals suggests a nonparametric process leaving the molecules in an excited electronic state, providing new insight into ultrafast nonlinear optical interactions in liquids and advancing toward probing ultrafast electronic coherences in complex molecular liquids.

Shivaram, Niranjan [Lawrence Berkeley National Lab↗
DOE OSTI2024

A system identification approach for non-intrusive reduced order modeling of radiation-induced photocurrents

In this study, development of compact photocurrent models is currently dominated by analytical techniques that rely on physical assumptions to render the governing equations solvable in a closed form. Violation of these assumptions can reduce the accuracy of the models and/or limit their scope. In this paper we show that system identification of nonlinear state-space systems can serve as an alternative numerical basis for non-intrusive reduced order modeling of photocurrent effects. To that end we develop a compact gray box photocurrent model (GBPM) by using a state-space representation with a low-dimensional latent state equation that mimics a mathematical model for the response of an idealized class of devices to ionizing radiation. In so doing we obtain a model that learns the dynamics of a quantity of interest directly from its measurements without requiring snapshots of the internal device state or its discretized model, and can be inferred from very small data sets. To demonstrate the approach we train the GBPM using a small experimental data set for a Z5236 Zener diode and a small synthetic data set obtained by simulating a synthetic pn-junction device. We then compare the GBPMs with black box models trained on the same data and show that performance of the latter is limited by the size of the data set, while the former are able to achieve excellent performance in both the reproductive and the predictive regimes.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Graph-Based Representations and Applications to Process Simulation

Rapid and robust convergence of a process flowsheet is critical to enable large-scale simulations that address core scientific questions related to process design, optimization, and sustainability. However, due to the highly coupled and nonlinear nature of chemical processes, efficiently solving a flowsheet remains a challenge. In this work, we show that graph representations of the underlying physical phenomena in unit operations may help identify potential avenues to systematically reformulate the network of equations and enable more robust topology-based convergence of flowsheets. To this end, we developed graph abstractions of the governing equations of vapor-liquid and liquid-liquid equilibrium separation equipment. These graph abstractions consist of a mesh of interconnected variable nodes and equation nodes that are systematically generated through PhenomeNode, a new open-source library in Python developed in this study. We show that partitioning the graph into separate mass, energy, and equilibrium subgraphs can help decouple nonlinearities and guide decomposition algorithms. By employing the graph abstraction on an industrial separation process for separating glacial acetic acid from water, we implemented a new block decomposition scheme in BioSTEAM and demonstrated that this can accelerate convergence over a traditional sequential modular approach.

Distillation↗
DOE OSTI2024

Robust Tensor Hypercontraction of the Particle–Particle Ladder Term in Equation-of-Motion Coupled Cluster Theory

One method of representing a high-rank tensor as a (hyper-)product of lower-rank tensors is the tensor hypercontraction (THC) method of Hohenstein et al. This strategy has been found to be useful for reducing the polynomial scaling of coupled-cluster methods by representation of a four-dimensional tensor of electron-repulsion integrals in terms of five two-dimensional matrices. Pierce et al. have already shown that the application of a robust form of THC to the particle–particle ladder (PPL) term reduces the cost of this term in couple-cluster singles and doubles (CCSD) from O(N 6 ) to O(N 5 ) with negligible errors in energy with respect to the density-fitted variant. In this work, we have implemented the least-squares variant of THC (LS-THC) which does not require a nonlinear tensor factorization, including the robust form (R-LS-THC), for the calculation of the excitation and electron attachment energies using equation-of-motion coupled cluster methods EOMEE-CCSD and EOMEA-CCSD, respectively. We have benchmarked the effect of the R-LS-THC-PPL approximation on excitation energies using the comprehensive QUEST database and the accuracy of electron attachment energies using the NAB22 database. Here, we find that errors on the order of 1 meV are achievable with a reduction in total calculation time of approximately 5x.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2025

Strongly nonlinear wave propagation in elasto-plastic metamaterials: Low-order dynamic modeling

Nonlinear elastic metamaterials are known to support a variety of dynamic phenomena that enhance our capacity to manipulate elastic waves. Since these properties stem from complex, subwavelength geometry, full-scale dynamic simulations are often prohibitively expensive at scales of interest. Prior studies have therefore utilized low-order effective medium models, such as discrete mass-spring lattices, to capture essential properties in the long-wavelength limit. While models of this type have been successfully implemented for a wide variety of nonlinear elastic systems, they have predominantly considered dynamics depending only on the instantaneous kinematics of the lattice, neglecting history-dependent effects, such as wear and plasticity. Here, to address this limitation, the present study develops a lattice-based modeling framework for nonlinear elastic metamaterials undergoing plastic deformation. Due to the history- and rate-dependent nature of plasticity, the framework generally yields a system of differential-algebraic equations whose computational cost is significantly greater than an elastic system of comparable size. We demonstrate the method using several models inspired by classical lattice dynamics and continuum plasticity theory and explore means to obtain empirical plasticity models for general geometries, thereby gaining insight into the influence of microstructural plasticity on effective material performance, which can be used to improve the design of nonlinear mechanical metamaterials.

Dynamic simulation↗
DOE OSTI2020

Analytical model of plasma response to external magnetic perturbation in absence of no-slip condition

Recent simulation and experimental results suggest that the magnetic island and flow on a resonant surface often do not satisfy the “no-slip” condition in the steady state. A new theoretical model on a nonlinear plasma response to external magnetic perturbation in the absence of a no-slip condition is proposed. The model is composed of the equations for the evolution of both the width and phase of the magnetic island due to forced reconnection driven by the external magnetic perturbation, and the force-balance equation for the plasma flow. When the island width is much less than the resistive layer width, the island growth is governed by the linear Hahm–Kulsrud–Taylor solution in the presence of time-dependent plasma flow. In the other regime when the island width is much larger than the resistive layer width, the evolution of both the island width and phase can be described using the Rutherford theory. The island solution is used to construct the quasilinear electromagnetic force, which, together with the viscous one, contributes to the nonlinear variation in plasma flow. The no-slip condition assumed in the conventional error field theory is not imposed here, where the island oscillation frequency depends on but does not necessarily equal to the plasma flow frequency at the rational surface.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2023

Reliable extrapolation of deep neural operators informed by physics or sparse observations

Deep neural operators can learn nonlinear mappings between infinite-dimensional function spaces via deep neural networks. As promising surrogate solvers of partial differential equations (PDEs) for real-time prediction, deep neural operators such as deep operator networks (DeepONets) provide a new simulation paradigm in science and engineering. Pure data-driven neural operators and deep learning models, in general, are usually limited to interpolation scenarios, where new predictions utilize inputs within the support of the training set. However, in the inference stage of real-world applications, the input may lie outside the support, i.e., extrapolation is required, which may result to large errors and unavoidable failure of deep learning models. Here, we address this challenge of extrapolation for deep neural operators. First, we systematically investigate the extrapolation behavior of DeepONets by quantifying the extrapolation complexity, via the 2-Wasserstein distance between two function spaces and propose a new strategy of bias–variance trade-off for extrapolation with respect to model capacity. Subsequently, we develop a complete workflow, including extrapolation determination, and we propose five reliable learning methods that guarantee a safe prediction under extrapolation by requiring additional information—the governing PDEs of the system or sparse new observations. The proposed methods are based on either fine-tuning a pre-trained DeepONet or multifidelity learning. We demonstrate the effectiveness of the proposed framework for various types of parametric PDEs. Furthermore, our systematic comparisons provide practical guidelines for selecting a proper extrapolation method depending on the available information, desired accuracy, and required inference speed.

42 ENGINEERING↗