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At least 523 records · Page 29

Dynamic modelling of slip in a wind turbine spherical roller main bearing

This paper considers the problem of the dynamic modelling of macro slip in spherical roller bearings. By revisiting the fundamental physics which drive these systems, potential issues in existing models have been identified. Furthermore, in pure rolling conditions it was found that governing differential equations become "stiff", requiring the use of implicit methods of time integration. The problem of individual roller macro slip in a wind turbine main bearing is then investigated using a simplified representation of system dynamics. Model results indicate clear links between slip/friction and the operational strategy of the wind turbine, as well as significantly higher frictional effects in the downwind main bearing row. Due to modelling simplifications, these results should not yet be considered conclusive, with further work required.

17 WIND ENERGY↗

Binary optimal control by trust-region steepest descent

Abstract We present a trust-region steepest descent method for dynamic optimal control problems with binary-valued integrable control functions. Our method interprets the control function as an indicator function of a measurable set and makes set-valued adjustments derived from the sublevel sets of a topological gradient function. By combining this type of update with a trust-region framework, we are able to show by theoretical argument that our method achieves asymptotic stationarity despite possible discretization errors and truncation errors during step determination. To demonstrate the practical applicability of our method, we solve two optimal control problems constrained by ordinary and partial differential equations, respectively, and one topological optimization problem.

97 MATHEMATICS AND COMPUTING↗

A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations

Many applications require minimizing the sum of smooth and nonsmooth functions. For example, basis pursuit denoising problems in data science require minimizing a measure of data misfit plus an $\ell^1$-regularizer. Similar problems arise in the optimal control of partial differential equations (PDEs) when sparsity of the control is desired. Here, we develop a novel trust-region method to minimize the sum of a smooth nonconvex function and a nonsmooth convex function. Our method is unique in that it permits and systematically controls the use of inexact objective function and derivative evaluations. When using a quadratic Taylor model for the trust-region subproblem, our algorithm is an inexact, matrix-free proximal Newton-type method that permits indefinite Hessians. We prove global convergence of our method in Hilbert space and demonstrate its efficacy on three examples from data science and PDE-constrained optimization.

97 MATHEMATICS AND COMPUTING↗

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↗

An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an Itô type stochastic differential equation with control process entering both in the drift and the diffusion, and is observed partially. The optimal control of feedback form is determined based on the available observational data. In this work, we call this type of control problems the data driven feedback control. The computational framework that we introduce to solve such type of problems aims to find the best estimate for the optimal control as a conditional expectation given the observational information. To make our method feasible in providing timely feedback to the controlled system from data, we develop an efficient stochastic optimization algorithm to implement our computational framework.

97 MATHEMATICS AND COMPUTING↗

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↗

Efficient Multigrid Reduction-in-Time for Method-of-Lines Discretizations of Linear Advection

Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that many of these methods perform quite poorly for advection-dominated problems. In this report we analyze the particular iterative parallel-in-time algorithm of multigrid reduction-in-time (MGRIT) for discretizations of constant-wave-speed linear advection problems. We focus on common method-of-lines discretizations that employ upwind finite differences in space and Runge-Kutta methods in time. Using a convergence framework we developed in previous work, we prove for a subclass of these discretizations that, if using the standard approach of rediscretizing the fine-grid problem on the coarse grid, robust MGRIT convergence with respect to CFL number and coarsening factor is not possible. This poor convergence and non-robustness is caused, at least in part, by an inadequate coarse-grid correction for smooth Fourier modes in space-time known as characteristic components. We propose an alternative coarse-grid operator that provides a better correction of these modes. This coarse-grid operator is related to previous work and uses a semi-Lagrangian discretization combined with an implicitly treated truncation error correction. Theory and numerical experiments show the proposed coarse-grid operator yields fast MGRIT convergence for many of the method-of-lines discretizations considered, including for both implicit and explicit discretizations of high order. Parallel results demonstrate speed-up over sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗

Boundary Corrections for Kernel Approximation to Differential Operators

The kernel-based approach to operator approximation for partial differential equations has been shown to be unconditionally stable for linear PDEs and numerically exhibit unconditional stability for non-linear PDEs. These methods have the same computational cost as an explicit finite difference scheme but can exhibit order reduction at boundaries. In previous work on periodic domains, order reduction was addressed, yielding high-order accuracy. The issue addressed in this work is the elimination of order reduction of the kernel-based approach for a more general set of boundary conditions. Further, we consider the case of both first and second order operators. To demonstrate the theory, we provide not only the mathematical proofs but also experimental results by applying various boundary conditions to different types of equations. The results agree with the theory, demonstrating a systematic path to high order for kernel-based methods on bounded domains.

97 MATHEMATICS AND COMPUTING↗

Simultaneous optimal system and controller design for multibody systems with joint friction using direct sensitivities

Abstract Real-world multibody systems are often subject to phenomena like friction, joint clearances, and external events. These phenomena can significantly impact the optimal design of the system and its controller. This work addresses the gradient-based optimization methodology for multibody dynamic systems with joint friction using a direct sensitivity approach. The Brown–McPhee model has been used to characterize the joint friction in the system. This model is suitable for the study due to its accuracy for dynamic simulation and its compatibility with sensitivity analysis. This novel methodology supports codesign of the multibody system and its controller, which is especially relevant for applications like robotics and servo-mechanical systems, where the actuation and design are highly dependent on each other. Numerical results are obtained using a software package written in Julia with state-of-the-art libraries for automatic differentiation and differential equations. Three case studies are provided to demonstrate the attractive properties of simultaneous optimal design and control approach for certain applications.

Verulkar, Adwait↗

Approximating the linear response of physical chaos

Abstract Parametric derivatives of statistics are highly desired quantities in prediction, design optimization and uncertainty quantification. In the presence of chaos, the rigorous computation of these quantities is certainly possible, but mathematically complicated and computationally expensive. Based on Ruelle’s formalism, this paper shows that the sophisticated linear response algorithm can be dramatically simplified in higher-dimensional systems featuring statistical homogeneity in the physical space. We argue that the contribution of the SRB (Sinai–Ruelle–Bowen) measure gradient, which is an integral yet the most cumbersome part of the full algorithm, is negligible if the objective function is appropriately aligned with unstable manifolds. This abstract condition could potentially be satisfied by a vast family of real-world chaotic systems, regardless of the physical meaning and mathematical form of the objective function and perturbed parameter. We demonstrate several numerical examples that support these conclusions and that present the use and performance of a simplified linear response algorithm. In the numerical experiments, we consider physical models described by differential equations, including Lorenz 96 and Kuramoto–Sivashinsky.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Optimal mitigation and control over power system dynamics for stochastic grid resilience

Optimal mitigation planning for highly disruptive contingencies to a transmission-level power system requires optimization with dynamic power system constraints, due to the key role of dynamics in system stability to major perturbations. We formulate a generalized disjunctive program to determine optimal grid component hardening choices for protecting against major failures, with differential algebraic constraints representing system dynamics (specifically, differential equations representing generator and load behavior and algebraic equations representing instantaneous power balance over the transmission system). We optionally allow stochastic optimal pre-positioning across all considered failure scenarios, and optimal emergency control within each scenario. This novel formulation allows, for the first time, analyzing the resilience interdependencies of mitigation planning, preventive control, and emergency control. Using all three strategies in concert is particularly effective at maintaining robust power system operation under severe contingencies, as we demonstrate on the western system coordinating council 9-bus test system using synthetic multi-device outage scenarios.

30 DIRECT ENERGY CONVERSION↗

Direct Estimation of Parameters in ODE Models Using WENDy: Weak-Form Estimation of Nonlinear Dynamics

Abstract We introduce the Weak-form Estimation of Nonlinear Dynamics (WENDy) method for estimating model parameters for non-linear systems of ODEs. Without relying on any numerical differential equation solvers, WENDy computes accurate estimates and is robust to large (biologically relevant) levels of measurement noise. For low dimensional systems with modest amounts of data, WENDy is competitive with conventional forward solver-based nonlinear least squares methods in terms of speed and accuracy. For both higher dimensional systems and stiff systems, WENDy is typically both faster (often by orders of magnitude) and more accurate than forward solver-based approaches. The core mathematical idea involves an efficient conversion of the strong form representation of a model to its weak form, and then solving a regression problem to perform parameter inference. The core statistical idea rests on the Errors-In-Variables framework, which necessitates the use of the iteratively reweighted least squares algorithm. Further improvements are obtained by using orthonormal test functions, created from a set of $$C^{\infty }$$ C ∞ bump functions of varying support sizes.We demonstrate the high robustness and computational efficiency by applying WENDy to estimate parameters in some common models from population biology, neuroscience, and biochemistry, including logistic growth, Lotka-Volterra, FitzHugh-Nagumo, Hindmarsh-Rose, and a Protein Transduction Benchmark model. Software and code for reproducing the examples is available at https://github.com/MathBioCU/WENDy .

97 MATHEMATICS AND COMPUTING↗

Inferring Stochastic Rates from Heterogeneous Snapshots of Particle Positions

Many imaging techniques for biological systems—like fixation of cells coupled with fluorescence microscopy—provide sharp spatial resolution in reporting locations of individuals at a single moment in time but also destroy the dynamics they intend to capture. In this study, these snapshot observations contain no information about individual trajectories, but still encode information about movement and demographic dynamics, especially when combined with a well-motivated biophysical model. The relationship between spatially evolving populations and single-moment representations of their collective locations is well-established with partial differential equations (PDEs) and their inverse problems. However, experimental data is commonly a set of locations whose number is insufficient to approximate a continuous-in-space PDE solution. Here, motivated by popular subcellular imaging data of gene expression, we embrace the stochastic nature of the data and investigate the mathematical foundations of parametrically inferring demographic rates from snapshots of particles undergoing birth, diffusion, and death in a nuclear or cellular domain. Toward inference, we rigorously derive a connection between individual particle paths and their presentation as a Poisson spatial process. Using this framework, we investigate the properties of the resulting inverse problem and study factors that affect quality of inference. One pervasive feature of this experimental regime is the presence of cell-to-cell heterogeneity. Rather than being a hindrance, we show that cell-to-cell geometric heterogeneity can increase the quality of inference on dynamics for certain parameter regimes. Altogether, the results serve as a basis for more detailed investigations of subcellular spatial patterns of RNA molecules and other stochastically evolving populations that can only be observed for single instants in their time evolution.

59 BASIC BIOLOGICAL SCIENCES↗

Mesoscopic Modeling and Rapid Simulation of Incremental Changes in Epidemic Scenarios on GPUs

In simulation-based studies and analyses of epidemics, a major challenge lies in resolving the conflict between fidelity of models and the speed of their simulation. Another related challenge arises in dealing with the large number of what–if scenarios that need to be explored. Here, we describe new computational methods that together provide an approach to dealing with both challenges. A mesoscopic modeling approach is described that strikes a middle ground between macroscopic models based on coupled differential equations and microscopic models built on fine-grained behaviors at the individual entity level. The mesoscopic approach offers the ability to incorporate complex compositions of multiple layers of dynamics even while retaining the potential for aggregate behaviors at varying levels. It also is an excellent match to the accelerator-based architectures of modern computing platforms in which graphical processing units (GPUs) can be exploited for fast simulation via the parallel execution mode of single instruction multiple thread (SIMT). The challenge of simulating a large number of scenarios is addressed via a method of sharing model state and computation across a tree of what–if scenarios that are localized, incremental changes to a large base simulation. A combination of the mesoscopic modeling approach and the incremental what–if scenario tree evaluation has been implemented in the software on modern GPUs. Synthetic simulation scenarios are presented to demonstrate the computational characteristics of our approach. Results from the experiments with large population data, including USA, UK, and India, illustrate the modeling methodology and computational performance on thousands of synthetically generated what–if scenarios. Execution of our implementation scaled to 8192 GPUs of supercomputing platforms demonstrates the ability to rapidly evaluate what–if scenarios several orders of magnitude faster than the conventional methods.

97 MATHEMATICS AND COMPUTING↗

Physics-Informed Neural Networks for PDE-Constrained Optimization and Control

The goal of optimal control is to determine a sequence of inputs for maximizing or minimizing a given performance criterion subject to the dynamics and constraints of the system under observation. This work introduces Control Physics-Informed Neural Networks (PINNs), which simultaneously learn both the system states and the optimal control signal in a single-stage framework that leverages the system’s underlying physical laws. While prior approaches often follow a two-stage process-modeling, the system first and then devising its control—the presented novel framework embeds the necessary optimality conditions directly into the network architecture and loss function. We demonstrate the effectiveness of the novel methodology by solving various open-loop optimal control problems governed by analytical, one-dimensional, and two-dimensional partial differential equations (PDEs).

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↗

From PINNs to PIKANs: recent advances in physics-informed machine learning

Physics-Informed Neural Networks (PINNs) have emerged as a key tool in Scientific Machine Learning since their introduction in 2017, enabling the efficient solution of ordinary and partial differential equations using sparse measurements. Over the past few years, significant advancements have been made in the training and optimization of PINNs, covering aspects such as network architectures, adaptive refinement, domain decomposition, and the use of adaptive weights and activation functions. A notable recent development is the Physics-Informed Kolmogorov-Arnold Networks (PIKANS), which leverage a representation model originally proposed by Kolmogorov in 1957, offering a promising alternative to traditional PINNs. In this review, we provide a comprehensive overview of the latest advancements in PINNs, focusing on improvements in network design, feature expansion, optimization techniques, uncertainty quantification, and theoretical insights. We also survey key applications across a range of fields, including biomedicine, fluid and solid mechanics, geophysics, dynamical systems, heat transfer, chemical engineering, and beyond. Lastly, we review computational frameworks and software tools developed by both academia and industry to support PINN research and applications.

Kolmogorov-Arnold networks↗

Causality-respecting adaptive refinement for PINNs: enabling precise interface evolution in phase field modeling

Physics-informed neural networks (PINNs) have emerged as a powerful tool for solving physical systems described by partial differential equations (PDEs). However, their accuracy in dynamical systems, particularly those involving sharp moving boundaries with complex initial morphologies, remains a challenge. Here, this study introduces an approach combining residual-based adaptive refinement (RBAR) with causality-informed training to enhance the performance of PINNs in solving spatio-temporal PDEs. Our method employs a three-step iterative process: initial causality-based training, RBAR-guided domain refinement, and subsequent causality training on the refined mesh. Applied to the Allen-Cahn equation, a widely-used model in phase field simulations, our approach demonstrates significant improvements in solution accuracy and computational efficiency over traditional PINNs. Notably, we observe an ‘overshoot and relocate’ phenomenon in dynamic cases with complex morphologies, showcasing the method’s adaptive error correction capabilities. This synergistic interaction between RBAR and causality training enables accurate capture of interface evolution, even in challenging scenarios where traditional PINNs fail. Our framework not only resolves the limitations of uniform refinement strategies but also provides a generalizable methodology for solving a broad range of spatio-temporal PDEs. The enhanced performance of the RBAR–causality combined framework demonstrates its strong potential for advancing PINN-based modeling of physical systems characterized by complex, evolving interfaces.

Allen-Cahn equations↗