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All sources NASA NTRS DOE OSTI

DOE OSTI2026

ECLEIRS: Exact conservation law embedded identification of reduced states for parameterized nonlinear conservation laws from sparse and noisy data

Multi-query applications such as parameter estimation, uncertainty quantification and design optimization for parameterized partial differential equation (PDE) systems are expensive. While reduced/latent state dynamics approaches for parameterized PDEs offer a viable alternative, these approaches rely on high-quality data and struggle with highly sparse spatiotemporal noisy measurements typically obtained from experiments. Furthermore, there is no guarantee that these models satisfy governing physical conservation laws. In this article, we propose a reduced state dynamics approach, referred to as ECLEIRS, that embeds exact conservation in the solution and flux representation by utilizing a space-time divergence-free neural network formulation. We compare ECLEIRS with other reduced state dynamics approaches, those that do not enforce any physical constraints and those with physics-informed loss functions, for three shock-propagation problems: 1-D advection, 1-D Burgers and 2-D Euler equations. In conclusion, the numerical experiments conducted in this study demonstrate that ECLEIRS provides the most accurate prediction of dynamics for unseen parameters even in the presence of highly sparse and noisy data.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1990

Simulation of the collapse and dissipation of Langmuir wave packets

Particle-in-cell (PIC) simulations and Zakharov's partial differential equations (PDEs) are used to investigate the collapse of isolated Langmuir wave packets in two dimensions. Collapse thresholds are determined numerically, and the roles of enhanced Langmuir wave damping and nonlinearities not included in the standard Zakharov equations are discussed. The Langmuir wave and ion dynamics in PIC simulations are compared with the predictions of PDE simulations incorporating enhanced Langmuir damping. Electron heating and coherent acceleration in the PIC simulations are discussed and compared with predictions of the transit-time theory.

Newman, D. L.↗

DOE OSTI2025

A higher-order finite-element implementation of the nonlinear Fokker–Planck collision operator for charged particle collisions in a low density plasma

Collisions between particles in a low density plasma are described by the Fokker–Planck collision operator. In applications, this nonlinear integro-differential operator is often approximated by linearised or ad-hoc model operators due to computational cost and complexity. In this work, we present an implementation of the nonlinear Fokker–Planck collision operator written in terms of Rosenbluth potentials in the Rosenbluth–MacDonald–Judd (RMJ) form. The Rosenbluth potentials may be obtained either by direct integration or by solving partial differential equations (PDEs) similar to Poisson's equation: we optimise for performance and scalability by using sparse matrices to solve the relevant PDEs. We represent the distribution function using a tensor-product continuous-Galerkin finite-element representation and we derive and describe the implementation of the weak form of the collision operator. We present tests demonstrating a successful implementation using an explicit time integrator and we comment on the speed and accuracy of the operator. Finally, we speculate on the potential for applications in the current and next generation of kinetic plasma models.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2025

Real-time inference and extrapolation with Time-Conditioned UNet: Applications in hypersonic flows, incompressible flows, and global temperature forecasting

Neural Operators are fast and accurate surrogates for nonlinear mappings between functional spaces within training domains. Extrapolation beyond the training domain remains a grand challenge across all application areas. We present Time-Conditioned UNet (TC-UNet) as an operator learning method to solve time-dependent PDEs continuously in time without any temporal discretization, including in extrapolation scenarios. TC-UNet incorporates the temporal evolution of the PDE into its architecture by combining a parameter conditioning approach with the attention mechanism from the Transformer architecture. After training, TC-UNet makes real-time inferences on an arbitrary temporal grid. We demonstrate its extrapolation capability on a climate problem by estimating the global temperature for several years and also for inviscid hypersonic flow around a double cone. We propose different training strategies involving temporal bundling and sub-sampling. We demonstrate performance improvements for several benchmarks, performing extrapolation for long time intervals and zero-shot super-resolution time.

Deep learning↗

NASA NTRS1995

On the Importance of the Dynamics of Discretizations

It has been realized recently that the discrete maps resulting from numerical discretizations of differential equations can possess asymptotic dynamical behavior quite different from that of the original systems. This is the case not only for systems of Ordinary Differential Equations (ODEs) but in a more complicated manner for Partial Differential Equations (PDEs) used to model complex physics. The impact of the modified dynamics may be mild and even not observed for some numerical methods. For other classes of discretizations the impact may be pronounced, but not always obvious depending on the nonlinear model equations, the time steps, the grid spacings and the initial conditions. Non-convergence or convergence to periodic solutions might be easily recognizable but convergence to incorrect but plausible solutions may not be so obvious - even for discretized parameters within the linearized stability constraint. Based on our past four years of research, we will illustrate some of the pathology of the dynamics of discretizations, its possible impact and the usage of these schemes for model nonlinear ODEs, convection-diffusion equations and grid adaptations.

Sweby, Peter K.↗

DOE OSTI2025

Parallel-in-Time Solution of Hyperbolic PDE Systems via Characteristic-Variable Block Preconditioning

We consider the parallel-in-time solution of both linear and nonlinear hyperbolic partial differential equation (PDE) systems in one spatial dimension. In the nonlinear setting, the discretized equations are solved with a preconditioned residual iteration based on a global linearization. The linear(ized) equation systems are approximately solved parallel-in-time using a block preconditioner applied in the characteristic variables of the underlying linear(ized) hyperbolic PDE. This change of variables is motivated by the observation that intervariable coupling between characteristic variables is weak, at least locally where spatio-temporal variations in the eigenvectors of the associated flux Jacobian are sufficiently small, while that between the original variables is not. For an ℓ-dimensional system of PDEs, applying the preconditioner consists of solving a sequence of ℓ scalar linear(ized)-advection-like problems, each associated with a different characteristic wave-speed in the underlying linear(ized) PDE. Furthermore, we approximately solve these linear advection problems using multigrid reduction-in-time (MGRIT); however, any other suitable parallel-in-time method could be used. Numerical examples are shown for the (linear) acoustics equations in heterogeneous media and for the (nonlinear) shallow water equations and Euler equations of gas dynamics with shocks and rarefactions. For many test problems, the solver converges in just a handful of iterations and with mesh-independent convergence rates.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

Optimizing the optimizer for physics-informed neural networks and Kolmogorov-Arnold networks

Physics-Informed Neural Networks (PINNs) have revolutionized the computation of PDE solutions by integrating partial differential equations (PDEs) into the neural network’s training process as soft constraints, becoming an important component of the scientific machine learning (SciML) ecosystem. More recently, physics-informed Kolmogorv-Arnold networks (PIKANs) have also shown to be effective and comparable in accuracy with PINNs. In their current implementation, both PINNs and PIKANs are mainly optimized using first-order methods like Adam, as well as quasi-Newton methods such as BFGS and its low-memory variant, L-BFGS. However, these optimizers often struggle with highly nonlinear and non-convex loss landscapes, leading to challenges such as slow convergence, local minima entrapment, and (non)degenerate saddle points. In this study, we investigate the performance of Self- Scaled BFGS (SSBFGS), Self-Scaled Broyden (SSBroyden) methods and other advanced quasi-Newton schemes, including BFGS and L-BFGS with different line search strategies. These methods dynamically rescale updates based on historical gradient information, thus enhancing training efficiency and accuracy. We systematically compare these optimizers – using both PINNs and PIKANs – on key challenging PDEs, including the Burgers, Allen-Cahn, Kuramoto-Sivashinsky, Ginzburg-Landau, and Stokes equations. Additionally, we evaluate the performance of SSBFGS and SSBroyden for Deep Operator Network (DeepONet) architectures, demonstrating their effectiveness for data-driven operator learning. Our findings provide state-of-the-art results with orders-of-magnitude accuracy improvements without the use of adaptive weights or any other enhancements typically employed in PINNs. More broadly, our work reveal insights into the effectiveness of quasi-Newton optimization strategies in significantly improving the convergence and accurate generalization of PINNs and PIKANs.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

Bias-Variance Trade-Off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEs

Physics-Informed Neural Networks (PINNs) have triggered a paradigm shift in scientific computing, leveraging mesh-free properties and robust approximation capabilities. While proving effective for low-dimensional partial differential equations (PDEs), the computational cost of PINNs remains a hurdle in high-dimensional scenarios. This is particularly pronounced when computing high-order and high-dimensional derivatives in the physics-informed loss. Randomized Smoothing PINN (RS-PINN) introduces Gaussian noise for stochastic smoothing of the original neural net model, enabling the use of Monte Carlo methods for derivative approximation, which eliminates the need for costly automatic differentiation. Despite its computational efficiency, especially in the approximation of high-dimensional derivatives, RS-PINN introduces biases in both loss and gradients, negatively impacting convergence, especially when coupled with stochastic gradient descent (SGD) algorithms. We present a comprehensive analysis of biases in RS-PINN, attributing them to the nonlinearity of the Mean Squared Error (MSE) loss as well as the intrinsic nonlinearity of the PDE itself. We propose tailored bias correction techniques, delineating their application based on the order of PDE nonlinearity. The derivation of an unbiased RS-PINN allows for a detailed examination of its advantages and disadvantages compared to the biased version. Specifically, the biased version has a lower variance and runs faster than the unbiased version, but it is less accurate due to the bias. To optimize the bias-variance trade-off, we combine the two approaches in a hybrid method that balances the rapid convergence of the biased version with the high accuracy of the unbiased version. In addition to methodological contributions, we present an enhanced implementation of RS-PINN. Extensive experiments on diverse high-dimensional PDEs, including Fokker-Planck, Hamilton-Jacobi-Bellman (HJB), viscous Burgers’, Allen-Cahn, and Sine-Gordon equations, illustrate the bias-variance trade-off and highlight the effectiveness of the hybrid RS-PINN. Empirical guidelines are provided for selecting biased, unbiased, or hybrid versions, depending on the dimensionality and nonlinearity of the specific PDE problem.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

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↗

NASA NTRS1981

Applications of estimation theory to numerical weather prediction

Numerical weather prediction (NWP) is an initial value problem for a system of nonlinear partial differential equations in which the initial values are known only incompletely and inaccurately. Data at initial time can be supplemented, however, by observations of the system distributed over a time interval preceding it. Estimation theory was successful in approaching such problems for models governed by systems of ordinary differential equations and of linear PDEs. Estimation-theoretic methods for NWP are developed. A model exhibiting many features of large scale atmospheric flow important in NWP is the one governed by the shallow fluid equations. The estimation problem for a linearized formulation of these equations is studied. A finite difference version of the equations is used as a forecast model to simulate the numerical models used in NWP.

Cohn, S.↗

DOE OSTI2025

Scalable Algorithms for Inverse Problems With High-Dimensional Parameter Spaces

Inverse problems, which involve inferring unknown parameters from observed data, present significant computational challenges, especially in large-scale settings with high-dimensional unknown parameters and nonlinear relationships between the unknowns and observations. Bayesian inference provides an approach for addressing these problems, often relying on sequential sampling methods like Markov chain Monte Carlo (MCMC) to approximate the posterior distribution of the parameters. However, MCMC methods become computationally demanding as the dimensionality of the problem increases, particularly in large-scale systems where likelihood evaluations rely on solving partial differential equations (PDEs) on large spatial domains with finely resolved meshes. To overcome these limitations, recent advancements have focused on designing scalable computa tional techniques – for both PDE simulations and sampling strategies – to make Bayesian methods feasible for high-dimensional problems.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS2014

High-Order Implicit-Explicit Multi-Block Time-stepping Method for Hyperbolic PDEs

This work seeks to explore and improve the current time-stepping schemes used in computational fluid dynamics (CFD) in order to reduce overall computational time. A high-order scheme has been developed using a combination of implicit and explicit (IMEX) time-stepping Runge-Kutta (RK) schemes which increases numerical stability with respect to the time step size, resulting in decreased computational time. The IMEX scheme alone does not yield the desired increase in numerical stability, but when used in conjunction with an overlapping partitioned (multi-block) domain significant increase in stability is observed. To show this, the Overlapping-Partition IMEX (OP IMEX) scheme is applied to both one-dimensional (1D) and two-dimensional (2D) problems, the nonlinear viscous Burger's equation and 2D advection equation, respectively. The method uses two different summation by parts (SBP) derivative approximations, second-order and fourth-order accurate. The Dirichlet boundary conditions are imposed using the Simultaneous Approximation Term (SAT) penalty method. The 6-stage additive Runge-Kutta IMEX time integration schemes are fourth-order accurate in time. An increase in numerical stability 65 times greater than the fully explicit scheme is demonstrated to be achievable with the OP IMEX method applied to 1D Burger's equation. Results from the 2D, purely convective, advection equation show stability increases on the order of 10 times the explicit scheme using the OP IMEX method. Also, the domain partitioning method in this work shows potential for breaking the computational domain into manageable sizes such that implicit solutions for full three-dimensional CFD simulations can be computed using direct solving methods rather than the standard iterative methods currently used.

Nielsen, Tanner B.↗

NASA NTRS1993

On the dynamics of approximating schemes for dissipative nonlinear equations

Since one can rarely write down the analytical solutions to nonlinear dissipative partial differential equations (PDE's), it is important to understand whether, and in what sense, the behavior of approximating schemes to these equations reflects the true dynamics of the original equations. Further, because standard error estimates between approximations of the true solutions coming from spectral methods - finite difference or finite element schemes, for example - and the exact solutions grow exponentially in time, this analysis provides little value in understanding the infinite time behavior of a given approximating scheme. The notion of the global attractor has been useful in quantifying the infinite time behavior of dissipative PDEs, such as the Navier-Stokes equations. Loosely speaking, the global attractor is all that remains of a sufficiently large bounded set in phase space mapped infinitely forward in time under the evolution of the PDE. Though the attractor has been shown to have some nice properties - it is compact, connected, and finite dimensional, for example - it is in general quite complicated. Nevertheless, the global attractor gives a way to understand how the infinite time behavior of approximating schemes such as the ones coming from a finite difference, finite element, or spectral method relates to that of the original PDE. Indeed, one can often show that such approximations also have a global attractor. We therefore only need to understand how the structure of the attractor for the PDE behaves under approximation. This is by no means a trivial task. Several interesting results have been obtained in this direction. However, we will not go into the details. We mention here that approximations generally lose information about the system no matter how accurate they are. There are examples that show certain parts of the attractor may be lost by arbitrary small perturbations of the original equations.

Jones, Donald A.↗

DOE OSTI2025

Generalized fractional approach to solving partial differential equations with arbitrary dispersion relations

The dynamics of physical systems are typically modeled by partial differential equations (PDEs). Because of the complexity in physical systems, PDE models rely on approximations or limiting cases. To model the full complexity of physical systems, it is necessary to use multiscale approaches where appropriate models are used at each level. Alternatively, complexity can be directly tackled by fractional integrodifferential equations that must be derived for each system. Here, we argue that complexity can be restored in PDEs by describing them from a fractional calculus perspective. Rather than deriving a fractional integrodifferential equation, we reinterpret the dispersion relation of the system by use of the Riesz definition, which contains the required information relating the energy and momentum space of the system and thus fully describes their dynamics. The approach is demonstrated by two examples: the Landau–Lifshitz equation in a 1D ferromagnetic chain and a modified KdV equation supporting surface gravity waves or Euler dispersion. The presented approach is applicable to fluids, soft matter, and solid-state matter and can be readily generalized to higher dimensions and more complex systems. While numerical calculations are needed to determine the fractional operator, the approach is analytical and can be utilized to determine analytical solutions and investigate nonlinear problems.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

Central Compact Finite‐Difference Scheme With High Spectral Resolution for KdV Equation

This work presents a combination of cell‐node and cell‐centered compact finite difference scheme for the approximation of third derivatives involved in Korteweg–de Vries (KdV) equations. This approach employs a half‐shifted derivative construction at cell centers, avoiding the need for compact interpolation, thereby removing transfer errors; hence, it improves spectral resolution and maintains high‐order accuracy. Fourier analysis is performed to show the spectral properties of the proposed formulation, which provides higher spectral resolutions as compared to node‐based compact schemes. A filtering strategy is incorporated to suppress high‐frequency oscillations without compromising the accuracy of the numerical scheme, and the total variation diminishing Runge Kutta (TVDRK3) method is applied for time integration. Numerical experiments on linear, nonlinear, and coupled KdV systems are conducted, and a comparative analysis with cell‐node compact schemes confirms that the proposed scheme consistently reduces errors by up to an order of magnitude and achieves high spectral resolution properties.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

Constrained or unconstrained? Neural-network-based equation discovery from data

Throughout many fields, practitioners often rely on differential equations to model systems. Yet, for many applications, the theoretical derivation of such equations and/or the accurate resolution of their solutions may be intractable. Instead, recently developed methods, including those based on parameter estimation, operator subset selection, and neural networks, allow for the data-driven discovery of both ordinary and partial differential equations (PDEs), on a spectrum of interpretability. The success of these strategies is often contingent upon the correct identification of representative equations from noisy observations of state variables and, as importantly and intertwined with that, the mathematical strategies utilized to enforce those equations. Specifically, the latter has been commonly addressed via unconstrained optimization strategies. Representing the PDE as a neural network, we propose to discover the PDE (or the associated operator) by solving a constrained optimization problem and using an intermediate state representation similar to a physics-informed neural network (PINN). The objective function of this constrained optimization problem promotes matching the data, while the constraints require that the discovered PDE is satisfied at a number of spatial collocation points. We present a penalty method and a widely used trust-region barrier method to solve this constrained optimization problem, and we compare these methods on numerical examples. Our results on several example problems demonstrate that the latter constrained method outperforms the penalty method, particularly for higher noise levels or fewer collocation points. This work motivates further exploration into using sophisticated constrained optimization methods in scientific machine learning, as opposed to their commonly used, penalty-method or unconstrained counterparts. For both of these methods, we solve these discovered neural network PDEs with classical methods, such as finite difference methods, as opposed to PINNs-type methods relying on automatic differentiation. Here, we briefly highlight how simultaneously fitting the data while discovering the PDE improves the robustness to noise and other small, yet crucial, implementation details.

Data-driven discovery↗

DOE OSTI2026

Taylor approximation variance reduction for approximation errors in PDE-constrained Bayesian inverse problems

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a computationally cheaper alternative to the accurate parameter-to-observable mappings and/or may ignore additional unknowns or sources of uncertainty. The Bayesian approximation error (BAE) approach provides a means to account for the induced uncertainties and approximation errors, i.e. the errors between the accurate parameter-to-observable mapping and the surrogate. The statistics of these errors are, however, in general unknown a priori, and are thus calculated using Monte Carlo sampling. Although the sampling is typically carried out offline, i.e. before considering the data, the process can still represent a computational bottleneck. In this work, we develop a scalable computational approach for reducing the costs associated with the sampling stage of the BAE approach. Specifically, we consider the Taylor expansion of the accurate and surrogate forward models with respect to the uncertain parameter fields either as a control variate for variance reduction or as a means to directly and efficiently approximate the mean and covariance of the approximation errors. We propose efficient methods for evaluating the expressions for the mean and covariance of the Taylor approximations based on linear(-ized) PDE solves. Furthermore, the proposed approach is independent of the dimension of the uncertain parameter, depending instead on the intrinsic dimension of the data, ensuring scalability to high-dimensional problems. The potential benefits of the proposed approach are demonstrated for two high-dimensional inverse problems governed by PDE examples, namely for the estimation of a distributed Robin boundary coefficient in a linear diffusion problem, and for a coefficient estimation problem governed by a nonlinear diffusion problem.

Bayesian approximation error↗