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45 records · Page 3

Nonlinear proper orthogonal decomposition for convection-dominated flows

Autoencoder techniques find increasingly common use in reduced order modeling as a means to create a latent space. This reduced order representation offers a modular data-driven modeling approach for nonlinear dynamical systems when integrated with a time series predictive model. In this Letter, we put forth a nonlinear proper orthogonal decomposition (POD) framework, which is an end-to-end Galerkin-free model combining autoencoders with long short-term memory networks for dynamics. By eliminating the projection error due to the truncation of Galerkin models, a key enabler of the proposed nonintrusive approach is the kinematic construction of a nonlinear mapping between the full-rank expansion of the POD coefficients and the latent space where the dynamics evolve. We test our framework for model reduction of a convection-dominated system, which is generally challenging for reduced order models. Our approach not only improves the accuracy, but also significantly reduces the computational cost of training and testing.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

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↗

Parallel-in-Time Solution of Scalar Nonlinear Conservation Laws

Here, we consider the parallel-in-time solution of scalar nonlinear conservation laws in one spatial dimension. The equations are discretized in space with a conservative finite-volume method using weighted essentially nonoscillatory (WENO) reconstructions, and in time with high-order explicit Runge–Kutta methods. The solution of the global, discretized space-time problem is sought via a nonlinear iteration that uses a novel linearization strategy in cases of nondifferentiable equations. Under certain choices of discretization and algorithmic parameters, the nonlinear iteration coincides with Newton’s method, although, more generally, it is a preconditioned residual correction scheme. At each nonlinear iteration, the linearized problem takes the form of a certain discretization of a linear conservation law over the space-time domain in question. An approximate parallel-in-time solution of the linearized problem is computed with a single multigrid reduction-in-time (MGRIT) iteration; however, any other effective parallel-in-time method could be used in its place. The MGRIT iteration employs a novel coarse-grid operator that is a modified conservative semi-Lagrangian discretization and generalizes those we have developed previously for nonconservative scalar linear hyperbolic problems. Numerical tests are performed for the inviscid Burgers and Buckley–Leverett equations. For many test problems, the solver converges in just a handful of iterations with a convergence rate independent of mesh resolution, including problems with (interacting) shocks and rarefactions.

97 MATHEMATICS AND COMPUTING↗

Implicit fast sweeping method for hyperbolic systems of conservation laws

Implicit time-accurate methods are often used to integrate stiff problems where explicit schemes impose severe time step restrictions. This paper presents an efficient numerical framework based on the Fast Sweeping Method (FSM) for solving linear and nonlinear hyperbolic systems of conservation laws. The solution at each discrete location is computed by sweeping the numerical domain in several predetermined directions that follow the causality of the characteristic families. The use of a fractional step strategy eliminates the need for a solution selection criterion while one-sided stencils limit the number of sweeps to at most 2 d for d space dimensions. This work focuses on the first-order implicit upwind method since it constitutes the building block for high-order conservative schemes. For problems where the degree of stiffness evolves over time, implicit-explicit hybridization can be accomplished with the same algorithm by simply switching the stencil at each time level. As opposed to traditional implicit solvers, the sweeping method does not require a local time linearization of the fluxes thereby preserving the nonlinear stability properties of the original implicit scheme. It also avoids the large computational and memory requirements associated with solving large block-diagonal systems of equations. Here, a series of one- and two-dimensional test cases are presented for the inviscid Burgers' equation and the reactive Euler equations. The results indicate that the implicit FSM can allow a major reduction in the number of time steps even in the presence of discontinuous solution profiles.

74 ATOMIC AND MOLECULAR PHYSICS↗

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↗

Heterogeneous Mixtures of Dictionary Functions to Approximate Subspace Invariance in Koopman Operators: Why Deep Koopman Operators Work

Abstract Koopman operators model nonlinear dynamics as a linear dynamic system acting on a nonlinear function as the state. This nonstandard state is often called a Koopman observable and is usually approximated numerically by a superposition of functions drawn from a dictionary . In a widely used algorithm, extended dynamic mode decomposition (EDMD), the dictionary functions are drawn from a fixed class of functions. Deep learning combined with EDMD has been used to learn novel dictionary functions in an algorithm called deep dynamic mode decomposition (deepDMD). The learned representation both (1) accurately models and (2) scales well with the dimension of the original nonlinear system. In this paper, we analyze the learned dictionaries from deepDMD and explore the theoretical basis for their strong performance. We explore State-Inclusive Logistic Lifting (SILL) dictionary functions to approximate Koopman observables. Error analysis of these dictionary functions show they satisfy a property of subspace approximation, which we define as uniform finite approximate closure. Typically, a Koopman dictionary’s nonlinear functions are homogeneous. In this paper, we discover that structured mixing of heterogeneous dictionary functions drawn from different classes of nonlinear functions achieve the same accuracy and dimensional scaling as the deep-learning-based deepDMD algorithm Yeung et al. ( In: 2019 American Control Conference (ACC), 2019). We specifically show this by building a heterogeneous dictionary comprised of SILL functions and conjunctive radial basis functions (RBFs). This mixed dictionary achieves similar accuracy and dimensional scaling to deepDMD with an order of magnitude reduction in parameters, while maintaining geometric interpretability. These results strengthen the viability of dictionary-based Koopman models to solving high-dimensional nonlinear learning problems.

Johnson, Charles A.↗

Experimental realization of one dimensional helium

As the spatial dimension is lowered, locally stabilizing interactions are reduced, leading to the emergence of strongly fluctuating phases of matter without classical analogues. Here we report on the experimental observation of a one dimensional quantum liquid of 4 He using nanoengineering by confining it within a porous material preplated with a noble gas to enhance dimensional reduction. The resulting excitations of the confined 4 He are qualitatively different than bulk superfluid helium, and can be analyzed in terms of a mobile impurity allowing for the characterization of the emergent quantum liquid beyond the Luttinger liquid paradigm. The low dimensional helium system offers the possibility of tuning via pressure—from weakly interacting, all the way to the super Tonks-Girardeau gas of strongly interacting hard-core particles.

36 MATERIALS SCIENCE↗

Bayesian reduced-order deep learning surrogate model for dynamic systems described by partial differential equations

We propose a reduced-order deep-learning surrogate model for dynamic systems described by time-dependent partial differential equations. This method employs space–time Karhunen–Loève expansions (KLEs) of the state variables and space-dependent KLEs of space-varying parameters to identify the reduced (latent) dimensions. Subsequently, a deep neural network (DNN) is used to map the parameter latent space to the state variable latent space. An approximate Bayesian method is developed for uncertainty quantification (UQ) in the proposed KL-DNN surrogate model. The KL-DNN method is tested for the linear advection–diffusion and nonlinear diffusion equations, and the Bayesian approach for UQ is compared with the deep ensembling (DE) approach, commonly used for quantifying uncertainty in DNN models. It was found that the approximate Bayesian method provides a more informative distribution of the PDE solutions in terms of the coverage of the reference PDE solutions (the percentage of nodes where the reference solution is within the confidence interval predicted by the UQ methods) and log predictive probability. The DE method is found to underestimate uncertainty and introduce bias. For the nonlinear diffusion equation, we compare the KL-DNN method with the Fourier Neural Operator (FNO) method and find that KL-DNN is 10% more accurate and needs less training time than the FNO method.

97 MATHEMATICS AND COMPUTING↗

S-OPT: A Points Selection Algorithm for Hyper-Reduction in Reduced Order Models

While projection-based reduced order models can reduce the dimension of full order solutions, the resulting reduced models may still contain terms that scale with the full order dimension. Hyper-reduction techniques are sampling-based methods that further reduce this computational complexity by approximating such terms with a much smaller dimension. The goal of this work is to introduce the points selection algorithm developed by Shin and Xiu as a hyper-reduction method. The selection algorithm was originally proposed as a stochastic collocation method for uncertainty quantification. Since the algorithm aims at maximizing a quantity $\mathcal{S}$ that measures both the column orthogonality and the determinant, we refer to the algorithm as S-OPT. Numerical examples are provided to demonstrate the performance of S-OPT and to compare its performance with a gappy proper orthogonal decomposition (POD) algorithm. Here, we found that using the S-OPT algorithm is shown to predict the full order solutions with higher accuracy than gappy POD especially when the number of sampling points is small, although we note that S-OPT shows slow asymptotic convergence with respect to the number of samples for some applications, e.g., Lagrangian hydrodynamics.

97 MATHEMATICS AND COMPUTING↗