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At least 559 records · Page 31

Data-Consistent Inversion for Stochastic Input-to-Output Maps

Data-consistent inversion is a recently developed measure-theoretic framework for solving a stochastic inverse problem involving models of physical systems. The goal is to construct a probability measure on model inputs (i.e., parameters of interest) whose associated push-forward measure matches (i.e., is consistent with) a probability measure on the observable outputs of the model (i.e., quantities of interest). Previous implementations required the map from parameters of interest to quantities of interest to be deterministic. This work generalizes this framework for maps that are stochastic, i.e., contain uncertainties and variation not explainable by variations in uncertain parameters of interest. Generalizations of previous theorems of existence, uniqueness, and stability of the data-consistent solution are provided while new theoretical results address the stability of marginals on parameters of interest. A notable aspect of the algorithmic generalization is the ability to query the solution to generate independent identically distributed samples of the parameters of interest without requiring knowledge of the so-called stochastic parameters. This work therefore extends the applicability of the data-consistent inversion framework to a much wider class of problems. This includes those based on purely experimental and field data where only a subset of conditions are either controllable or can be documented between experiments while the underlying physics, measurement errors, and any additional covariates are either uncertain or not accounted for by the researcher. Finally, numerical examples demonstrate application of this approach to systems with stochastic sources of uncertainties embedded within the modeling of a system and a numerical diagnostic is summarized that is useful for determining if a key assumption is verified among competing choices of stochastic maps.

97 MATHEMATICS AND COMPUTING↗

Multi-Area Model-Free State Estimation via Distributed Tensor Decomposition

This paper proposes a model-free method for distribution system state estimation based on tensor completion using canonical polyadic decomposition. In particular, we consider a setting where the network is divided into multiple areas. The measured physical quantities at buses located in the same area are processed by an area controller. A third-order tensor is constructed to collect these measured quantities. The measurements are analyzed locally to recover the full state information of the network. A closed-form iterative algorithm based on the alternating direction method of multipliers is developed to obtain the low-rank factors of the whole network state tensor where information exchange happens only between neighboring areas. To demonstrate the efficacy of the developed algorithm, numerical simulations are carried out using an IEEE test system.

alternating direction method of multipliers↗

Analysis of a New Implicit Solver for a Semiconductor Model

Here, we present and analyze a new iterative solver for implicit discretizations of a simplified Boltzmann--Poisson system. The algorithm builds on recent work that incorporated a sweeping algorithm for the Vlasov--Poisson equations as part of nested inner-outer iterative solvers for the Boltzmann--Poisson equations. The new method eliminates the need for nesting and requires only one transport sweep per iteration. It arises as a new fixed-point formulation of the discretized system which we prove to be contractive for a given electric potential. We also derive an accelerator to improve the convergence rate for systems in the drift-diffusion regime. We numerically compare the efficiency of the new solver, with and without acceleration, against a recently developed nested iterative solver.

97 MATHEMATICS AND COMPUTING↗

Conservative and Accurate Solution Transfer Between High-Order and Low-Order Refined Finite Element Spaces

Here, in this paper, we introduce general transfer operators between high-order and low-order refined finite element spaces that can be used to couple high-order and low-order simulations. Under natural restrictions on the low-order refined space we prove that both the high-to-low-order and low-to-high-order linear mappings are conservative, constant preserving, and high-order accurate. While the proof holds for affine geometries, numerical experiments indicate that the results hold for more general curved meshes. We present several numerical results confirming our analysis and demonstrate the utility of the new mappings in the context of adaptive mesh refinement and conservative multidiscretization coupling.

97 MATHEMATICS AND COMPUTING↗

A Trajectory-Driven Algorithm for Differentiating SRB Measures on Unstable Manifolds

Sinai-Ruelle-Bowen (SRB) measures are limiting stationary distributions describing the statistical behavior of chaotic dynamical systems. Directional derivatives of SRB measure densities conditioned on unstable manifolds are critical in the sensitivity analysis of hyperbolic chaos. These derivatives, known as the SRB density gradients, are by-products of the regularization of Lebesgue integrals appearing in the original linear response expression. In this paper, we propose a novel trajectory- driven algorithm for computing the SRB density gradient defined for systems with high-dimensional unstable manifolds. We apply the concept of measure preservation together with the chain rule on smooth manifolds. Due to the recursive one-step nature of our derivations, the proposed procedure is memory-efficient and can be naturally integrated with existing Monte Carlo schemes widely used in computational chaotic dynamics. Here, we numerically show the exponential convergence of our scheme, analyze the computational cost, and present its use in the context of Monte Carlo integration.

97 MATHEMATICS AND COMPUTING↗

Asynchronous Truncated Multigrid-Reduction-in-Time

In this paper, we present the new “asynchronous truncated multigrid-reduction-in-time” (AT-MGRIT) algorithm for introducing time parallelism to the solution of discretized time-dependent problems. The new algorithm is based on the multigrid-reduction-in-time (MGRIT) approach, which, in certain settings, is equivalent to another common multilevel parallel-in-time method, Parareal. In contrast to Parareal and MGRIT that both consider a global temporal grid over the entire time interval on the coarsest level, the AT-MGRIT algorithm uses truncated local time grids on the coarsest level, each grid covering certain temporal subintervals. Further, these local grids can be solved completely in an independent way from each other, which reduces the sequential part of the algorithm and, thus, increases parallelism in the method. Here, we study the effect of using truncated local coarse grids on the convergence of the algorithm, both theoretically and numerically, and show, using challenging nonlinear problems, that the new algorithm consistently outperforms classical Parareal/MGRIT in terms of time to solution.

97 MATHEMATICS AND COMPUTING↗

TRT Compton Scattering Data: Comparisons between LLNL and LANL: Pointwise

This memo is one of a pair of reports comparing Compton scattering data in the context of thermal radiation transport (TRT). This document focuses on Pointwise (PW) data while the other report focuses on Multigroup (MG) data. These complementary analyses, via PW comparisons, show if the same physics are used and if fundamental bugs are present, and, via MG comparisons, quantify macroscopic Compton effects such as mean amplification factors. No averaging of Compton data over photon energy is done for the PW comparisons, while lab-dependent numerical resolution choices become relevant for the MG comparisons. This document plots and quantifies differences in PW Compton scattering data between LANL and LLNL for four disparate temperatures on a logarithmically-spaced energy grid. PW comparisons means we use the received LLNL data as-is, without any averaging or integration over energy. In addition to LANL-to-LLNL comparisons, we investigate the impact of numerical choices on LANL PW data. For the purposes of this comparison, we neglect induced scattering.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

An optimization-based approach to parameter learning for fractional type nonlocal models

Nonlocal operators of fractional type are a popular modeling choice for applications that do not adhere to classical diffusive behavior; however, one major challenge in nonlocal simulations is the selection of model parameters. In this work we propose an optimization-based approach to parameter identification for fractional models with an optional truncation radius. We formulate the inference problem as an optimal control problem where the objective is to minimize the discrepancy between observed data and an approximate solution of the model, and the control variables are the fractional order and the truncation length. For the numerical solution of the minimization problem we propose a gradient-based approach, where we enhance the numerical performance by an approximation of the bilinear form of the state equation and its derivative with respect to the fractional order. Several numerical tests in one and two dimensions illustrate the theoretical results and show the robustness and applicability of our method.

97 MATHEMATICS AND COMPUTING↗

Engineering Computational Practices (Rev. 1)

This manual will attempt to motivate the use of an automated build system for the purposes of computational science and engineering. As part of this motivation, the surrounding computational practices of version control, documen tation, compute environment management, and regression testing will also be addressed as applied to the practice of computational engineering. Specifically, this manual intends to motivate the adoption of these traditional software engineering practices for use in research and production engineering simulation projects. This manual is not the first such effort in the greater scientific computing community. In fact, the authors relied heavily on the lesson plans of the Software Carpentry, established to teach computing skills to researchers in 1998. As the intention for this manual is to lay out fundamental practices of engineering computing, it will not attempt to fully teach the underlying concepts and will instead reference the well designed lesson plans of the Software Carpentry. Where possible, this manual will explain to general computing practices and concepts and limit discussion of specific software implementations to examples or vehicles for practice in concrete application. The specific software taught by the Software Carpentry curriculum is an excellent starting point to learn the core concepts of computational engi neering. However, the authors have found that applications to engineering simulation and analysis require translation of these software development concepts into the language and workflows of computational engineers. Adopting these computational tools may require engineers to re-imagine their workflows in some combination of traditional engineer ing and software concepts. It has also been necessary to extend existing software build systems for engineering practices beyond the simple wrap ping of engineering software execution. Where necessary, examples of specific software and their method of extension to engineering simulations will be given, with reference to the User Manual for recommended practical use. Where this manual relies on specific implementation examples, it should be understood that the practicing engineer may find that different software is more amenable to their specific work. It is always the overall collection of computational practices is more important than any specific software implementation. The ability to recognize which concepts are implemented by a software package will make a practicing engineer agile to changing project needs, computing resources, numeric solvers, programming languages, and even available funding.

42 ENGINEERING↗

Investigation of Numerical Methods for Performance Improvement of MOOSE-based System Analysis Codes

The main objective of this study is to investigate the feasibility of implementation of staggered-grid finite volume method (SG-FVM) using the MOOSE framework to support the development of the advanced system analysis code SAM. This study successfully demonstrated the integration of staggered-grid finite volume method in the application level using the MOOSE framework, although not in the framework level which should be investigated in the future. Several important properties of the implemented SG-FVM, e.g., high-order spatial accuracy and monotonicity preserving, have been demonstrated with selected numerical test cases. The superior performance in execution time was also evident based on a selected one- dimensional flow problem in a loop configuration.

97 MATHEMATICS AND COMPUTING↗

A backward SDE method for uncertainty quantification in deep learning

Here, we develop a backward stochastic differential equation based probabilistic machine learning method, which formulates a class of stochastic neural networks as a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced with the gradient computed through a backward stochastic differential equation. Convergence analysis for stochastic gradient descent optimization and numerical experiments for applications of stochastic neural networks are carried out to validate our methodology in both theory and performance.

97 MATHEMATICS AND COMPUTING↗

Deep Neural Networks are Adaptive to Function Regularity and Data Distribution in Approximation and Estimation

Deep learning has exhibited remarkable results across diverse areas. To understand its success, substantial research has been directed towards its theoretical foundations. Nev- ertheless, the majority of these studies examine how well deep neural networks can model functions with uniform regularities. In this paper, we explore a different angle: how deep neural networks can adapt to varying degrees of smoothness in functions and nonuni- form data distributions across different locations and scales. More precisely, we focus on a broad class of functions defined by nonlinear tree-based approximation methods. This class encompasses a range of function types, such as functions with uniform regularities and discontinuous functions. We develop nonparametric approximation and estimation theories for this class using deep ReLU networks. Our results show that deep neural networks are adaptive to the nonuniform smoothness of functions and nonuniform data distributions at different locations and scales. We apply our results to several function classes, and derive the corresponding approximation and generalization errors. The validity of our results is demonstrated through numerical experiments.

97 MATHEMATICS AND COMPUTING↗

A constrained-transport embedded boundary method for compressible resistive magnetohydrodynamics

Motivated by the increased interest in pulsed-power magneto-inertial fusion devices in recent years, we present a method for implementing an arbitrarily shaped embedded boundary on a Cartesian mesh while solving the equations of compressible resistive magnetohydrodynamics. The method is built around a finite volume formulation of the equations in which a Riemann solver is used to compute fluxes on the faces between grid cells, and a face-centered constrained transport formulation of the induction equation. The small time step problem associated with the cut cells is avoided by always computing fluxes on the faces and edges of the Cartesian mesh. We extend the method to model a moving interface between two materials with different properties using a ghost-fluid approach, and show some preliminary results including shock-wave-driven and magnetically-driven dynamical compressions of magnetohydrostatic equilibria. In conclusion, we present a thorough verification of the method and show that it converges at second order in the absence of discontinuities, and at first order with a discontinuity in material properties.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

HomPINNs: Homotopy physics-informed neural networks for learning multiple solutions of nonlinear elliptic differential equations

Physics-informed neural networks (PINNs) based machine learning is an emerging framework for solving nonlinear differential equations. However, due to the implicit regularity of neural network structure, PINNs can only find the flattest solution in most cases by minimizing the loss functions. In this paper, we combine PINNs with the homotopy continuation method, a classical numerical method to compute isolated roots of polynomial systems, and propose a new deep learning framework, named homotopy physics-informed neural networks (HomPINNs), for solving multiple solutions of nonlinear elliptic differential equations. The implementation of an HomPINN is a homotopy process that is composed of the training of a fully connected neural network, named the starting neural network, and training processes of several PINNs with different tracking parameters. The starting neural network is to approximate a starting function constructed by the trivial solutions, while other PINNs are to minimize the loss functions defined by boundary condition and homotopy functions, varying with different tracking parameters. These training processes are regraded as different steps of a homotopy process, and a PINN is initialized by the well-trained neural network of the previous step, while the first starting neural network is initialized using the default initialization method. Finally, several numerical examples are presented to show the efficiency of our proposed HomPINNs, including reaction-diffusion equations with a heart-shaped domain.

97 MATHEMATICS AND COMPUTING↗

Computational thermomechanics for crystalline rock. Part II: Chemo-damage-plasticity and healing in strongly anisotropic polycrystals

We present a thermal–mechanical–chemical-phase field model that captures the multi-physical coupling effects of precipitation creeping, crystal plasticity, anisotropic fracture, and crack healing in polycrystalline rock at various temperature and strain-rate regimes. This model is solved via a fast Fourier transfer solver with an operator-split algorithm to update displacement, temperature and phase field, and chemical concentration incrementally. In nuclear waste disposal in salt formation, brine inside the crystal salt may migrate along the grain boundary and cracks due to the gradient of interfacial energy and pressure. This migration has a significant implication on the permeability evolution, creep deformation, and crack healing within rock salt but is difficult to incorporate implicitly via effective medium theories compared with computational homogenization. As such, we introduce a thermodynamic framework and a corresponding computational implementation that explicitly captures the brine diffusion along the grain boundary and crack at the grain scale. Meanwhile, the anisotropic fracture and healing are captured via a high-order phase field that represents the regularized crack region in which a newly derived non-monotonic driving force is used to capture the fracture and healing due to the solution–precipitation. Numerical examples are presented to demonstrate the capacity of the thermodynamic framework to capture the multiphysics material behaviors of rock salt.

42 ENGINEERING↗

Exact enforcement of temporal continuity in sequential physics-informed neural networks

The use of deep learning methods in scientific computing represents a potential paradigm shift in engineering problem solving. One of the most prominent developments is Physics-Informed Neural Networks (PINNs), in which neural networks are trained to satisfy partial differential equations (PDEs). While this method shows promise, the standard version has been shown to struggle in accurately predicting the dynamic behavior of time-dependent problems. To address this challenge, methods have been proposed that decompose the time domain into multiple segments, employing a distinct neural network in each segment and directly incorporating continuity between them in the loss function of the minimization problem. In this work we introduce a method to exactly enforce continuity between successive time segments via a solution ansatz. This hard constrained sequential PINN (HCS-PINN) method is simple to implement and eliminates the need for any loss terms associated with temporal continuity. The method is tested for a number of benchmark problems involving both linear and non-linear PDEs. Examples include various first order time dependent problems in which traditional PINNs struggle, namely advection, Allen–Cahn, and Korteweg–de Vries equations. Furthermore, second and third order time-dependent problems are demonstrated via wave and Jerky dynamics examples, respectively. Notably, the Jerky dynamics problem is chaotic, making the problem especially sensitive to temporal accuracy. Finally, the numerical experiments conducted with the proposed method demonstrated superior convergence and accuracy over both traditional PINNs and the soft-constrained counterparts.

42 ENGINEERING↗

High-order multirate explicit time-stepping schemes for the baroclinic-barotropic split dynamics in primitive equations

In order to treat the multiple time scales of ocean dynamics in an efficient manner, the baroclinic-barotropic splitting technique has been widely used for solving the primitive equations for ocean modeling. Based on the framework of strong stability-preserving Runge-Kutta approach, we propose two high-order multirate explicit time-stepping schemes (SSPRK2-SE and SSPRK3-SE) for the resulting split system in this paper. The proposed schemes allow for a large time step to be used for the three-dimensional baroclinic (slow) mode and a small time step for the two-dimensional barotropic (fast) mode, in which each of the two mode solves just need to satisfy their respective CFL conditions for numerical stability. Specifically, at each time step, the baroclinic velocity is first computed by advancing the baroclinic mode and fluid thickness of the system with the large time-step and the assistance of some intermediate approximations of the barotropicmode obtained by substepping with the small time step; then the barotropic velocity is corrected by using the small time step to re-advance the barotropic mode un-der an improved barotropic forcing produced by interpolation of the forcing terms from the preceding baroclinic mode solves; lastly, the fluid thickness is updated by coupling the baroclinic and barotropic velocities. Additionally, numerical inconsistencies on the discretized sea surface height caused by the mode splitting are relieved via a reconciliation process with carefully calculated flux deficits. Here, two benchmark tests from the “MPAS-Ocean” platform are carried out to numerically demonstrate the performance and parallel scalability of the proposed SSPRK-SE schemes.

54 ENVIRONMENTAL SCIENCES↗

A note on higher-order and nonlinear limiting approaches for continuously bounds-preserving discontinuous Galerkin methods

In Dzanic (2024), a limiting approach for high-order discontinuous Galerkin schemes was introduced which allowed for imposing constraints on the solution continuously (i.e., everywhere within the element). While exact for linear constraint functionals, this approach only imposed a sufficient (but not the minimum necessary) amount of limiting for nonlinear constraint functionals. This short note shows how this limiting approach can be extended to allow exactness for general nonlinear quasiconcave constraint functionals through a nonlinear limiting procedure, reducing unnecessary numerical dissipation. Finally, some examples are shown for nonlinear pressure and entropy constraints in the compressible gas dynamics equations, where both analytic and iterative approaches are used.

97 MATHEMATICS AND COMPUTING↗