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At least 73 records · Page 4

Numerical methods for nonlocal and fractional models

Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to adequately model observed phenomena or are not the best available model for that purpose. On the other hand, in many situations, nonlocal models that account for interaction occurring at a distance have been shown to more faithfully and effectively model observed phenomena that involve possible singularities and other anomalies. In this article, we consider a generic nonlocal model, beginning with a short review of its definition, the properties of its solution, its mathematical analysis, and specific concrete examples. We then provide extensive discussions about numerical methods, including finite element, finite difference, and spectral methods, for determining approximate solutions of the nonlocal models considered. In that discussion, we pay particular attention to a special class of nonlocal models that are the most widely studied in the literature, namely those involving fractional derivatives. The article ends with brief considerations of several modeling and algorithmic extensions which serve to show the wide applicability of nonlocal modeling.

97 MATHEMATICS AND COMPUTING↗

Hierarchical Model Reduction Driven by Machine Learning for Parametric Advection-Diffusion-Reaction Problems in the Presence of Noisy Data

Abstract We propose a new approach to generate a reliable reduced model for a parametric elliptic problem, in the presence of noisy data. The reference model reduction procedure is the directional HiPOD method, which combines Hierarchical Model reduction with a standard Proper Orthogonal Decomposition, according to an offline/online paradigm. In this paper we show that directional HiPOD looses in terms of accuracy when problem data are affected by noise. This is due to the interpolation driving the online phase, since it replicates, by definition, the noise trend. To overcome this limit, we replace interpolation with Machine Learning fitting models which better discriminate relevant physical features in the data from irrelevant unstructured noise. The numerical assessment, although preliminary, confirms the potentialities of the new approach.

97 MATHEMATICS AND COMPUTING↗

Adaptive Space-Time Methods for Large Scale Optimal Design

When modeling complex physical systems with advanced dynamics, such as shocks and singularities, many classic methods for solving partial differential equations can return inaccurate or unusable results. One way to resolve these complex dynamics is through r-adaptive refinement methods, in which a fixed number of mesh points are shifted to areas of high interest. The mesh refinement map can be found through the solution of the Monge-Ampére equation, a highly nonlinear partial differential equation. Due to its nonlinearity, the numerical solution of the Monge-Ampére equation is nontrivial and has previously required computationally expensive methods. In this report, we detail our novel optimization-based, multigrid-enabled solver for a low-order finite element approximation of the Monge-Ampére equation. This fast and scalable solver makes r-adaptive meshing more readily available for problems related to large-scale optimal design. Beyond mesh adaptivity, our report discusses additional applications where our fast solver for the Monge-Ampére equation could be easily applied.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Sparsified time-dependent Fourier neural operators for fusion simulations

This paper presents a sparsified Fourier neural operator for coupled time-dependent partial differential equations (ST-FNO) as an efficient machine learning surrogate for fluid and particle-based fusion codes such as NIMROD (Non-Ideal Magnetohydrodynamics with Rotation - Open Discussion) and GTC (Gyrokinetic Toroidal Code). ST-FNO leverages the structures in the governing equations and utilizes neural operators to represent Green's function-like numerical operators in the corresponding numerical solvers. Once trained, ST-FNO can rapidly and accurately predict dynamics in fusion devices compared with first-principle numerical algorithms. In general, ST-FNO represents an efficient and accurate machine learning surrogate for numerical simulators for multi-variable nonlinear time-dependent partial differential equations, with the proposed architectures and loss functions. The efficacy of ST-FNO has been demonstrated using quiescent H-mode simulation data from NIMROD and kink-mode simulation data from GTC. The ST-FNO H-mode results show orders of magnitude reduction in memory and central processing unit usage in comparison with the numerical solvers in NIMROD when computing fields over a selected poloidal plane. The ST-FNO kink-mode results achieve a factor of 2 reduction in the number of parameters compared to baseline FNO models without accuracy loss.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗

Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics

We address a three-tier numerical framework based on nonlinear manifold learning for the forecasting of high-dimensional time series, relaxing the “curse of dimensionality” related to the training phase of surrogate/machine learning models. At the first step, we embed the high-dimensional time series into a reduced low-dimensional space using nonlinear manifold learning (local linear embedding and parsimonious diffusion maps). Then, we construct reduced-order surrogate models on the manifold (here, for our illustrations, we used multivariate autoregressive and Gaussian process regression models) to forecast the embedded dynamics. Finally, we solve the pre-image problem, thus lifting the embedded time series back to the original high-dimensional space using radial basis function interpolation and geometric harmonics. The proposed numerical data-driven scheme can also be applied as a reduced-order model procedure for the numerical solution/propagation of the (transient) dynamics of partial differential equations (PDEs). In conclusion, we assess the performance of the proposed scheme via three different families of problems: (a) the forecasting of synthetic time series generated by three simplistic linear and weakly nonlinear stochastic models resembling electroencephalography signals, (b) the prediction/propagation of the solution profiles of a linear parabolic PDE and the Brusselator model (a set of two nonlinear parabolic PDEs), and (c) the forecasting of a real-world data set containing daily time series of ten key foreign exchange rates spanning the time period 3 September 2001–29 October 2020.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Numerical fluid dynamics for FRG flow equations: Zero-dimensional QFTs as numerical test cases. II. Entropy production and irreversibility of RG flows

Herein we demonstrate that the reformulation of renormalization group (RG) flow equations as nonlinear heat equations has severe implications on the understanding of RG flows in general. We demonstrate by explicitly constructing an entropy function for a zero-dimensional Z 2 -symmetric model that the dissipative character of generic nonlinear diffusion equations is also hard-coded in the functional RG equation. This renders RG flows manifestly irreversible, revealing the semigroup property of RG transformations on the level of the flow equation itself. Additionally, we argue that the dissipative character of RG flows, its irreversibility and the entropy production during the RG flow may be linked to the existence of a so-called C– / A-function. In total, this introduces an asymmetry in the so-called RG time—in complete analogy to the thermodynamic arrow of time—and allows for an interpretation of infrared actions as equilibrium solutions of dissipative RG flows equations. The impossibility of resolving microphysics from macrophysics is evident in this framework. Furthermore, we directly link the irreversibility and the entropy production in RG flows to an explicit numerical entropy production, which is manifest in diffusive and non-linear partial differential equations (PDEs) and a standard mathematical tool for the analysis of PDEs. Using exactly solvable zero-dimensional Z 2 -symmetric models, we explicitly compute the (numerical) entropy production related to the total variation nonincreasing property of the PDE during RG flows toward the infrared limit. Finally, we discuss generalizations of our findings and relations to the C– / A-theorem as well as how our work may help to construct truncations of RG flow equations in the future, including numerically stable schemes for solving the corresponding PDEs.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Parallel-in-Time Solution of Allen-Cahn Equations by Integrating Operator Learning into the Parareal Method

While recent advances in deep learning have shown promising efficiency gains in solving time-dependent partial differential equations (PDEs), matching the accuracy of conventional numerical solvers still remains a challenge. One strategy to improve the accuracy of deep learning-based solutions for time-dependent PDEs is to use the learned model as the coarse propagator in the Parareal method and a traditional numerical method as the fine solver. However, successful integration of deep learning into the Parareal method requires consistency between the coarse and fine solvers, particularly for PDEs exhibiting rapid changes such as sharp transitions. Here, to ensure this consistency, we propose using convolutional neural networks (CNNs) to learn the fully discrete time-stepping operator defined by the same numerical scheme employed as the fine solver. We demonstrate the effectiveness of the proposed method in solving the classical and mass-conservative Allen–Cahn (AC) equations. Through iterative updates in the Parareal algorithm, our approach achieves a significant computational speedup compared to traditional fine solvers while converging to high-accuracy solutions. Our results highlight that the proposed hybrid Parareal algorithm effectively accelerates simulations, particularly when implemented on multiple GPUs, and converges to the desired accuracy in only a few iterations. Another advantage of our method is that the CNN model is trained on trajectory-based data generated from random initial conditions, such that the trained model can be used to solve the AC equations with various initial conditions without retraining. This work demonstrates the potential of integrating neural network methods into parallel-in-time frameworks for efficient and accurate simulations of time-dependent PDEs.

97 MATHEMATICS AND COMPUTING↗

Broadband piezoelectric energy harvesting microgyroscopes: Design and nonlinear analysis

Small devices in remote or difficult-to-reach areas can benefit from harvesting energy from mechanical wasted energy, which reduces the requirement for a new power source. A multi-purpose energy harvesting microgyroscope system based on piezoelectric materials is suggested. The necessity of taking spatially varying electrostatic forces is examined. Considering the effects of the system's width and thickness, DC voltage, and angular speed the systems inherent frequencies are found. The partial differential equations describing the system's dynamics are numerically solved by using the differential quadrature method. Further, the numerical analysis enables to identify the optimal system design for broadband energy harvesting. The simulation results reveal that a system with a non-symmetric beam design is adequate for broadband energy harvesting. This is associated with the applied DC voltage, which may be modified to improve the broadband frequency of the system. It is concluded that the nonlinear softening effects create a broadband frequency response with high voltage output. However, DC and AC voltages need to be carefully selected in order to avoid the dynamic pull-in.

30 DIRECT ENERGY CONVERSION↗

Accelerating phase field simulations through a hybrid adaptive Fourier neural operator with U-net backbone

Prolonged contact between a corrosive liquid and metal alloys can cause progressive dealloying. For one such process as liquid-metal dealloying (LMD), phase field models have been developed to understand the mechanisms leading to complex morphologies. However, the LMD governing equations in these models often involve coupled non-linear partial differential equations (PDE), which are challenging to solve numerically. In particular, numerical stiffness in the PDEs requires an extremely refined time step size (on the order of 10 -12 s or smaller). This computational bottleneck is especially problematic when running LMD simulation until a late time horizon is required. This motivates the development of surrogate models capable of leaping forward in time, by skipping several consecutive time steps at-once. In this paper, we propose a U-shaped adaptive Fourier neural operator (U-AFNO), a machine learning (ML) based model inspired by recent advances in neural operator learning. U-AFNO employs U-Nets for extracting and reconstructing local features within the physical fields, and passes the latent space through a vision transformer (ViT) implemented in the Fourier space (AFNO). We use U-AFNOs to learn the dynamics of mapping the field at a current time step into a later time step. We also identify global quantities of interest (QoI) describing the corrosion process (e.g., the deformation of the liquid-metal interface, lost metal, etc.) and show that our proposed U-AFNO model is able to accurately predict the field dynamics, in spite of the chaotic nature of LMD. Most notably, our model reproduces the key microstructure statistics and QoIs with a level of accuracy on par with the high-fidelity numerical solver, while achieving a significant 11, 200 × speed-up on a high-resolution grid when comparing the computational expense per time step. Finally, we also investigate the opportunity of using hybrid simulations, in which we alternate forward leaps in time using the U-AFNO with high-fidelity time stepping. We demonstrate that while advantageous for some surrogate model design choices, our proposed U-AFNO model in fully auto-regressive settings consistently outperforms hybrid schemes.

36 MATERIALS SCIENCE↗

Lax-Oleinik-Type Formulas and Efficient Algorithms for Certain High-Dimensional Optimal Control Problems

Two of the main challenges in optimal control are solving problems with state-dependent running costs and developing efficient numerical solvers that are computationally tractable in high dimension. In this paper, we provide analytical solutions to certain optimal control problems whose running cost depends on the state variable and with constraints on the control. We also provide Lax-Oleinik-type representation formulas for the corresponding Hamilton-Jacobi partial differential equations with state-dependent Hamiltonians. Additionally, we present an efficient, grid-free numerical solver based on our representation formulas, which is shown to scale linearly with the state dimension, and thus, to overcome the curse of dimensionality. Using existing optimization methods and the min-plus technique, we extend our numerical solvers to address more general classes of convex and nonconvex initial costs. We demonstrate the capabilities of our numerical solvers using implementations on a central processing unit (CPU) and a field-programmable gate array (FPGA). In several cases, our FPGA implementation obtains over a 10 times speedup compared to the CPU, which demonstrates the promising performance boosts FPGAs can achieve. Furthermore, our numerical results show that our solvers have the potential to serve as a building block for solving broader classes of high-dimensional optimal control problems in real-time.

97 MATHEMATICS AND COMPUTING↗

Multiscale simulations for multi-continuum Richards equations

In this paper, we study a multiscale method for simulating a dual-continuum unsaturated flow problem within complex heterogeneous fractured porous media. Mathematically, each of the dual continua is modeled by a multiscale Richards equation (for pressure head), and these equations are coupled to one another by transfer terms. On its own, Richards equation is already a nonlinear partial differential equation, and it is exceedingly difficult to solve numerically due to the extra nonlinear dependencies involving the soil water. To deal with multiple scales, our strategy is that starting from a microscopic scale, we upscale the coupled system of dual-continuum Richards equations via homogenization by the two-scale asymptotic expansion, to obtain a homogenized system, at an intermediate scale (level). Based on a hierarchical approach, the homogenization’s effective coefficients are computed through solving the arising cell problems. Furthermore, to tackle the nonlinearity, after time discretization, we use Picard iteration procedure for linearization of the homogenized Richards equations. At each Picard iteration, some degree of multiscale still remains from the intermediate level, so we utilize the generalized multiscale finite element method (GMsFEM) combining with a multi-continuum approach, to upscale the homogenized system to a macroscopic (coarse-grid) level. This scheme involves building uncoupled and coupled multiscale basis functions, which are used not only to construct coarse-grid solution approximation with high accuracy but also (with the coupled multiscale basis) to capture the interactions among continua. These prospects and convergence are demonstrated by several numerical results for the proposed method.

97 MATHEMATICS AND COMPUTING↗

Pre-Ionization Controlled Laser Plasma Formation for Ignition Applications (Final Scientific/Technical Report)

This report consists of three grand funded papers. Abstracts for each follow. 1) In this work, we present experimental and modeling studies of air pre-ionization using ultraviolet (UV) laser pulses and its effect on laser breakdown of an overlapped near-infrared (NIR) pulse. Experimental studies are conducted with a 266 nm beam (fourth harmonic of Nd:YAG) for UV pre-ionization and an overlapped 1064 nm NIR beam (fundamental of Nd:YAG), both having pulse duration of 10 ns. Results show that the UV beam produces a pre-ionized volume which assists in breakdown of the NIR beam, leading to reduction in NIR breakdown threshold by factor of >2. Numerical modeling is performed to examine the ionization and breakdown of both beams. The modeled breakdown threshold of the NIR, including assist by pre-ionization, is in reasonable agreement with the experimental results. 2) The present contribution compares the energy absorption, optical emission, temperature, and fluid dynamics of ultraviolet (UV) λ = 266 nm and near infrared (NIR) λ = 1064 nm nanosecond laser induced plasmas in ambient air. For UV pulses at the conditions studied, energy absorption by the plasmas increases relatively gradually with laser pulse energy starting at delivered energy of E~8 mJ. Corresponding measurements of plasma luminosity show that the absorption of UV radiation does not necessarily result in visible plasma emission. For the NIR induced plasmas, the energy absorption profile is far more abrupt and begins at ~55 mJ. In contrast with UV, the absorption of NIR radiation is always accompanied by intense optical emission. The temperatures of both types of plasma have been measured with Rayleigh scattering thermometry (at times after the Thomson signal sufficiently diminishes). The UV plasmas can attain a wider range of temperatures, including lower temperatures, depending on the pulse energy (e.g., T ~400–2000K for E ~7–35 mJ at Δt = 10 μs after the pulse) while the NIR plasmas show only hotter temperatures (e.g., T ~ 12 000 K for E = 75 mJ at Δt = 10 μs after the pulse) as is consistent with the literature. Differences in the fluid dynamics for UV versus NIR pulses are shown with Schlieren imaging. In this work, the contrast in the UV and NIR plasma threshold behavior is attributed to differing roles of avalanche ionization and multiphoton ionization as is also illustrated by a simple numerical model. 3) The present contribution examines the impact of plasma dynamics and plasma-driven fluid dynamics on the flame growth of laser ignited mixtures and shows that a new dual-pulse scheme can be used to control the kernel formation process in ways that extend the lean ignition limit. We perform a comparative study between (conventional) single-pulse laser ignition (λ = 1064 nm) and a novel dual-pulse method based on combining an ultraviolet (UV) pre-ionization pulse (λ = 266 nm) with an overlapped near-infrared (NIR) energy addition pulse (λ = 1064 nm). We employ OH* chemiluminescence to visualize the evolution of the early flame kernel. For single-pulse laser ignition at lean conditions, the flame kernel separates through third lobe detachment, corresponding to high strain rates that extinguish the flame. In this work, we investigate the capabilities of the dual-pulse to control the plasma-driven fluid dynamics by adjusting the axial offset of the two focal points. In particular, we find there exists a beam waist offset whereby the resulting vorticity suppresses formation of the third lobe, consequently reducing flame stretch. With this approach, we demonstrate that the dual-pulse method enables reduced flame speeds (at early times), an extended lean limit, increased combustion efficiency, and decreased laser energy requirements.

Mechanical engineering↗

Challenging the Curse of Dimensionality in Multidimensional Numerical Integration by Using a Low-Rank Tensor-Train Format

Numerical integration is a basic step in the implementation of more complex numerical algorithms suitable, for example, to solve ordinary and partial differential equations. The straightforward extension of a one-dimensional integration rule to a multidimensional grid by the tensor product of the spatial directions is deemed to be practically infeasible beyond a relatively small number of dimensions, e.g., three or four. In fact, the computational burden in terms of storage and floating point operations scales exponentially with the number of dimensions. This phenomenon is known as the curse of dimensionality and motivated the development of alternative methods such as the Monte Carlo method. The tensor product approach can be very effective for high-dimensional numerical integration if we can resort to an accurate low-rank tensor-train representation of the integrand function. In this work, we discuss this approach and present numerical evidence showing that it is very competitive with the Monte Carlo method in terms of accuracy and computational costs up to several hundredths of dimensions if the integrand function is regular enough and a sufficiently accurate low-rank approximation is available.

97 MATHEMATICS AND COMPUTING↗

A multi-dimensional parametric study of variability in multi-phase flow dynamics during geologic CO 2 sequestration accelerated with machine learning

Successful geologic CO 2 storage projects depend on numerical simulations to predict reservoir performance during site selection, injection verification, and post-injection monitoring phases of the project. These numerical simulations solve non-linear sets of coupled partial differential equations, while accounting for multi-phase fluid dynamics on the basis of constitutive equations that are embedded into the solution scheme. As a consequence, individual simulations often require tens to hundreds of hours to complete on high-performance computing clusters. Moreover, laboratory experiments reveal that parametric functions for capillary pressure and relative permeability exhibit substantial variability, even within the same rock type. This combination of computational expense and wide-ranging parametric variability means that there remains substantial uncertainty in the behavior of multi-phase CO 2 -water systems, particularly in the context of feedbacks between relative permeability and capillary pressure. To bridge this knowledge gap, here we develop a novel workflow that utilizes physics-based numerical simulation to train an artificial neural network (ANN) emulator for interrogating the multivariate parameter space that governs both capillary pressure and relative permeability. With this approach, the ANN is trained to emulate both fluid pressure distribution and CO 2 saturation, which are then interrogated quantitatively to generate parametric response surface mappings with high-fidelity resolution. Results from this study initially show that capillary entry pressure is the dominant control on both CO 2 plume geometry and fluid pressure propagation when considering the combined effects of capillary pressure and relative permeability, particularly when phase interference is low and residual CO 2 saturation is high. Moreover, the ANN emulator provides tremendous computational speed-up by computing 2691 individual simulations in several minutes; whereas, the same simulation ensemble would have required ~3 years of simulation time using only physics-based simulation methods (25,000 times speed up).

58 GEOSCIENCES↗

Magnetic field mapping of inaccessible regions using physics-informed neural networks

A difficult problem concerns the determination of magnetic field components within an experimentally inaccessible region when direct field measurements are not feasible. In this paper, we propose a new method of accessing magnetic field components using non-disruptive magnetic field measurements on a surface enclosing the experimental region. Magnetic field components in the experimental region are predicted by solving a set of partial differential equations (Ampere’s law and Gauss’ law for magnetism) numerically with the aid of physics-informed neural networks (PINNs). Prediction errors due to noisy magnetic field measurements and small number of magnetic field measurements are regularized by the physics information term in the loss function. We benchmark our model by comparing it with an older method. The new method we present will be of broad interest to experiments requiring precise determination of magnetic field components, such as searches for the neutron electric dipole moment.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Development of the Senseiver for efficient field reconstruction from sparse observations

Abstract The reconstruction of complex time-evolving fields from sensor observations is a grand challenge. Frequently, sensors have extremely sparse coverage and low-resource computing capacity for measuring highly nonlinear phenomena. While numerical simulations can model some of these phenomena using partial differential equations, the reconstruction problem is ill-posed. Data-driven-strategies provide crucial disambiguation, but these suffer in cases with small amounts of data, and struggle to handle large domains. Here we present the Senseiver, an attention-based framework that excels in reconstructing complex spatial fields from few observations with low overhead. The Senseiver reconstructs n -dimensional fields by encoding arbitrarily sized sparse sets of inputs into a latent space using cross-attention, producing uniform-sized outputs regardless of the number of observations. This allows efficient inference by decoding only a sparse set of output observations, while a dense set of observations is needed to train. This framework enables training of data with complex boundary conditions and extremely large fine-scale simulations. We build on the Perceiver IO by enabling training models with fewer parameters, which facilitates field deployment, and a training framework that allows a flexible number of sensors as input, which is critical for real-world applications. We show that the Senseiver advances the state-of-the-art of field reconstruction in many applications.

97 MATHEMATICS AND COMPUTING↗

Fluctuating hydrodynamics and the Rayleigh–Plateau instability

The Rayleigh–Plateau instability occurs when surface tension makes a fluid column become unstable to small perturbations. At nanometer scales, thermal fluctuations are comparable to interfacial energy densities. Consequently, at these scales, thermal fluctuations play a significant role in the dynamics of the instability. These microscopic effects have previously been investigated numerically using particle-based simulations, such as molecular dynamics (MD), and stochastic partial differential equation–based hydrodynamic models, such as stochastic lubrication theory. In this paper, we present an incompressible fluctuating hydrodynamics model with a diffuse-interface formulation for binary fluid mixtures designed for the study of stochastic interfacial phenomena. An efficient numerical algorithm is outlined and validated in numerical simulations of stable equilibrium interfaces. We present results from simulations of the Rayleigh–Plateau instability for long cylinders pinching into droplets for Ohnesorge numbers of Oh = 0.5 and 5.0. Both stochastic and perturbed deterministic simulations are analyzed and ensemble results show significant differences in the temporal evolution of the minimum radius near pinching. Short cylinders, with lengths less than their circumference, were also investigated. As previously observed in MD simulations, we find that thermal fluctuations cause these to pinch in cases where a perturbed cylinder would be stable deterministically. Finally, we show that the fluctuating hydrodynamics model can be applied to study a broader range of surface tension–driven phenomena.

97 MATHEMATICS AND COMPUTING↗