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At least 73 records · Page 4
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Adaptive Uncertainty Quantification for Stochastic Hyperbolic Conservation Laws

Here, we propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents sampling schemes or simulation ensembles while also preserving fundamental properties, in particular hyperbolicity of the resulting systems and conservation of the discrete solutions. Furthermore, we augment the existing SFV theory with a priori convergence results for statistical quantities, in particular push-forward densities, which we demonstrate through numerical experiments. By linking refinement indicators to regions of the physical and stochastic spaces, we drive anisotropic refinements of the discretizations, introducing new degrees of freedom where deemed profitable. To illustrate our proposed method, we consider a series of numerical examples for nonlinear hyperbolic PDEs based on Burgers’ and Euler’s equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Fast and Scalable FFT-Based GPU-Accelerated Algorithms for Block-Triangular Toeplitz Matrices with Application to Linear Inverse Problems Governed by Autonomous Dynamical Systems

In this work, we present an efficient and scalable algorithm for performing matrix-vector multiplications (matvecs) for block Toeplitz matrices. Such matrices, which are shift-invariant with respect to their blocks, arise in the context of solving inverse problems governed by autonomous systems, and time-invariant systems in particular. In this article, we consider inverse problems that infer unknown parameters from observational data of a linear time-invariant dynamical system given in the form of partial differential equations (PDEs). Matrix-free Newton-conjugate-gradient methods are often the gold standard for solving these inverse problems, but they require numerous actions of the Hessian on a vector. Matrix-free adjoint-based Hessian matvecs require solution of a pair of linearized forward/adjoint PDE solves per Hessian action, which may be prohibitive for large-scale inverse problems. Time invariance of the forward PDE problem leads to a block Toeplitz structure of the discretized parameter-to-observable (p2o) map defining the mapping from inputs (parameters) to outputs (observables) of the PDEs. This block Toeplitz structure enables us to exploit two key properties: (1) compact storage of the p2o map and its adjoint, and (2) efficient fast Fourier transform–based Hessian matvecs. The proposed algorithm is mapped onto large multi-GPU clusters and achieves more than 80% of peak bandwidth on NVIDIA A100 GPUs. Excellent weak scaling is shown for up to 48 A100 GPUs. For the targeted problems, the implementation executes Hessian matvecs within fractions of a second, which is orders of magnitude faster than can be achieved by conventional matrix-free Hessian matvecs via forward/adjoint PDE solves.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Robust Optimal Experimental Design of Infinite-Dimensional Bayesian Nonlinear Inverse Problems

Abstract. We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of an inverse problem. However, the optimal design is dependent on elements of the inverse problem such as the simulation model, the prior, or the measurement error model. ROED aims to produce an optimal design that is aware of the additional uncertainties encoded in the inverse problem and remains optimal even after variations in them. We follow a worst-case scenario approach to develop a new framework for robust optimal design of nonlinear Bayesian inverse problems. The proposed framework (a) is scalable and designed for infinite-dimensional Bayesian nonlinear inverse problems constrained by PDEs; (b) develops efficient approximations of the utility, namely the expected information gain; (c) employs eigenvalue sensitivity techniques to develop analytical forms and efficient evaluation methods of the gradient of the utility with respect to the uncertainties against which we wish to be robust; and (d) employs a probabilistic optimization paradigm that properly defines and efficiently solves the resulting combinatorial max-min optimization problem. The effectiveness of the proposed approach is illustrated for optimal sensor placement problem in an inverse problem governed by an elliptic PDE.

Chowdhary, Abhijit↗
DOE OSTI2025

The Method of Finite Averages

The Method of Finite Averages (MoFA) is a rigorous multiscale modeling methodology for efficiently modeling multi-physical phenomena in heterogeneous porous media. The code developed in this project aims to perform the numerical calculations required to formulate, implement, and verify MoFA models for Earth and Energy systems (i.e., model verification refers to performing fully-resolved simulations of the systems and comparing their results to those of the models). In general, MoFA transforms partial differential equations (PDEs) describing the fine-scale physics of a system into coupled ordinary differential equations (ODEs)---in time---that describe the coarse-scale---or "average"---physical behaviors of the system. This transformation significantly expedites system simulation, as the coarse-scale ODEs involve vastly fewer degrees of freedom than the fine-scale PDEs. The code developed under this project will allow users to 1.) generate system geometries and numerical meshes, 2.) solve the PDE and ODE systems required for MoFA model formulation and implementation, 3.) solve the PDE systems required to obtain fully-resolved simulation results for model verification, and 4.) compare and plot results (e.g., the model and fully-resolved simulation solutions, the error between the solutions, etc.).

Pietrzyk, KyleM [Lawrence Livermore National Labor↗
DOE OSTI2026

SPUS-Small-PDE-U-net-Solver

Small PDE U-Net Solver (SPUS) is a compact and efficient foundation model (FM) designed as a unified neural operator for solving a wide range of partial differentialequations (PDEs). SPUS leverages a lightweight residual U-Net-based architecture as a foundation model architecture. To enable effective learning in this minimalist framework, SPUS utilizes a simple yet powerful auto-regressive pretraining strategy which closely replicates the behavior of numerical solvers to learn the underlying physics. SPUS is designed to be pretrained on a diverse set of fluid dynamics PDEs from public benchmark datasets.

Siddik, Abu↗
DOE OSTI2024

SUNDIALS time integrators for exascale applications with many independent systems of ordinary differential equations

Many complex systems can be accurately modeled as a set of coupled time-dependent partial differential equations (PDEs). However, solving such equations can be prohibitively expensive, easily taxing the world’s largest supercomputers. One pragmatic strategy for attacking such problems is to split the PDEs into components that can more easily be solved in isolation. This operator splitting approach is used ubiquitously across scientific domains, and in many cases leads to a set of ordinary differential equations (ODEs) that need to be solved as part of a larger “outer-loop” time-stepping approach. The SUNDIALS library provides a plethora of robust time integration algorithms for solving ODEs, and the U.S. Department of Energy Exascale Computing Project (ECP) has supported its extension to applications on exascale-capable computing hardware. In this paper, we highlight some SUNDIALS capabilities and its deployment in combustion and cosmology application codes (Pele and Nyx, respectively) where operator splitting gives rise to numerous, small ODE systems that must be solved concurrently.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Multigrid Reduction in Time for Chaotic and Hyperbolic Problems (Final Report)

The coming massive parallelism of exascale computing presents a pressing challenge for the many DOE simulations of time-dependent partial differential equations (PDEs), which typically use traditional sequential time stepping methods. Since this traditional approach is inherently serial, it presents a sequential bottleneck when moving to exascale computing, because future performance gains will come through greater concurrency, not faster clock speeds. Thus, the goal of this work is to research parallelism in time, i.e., methods that compute multiple time values simultaneously, not sequentially. The focus will be on hyperbolic and chaotic problems of interest to DOE, with the goal of enabling scalable simulations of time-dependent hyperbolic and chaotic problems on future architectures. The chosen methodology for solving these problems parallel-in-time is multigrid, because multigrid (when it works) is a powerful, optimal, and scalable solver for discretized PDEs. Multigrid is already commonly used in many DOE simulations for scalably and optimally solving space-only PDE problems. The areas of hyperbolic and chaotic problems are chosen because of their relevance to problems of programmatic interest to DOE. However, these problems are also well-known to be difficult for parallel-in-time methods, with the most common method, parareal, diverging in many cases. The current state of-the-art for parallel-in-time at LLNL is the multigrid reduction in time (MGRIT) XBraid package, which also struggles for such problems, while still showing some improvement over parareal. In summary, new methods are needed for an efficient parallel-in-time scheme for hyperbolic and chaotic problems, and this work shall research promising new multigrid methods in this area. In particular, this work shall continue researching the directions from the current collaboration with Dr. Falgout, which are laid out in the work Toward Parallel in Time for Chaotic Dynamical Systems and showed the first known results of a parallel-in-time speedup for a chaotic problem. This work outlines two key improvements to XBraid for chaotic problems, the so-called “theta” and “delta-correction” methods. Here, these two improvements will be further researched and improved (including with a new relaxation method inspired by on Least Squares Shadowing (LSS)) and explored for more complicated problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Symmetry Determining Equations of the Euler Equations

This purpose of this document is to provide a clear derivation of the symmetry determining equations (SDEs) of the Euler equations to supplement the lecture document. The Euler equations are a coupled system of three first-order quasilinear hyperbolic partial differential equations (PDEs). The Euler equations are a system of partial differential equations (PDEs) for fluid velocity v(t, r), fluid density ρ(t, r), and fluid pressure P(t, r), where t is time and r is the spatial coordinate.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Tensor Network Space-Time Spectral Collocation Method for Time-Dependent Convection-Diffusion-Reaction Equations

Emerging tensor network techniques for solutions of partial differential equations (PDEs), known for their ability to break the curse of dimensionality, deliver new mathematical methods for ultra-fast numerical solutions of high-dimensional problems. Here, we introduce a Tensor Train (TT) Chebyshev spectral collocation method, in both space and time, for the solution of the time-dependent convection-diffusion-reaction (CDR) equation with inhomogeneous boundary conditions, in Cartesian geometry. Previous methods for numerical solution of time-dependent PDEs often used finite difference for time, and a spectral scheme for the spatial dimensions, which led to a slow linear convergence. Spectral collocation space-time methods show exponential convergence; however, for realistic problems they need to solve large four-dimensional systems. We overcome this difficulty by using a TT approach, as its complexity only grows linearly with the number of dimensions. We show that our TT space-time Chebyshev spectral collocation method converges exponentially, when the solution of the CDR is smooth, and demonstrate that it leads to a very high compression of linear operators from terabytes to kilobytes in TT-format, and a speedup of tens of thousands of times when compared to a full-grid space-time spectral method. These advantages allow us to obtain the solutions at much higher resolutions.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Two-Scale Neural Networks for Partial Differential Equations with Small Parameters

We propose a two-scale neural network method for solving partial differential equations (PDEs) with small parameters using physics-informed neural networks (PINNs). We directly incorporate the small parameters into the architecture of neural networks. The proposed method enables solving PDEs with small parameters in a simple fashion, without adding Fourier features or other computationally taxing searches of truncation parameters. Various numerical examples demonstrate reasonable accuracy in capturing features of large derivatives in the solutions caused by small parameters.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1987

Parallels between control PDE's (Partial Differential Equations) and systems of ODE's (Ordinary Differential Equations)

System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.

Hunt, L. R.↗
NASA NTRS1987

A survey of parallel multigrid algorithms

A typical multigrid algorithm applied to well-behaved linear-elliptic partial-differential equations (PDEs) is described. Criteria for designing and evaluating parallel algorithms are presented. Before evaluating the performance of some parallel multigrid algorithms, consideration is given to some theoretical complexity results for solving PDEs in parallel and for executing the multigrid algorithm. The effect of mapping and load imbalance on the partial efficiency of the algorithm is studied.

Chan, Tony F.↗
NASA NTRS1988

Parallels between control PDE's and systems of ODE's

System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differential equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.

Hunt, L. R.↗
NASA NTRS1989

Asynchronous multilevel adaptive methods for solving partial differential equations on multiprocessors - Performance results

The fast adaptive composite grid method (FAC) is an algorithm that uses various levels of uniform grids (global and local) to provide adaptive resolution and fast solution of PDEs. Like all such methods, it offers parallelism by using possibly many disconnected patches per level, but is hindered by the need to handle these levels sequentially. The finest levels must therefore wait for processing to be essentially completed on all the coarser ones. A recently developed asynchronous version of FAC, called AFAC, completely eliminates this bottleneck to parallelism. This paper describes timing results for AFAC, coupled with a simple load balancing scheme, applied to the solution of elliptic PDEs on an Intel iPSC hypercube. These tests include performance of certain processes necessary in adaptive methods, including moving grids and changing refinement. A companion paper reports on numerical and analytical results for estimating convergence factors of AFAC applied to very large scale examples.

Mccormick, S.↗
NASA NTRS1991

One shot methods for optimal control of distributed parameter systems 1: Finite dimensional control

The efficient numerical treatment of optimal control problems governed by elliptic partial differential equations (PDEs) and systems of elliptic PDEs, where the control is finite dimensional is discussed. Distributed control as well as boundary control cases are discussed. The main characteristic of the new methods is that they are designed to solve the full optimization problem directly, rather than accelerating a descent method by an efficient multigrid solver for the equations involved. The methods use the adjoint state in order to achieve efficient smoother and a robust coarsening strategy. The main idea is the treatment of the control variables on appropriate scales, i.e., control variables that correspond to smooth functions are solved for on coarse grids depending on the smoothness of these functions. Solution of the control problems is achieved with the cost of solving the constraint equations about two to three times (by a multigrid solver). Numerical examples demonstrate the effectiveness of the method proposed in distributed control case, pointwise control and boundary control problems.

Taasan, Shlomo↗
NASA NTRS1990

A parallel iterative solution method for systems of nonlinear hyperbolic equations

An iterative algorithm suitable for the solution of a system of nonlinear hyperbolic partial differentiation equations in multiple dimensions is discussed. Current numerical methods for systems of nonlinear PDEs have limited parallelism due to strong coupling between the equations. This method decouples the PDEs by linearizing the convention coefficient for a space-time domain. This provides large grain parallelism. The linearization also allows the treatment of some terms in the equations as source terms, providing more freedom to choose from a wider variety of numerical methods. Smaller grain parallelism may be exploited within the solves for each equation. Thus, the method has potential for parallelism at several levels.

Scroggs, Jeffrey S.↗
NASA NTRS1991

On the theory of the synthesis of offset dual-shaped reflectors - Case examples

In an earlier paper by Galindo-Israel et al. (1987), the geometrical optics (GO) principles, constraints, and requirements of the dual- and single-offset-shaped reflector synthesis problem were collected and developed into a set of nonlinear first-order PDEs. An extension of the methods by which solutions to the PDEs can be obtained is presented, together with several case examples. These examples are independently analyzed by GO and physical optics diffraction methods. The starting point for the integration over each reflector can be taken on the outer rim, at the center, or at an intermediate point-the intermediate starting point being the more general case. The utility of the speed of this synthesis method is demonstrated. For example, the program utilized completes a synthesis in less than 45 s on a 386/20 personal computer and within a fraction of a second on a mainframe Cray. This makes practical the incorporation of the synthesis into a search algorithm that can optimize one or more parameters of the reflector system. As an example, the optimization of the mapping equations for low cross polarization is discussed.

Galindo-Israel, Victor↗
NASA NTRS1992

Ramp Technology and Intelligent Processing in Small Manufacturing

To address the issues of excessive inventories and increasing procurement lead times, the Navy is actively pursuing flexible computer integrated manufacturing (FCIM) technologies, integrated by communication networks to respond rapidly to its requirements for parts. The Rapid Acquisition of Manufactured Parts (RAMP) program, initiated in 1986, is an integral part of this effort. The RAMP program's goal is to reduce the current average production lead times experienced by the Navy's inventory control points by a factor of 90 percent. The manufacturing engineering component of the RAMP architecture utilizes an intelligent processing technology built around a knowledge-based shell provided by ICAD, Inc. Rules and data bases in the software simulate an expert manufacturing planner's knowledge of shop processes and equipment. This expert system can use Product Data Exchange using STEP (PDES) data to determine what features the required part has, what material is required to manufacture it, what machines and tools are needed, and how the part should be held (fixtured) for machining, among other factors. The program's rule base then indicates, for example, how to make each feature, in what order to make it, and to which machines on the shop floor the part should be routed for processing. This information becomes part of the shop work order. The process planning function under RAMP greatly reduces the time and effort required to complete a process plan. Since the PDES file that drives the intelligent processing is 100 percent complete and accurate to start with, the potential for costly errors is greatly diminished.

Rentz, Richard E.↗