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733 records · Page 41

Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs), especially with arbitrary initial data. We address this problem by taking advantage of recent advances in scientific machine learning and the spectral dynamically orthogonal (DO) and borthogonal (BO) methods for representing stochastic processes. The recently introduced DO/BO methods reduce the SPDE to solving a system of deterministic PDEs and a system of stochastic ordinary differential equations. Specifically, we propose two new physics-informed neural networks (PINNs) for solving time-dependent SPDEs, namely the neural network (NN)-DO/BO methods. The proposed methods incorporate the DO/BO constraints into the loss function (along with the modal decomposition of the SPDE) with an implicit form instead of generating explicit expressions for the temporal derivatives of the DO/BO modes. Hence, the NN-DO/BO methods can overcome some of the drawbacks of the original DO/BO methods. For example, we do not need the assumption that the covariance matrix of the random coefficients is invertible as in the original DO method, and we can remove the assumption of no eigenvalue crossing as in the original BO method. Moreover, the NN-DO/BO methods can be used to solve time-dependent stochastic inverse problems with the same formulation and same computational complexity as for forward problems. Furthermore, we demonstrate the capability of the proposed methods via several numerical examples, namely: (1) A linear stochastic advection equation with deterministic initial condition: we obtain good results with the proposed methods, while the original DO/BO methods cannot be applied directly in this case. (2) Long-time integration of the stochastic Burgers' equation: we show the good performance of NN-DO/BO methods, especially the effectiveness of the NN-BO approach for such problems with many eigenvalue crossings during the whole time evolution, while the original BO method fails. (3) Nonlinear reaction diffusion equation: we consider both the forward problem and the inverse problems, including very noisy initial point values, to investigate the flexibility of the NN-DO/BO methods in handling inverse and mixed type problems. Taken together, these simulation results demonstrate that the NN-DO/BO methods can be employed to effectively quantify uncertainty propagation in a wide range of physical problems, but future work should address the efficiency issue of PINNs for forward problems.

97 MATHEMATICS AND COMPUTING↗

Efficient Multigrid Reduction-in-Time for Method-of-Lines Discretizations of Linear Advection

Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that many of these methods perform quite poorly for advection-dominated problems. In this report we analyze the particular iterative parallel-in-time algorithm of multigrid reduction-in-time (MGRIT) for discretizations of constant-wave-speed linear advection problems. We focus on common method-of-lines discretizations that employ upwind finite differences in space and Runge-Kutta methods in time. Using a convergence framework we developed in previous work, we prove for a subclass of these discretizations that, if using the standard approach of rediscretizing the fine-grid problem on the coarse grid, robust MGRIT convergence with respect to CFL number and coarsening factor is not possible. This poor convergence and non-robustness is caused, at least in part, by an inadequate coarse-grid correction for smooth Fourier modes in space-time known as characteristic components. We propose an alternative coarse-grid operator that provides a better correction of these modes. This coarse-grid operator is related to previous work and uses a semi-Lagrangian discretization combined with an implicitly treated truncation error correction. Theory and numerical experiments show the proposed coarse-grid operator yields fast MGRIT convergence for many of the method-of-lines discretizations considered, including for both implicit and explicit discretizations of high order. Parallel results demonstrate speed-up over sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗

Bounding irrelevant operators in the 3d Gross-Neveu-Yukawa CFTs

We perform a numerical bootstrap study of scalar operators in the critical 3d Gross-Neveu-Yukawa models, a family of conformal field theories containing N Majorana fermions in the fundamental representation of an O(N) global symmetry. We compute rigorous bounds on the scaling dimensions of the next-to-lowest parity-even and parity-odd singlet scalars at N = 2, 4, and 8. All of these dimensions have lower bounds greater than 3, implying that there are only two relevant singlet scalars and placing constraints on the RG flow structure of these theories.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Influence of Stationary Crossflow Modulation on Secondary Instability

A likely scenario for swept wing transition on subsonic aircraft with natural laminar flow involves the breakdown of stationary crossflow vortices via high frequency secondary instability. A majority of the prior research on this secondary instability has focused on crossflow vortices with a single dominant spanwise wavelength. This paper investigates the effects of the spanwise modulation of stationary crossflow vortices at a specified wavelength by a subharmonic stationary mode. Secondary instability of the modulated crossflow pattern is studied using planar, partial-differential-equation based eigenvalue analysis. Computations reveal that weak modulation by the first subharmonic of the input stationary mode leads to mode splitting that is particularly obvious for Y-type secondary modes that are driven by the wall-normal shear of the basic state. Thus, for each Y mode corresponding to the fundamental wavelength of results in unmodulated train of crossflow vortices, the modulated flow supports a pair of secondary modes with somewhat different amplification rates. The mode splitting phenomenon suggests that a more complex stationary modulation such as that induced by natural surface roughness would yield a considerably richer spectrum of secondary instability modes. Even modest levels of subharmonic modulation are shown to have a strong effect on the overall amplification of secondary disturbances, particularly the Z-modes driven by the spanwise shear of the basic state. Preliminary computations related to the nonlinear breakdown of these secondary disturbances provide interesting insights into the process of crossflow transition in the presence of the first subharmonic of the dominant stationary vortex.

Vortex structure↗

Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications

Deep neural networks have been successfully employed in an extensive variety of research areas, including solving partial differential equations. Despite its significant success, there are some challenges in effectively training DNN, such as avoiding overfitting in over-parameterized DNNs and accelerating the optimization in DNNs with pathological curvature. Here, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an adaptive empirical method. That is, one will alternatively sample from the posterior using preconditioned stochastic gradient Langevin Dynamics (PSGLD), and optimize the latent variables via stochastic approximation. The sparsity of the network is achieved while optimizing the hyperparameters with adaptive searching and penalizing. A popular SG-MCMC approach is Stochastic gradient Langevin dynamics (SGLD). However, considering the complex geometry in the model parameter space in nonconvex learning, updating parameters using a universal step size in each component as in SGLD may cause slow mixing. To address this issue, we apply a computationally manageable preconditioner in the updating rule, which provides a step-size parameter to adapt to local geometric properties. Moreover, by smoothly optimizing the hyperparameter in the preconditioning matrix, our proposed algorithm ensures a decreasing bias, which is introduced by ignoring the correction term in the preconditioned SGLD. According to the existing theoretical framework, we show that the proposed algorithm can asymptotically converge to the correct distribution with a controllable bias under mild conditions. Numerical tests are performed on both synthetic regression problems and learning solutions of elliptic PDE, which demonstrate the accuracy and efficiency of the present work.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Uncertainty Quantification Enabled by Automatic Differentiation for Hydrodynamic Simulation of Shock‐to‐Detonation Transition in High Explosives

Quantifying the effects of uncertainty in a reactive burn model on the run-to-detonation time in high explosives (HEs) provides a robust methodology for assessing the probability of an HE failing the IHE qualification standard. Moreover, uncertainty quantification helps evaluate whether the model calibration accurately represents data outside the calibration set. This study uses a specialized hydrodynamic simulation code for modeling detonation to determine the run-to-detonation time of the HE PBX 9502 for various impact velocities. To quickly approximate uncertainties in the model, a surrogate was constructed using a Taylor series expansion centered at the mean of the input parameters. To obtain the sensitivities required for constructing the Taylor series, HYP-percomplex Automatic Differentiation (HYPAD) was implemented. HYPAD is a methodology for infusing existing codes with automatic differentiation capabilities by augmenting variables with one or more imaginary units to compute step-size independent partial derivatives. These derivatives are accurate to machine precision with respect to the implemented numerical algorithm, meaning their accuracy reflects that of the underlying method (e.g., integration or discretization schemes). Using reduced order modeling techniques, the mean and standard deviation of the run-to-detonation time of a shock within PBX 9502 were computed for a number of initial impact velocities. A weighted least squares regression was then performed to obtain a best fit curve and prediction interval for the computed statistics. Historical data points from explosively driven wedge tests were utilized to validate the prediction interval, ensuring its reliability in predicting future outcomes. With this prediction interval and a known safety constraint curve, the most probable point of failure and the probability of failure for the HE PBX 9502 were determined.

97 MATHEMATICS AND COMPUTING↗

Template Matching Approach to Signal Prediction

A new approach to signal prediction and prognostic assessment of spacecraft health resolves an inherent difficulty in fusing sensor data with simulated data. This technique builds upon previous work that demonstrated the importance of physics-based transient models to accurate prediction of signal dynamics and system performance. While models can greatly improve predictive accuracy, they are difficult to apply in general because of variations in model type, accuracy, or intended purpose. However, virtually any flight project will have at least some modeling capability at its disposal, whether a full-blown simulation, partial physics models, dynamic look-up tables, a brassboard analogue system, or simple hand-driven calculation by a team of experts. Many models can be used to develop a predict, or an estimate of the next day s or next cycle s behavior, which is typically used for planning purposes. The fidelity of a predict varies from one project to another, depending on the complexity of the simulation (i.e. linearized or full differential equations) and the level of detail in anticipated system operation, but typically any predict cannot be adapted to changing conditions or adjusted spacecraft command execution. Applying a predict blindly, without adapting the predict to current conditions, produces mixed results at best, primarily due to mismatches between assumed execution of spacecraft activities and actual times of execution. This results in the predict becoming useless during periods of complicated behavior, exactly when the predict would be most valuable. Each spacecraft operation tends to show up as a transient in the data, and if the transients are misaligned, using the predict can actually harm forecasting performance. To address this problem, the approach here expresses the predict in terms of a baseline function superposed with one or more transient functions. These transients serve as signal templates, which can be relocated in time and space against the signal background. One then has the ability to reconstruct a signal regardless of the precise timing of the transients. During operation, one applies the actual start times of spacecraft activities as they occur, and produces a reconstructed, accurate predict in real-time. This general approach is valid under two important conditions. First, the transients themselves must be time-invariant. Second, the transients must be reasonably consistent with respect to different operating points. Both of these assumptions are generally valid, but in the case of a complicated system with numerous types of overlapping transients, this approach may not be effective. Fortunately, there tend to be few transients in spacecraft telemetry of sensor quantities or low-level health and status information because these signals rarely reflect multiple different types of operation. Furthermore, if the predict is at least reasonably close to actual operation, the shift either in time, or in the operating point when the transient occurs - is likely to be small. The proposed approach considers three ways to recognize a transient. The first and most reliable is to use a different signal that identifies operating mode - often the transient will be correlated to a change in operating mode, and this change can usually be detected positively from discrete signals in spacecraft telemetry. If there is no useful mode signal, the second option is to identify the transient template by hand, and detect the onset of the transient using a curve-fitting approach. Finally, if one elects not to choose by hand, there is an option for automatic selection. This technique has been applied to sensor data from several JPL missions and industrial applications, demonstrating an improvement in accurate prediction of future behavior and early detection of system problems. This technique is applicable to practically any time-varying, quantitative sensor measurement.

Mackey, Ryan↗

Small Particle Response to Fluid Motion Using Tethered Particles to Simulate Microgravity

This paper reports on ground based work conducted to support the Spaceflight Definition project SHIVA (Spaceflight Holography Investigation in a Virtual Apparatus). SHIVA will advance our understanding of the movement of a particle in a fluid. Gravity usually dominates the equations of motion, but in microgravity as well as on earth other terms can become important. Through an innovative application of fractional differential equations, two members of our team produced the first analytical solution of a fundamental equation of motion, which had only been solved numerically or by approximation before. The general solution predicts that the usually neglected history term becomes important in particle response to a sinusoidal fluid movement when the characteristic viscous time is in the same order as the fluid oscillation period and peaks when the two times are equal. In this case three force terms, the Stokes drag, the added mass, and the history drag must all be included in predicting particle movement. We have developed diagnostic recording methods using holography to save all of the particle field data, allowing the experiment to essentially be transferred from space back to earth in what we call the virtual apparatus for on-earth microgravity experimentation. We can quantify precisely the three-dimensional motion of sets of particles, allowing us to test and apply the new analytical solutions. We are examining the response of particles up to 2 mm radius to fluid oscillation at frequencies up to 80 Hz with amplitudes up to 200 microns. Ground studies to support the flight development program have employed various schemes to simulate microgravity. One of the most reliable and meaningful methods uses spheres tethered to a fine hair suspended in the fluid. We have also investigated particles with nearly neutral buoyancy. Recordings are made at the peak amplitudes of vibration of the cell providing a measure of the ratio of fluid to particle amplitude. The experiment requires precise location of the particle to within microns during recording, and techniques for achieving this are one of the project challenges. Focused microscopic images and diffraction patterns are used. To make the experiment more versatile, the spaceflight system will record holograms both on film and electronically. A cross correlation procedure enables sub pixel accuracies for electronic recordings, partially accommodating the lower spatial resolution of CCDs. The electronic holograms can be down linked providing real time data. Results of the ground experiments, the flight experiment design, and data analysis procedures are reported.

Trolinger, James↗

Mixing Cell Model: A One-Dimensional Numerical Model for Assessment of Water Flow and Contaminant Transport in the Unsaturated Zone

This report describes the Mixing Cell Model code, a one dimensional model for water flow and solute transport in the unsaturated zone under steady state or transient flow conditions. The model is based on the principles and assumptions underlying mixing-cell model formulations. The unsaturated zone is discretized into a series of independent mixing cells. Each cell may have unique hydrologic, lithologic, and sorptive properties. Ordinary differential equations describe the material (water and solute) balance within each cell. Water-flow equations are derived from the continuity equation, assuming that unit gradient conditions exist at all times in each cell. Pressure gradients are considered implicitly through model discretization. Unsaturated hydraulic conductivity and moisture contents are determined by the material specific moisture-characteristic curves. Solute-transport processes include explicit treatment of advective processes, first order chain decay, and linear sorption reactions. Dispersion is addressed through implicit and explicit dispersion. Implicit dispersion is an inherent feature of all mixing-cell models and originates from the formulation of the problem in terms of mass balance around fully mixed volume elements. Expressions are provided that relate implicit dispersion to the physical dispersion of the system. Two FORTRAN codes were developed to solve the water flow and solute-transport equations: (1) the Mixing Cell Model for Flow (MCMF) solves transient water-flow problems and (2) the Mixing Cell Model for Transport (MCMT) solves the solute-transport problem. The transient water-flow problem is typically solved first by estimating the water flux through each cell in the model domain as a function of time using the MCMF code. These data are stored in either ASCII or binary files that are later read by the solute transport code (MCMT). Code output includes solute pore water concentrations, water and solute inventories in each cell and at each specified output time, and water and solute fluxes through each cell and specified output time. Computer run times for coupled transient water flow and solute transport were typically several seconds on a 2 GHz Intel Pentium IV desktop computer. The model was benchmarked against analytical solutions and finite element approximations to the partial differential equations (PDE) describing unsaturated flow and transport. Differences between the maximum solute flux estimated by the mixing cell model and the PDE models were typically less than two percent. This revision includes an option for a fixed concentration lower boundary condition for diffusive fluxes for versions 020321 and later.

54 ENVIRONMENTAL SCIENCES↗

Analysis and prediction of reaction kinetics using the degree of rate control

“Degree of rate control” (DRC) analysis provides a quantitative approach for analysing the kinetics of multi-step reaction mechanisms that has been widely applied to both heterogeneous and homogeneous catalysis research, as well as electrocatalysis. The DRC of any given transition state or intermediate is defined as a partial derivative such that it approximately equals the fractional increase in net rate to the product of interest per differential decrease in its standard-state free energy for that species (÷RT), holding constant the standard-state free energies of all other transition states and intermediates. Even very complex mechanisms usually have only a few species with non-zero DRCs and are thus the species whose interactions with the catalyst most strongly affect the net rate. These key DRC values thus offer a simple and intuitive route to optimize catalyst materials, especially with the assistance of computational methods like density functional theory (DFT). These high-DRC species are also the species whose energetics must be most accurately measured or calculated to achieve an accurate kinetic model for any reaction mechanism. In simple cases with a single “rate-determining step”, the DRC for its transition state (TS) is + 1. Catalyst-bound intermediates, on the other hand, often have negative DRCs equal to a small integer times their fractional occupancy of catalyst sites. The apparent activation energy equals a weighted average of the standard-state enthalpies (relative to reactants) of all the species (intermediates, transition states and products) in the reaction mechanism, each weighted by its DRC (+RT). It has been shown that the apparent transfer coefficient in electrocatalysis, an inverted form of the Tafel slope, is a weighted average of the number of electrons transferred to generate each intermediate or product species in the mechanism, weighted again by the DRC. Quantitative analysis of kinetic isotope effects (KIEs, or the ratio of net rates for different reactant isotopes) in complex mechanisms has shown that the logarithm of the KIE equals the weighted average over all species in the mechanism of the difference between the two isotopes in their standard-state free energies (÷RT), again weighted by the DRC. The reaction orders with respect to fluid-phase concentrations of reactants, products and intermediates have also been proven to be directly related to DRCs. Thus, there are numerous experimental observables which equate to short linear combinations of DRCs, so that combinations of experimental measurements might provide access to DRC values. Since its invention for transition states in 1994 and its generalization to include intermediates in 2009, the DRC has thus far mainly been calculated for microkinetic models based either entirely on DFT or on DFT with the key energies (i.e., those for high-DRC species) being fine-tuned to match experiments. The relationships summarized in this work provide new opportunities for using experiments earlier in the development and optimization of microkinetic models that require input from computational catalysis.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Design of InGaN-ZnSnGa 2 N 4 quantum wells for high-efficiency amber light emitting diodes

A novel type-II InGaN-ZnSnGa 2 N 4 quantum well (QW) structure is proposed based on recent experimental achievements for the successful epitaxy of ZnSnN 2 -GaN alloys and the determination of their band offsets with GaN. The simulation results indicate that this structure is promising as the active region for high-efficiency InGaN-based amber (λ ~ 590 nm) light-emitting diodes (LEDs). The hole wavefunction in the valence band is better confined with the insertion of a monolayer scale of ZnSnGa 2 N 4 into the InGaN QW while the electron wavefunction in the conduction band is better confined with the incorporation of an AlGaN layer in the GaN quantum barrier. The band structure of the InGaN-ZnSnGa 2 N 4 QW is numerically simulated based on the experimentally measured band offsets between ZnSnGa 2 N 4 and GaN. With the InGaN-ZnSnGa 2 N 4 QW design, a low In content (20%) is required in the InGaN layer to reach a peak emission wavelength of ~590 nm, yet an In composition of 25% is needed to reach the same emission wavelength for a conventional InGaN QW with the same layer thicknesses. Moreover, the electron-hole wavefunction overlap (Гe1-hh1) for the InGaN-ZnSnGa 2 N 4 QW design reaches 18% for an emission wavelength at ~590 nm. This result is much improved over the conventional InGaN QW overlap of 5% emitting at the same wavelength. The increase in electron-hole wavefunction overlap results in an approximately 14 times enhancement in the predicted spontaneous emission radiative recombination rate of the InGaN-ZnSnGa 2 N 4 QW as compared to that of the conventional InGaN QW. This InGaN-ZnSnGa 2 N 4 QW structure design can be promising to pave a new way to achieve high efficiency amber LEDs.

42 ENGINEERING↗

A solution framework for linear PDE-constrained mixed-integer problems

Abstract We present a general numerical solution method for control problems with state variables defined by a linear PDE over a finite set of binary or continuous control variables. We show empirically that a naive approach that applies a numerical discretization scheme to the PDEs to derive constraints for a mixed-integer linear program (MILP) leads to systems that are too large to be solved with state-of-the-art solvers for MILPs, especially if we desire an accurate approximation of the state variables. Our framework comprises two techniques to mitigate the rise of computation times with increasing discretization level: First, the linear system is solved for a basis of the control space in a preprocessing step. Second, certain constraints are just imposed on demand via the IBM ILOG CPLEX feature of a lazy constraint callback. These techniques are compared with an approach where the relations obtained by the discretization of the continuous constraints are directly included in the MILP. We demonstrate our approach on two examples: modeling of the spread of wildfire and the mitigation of water contamination. In both examples the computational results demonstrate that the solution time is significantly reduced by our methods. In particular, the dependence of the computation time on the size of the spatial discretization of the PDE is significantly reduced.

97 MATHEMATICS AND COMPUTING↗

Machine learning changes the rules for flux limiters

Learning to integrate non-linear equations from highly resolved direct numerical simulations has seen recent interest for reducing the computational load for fluid simulations. Here, we focus on determining a flux-limiter for shock capturing methods. Focusing on flux limiters provides a specific plug-and-play component for existing numerical methods. Since their introduction, an array of flux limiters has been designed. Using the coarse-grained Burgers' equation, we show that flux-limiters may be rank-ordered in terms of their log-error relative to high-resolution data. We then develop a theory to find an optimal flux-limiter and present flux-limiters that outperform others tested for integrating Burgers' equation on lattices with [Formula: see text], and 2x, 3x, 4x, and 8x coarse-grainings. We train a continuous piecewise linear limiter by minimizing the mean-squared misfit to six-grid point segments of high-resolution data, averaged over all segments. While flux limiters are generally designed to have an output of φ(r) = 1 at a flux ratio of r = 1, our limiters are not bound by this rule and yet produce a smaller error than standard limiters. Here we find that our machine learned limiters have distinctive features that may provide new rules-of-thumb for the development of improved limiters. Additionally, we use our theory to learn flux-limiters that outperform standard limiters across a range of values (as opposed to at a specific fixed value) of coarse-graining, number of discretized bins, and diffusion parameter. This demonstrates the ability to produce flux limiters that should be more broadly useful than standard limiters for general applications.

97 MATHEMATICS AND COMPUTING↗