Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Nonlinear equations”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 757 records · Page 42

Active operator learning with predictive uncertainty quantification for partial differential equations

With the increased prevalence of neural operators being used to provide rapid solutions to partial differential equations (PDEs), understanding the accuracy of model predictions and the associated error levels is necessary for deploying reliable surrogate models in scientific applications. Existing uncertainty quantification (UQ) frameworks employ ensembles or Bayesian methods, which can incur substantial computational costs during both training and inference. Here, we propose a lightweight predictive UQ method tailored for Deep operator networks (DeepONets) that also generalizes to other operator networks. Numerical experiments on linear and nonlinear PDEs demonstrate that the framework’s uncertainty estimates are unbiased and provide accurate out-of-distribution uncertainty predictions with a sufficiently large training dataset. Our framework provides fast inference and uncertainty estimates that can efficiently drive outer-loop analyses that would be prohibitively expensive with conventional solvers. We demonstrate how predictive uncertainties can be used in the context of Bayesian optimization and active learning problems to yield improvements in accuracy and data-efficiency for outer-loop optimization procedures. In the active learning setup, we extend the framework to Fourier Neural Operators (FNO) and describe a generalized method for other operator networks. To enable real-time deployment, we introduce an inference strategy based on precomputed trunk outputs and a sparse placement matrix, reducing evaluation time by more than a factor of five. Our method provides a practical route to uncertainty-aware operator learning in time-sensitive settings.

97 MATHEMATICS AND COMPUTING↗

Pyomo.DOE: An open-source package for model-based design of experiments in Python

Predictive mathematical models are a cornerstone of science and engineering. Yet selecting, calibrating, and validating said science-based models often remains an art in practice. Model-based design of experiments (MBDoE) provides a systematic framework to maximize information gain from experiments while minimizing time and resource costs. But MBDoE remains limited to niche application areas, in part because practitioners must integrate expertise in statistics, computational optimization, and modeling. To help reduce this barrier, we introduce Pyomo.DOE, an open-source package for MBDoE. Pyomo.DOE uses a nonlinear sensitivity analysis code k_aug to quickly approximate the Fisher information matrix and leverages a new stochastic programming abstraction. We demonstrate Pyomo.DOE with the first application of MBDoE to fixed-bed breakthrough experiments, which highlights the power of Pyomo.DOE to quantify the value of experimental modifications a priori for large-scale partial differential-algebraic equation (PDAE) models. Here we also provide a mathematical primer on MBDoE targeted at general chemical engineers.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Generalized fractional approach to solving partial differential equations with arbitrary dispersion relations

The dynamics of physical systems are typically modeled by partial differential equations (PDEs). Because of the complexity in physical systems, PDE models rely on approximations or limiting cases. To model the full complexity of physical systems, it is necessary to use multiscale approaches where appropriate models are used at each level. Alternatively, complexity can be directly tackled by fractional integrodifferential equations that must be derived for each system. Here, we argue that complexity can be restored in PDEs by describing them from a fractional calculus perspective. Rather than deriving a fractional integrodifferential equation, we reinterpret the dispersion relation of the system by use of the Riesz definition, which contains the required information relating the energy and momentum space of the system and thus fully describes their dynamics. The approach is demonstrated by two examples: the Landau–Lifshitz equation in a 1D ferromagnetic chain and a modified KdV equation supporting surface gravity waves or Euler dispersion. The presented approach is applicable to fluids, soft matter, and solid-state matter and can be readily generalized to higher dimensions and more complex systems. While numerical calculations are needed to determine the fractional operator, the approach is analytical and can be utilized to determine analytical solutions and investigate nonlinear problems.

97 MATHEMATICS AND COMPUTING↗

Estimation of the Water Table Position in Unconfined Aquifers with MODFLOW 6

Abstract The numerical estimation of the position of the water table in unconfined aquifers is important for many practical applications. Its determination through observations or analytical methods is restricted to a few cases. Therefore, it is often estimated through numerical simulations, which may be affected by numerical artifacts and/or poor stability. We use MODFLOW to estimate the position of the water table for a seemingly simple example problem and demonstrate difficulties that can be faced when performing this kind of numerical simulation. We explain the causes for the numerical challenges that originate from the properties of the mathematical equations that must be solved. Based on the results of more than 600 steady‐state simulations, we show how the stability of the numerical solution can be affected by the values of physical parameters that define the problem (e.g., recharge rate, anisotropy ratio, and other parameters that control the numerical algorithm such as settings of the linear and nonlinear solution methods). Finally, we comment on some best practices to apply numerical simulations to estimate the water table position.

Geology↗

Identifying stochastic dynamics via finite expression methods

Modeling stochastic differential equations (SDEs) is crucial for understanding complex dynamical systems in various scientific fields. Recent methods often employ neural network-based models, which typically represent SDEs through a combination of deterministic and stochastic terms. However, these models usually lack interpretability and have difficulty in generalizing beyond their training domain. Here, this paper introduces the Finite Expression Method (FEX), a symbolic learning approach designed to derive interpretable mathematical representations of the deterministic component of SDEs. For the stochastic component, we integrate FEX with advanced generative modeling techniques to provide a comprehensive representation of SDEs. The numerical experiments on linear, nonlinear, and multidimensional SDEs demonstrate that FEX generalizes well beyond the training domain and delivers more accurate long-term predictions compared to neural network-based methods. The symbolic expressions identified by FEX not only improve prediction accuracy but also offer valuable scientific insights into the underlying dynamics of the systems.

Complex dynamical systems↗

Quasinormal modes of naked singularities in presence of nonlinear scalar fields

We study linear perturbations against static spherically symmetric background configurations of general relativity with a real scalar field (SF), which is minimally coupled with gravity; it is nonlinear due to the presence of the self-action potential. The background solutions have a naked singularity at the center of the configuration. The focus is on the stability of the background and fundamental frequencies of the quasinormal modes (QNM) of the axial perturbations in the Regge-Wheeler gauge. The problem is reduced to one hyperbolic master equation with an effective potential 𝑊eff, which turns out to be positive for a general non-negative SF potential; this ensures the linear stability with respect to this kind of perturbations. For numerical simulations, the SF potential was chosen in the power-law form 𝑉⁡(𝜙) ∼ 𝜙 2⁢𝑛 with 2 < 𝑛 ≤40. We extracted the fundamental frequencies of QNM for different 𝑛 and various sets of the background configuration parameters. The results show that even for a small background SF, there is a significant difference between the fundamental frequencies and ones in case of the Schwarzschild background. Furthermore, the results are also compared with the case of the Fisher-Janis-Newman-Winicour background dealing with a massless linear scalar field.

General relativity↗

Code Demonstration: Approximation of nearly-periodic symplectic maps via structure-preserving neural networks

In this notebook, we use the symplectic gyroceptron architecture from [Duruisseaux et al., 2022] to learn a surrogate map for the nearly-periodic symplectic flow map associated to a nearly-periodic Hamiltonian system composed of two nonlinearly coupled oscillators, where one of them oscillates significantly faster than the other: $\Big\lbrace$ $ {\dot{q}_1 = p_1 \hspace{5mm} \dot{p}_1 = -q_1 - \epsilon \partial_{q1}U(q_1 , q_2 )} \atop {\dot{q}_2 = \epsilon p_2 \hspace{4mm} \dot{p}_2 = -\epsilon q_2 - \epsilon \partial_{q2}U(q_1 , q_2 )}$. These equations of motion are the Hamilton's equations associated to the Hamiltonian $H_{\epsilon}(q_1,q_2,p_1,p_2)=\frac{1}{2}(q^2_1+p^2_1)+\frac{1}{2}\epsilon(q^2_2+p^2_2)+\epsilon$$U(q_1,q_2)$.

97 MATHEMATICS AND COMPUTING↗

Space-Time Block Preconditioning for Incompressible Flow

Parallel-in-time methods have become increasingly popular in the simulation of time-dependent numerical PDEs, allowing for the efficient use of additional message passing interface processes when spatial parallelism saturates. Most methods treat the solution and parallelism in space and time separately. In contrast, all-at-once methods solve the full space-time system directly, largely treating time as simply another spatial dimension. All-at-once methods offer a number of benefits over separate treatment of space and time, most notably significantly increased parallelism and faster time to solution (when applicable). However, the development of fast, scalable all-at-once methods has largely been limited to time-dependent (advection-)diffusion problems. This paper introduces the concept of space-time block preconditioning for the all-at-once solution of incompressible flow. By extending well-known concepts of spatial block preconditioning to the space-time setting, we develop a block preconditioner whose application requires the solution of a space-time (advection-)diffusion equation in the velocity block, coupled with a pressure Schur complement approximation consisting of independent spatial solves at each time-step, and a space-time matrix-vector multiplication. The new method is tested on four classical models in incompressible flow. Finally, the results indicate perfect scalability in refinement of spatial and temporal mesh spacing, perfect scalability in nonlinear Picard iteration count when applied to a nonlinear Navier--Stokes problem, and minimal overhead in terms of number of preconditioner applications compared with sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗

ARKODE: A Flexible IVP Solver Infrastructure for One-step Methods

We describe the ARKODE library of one-step time integration methods for ordinary differential equation (ODE) initial-value problems (IVPs). In addition to providing standard explicit and diagonally implicit Runge–Kutta methods, ARKODE supports one-step methods designed to treat additive splittings of the IVP, including implicit-explicit (ImEx) additive Runge–Kutta methods and multirate infinitesimal (MRI) methods. We present the role of ARKODE within the SUNDIALS suite of time integration and nonlinear solver libraries, the core ARKODE infrastructure for utilities common to large classes of one-step methods, as well as its use of “time stepper” modules enabling easy incorporation of novel algorithms into the library. Numerical results show example problems of increasing complexity, highlighting the algorithmic flexibility afforded through this infrastructure, and include a larger multiphysics application leveraging multiple algorithmic features from ARKODE and SUNDIALS.

97 MATHEMATICS AND COMPUTING↗

Laser-plasma acceleration beyond wave breaking

Laser wakefield accelerators rely on the extremely high electric fields of nonlinear plasma waves to trap and accelerate electrons to relativistic energies over short distances. When driven strongly enough, plasma waves break, trapping a large population of the background electrons that support their motion. Aside from limiting the maximum electric field, this trapping can lead to accelerated electron bunches with large energy spreads. Here we introduce a novel regime of plasma wave excitation and wakefield acceleration that allows for arbitrarily high electric fields while avoiding the deleterious effects of unwanted trapping. Here, the regime, enabled by spatiotemporal shaping of laser pulses, exploits the property that nonlinear plasma waves with superluminal phase velocities cannot trap charged particles and are therefore immune to wave breaking.

36 MATERIALS SCIENCE↗

Quantum Fluctuations and Multifractally enhanced Superconductivity in Disordered Thin Films

The interplay between electron–electron interactions and weak localization (or anti-localization) phenomena in two-dimensional systems can significantly enhance the superconducting transition temperature. For this work, we develop the theory of quantum fluctuations within such multifractally enhanced superconducting states in thin films. In conditions of weak disorder, we employ the Finkel’stein nonlinear sigma model to derive an effective action for the superconducting order parameter and the quasiclassical Green’s function, meticulously accounting for the influence of quantum fluctuations. This effective action, applicable for interactions of any strength, reveals the critical role of well-known collective modes in a dirty superconductor, and its saddle-point analysis leads to modified Usadel and gap equations. These equations comprehensively incorporate the renormalizations stemming from the interplay between interactions and disorder, resulting in the non-trivial energy dependence of the gap function. Notably, our analysis establishes a direct relation between the self-consistent gap equation at the superconducting transition temperature and the known renormalization group equations for interaction parameters in the normal state.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

A remapping scheme for history-dependent material state variables

Here, we present an interpolation scheme for use with material models involving history-dependent state variables. The interpolation scheme is based on the solution of a constrained optimization problem, to identify the smoothest monotone curve which produces an admissible solution. Unlike classical schemes used for transport equations, the proposed methodology accounts for the interdependence of the history variables and produces admissible interpolations of the material's state variables. After introducing a general solution scheme for the problem, a simplified and more computationally efficient method is derived. Finally, as a validation problem for the proposed methods, we consider the advection of internal state variables belonging to material models with highly nonlinear yield surfaces.

42 ENGINEERING↗

Control of Fractional Diffusion Problems via Dynamic Programming Equations

In this study, we explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation, we use the Hamilton–Jacobi–Bellman equation. It is well known that this approach suffers from the curse of dimensionality, and to mitigate this problem we couple semi-Lagrangian schemes for the discretization of the dynamic programming principle with the use of Shepard approximation. This coupling enables approximation of high-dimensional problems. Numerical convergence toward the solution of the continuous problem is provided together with linear and nonlinear examples. The robustness of the method with respect to disturbances of the system is illustrated by comparisons with an open-loop control approach.

97 MATHEMATICS AND COMPUTING↗

Reactive Flows in Porous Media: Challenges in Theoretical and Numerical Methods

We review theoretical and computational research, primarily from the past 10 years, addressing the flow of reactive fluids in porous media. The focus is on systems where chemical reactions at the solid–fluid interface cause dissolution of the surrounding porous matrix, creating nonlinear feedback mechanisms that can often lead to greatly enhanced permeability. Here, we discuss insights into the evolution of geological forms that can be inferred from these feedback mechanisms, as well as some geotechnical applications such as enhanced oil recovery, hydraulic fracturing, and carbon sequestration. Until recently, most practical applications of reactive transport have been based on Darcy-scale modeling, where averaged equations for the flow and reactant transport are solved. We summarize the successes and limitations of volume averaging, which leads to Darcy-scale equations, as an introduction to pore-scale modeling. Pore-scale modeling is computationally intensive but offers new insights as well as tests of averaging theories and pore-network models. We include recent research devoted to validation of pore-scale simulations, particularly the use of visual observations from microfluidic experiments.

wormhole formation↗

Scalable Algorithms for Inverse Problems With High-Dimensional Parameter Spaces

Inverse problems, which involve inferring unknown parameters from observed data, present significant computational challenges, especially in large-scale settings with high-dimensional unknown parameters and nonlinear relationships between the unknowns and observations. Bayesian inference provides an approach for addressing these problems, often relying on sequential sampling methods like Markov chain Monte Carlo (MCMC) to approximate the posterior distribution of the parameters. However, MCMC methods become computationally demanding as the dimensionality of the problem increases, particularly in large-scale systems where likelihood evaluations rely on solving partial differential equations (PDEs) on large spatial domains with finely resolved meshes. To overcome these limitations, recent advancements have focused on designing scalable computa tional techniques – for both PDE simulations and sampling strategies – to make Bayesian methods feasible for high-dimensional problems.

97 MATHEMATICS AND COMPUTING↗

Alleviating prior dependencies for DESI DR1 clustering fits through reparameterization

Bayesian analyses of the full-shape clustering of Dark Energy Spectroscopic Instrument (DESI) Data Release 1 (DR1) exhibit prior-volume projection effects, whereby weakly constrained nuisance parameters of the Effective Field Theory of Large Scale Structure (EFTofLSS) shift marginalized cosmological posteriors away from the posterior maximum. We reanalyze DESI DR1 power spectrum multipoles using two complementary mitigation strategies: (i) nonlinear orthogonalization to decorrelate nuisance and cosmological parameter priors, and (ii) a fully reparameterization-invariant Jeffreys prior over all EFTofLSS coefficients, evaluated on-the-fly via closed-form Jacobians. Including data from DESI, Big-Bang Nuclesynthesis and a constraint on $n_{\mathrm{s}}$, baseline priors lead to multi-$σ$ projection in the Hubble parameter $H_{0}$ and dark energy equation of state parameters $w_{0}$ and $w_{a}$; the Jeffreys prior successfully recenters these posteriors to enclose the maximum a posteriori estimate within the 68% credible regions, demonstrating clear mitigation of projection effects for these late-time expansion parameters. A hybrid Jeffreys+baseline-Gaussian configuration controls residual over-broad tails in the physical cold dark matter density $ω_{\mathrm{c}}$ while preserving the volume correction, and is our favoured approach. We compare the credible intervals derived using our methodology to those obtained using Halo Occupation Distribution (HOD)-informed priors and to confidence intervals derived using frequentist profile likelihood analyses, finding agreement in both central values and degeneracy directions in the $w_{0}$--$w_{a}$ plane. This demonstrates that, once projection effects are properly controlled, we can make robust inferences about the late-time cosmological expansion independent of the statistical framework adopted.

Bonici, M. [Waterloo U.; Perimeter Inst. Theor. Ph↗

Quantum bath augmented stochastic nonequilibrium atomistic simulations for molecular heat conduction

Classical molecular dynamics (MD) has been shown to be effective in simulating heat conduction in certain molecular junctions since it inherently takes into account some essential methodological components which are lacking in the quantum Landauer-type transport model, such as many-body full force-field interactions, anharmonicity effects and nonlinear responses for large temperature biases. However, the classical MD reaches its limit in the environments where the quantum effects are significant (e.g. with low-temperatures substrates, presence of extremely high frequency molecular modes). Here, we present an atomistic simulation methodology for molecular heat conduction that incorporates the quantum Bose–Einstein statistics into an “effective temperature” in the form of a modified Langevin equation. We show that the results from such a quasi-classical effective temperature MD method deviates drastically when the baths temperature approaches zero from classical MD simulations and the results converge to the classical ones when the bath approaches the high-temperature limit, which makes the method suitable for full temperature range. In addition, we show that our quasi-classical thermal transport method can be used to model the conducting substrate layout and molecular composition (e.g. anharmonicities, high-frequency modes). Anharmonic models are explicitly simulated via the Morse potential and compared to pure harmonic interactions to show the effects of anharmonicities under quantum colored bath setups. Finally, the chain length dependence of heat conduction is examined for one-dimensional polymer chains placed in between quantum augmented baths.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

PETSc Users Manual (Rev. 3.13)

This manual describes the use of PETSc for the numerical solution of partial differential equations and related problems on high-performance computers. The Portable, Extensible Toolkit for Scientific Computation (PETSc) is a suite of data structures and routines that provide the building blocks for the implementation of large-scale application codes on parallel (and serial) computers. PETSc uses the MPI standard for all message-passing communication. PETSc includes an expanding suite of parallel linear solvers, nonlinear solvers, and time integrators that may be used in application codes written in Fortran, C, C++, and Python. PETSc provides many of the mechanisms needed within parallel application codes, such as parallel matrix and vector assembly routines. The library is organized hierarchically, enabling users to employ the level of abstraction that is most appropriate for a particular problem. By using techniques of object-oriented programming, PETSc provides enormous flexibility for users. PETSc is a sophisticated set of software tools; as such, for some users it initially has a much steeper learning curve than a simple subroutine library. In particular, for individuals without some computer science background, experience programming in C, C++, python, or Fortran and experience using a debugger such as gdb or dbx, it may require a significant amount of time to take full advantage of the features that enable efficient software use. However, the power of the PETSc design and the algorithms it incorporates may make the efficient implementation of many application codes simpler than \rolling them" yourself.

97 MATHEMATICS AND COMPUTING↗