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All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

The Memory Scaling of Reverse-Mode Differentiation in Particle Accelerator Simulations with Space Charge

The recent development of differentiable simulation codes for particle accelerators has enabled gradient-based workflows that promise finer control and more realistic modeling of accelerator facilities. However, when using reverse-mode automatic differentiation, the memory usage continuously increases during the simulation, and can potentially exceed the available hardware memory - especially when costly space charge computation is included. To study the memory requirements for differentiable simulations, we have implemented space charge in Cheetah, a PyTorch-based beam tracking code that supports reverse-mode differentiation. We find that the memory usage for reverse-mode differentiation grows linearly with the number of macroparticles and cells, and that it is proportional to the number of space charge kicks involved in the simulation. This general scaling can be used to evaluate whether a given differentiable simulation is feasible given hardware memory constraints.

Dhamrait, Arjun↗
DOE OSTI2022

Neural Lyapunov Differentiable Predictive Control

We present a learning-based predictive control methodology using the differentiable programming framework with sufficient Lyapunov-based guarantees. The neural Lyapunov differentiable predictive control (NLDPC) learns the policy by constructing a computational graph encompassing the system dynamics, state, and input constraints, and the necessary Lyapunov certification constraints, and thereafter using the automatic differentiation to update the neural policy parameters. In conjunction, our approach jointly learns a Lyapunov function that certifies the regions of state-space with stable dynamics. We also provide an initial condition sampling-based statistical guarantee for the training of NLDPC. Our offline training approach provides a computationally efficient and scalable alternative to classical model predictive control solutions, which now directly comes with Lyapunov based guarantees as shown in this paper. We substantiate the advantages of the proposed approach with simulations to stabilize the double integrator model and on an example of controlling an aircraft model.

Mukherjee, Sayak↗
DOE OSTI2022

Differential methods for assessing sensitivity in biological models

Differential sensitivity analysis is indispensable in fitting parameters, understanding uncertainty, and forecasting the results of both thought and lab experiments. Although there are many methods currently available for performing differential sensitivity analysis of biological models, it can be difficult to determine which method is best suited for a particular model. In this paper, we explain a variety of differential sensitivity methods and assess their value in some typical biological models. First, we explain the mathematical basis for three numerical methods: adjoint sensitivity analysis, complex perturbation sensitivity analysis, and forward mode sensitivity analysis. We then carry out four instructive case studies. (a) The CARRGO model for tumor-immune interaction highlights the additional information that differential sensitivity analysis provides beyond traditional naive sensitivity methods, (b) the deterministic SIR model demonstrates the value of using second-order sensitivity in refining model predictions, (c) the stochastic SIR model shows how differential sensitivity can be attacked in stochastic modeling, and (d) a discrete birth-death-migration model illustrates how the complex perturbation method of differential sensitivity can be generalized to a broader range of biological models. Finally, we compare the speed, accuracy, and ease of use of these methods. We find that forward mode automatic differentiation has the quickest computational time, while the complex perturbation method is the simplest to implement and the most generalizable.

59 BASIC BIOLOGICAL SCIENCES↗
DOE OSTI2022

Differentiable Predictions for Large Scale Structure with SHAMNet

In simulation-based models of the galaxy-halo connection, theoretical predictions for galaxy clustering and lensing are typically made based on Monte Carlo realizations of a mock universe. In this paper, we use Subhalo Abundance Matching (SHAM) as a toy model to introduce an alternative to stochastic predictions based on mock population, demonstrating how to make simulation-based predictions for clustering and lensing that are both exact and differentiable with respect to the parameters of the model. Conventional implementations of SHAM are based on iterative algorithms such as Richardson-Lucy deconvolution; here we use the JAX library for automatic differentiation to train SHAMNet, a neural network that accurately approximates the stellar-to-halo mass relation (SMHM) defined by abundance matching. In our approach to making differentiable predictions of large-scale structure, we map parameterized PDFs onto each simulated halo, and calculate gradients of summary statistics of the galaxy distribution by using autodiff to propagate the gradients of the SMHM through the statistical estimators used to measure one- and two-point functions. Our techniques are quite general, and we conclude with an overview of how they can be applied in tandem with more complex, higher-dimensional models, creating the capability to make differentiable predictions for the multi-wavelength universe of galaxies.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

DSPS: Differentiable stellar population synthesis

ABSTRACT Models of stellar population synthesis (SPS) are the fundamental tool that relates the physical properties of a galaxy to its spectral energy distribution (SED). In this paper, we present DSPS: a python package for SPS. All of the functionality in DSPS is implemented natively in the JAX library for automatic differentiation, and so our predictions for galaxy photometry are fully differentiable, and directly inherit the performance benefits of JAX, including portability onto GPUs. DSPS also implements several novel features, such as i) a flexible empirical model for stellar metallicity that incorporates correlations with stellar age, ii) support for the Diffstar model that provides a physically-motivated connection between the star formation history of a galaxy (SFH) and the mass assembly of its underlying dark matter halo. We detail a set of theoretical techniques for using autodiff to calculate gradients of predictions for galaxy SEDs with respect to SPS parameters that control a range of physical effects, including SFH, stellar metallicity, nebular emission, and dust attenuation. When forward modelling the colours of a synthetic galaxy population, we find that DSPS can provide a factor of 5 speed-up over standard SPS codes on a CPU, and a factor of 300-400 on a modern GPU. When coupled with gradient-based techniques for optimization and inference, DSPS makes it practical to conduct expansive likelihood analyses of simulation-based models of the galaxy–halo connection that fully forward model galaxy spectra and photometry.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2024

Learning Constrained Parametric Differentiable Predictive Control Policies With Guarantees

We present differentiable predictive control (DPC), a method for offline learning of constrained neural control policies for nonlinear dynamical systems with performance guarantees. We show that the sensitivities of the parametric optimal control problem can be used to obtain direct policy gradients. Specifically, we employ automatic differentiation (AD) to efficiently compute the sensitivities of the model predictive control (MPC) objective function and constraints penalties. To guarantee safety upon deployment, we derive probabilistic guarantees on closed-loop stability and constraint satisfaction based on indicator functions and Hoeffding’s inequality. We empirically demonstrate that the proposed method can learn neural control policies for various parametric optimal control tasks. In particular, we show that the proposed DPC method can stabilize systems with unstable dynamics, track time-varying references, and satisfy nonlinear state and input constraints. Our DPC method has practical time savings compared to alternative approaches for fast and memory-efficient controller design. Specifically, DPC does not depend on a supervisory controller as opposed to approximate MPC based on imitation learning. We demonstrate that, without losing performance, DPC is scalable with greatly reduced demands on memory and computation compared to implicit and explicit MPC while being more sample efficient than model-free reinforcement learning (RL) algorithms.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Capturing dynamical correlations using implicit neural representations

Abstract Understanding the nature and origin of collective excitations in materials is of fundamental importance for unraveling the underlying physics of a many-body system. Excitation spectra are usually obtained by measuring the dynamical structure factor, S ( Q , ω ), using inelastic neutron or x-ray scattering techniques and are analyzed by comparing the experimental results against calculated predictions. We introduce a data-driven analysis tool which leverages ‘neural implicit representations’ that are specifically tailored for handling spectrographic measurements and are able to efficiently obtain unknown parameters from experimental data via automatic differentiation. In this work, we employ linear spin wave theory simulations to train a machine learning platform, enabling precise exchange parameter extraction from inelastic neutron scattering data on the square-lattice spin-1 antiferromagnet La 2 NiO 4 , showcasing a viable pathway towards automatic refinement of advanced models for ordered magnetic systems.

36 MATERIALS SCIENCE↗
DOE OSTI2024

When ancient numerical demons meet physics-informed machine learning: adjoint-based gradients for implicit differentiable modeling

Recent advances in differentiable modeling, a genre of physics-informed machine learning that trains neural networks (NNs) together with process-based equations, have shown promise in enhancing hydrological models' accuracy, interpretability, and knowledge-discovery potential. Current differentiable models are efficient for NN-based parameter regionalization, but the simple explicit numerical schemes paired with sequential calculations (operator splitting) can incur numerical errors whose impacts on models' representation power and learned parameters are not clear. Implicit schemes, however, cannot rely on automatic differentiation to calculate gradients due to potential issues of gradient vanishing and memory demand. Here we propose a “discretize-then-optimize” adjoint method to enable differentiable implicit numerical schemes for the first time for large-scale hydrological modeling. The adjoint model demonstrates comprehensively improved performance, with Kling–Gupta efficiency coefficients, peak-flow and low-flow metrics, and evapotranspiration that moderately surpass the already-competitive explicit model. Therefore, the previous sequential-calculation approach had a detrimental impact on the model's ability to represent hydrological dynamics. Furthermore, with a structural update that describes capillary rise, the adjoint model can better describe baseflow in arid regions and also produce low flows that outperform even pure machine learning methods such as long short-term memory networks. The adjoint model rectified some parameter distortions but did not alter spatial parameter distributions, demonstrating the robustness of regionalized parameterization. Despite higher computational expenses and modest improvements, the adjoint model's success removes the barrier for complex implicit schemes to enrich differentiable modeling in hydrology.

58 GEOSCIENCES↗
DOE OSTI2022

Autodifferentiable Ensemble Kalman Filters

Data assimilation is concerned with sequentially estimating a temporally evolving state. This task, which arises in a wide range of scientific and engineering applications, is particularly challenging when the state is high-dimensional and the state-space dynamics are unknown. This paper introduces a machine learning framework for learning dynamical systems in data assimilation. Here, our auto-differentiable ensemble Kalman filters (AD-EnKFs) blend ensemble Kalman filters for state recovery with machine learning tools for learning the dynamics. In doing so, AD-EnKFs leverage the ability of ensemble Kalman filters to scale to high-dimensional states and the power of automatic differentiation to train high-dimensional surrogate models for the dynamics. Numerical results using the Lorenz-96 model show that AD-EnKFs outperform existing methods that use expectation-maximization or particle filters to merge data assimilation and machine learning. In addition, AD-EnKFs are easy to implement and require minimal tuning.

autodifferentiation↗
DOE OSTI2022

Physics-informed machine learning with differentiable programming for heterogeneous underground reservoir pressure management

Abstract Avoiding over-pressurization in subsurface reservoirs is critical for applications like CO $$_2$$ 2 sequestration and wastewater injection. Managing the pressures by controlling injection/extraction are challenging because of complex heterogeneity in the subsurface. The heterogeneity typically requires high-fidelity physics-based models to make predictions on CO $$_2$$ 2 fate. Furthermore, characterizing the heterogeneity accurately is fraught with parametric uncertainty. Accounting for both, heterogeneity and uncertainty, makes this a computationally-intensive problem challenging for current reservoir simulators. To tackle this, we use differentiable programming with a full-physics model and machine learning to determine the fluid extraction rates that prevent over-pressurization at critical reservoir locations. We use DPFEHM framework, which has trustworthy physics based on the standard two-point flux finite volume discretization and is also automatically differentiable like machine learning models. Our physics-informed machine learning framework uses convolutional neural networks to learn an appropriate extraction rate based on the permeability field. We also perform a hyperparameter search to improve the model’s accuracy. Training and testing scenarios are executed to evaluate the feasibility of using physics-informed machine learning to manage reservoir pressures. We constructed and tested a sufficiently accurate simulator that is 400 000 times faster than the underlying physics-based simulator, allowing for near real-time analysis and robust uncertainty quantification.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2025

Jipole: A Differentiable ipole-based Code for Radiative Transfer in Curved Spacetimes

Recent imaging of supermassive black holes by the Event Horizon Telescope has relied on exhaustive parameter-space searches, matching observations to large, precomputed libraries of theoretical models. As observational data become increasingly precise, the limitations of this computationally expensive approach grow more acute, creating a pressing need for more efficient methods. In this work, we present Jipole, an automatically differentiable (AD), ipole-based code for radiative transfer in curved spacetimes, designed to compute image gradients with respect to underlying model parameters. These gradients quantify how parameter changes—such as the black hole’s spin or the observer’s inclination—affect the image, enabling more efficient parameter estimation and reducing the number of required images. We validate Jipole against ipole in two analytical tests and then compare pixelwise intensity derivatives from AD with those from finite-difference methods. We then demonstrate the utility of these gradients by performing parameter recovery for an analytical model in three increasingly complex cases for the injected image: ideal, blurred, and blurred with added noise. In most cases, high-accuracy fits are obtained in only a few optimization steps, failing only in cases with extremely low signal-to-noise ratios. These results highlight the potential of AD-based methods to accelerate robust, high-fidelity model-data comparisons in current and future black hole imaging efforts.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2025

Application of physics-informed neural networks (PINNs) solution to coupled thermal and hydraulic processes in silty sands

Abstract The accurate modeling of water and heat transport in soils is crucial for both geo-environmental and geothermal engineering. Traditional modeling methods are problematic because they require well-defined boundaries and initial conditions. Recently, physics-informed neural networks (PINNs), which incorporate partial differential equations (PDEs) to solve forward and inverse problems, have attracted increasing attention in machine learning research. In this study, we applied PINNs to tackle hydraulic and thermal transport coupling forward problems in silty sands. A fully connected deep neural network was utilized for training. This neural network model leverages automatic differentiation to apply the governing equations as constraints, based on the mathematical approximations established by the neural network itself. We conducted forward problems and compared the solutions derived from PINNs with those from Finite Element Method (FEM) simulations. The forward problem results demonstrate the PINNs model’s capability in predicting hydraulic transport, heat transport, and thermal–hydraulic coupling in silty sands under various boundary conditions. The PINNs exhibited great performance in simulating the thermal–hydraulic coupling problem. The accuracy of the PINNs solutions shows its potential for simulation in geotechnical engineering.

Feng, Yuan↗
DOE OSTI2024

ReactionMechanismSimulator.jl: A modern approach to chemical kinetic mechanism simulation and analysis

Abstract We present ReactionMechanismSimulator.jl (RMS), a modern differentiable software for the simulation and analysis of chemical kinetic mechanisms, including multiphase systems. RMS has already been applied to problems in combustion, pyrolysis, polymers, pharmaceuticals, catalysis, and electrocatalysis. RMS is written in Julia, making it easy to develop and allowing it to take advantage of Julia's extensive numerical computing ecosystem. In addition to its extensive library of optimized analytic Jacobians, RMS can generate and use Jacobians computed using automatic differentiation and symbolically generated analytic Jacobians. RMS is demonstrated to be faster than Cantera and Chemkin in several benchmarks. RMS also implements an extensive set of features for analyzing chemical mechanisms, including a library of easy‐to‐call plotting functions, molecular structure resolved flux diagram generation, crash analysis, traditional sensitivity analysis, transitory sensitivity analysis, and an automatic mechanism analysis toolkit. RMS implements efficient adjoint and parallel forward sensitivity analyses. We also demonstrate the ease of adding new features to RMS.

Johnson, Matthew S.↗
DOE OSTI2022

Learning Stochastic Parametric Differentiable Predictive Control Policies

We present a scalable unsupervised learning-based method for obtaining explicit control policies for model predictive control problems for stochastic linear systems with additive uncertainties subject to nonlinear chance constraints. We call the proposed method stochastic parametric differentiable predictive control (SP-DPC), which extends the recently proposed deterministic DPC policy optimization algorithm. We formulate the SP-DPC as a deterministic approximation to the stochastic parametric constrained optimal control problem via independent sampling of the problem's parameters and uncertainties. This formulation allows us to directly compute the policy gradients via automatic differentiation of the problem's value function, evaluated over sampled parameters and uncertainties. In particular, the computed expectation of the problem's value function is backpropagated through the finite-time closed-loop system rollouts parametrized by a known nominal system dynamics model and neural control policy. We also provide theoretical probabilistic guarantees on closed-loop stability and chance constraints satisfaction for systems controlled by learned neural policies. We demonstrate the computational efficiency and scalability of the proposed policy optimization algorithm in three numerical examples, including systems with a large number of states or subject to nonlinear constraints.

Drgona, Jan↗
DOE OSTI2023

MrHyDE v.1.0

SAND2024-01324O MrHyDE, which stands for Multi-resolution Hybridized Differential Equations, is a general-purpose C++ package for the solution of coupled multiphysics and multiscale systems on massively parallel computing systems. MrHyDE is designed to enable moving beyond forward simulation for multiscale applications which includes optimization, control, uncertainty quantification, and stochastic inversion. The framework provides interfaces to several packages within the Trilinos framework and leverages automatic differentiation to enable adjoint capabilities for large-scale, gradient-based optimization. MrHyDE provides automated multiscale capabilities through a subgrid model interface and multiscale Dirichlet-to-Neumann maps. For extreme-scale applications, MrHyDE provides in situ data-compression algorithms to reduce memory requirements while maintaining performance. MrHyDE is a general-purpose, computational framework for the solution of multiscale and multiphysics applications. It uses a combination of structure-preserving, physics-compatible discretizations, fully implicit methods, multi-resolution schemes, or fully explicit methods. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

SciDAC↗
DOE OSTI2024

Emission line predictions for mock galaxy catalogues: a new differentiable and empirical mapping from DESI

ABSTRACT We present a simple, differentiable method for predicting emission line strengths from rest-frame optical continua using an empirically determined mapping. Extensive work has been done to develop mock galaxy catalogues that include robust predictions for galaxy photometry, but reliably predicting the strengths of emission lines has remained challenging. Our new mapping is a simple neural network implemented using the JAX Python automatic differentiation library. It is trained on Dark Energy Spectroscopic Instrument Early Release data to predict the equivalent widths (EWs) of the eight brightest optical emission lines (including H α, H β, [O ii], and [O iii]) from a galaxy’s rest-frame optical continuum. The predicted EW distributions are consistent with the observed ones when noise is accounted for, and we find Spearman’s rank correlation coefficient ρs > 0.87 between predictions and observations for most lines. Using a non-linear dimensionality reduction technique, we show that this is true for galaxies across the full range of observed spectral energy distributions. In addition, we find that adding measurement uncertainties to the predicted line strengths is essential for reproducing the distribution of observed line-ratios in the BPT diagram. Our trained network can easily be incorporated into a differentiable stellar population synthesis pipeline without hindering differentiability or scalability with GPUs. A synthetic catalogue generated with such a pipeline can be used to characterize and account for biases in the spectroscopic training sets used for training and calibration of photo-z’s, improving the modelling of systematic incompleteness for the Rubin Observatory LSST and other surveys.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2025

Bias-Variance Trade-Off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEs

Physics-Informed Neural Networks (PINNs) have triggered a paradigm shift in scientific computing, leveraging mesh-free properties and robust approximation capabilities. While proving effective for low-dimensional partial differential equations (PDEs), the computational cost of PINNs remains a hurdle in high-dimensional scenarios. This is particularly pronounced when computing high-order and high-dimensional derivatives in the physics-informed loss. Randomized Smoothing PINN (RS-PINN) introduces Gaussian noise for stochastic smoothing of the original neural net model, enabling the use of Monte Carlo methods for derivative approximation, which eliminates the need for costly automatic differentiation. Despite its computational efficiency, especially in the approximation of high-dimensional derivatives, RS-PINN introduces biases in both loss and gradients, negatively impacting convergence, especially when coupled with stochastic gradient descent (SGD) algorithms. We present a comprehensive analysis of biases in RS-PINN, attributing them to the nonlinearity of the Mean Squared Error (MSE) loss as well as the intrinsic nonlinearity of the PDE itself. We propose tailored bias correction techniques, delineating their application based on the order of PDE nonlinearity. The derivation of an unbiased RS-PINN allows for a detailed examination of its advantages and disadvantages compared to the biased version. Specifically, the biased version has a lower variance and runs faster than the unbiased version, but it is less accurate due to the bias. To optimize the bias-variance trade-off, we combine the two approaches in a hybrid method that balances the rapid convergence of the biased version with the high accuracy of the unbiased version. In addition to methodological contributions, we present an enhanced implementation of RS-PINN. Extensive experiments on diverse high-dimensional PDEs, including Fokker-Planck, Hamilton-Jacobi-Bellman (HJB), viscous Burgers’, Allen-Cahn, and Sine-Gordon equations, illustrate the bias-variance trade-off and highlight the effectiveness of the hybrid RS-PINN. Empirical guidelines are provided for selecting biased, unbiased, or hybrid versions, depending on the dimensionality and nonlinearity of the specific PDE problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

nn-PINNs: Non-Newtonian physics-informed neural networks for complex fluid modeling

Time- and rate-dependent material functions in non-Newtonian fluids in response to different deformation fields pose a challenge in integrating different constitutive models into conventional computational fluid dynamic platforms. Considering their relevance in many industrial and natural settings alike, robust data-driven frameworks that enable accurate modeling of these complex fluids are of great interest. The main goal is to solve the coupled Partial Differential Equations (PDEs) consisting of the constitutive equations that relate the shear stress to the deformation and fully capture the behavior of the fluid under various flow protocols with different boundary conditions. Here, in this work, we present non-Newtonian physics-informed neural networks (nn-PINNs) for solving systems of coupled PDEs adopted for complex fluid flow modeling. The proposed nn-PINN method is employed to solve the constitutive models in conjunction with conservation of mass and momentum by benefiting from Automatic Differentiation (AD) in neural networks, hence avoiding the mesh generation step. nn-PINNs are tested for a number of different complex fluids with different constitutive models and for several flow protocols. These include a range of Generalized Newtonian Fluid (GNF) empirical constitutive models, as well as some phenomenological models with memory effects and thixotropic timescales. nn-PINNs are found to obtain the correct solution of complex fluids in spatiotemporal domains with good accuracy compared to the ground truth solution. We also present applications of nn-PINNs for complex fluid modeling problems with unknown boundary conditions on the surface, and show that our approach can successfully recover the velocity and stress fields across the domain, including the boundaries, given some sparse velocity measurements.

42 ENGINEERING↗