A structurally informed data assimilation approach for nonlinear partial differential equations
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Multiphysics models of nuclear reactors frequently comprise nonlinear systems of equations. The nonlinear nature of these models could lead to solution bifurcations, where a small change in a certain parameter, e.g., the thermophysical properties of the coolant, can lead to a sudden change in the system’s behavior. At the point in parameter space where this happens, called a critical point, the Jacobian matrix of the model’s nonlinear operator becomes singular potentially permitting multiple solutions to coexist. In this paper, we perform uncertainty estimation (UE) in a parameter range that includes bifurcated solutions within the context of Rayleigh–Bénard problem. We perform this analysis assuming uncertain temperature difference, and tilt angle for the iterative solution algorithm with a unit Prandtl number (Pr = 1). Also, we perform this analysis under uncertain thermophysical properties for both FLiBe molten salt and liquid sodium as working fluid. We deploy two approaches to compute statistical moments for the resulting distributions of selected flow-field variables. The first approach is the blind computation of the mean and the standard deviation without any consideration of solution bifurcation, while the second approach utilizes k-means clustering to cluster each branch’s solutions together and compute separate statistical moments for each branch. The statistical distributions are obtained by perturbing the selected parameters about nominal values that correspond to a solution on one of the valid branches, and that solution is used as initial guess for the iterative solution algorithm. We found that perturbation of any parameter when its nominal value is close to its critical point always leads to branch jumping, i.e., the iterations converge to a solution on a branch different from the branch of the initial guess. This produces a statistical ensemble comprised of fundamentally different solutions leading to wrong mean values and uncertainty estimates, whereas clustering provides an efficient way to deal with this type of computation. This work is important for developing Gen IV nuclear systems because many of these systems rely on natural convection for cooling especially in accident conditions.
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Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial time-stepping methods. However, like many parallel-in-time methods it can fail to converge when applied to non-diffusive equations such as hyperbolic systems or dispersive nonlinear wave equations. Here, this paper explores the use of exponential integrators within the Parareal iteration. Exponential integrators are particularly interesting candidates for Parareal because of their ability to resolve fast-moving waves, even at the large stepsizes used by coarse propagators. This work begins with an introduction to exponential Parareal integrators followed by several motivating numerical experiments involving the nonlinear Schrödinger equation. These experiments are then analyzed using linear analysis that approximates the stability and convergence properties of the exponential Parareal iteration on nonlinear problems. The paper concludes with two additional numerical experiments involving the dispersive Kadomtsev-Petviashvili equation and the hyperbolic Vlasov-Poisson equation. These experiments demonstrate that exponential Parareal methods offer improved time-to-solution compared to serial exponential integrators when solving certain non-diffusive equations.
When modeling complex physical systems with advanced dynamics, such as shocks and singularities, many classic methods for solving partial differential equations can return inaccurate or unusable results. One way to resolve these complex dynamics is through r-adaptive refinement methods, in which a fixed number of mesh points are shifted to areas of high interest. The mesh refinement map can be found through the solution of the Monge-Ampére equation, a highly nonlinear partial differential equation. Due to its nonlinearity, the numerical solution of the Monge-Ampére equation is nontrivial and has previously required computationally expensive methods. In this report, we detail our novel optimization-based, multigrid-enabled solver for a low-order finite element approximation of the Monge-Ampére equation. This fast and scalable solver makes r-adaptive meshing more readily available for problems related to large-scale optimal design. Beyond mesh adaptivity, our report discusses additional applications where our fast solver for the Monge-Ampére equation could be easily applied.
Here, we consider neutral particle systems described by moments of a phase-space density and propose a realizability-preserving numerical method to evolve a spectral two-moment model for particles interacting with a background fluid moving with nonrelativistic velocities. The system of nonlinear moment equations, with special relativistic corrections to $\mathscr{O}$($v$/$c$), expresses a balance between phase-space advection and collisions and includes velocity-dependent terms that account for spatial advection, Doppler shift, and angular aberration. The model is conservative for the correct $\mathscr{O}$($v$/$c$) Eulerian-frame number density and is consistent, to $\mathscr{O}$($v$/$c$), with Eulerian-frame energy and momentum conservation. This model is closely related to the one promoted by Lowrie et al. and similar to models currently used to study transport phenomena in large-scale simulations of astrophysical environments. The proposed numerical method is designed to preserve moment realizability, which guarantees that the moments correspond to a nonnegative phase-space density. The realizability-preserving scheme consists of the following key components: (i) a strong stability-preserving implicit-explicit (IMEX) time-integration method; (ii) a discontinuous Galerkin (DG) phase-space discretization with carefully constructed numerical uxes; (iii) a realizability-preserving implicit collision update; and(iv) a realizability-enforcing limiter. In time integration, nonlinearity of the moment model necessitates solution of nonlinear equations, which we formulate as fixed-point problems and solve with tailored iterative solvers that preserve moment realizability with guaranteed global convergence. We also analyze the simultaneous Eulerian-frame number and energy conservation properties of the semi-discrete DG scheme and propose a "spectral redistribution" scheme that promotes Eulerian-frame energy conservation. Through numerical experiments, we demonstrate the accuracy and robustness of this DG-IMEX method and investigate its Eulerian-frame energy conservation properties.
This paper describes a numerical algorithm for solving the classic problem of a plane strain (KGD) fracture propagating in an impermeable elastic medium with zero toughness. The method, which takes advantage of the self-similar nature of the solution, combines a domain-based scheme to solve the elasticity equations and a finite volume method to solve the nonlinear lubrication equation. This work represents a first step towards developing a model able to account for pore pressure diffusion in the medium and corresponding poroelastic effects, noting that these processes are more efficiently solved using a domain-based rather than a boundary integral method. To enhance the efficiency and accuracy of the numerical scheme, the far-field crack asymptotics is embedded in the discretized elastic relationship between the fluid pressure and the crack opening, while the coupled fluid-solid tip asymptote is enforced in a weak form when solving the nonlinear lubrication equation. The proposed technique yields results that closely match the analytical solution, even with a coarse mesh. This approach offers potential for addressing more complex hydraulic fracturing problems in the future.
Abstract A perturbative solution of simplified primitive equations for nonlinear weakly stratified upwelling over a frictional slope is found that resolves the vertical structure of velocity fields and can satisfy Ertel’s potential vorticity conservation in the stratified inviscid interior. The solution uses assumptions consistent with the model proposed by Lentz and Chapman, including a steady-state, constant cross-shore density gradient, no alongshore gradients, laterally inviscid, and consideration of cross-shore advection of alongshore momentum. The solution resolves the vertical structure of velocity fields (including subsurface maxima of compensational flow, not resolved by Lentz and Chapman) and can satisfy Ertel’s potential vorticity conservation in the stratified inviscid interior. The dynamics are similar to Lentz and Chapman; bottom stress balances alongshore wind stress in a homogeneous density ocean and is replaced by nonlinear cross-shore transport of alongshore momentum as the Burger number (S=αN/f, whereα,N, andfare the bottom slope, buoyancy frequency, Coriolis frequency, respectively) increases. When the solution uses the empirical relation between cross-shore and vertical density gradients proposed by Lentz and Chapman, vorticity conservation is not satisfied and the nonlinear momentum transport estimated by the solution linearly increases withS, asymptotically matching Lentz and Chapman forS< 1. When the solution conserves interior potential vorticity, the momentum transport is proportional toS 2 forS< 1 and is in better agreement with numerical simulations.
Self-focusing instability is a well-known phenomenon of nonlinear optics, which is of great importance in the field of laser–plasma interactions. Self-focusing instability leads to beam focusing and, consequently, breakup into multiple laser filaments. The majority of applications tend to avoid a laser filamentation regime due to its detrimental role on laser spot profile and peak intensity. In our work, using nonlinear Schrödinger equation solver and particle-in-cell simulations, we address the problem of interaction of multiple parallel beams in plasmas. We consider both non-relativistic and moderately relativistic regimes and demonstrate how the physics of parallel beam interaction transitions from the familiar self- and mutual-focusing instabilities in the non-relativistic regime to a moderately relativistic regime, where an analytical description of filament interaction is not available.
A method is presented to construct analytic solitary wave solutions in nonlinear extensions of the Schrödinger equation starting from analytic solutions of the ordinary Schrödinger equation. We provide several examples illustrating the method. We rederive three well-known soliton solutions including the N-dimensional non-relativistic Gausson as well as the one-dimensional 1 / cosh-soliton and a theory with a power-like nonlinearity proportional to |ψ| 2λ with λ > 0. We also find several new solutions in different nonlinear theories in various space dimensions which, to the best of our knowledge, have not yet been discussed in literature. Our method can be used to construct further nonlinear theories and generalized to relativistic soliton theories, and may have many applications.
In this paper, we provide several novel solutions of the Ablowitz–Musslimani and Yang’s versions of the nonlocal nonlinear Schrödinger (NLS) equation, nonlocal modified Korteweg–de Vries (mKdV) as well as nonlocal Hirota equations. Further, in each case we compare and contrast with the corresponding solutions of the relevant local equation. In addition, we provide new solutions of the local NLS, local mKdV and local Hirota equations which are not the solutions of the corresponding nonlocal equations.
We employ adaptive activation functions for regression in deep and physics-informed neural networks (PINNs) to approximate smooth and discontinuous functions as well as solutions of linear and nonlinear partial differential equations. In particular, we solve the nonlinear Klein-Gordon equation, which has smooth solutions, the nonlinear Burgers equation, which can admit high gradient solutions, and the Helmholtz equation. We introduce a scalable hyper-parameter in the activation function, which can be optimized to achieve best performance of the network as it changes dynamically the topology of the loss function involved in the optimization process. The adaptive activation function has better learning capabilities than the traditional one (fixed activation) as it improves greatly the convergence rate, especially at early training, as well as the solution accuracy. To better understand the learning process, we plot the neural network solution in the frequency domain to examine how the network captures successively different frequency bands present in the solution. We consider both forward problems, where the approximate solutions are obtained, as well as inverse problems, where parameters involved in the governing equation are identified. Our simulation results show that the proposed method is a very simple and effective approach to increase the efficiency, robustness and accuracy of the neural network approximation of nonlinear functions as well as solutions of partial differential equations, especially for forward problems. We theoretically prove that in the proposed method, gradient descent algorithms are not attracted to suboptimal critical points or local minima.
The Vlasov equation is a nonlinear partial differential equation that provides a first-principles description of the dynamics of plasmas. Its linear limit is routinely used in plasma physics to investigate plasma oscillations and stability. In this paper, we present a quantum algorithm that simulates the linearized Vlasov equation with and without collisions, in the one-dimensional electrostatic limit. Rather than solving this equation in its native spatial and velocity phase space, we adopt an efficient representation in the dual space yielded by a Fourier-Hermite expansion. For a given simulation time, the Fourier-Hermite representation is exponentially more compact, thus yielding a classical algorithm that can match the performance of a previously proposed quantum algorithm for this problem. Further, this representation results in a system of linear ordinary differential equations (ODEs) which can be solved with well-developed quantum algorithms: a Hamiltonian simulation in the collisionless case, and quantum ODE solvers in the collisional case. In particular, we demonstrate that a quadratic speedup in system size is attainable.
The System Analysis Module (SAM) is being developed as a modern system analysis code for advanced non-light-water-reactor safety analysis under the U.S. DOE NEAMS program. Previous feasibility studies have demonstrated that a staggered-grid finite volume method (SG-FVM), implemented under the MOOSE framework, can deliver more than an order of magnitude speedup over the existing continuous Galerkin finite element method (CG-FEM) solver for liquid-cooled, incompressible but thermally expandable flow systems. This work extends the previous effort to compressible, gas-cooled reactor applications, where pressure couples directly into the mass equation adding additional nonlinearity into the equation system. New code capabilities are implemented for pebble bed high-temperature gas-cooled reactor (PB-HTGR) analysis, including a pebble bed CoreChannel component, built-in pebble bed effective thermal conductivity model and channel-to-channel crossflow model. The capabilities are tested, benchmarked, and demonstrated for problems with increased level of model and physical complexities, including the HTTU effective thermal conductivity test, the SANA passive cooling test, and a demonstration case using the GPBR200 reactor design covering steady-state operation, DLOFC and PLOFC transients. Across all cases, the SG-FVM solver demonstrated strong robustness and efficiency, and the solutions agree well with reference results and data. The finding of this work proves that SG-FVM is a viable and efficient solver pathway for compressible, gas-cooled reactor system analysis in SAM. In addition, work has been done to successfully support SAM-FVM recover/restart code feature that is essential to reactor safety analysis applications, and MultiApp code feature that is essential to multi-scale and multi-physics simulations. In summary, this work continued from previous feasibility studies, and further demonstrated that the SG-FVM will serve as a strong foundation for SAM’s advanced solver algorithm for future deployment.
Bosonic mean-field theories can approximate the dynamics of systems of $n$ bosons provided that $n \gg 1$. Here, we show that there can also be an exact correspondence at finite $n$ when the bosonic system is generalized to include interactions with the environment and the mean-field theory is replaced by a stochastic differential equation. When the $n \to \infty$ limit is taken, the stochastic terms in this differential equation vanish, and a mean-field theory is recovered. Besides providing insight into the differences between the behavior of finite quantum systems and their classical limits given by $n \to \infty$, the developed mathematics can provide a basis for quantum algorithms that solve some stochastic nonlinear differential equations. We discuss conditions on the efficiency of these quantum algorithms, with a focus on the possibility for the complexity to be polynomial in the log of the stochastic system size. A particular system with the form of a stochastic discrete nonlinear Schrödinger equation is analyzed in more detail.
The 1D bump-on-tail problem is studied in order to determine the influence of drag on quasi-steady solutions near marginal stability (1-γ d /γ L << 1) when effective collisions are much larger than the instability growth rate (ν>>γ). In this common tokamak regime, it is rigorously shown that the paradigmatic Berk–Breizman cubic equation for the nonlinear mode evolution reduces to a much simpler differential equation, dubbed the time-local cubic equation, which can be solved directly. It is found that in addition to increasing the saturation amplitude, drag introduces a shift in the apparent oscillation frequency by modulating the saturated wave envelope. Furthermore, excellent agreement is found between the analytic solution for the mode evolution and both the numerically integrated Berk–Breizman cubic equation and fully nonlinear 1D Vlasov simulations. Experimentally isolating the contribution of drag to the saturated mode amplitude for verification purposes is explored but complicated by the reality that the amount of drag cannot be varied independently of other key parameters in realistic scenarios. While the influence of drag is modest when the ratio of effective drag to effective scattering α/ν is very small, it can become substantial when α/ν ≳ 0.5, suggesting that drag should be accounted for in quantitative models of fast-ion-driven instabilities in fusion plasmas.