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Physics-informed machine learning

Despite great progress in simulating multiphysics problems using the numerical discretization of partial differential equations (PDEs), one still cannot seamlessly incorporate noisy data into existing algorithms, mesh generation remains complex, and high-dimensional problems governed by parameterized PDEs cannot be tackled. Moreover, solving inverse problems with hidden physics is often prohibitively expensive and requires different formulations and elaborate computer codes. Machine learning has emerged as a promising alternative, but training deep neural networks requires big data, not always available for scientific problems. Instead, such networks can be trained from additional information obtained by enforcing the physical laws (for example, at random points in the continuous space-time domain). Such physics-informed learning integrates (noisy) data and mathematical models, and implements them through neural networks or other kernel-based regression networks. Moreover, it may be possible to design specialized network architectures that automatically satisfy some of the physical invariants for better accuracy, faster training and improved generalization. Furthermore, we review some of the prevailing trends in embedding physics into machine learning, present some of the current capabilities and limitations and discuss diverse applications of physics-informed learning both for forward and inverse problems, including discovering hidden physics and tackling high-dimensional problems.

97 MATHEMATICS AND COMPUTING↗

Metric Type in the Target-matrix Mesh Optimization Paradigm

The Target Matrix Optimization Paradigm (TMOP) is a method for improving the accuracy, efficiency, and robustness of numerical solutions to partial differential equations by improving the geometric quality of the computational mesh, primarily through node movement. TMOP has been successfully applied to a number applications even though the paradigm was not fully understood at the time. With this work, TMOP can be seen to be a tightly woven fabric of interconnecting ideas and concepts that provides a powerful approach to mesh optimization. The central unifying concepts in TMOP are the concept of a Target Matrix and the concept of Metric Type. Target matrices are motivated by the desire to make mesh quality improvement application-specific and, when needed, solution-adaptive. Metric type plays an essential role because it provides, through the use of typed metrics, the bridge between application-specific quality and target construction. It is shown that there are eight theoretical metric types, including the shape and shape+size types used informally in the past. It is shown further that there exist well-posed metrics corresponding to six of the eight metric types. A well-posed metric is a metric that is typed and convex, polyconvex, or invex, and further, it is a metric that simplifies target construction.

97 MATHEMATICS AND COMPUTING↗

PETSc Users Manual (Revision 3.15)

This manual describes the use of the Portable, Extensible Toolkit for Scientific Computation (PETSc) for the numerical solution of partial differential equations and related problems on high-performance computers. 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 distributed memory communication.

97 MATHEMATICS AND COMPUTING↗

PETSc/TAO Users Manual: Revision 3.18

This manual describes the use of the Portable, Extensible Toolkit for Scientific Computation (PETSc) and the Toolkit for Advanced Optimization (TAO) for the numerical solution of partial differential equations and related problems on high-performance computers. PETSc/TAO 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 distributed memory communication.

97 MATHEMATICS AND COMPUTING↗

PETSc/TAO Users Manual (Rev. 3.19)

This manual describes the use of the Portable, Extensible Toolkit for Scientific Computation (PETSc) and the Toolkit for Advanced Optimization (TAO) for the numerical solution of partial differential equations and related problems on high-performance computers. PETSc/TAO 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 distributed memory communication. PETSc/TAO includes a large suite of parallel linear solvers, nonlinear solvers, time integrators, and opti mization that may be used in application codes written in Fortran, C, C++, and Python (via petsc4py; see Getting Started). 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 packages such as MATLAB or 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 lldb, 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. For many tasks a package such as MATLAB is often the best tool; PETSc is not intended for the classes of problems for which effective MATLAB code can be written. There are several packages, built on PETSc, that may satisfy your needs without requiring directly using PETSc. We recommend reviewing these packages functionality before starting to code directly with PETSc. PETSc can be used to provide a “MPI parallel linear solver” in an otherwise sequential, or OpenMP parallel code. This approach cannot provide extremely large improvements in the application time by utilizing large numbers of MPI processes but can still improve the performance. Certainly all parts of a previously sequential code need not be parallelized but the matrix generation portion must be parallelized to expect true scalability to large numbers of MPI processes. See PCMPI for details on how to utilize the PETSc MPI linear solver server. Since PETSc is under continued development, small changes in usage and calling sequences of routines will occur. PETSc has been supported for twenty-five years; see mailing list information on our website for information on contacting support.

97 MATHEMATICS AND COMPUTING↗

Block smoothers and generalized ideal interpolation in AMG (Final Report)

The Pennsylvania State University (“Subcontractor”) worked on developing new parallel algebraic multilevel methods suitable for solving PDEs. Specifically, work on the design of multigrid solvers for coupled systems of partial differential equations arising in numerical modeling of various applications was completed. A main emphasis was on the design of new ideal algebraic multigrid interpolation for problems such as Maxwell’s equations where block smoothers are needed and the standard form of ideal interpolation is not an effective choice.

97 MATHEMATICS AND COMPUTING↗

PETSc/TAO Users Manual (Rev. 3.20)

This manual describes the use of the Portable, Extensible Toolkit for Scientific Computation (PETSc) and the Toolkit for Advanced Optimization (TAO) for the numerical solution of partial differential equations and related problems on high-performance computers. PETSc/TAO 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 distributed memory communication.

97 MATHEMATICS AND COMPUTING↗

PETSc/TAO Users Manual V.3.21

This manual describes the use of the Portable, Extensible Toolkit for Scientific Computation (PETSc) and the Toolkit for Advanced Optimization (TAO) for the numerical solution of partial differential equations (PDEs) and related problems on high-performance computers. PETSc/TAO is a suite of data structures and routines that provide the building blocks for implementing large-scale application codes on parallel (and serial) computers. PETSc uses the MPI standard for all distributed memory communication. PETSc/TAO includes a large suite of parallel linear solvers, nonlinear solvers, time integrators, and optimizers that may be used in application codes written in Fortran, C, C++, and Python (via petsc4py; see Getting Started ). The library is organized hierarchically, enabling users to employ the abstraction level most appropriate for a particular problem. By using techniques of object-oriented programming, PETSc provides enormous flexibility for users.

97 MATHEMATICS AND COMPUTING↗

PETSc/TAO Users Manual Revision 3.22

This manual describes the use of the Portable, Extensible Toolkit for Scientific Computation (PETSc) and the Toolkit for Advanced Optimization (TAO) for the numerical solution of partial differential equations (PDEs) and related problems on high-performance computers. PETSc/TAO is a suite of data structures and routines that provide the building blocks for implementing large-scale application codes on parallel (and serial) computers. PETSc uses the MPI standard for all distributed memory communication.

97 MATHEMATICS AND COMPUTING↗

PETSc/TAO Users Manual Revision 3.23

This manual describes the use of the Portable, Extensible Toolkit for Scientific Computation (PETSc) and the Toolkit for Advanced Optimization (TAO) for the numerical solution of partial differential equations (PDEs) and related problems on high-performance computers. PETSc/TAO is a suite of data structures and routines that provide the building blocks for implementing large-scale application codes on parallel (and serial) computers. PETSc uses the MPI standard for all distributed memory communication.

97 MATHEMATICS AND COMPUTING↗

PETSc/TAO Users Manual Revision 3.24

This manual describes the use of the Portable, Extensible Toolkit for Scientific Computation (PETSc) and the Toolkit for Advanced Optimization (TAO) for the numerical solution of partial differential equations (PDEs) and related problems on high-performance computers. PETSc/TAO is a suite of data structures and routines that provide the building blocks for implementing large-scale application codes on parallel (and serial) computers. PETSc uses the MPI standard for all distributed memory communication.

97 MATHEMATICS AND COMPUTING↗

PETSc/TAO Users Manual Revision 3.25

This manual describes the use of the Portable, Extensible Toolkit for Scientific Computation (PETSc) and the Toolkit for Advanced Optimization (TAO) for the numerical solution of partial differential equations (PDEs) and related problems on high-performance computers. PETSc/TAO is a suite of data structures and routines that provide the building blocks for implementing large-scale application codes on parallel (and serial) computers. PETSc uses the MPI standard for all distributed memory communication.

96 KNOWLEDGE MANAGEMENT AND PRESERVATION↗

Explicit block encodings of boundary value problems for many-body elliptic operators

Simulation of physical systems is one of the most promising use cases of future digital quantum computers. In this work we systematically analyze the quantum circuit complexities of block encoding the discretized elliptic operators that arise extensively in numerical simulations for partial differential equations, including high-dimensional instances for many-body simulations. When restricted to rectangular domains with separable boundary conditions, we provide explicit circuits to block encode the many-body Laplacian with separable periodic, Dirichlet, Neumann, and Robin boundary conditions, using standard discretization techniques from low-order finite difference methods. To obtain high-precision, we introduce a scheme based on periodic extensions to solve Dirichlet and Neumann boundary value problems using a high-order finite difference method, with only a constant increase in total circuit depth and subnormalization factor. We then present a scheme to implement block encodings of differential operators acting on more arbitrary domains, inspired by Cartesian immersed boundary methods. We then block encode the many-body convective operator, which describes interacting particles experiencing a force generated by a pair-wise potential given as an inverse power law of the interparticle distance. This work provides concrete recipes that are readily translated into quantum circuits, with depth logarithmic in the total Hilbert space dimension, that block encode operators arising broadly in applications involving the quantum simulation of quantum and classical many-body mechanics.

Kharazi, Tyler [University of California, Berkeley↗

Vertical distribution of vibrational energy of molecular nitrogen in a stable auroral red arc and its effect on ionospheric electron densities

Previous solutions of the problem of the distribution of vibrationally excited molecular nitrogen in the thermosphere have either assumed a Boltzmann distribution and considered diffusion as one of the loss processes or solved for the energy level populations and neglected diffusion. Both of the previous approaches are combined by solving the time dependent continuity equations, including the diffusion process, for the first six energy levels of molecular nitrogen for conditions in the thermosphere corresponding to a stable auroral red arc. The primary source of molecular nitrogen excitation was subexcitation, and inelastic collisions between thermal electrons and molecular nitrogen. The reaction rates for this process were calculated from published cross section calculations. The loss processes for vibrational energy were electron and atomic oxygen quenching and vibrational energy exchange. The coupled sets of nonlinear, partial differential equations were solved numerically by employing finite difference equations.

Newton, G. P.↗

Historical evolution of vortex-lattice methods

A review of the beginning and some orientation of the vortex-lattice method were given. The historical course of this method was followed in conjunction with its field of computational fluid dynamics, spanning the period from L.F. Richardson's paper in 1910 to 1975. The following landmarks were pointed out: numerical analysis of partial differential equations, lifting-line theory, finite-difference method, 1/4-3/4 rule, block relaxation technique, application of electronic computers, and advanced panel methods.

Deyoung, J.↗

A formulation consideration for orthogonal collocation procedures

Numerical instabilities often arise in the use of high-ordered collocation approximations for numerically solving parabolic partial differential equations. These problems may be reduced by formulations involving evaluation of collocation polynomials rather than combination of the polynomials into a power series. As an illustration, two formulations using shifted Legendre polynomials of order 26 and less are compared.

Lashmet, P. K.↗