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DOE OSTI2025

jaxhps: An elliptic PDE solver built with machine learning in mind

Elliptic partial differential equations (PDEs) can model many physical phenomena, such as electrostatics, acoustics, wave propagation, and diffusion. In scientific machine learning settings, a high-throughput PDE solver may be required to generate a training dataset, run in the inner loop of an iterative algorithm, or interface directly with a deep neural network. To provide value to machine learning users, such a PDE solver must be compatible with standard automatic differentiation frameworks, scale efficiently when run on graphics processing units (GPUs), and maintain high accuracy for a large range of input parameters. We have designed the jaxhps package with these use-cases in mind by implementing a highly efficient and accurate solver for elliptic problems with native hardware acceleration and automatic differentiation support.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

An energy-based coupling approach to nonlocal interface problems

Nonlocal models provide accurate representations of physical phenomena ranging from fracture mechanics to complex subsurface flows, where traditional partial differential equations fail to capture effects caused by long-range forces at the microscale and mesoscale. However, the application of nonlocal models to problems involving interfaces such as multimaterial simulations and fluid-structure interaction, is hampered by the lack of a rigorous nonlocal interface theory needed to support numerical developments. In this paper, we use an energy-based approach to develop a mathematically rigorous nonlocal interface theory which provides a physically consistent extension of the classical perfect interface PDE formulation. Numerical examples validate the proposed framework and demonstrate the scope of our theory.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2020

Numerical methods for nonlocal and fractional models

Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to adequately model observed phenomena or are not the best available model for that purpose. On the other hand, in many situations, nonlocal models that account for interaction occurring at a distance have been shown to more faithfully and effectively model observed phenomena that involve possible singularities and other anomalies. In this article, we consider a generic nonlocal model, beginning with a short review of its definition, the properties of its solution, its mathematical analysis, and specific concrete examples. We then provide extensive discussions about numerical methods, including finite element, finite difference, and spectral methods, for determining approximate solutions of the nonlocal models considered. In that discussion, we pay particular attention to a special class of nonlocal models that are the most widely studied in the literature, namely those involving fractional derivatives. The article ends with brief considerations of several modeling and algorithmic extensions which serve to show the wide applicability of nonlocal modeling.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

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↗

DOE OSTI2020

EBS Task Force: Task 9/FEBEX Modeling Final Report: Thermo-Hydrological Modeling with PFLOTRAN

This report outlines Sandia National Laboratories modeling studies applied to Stage 1 and Stage 2 of the Full-scale Engineered Barriers Experiment in Crystalline Host Rock (FEBEX) in situ test for the SKB EBS Task Force Task 9. The FEBEX test was a full-scale test conducted over ~18 years at the Grimsel, Switzerland Underground Research Laboratory (URL) managed by NAGRA. It involved emplacing simulated waste packages, in the form of welded cylindrical heaters, inside a tunnel in crystalline granitic rock and surrounded by a bentonite barrier and cement plug. Sensors emplaced within the bentonite monitored the wetting-up, heating, and drying out of the bentonite barrier, and the large resulting data set provides an excellent opportunity for validation of multiphysics Thermal-Hydrological (TH), Thermal-Hydrologic-Chemical (THC), and Thermal-Hydrological-Mechanical (THM) modeling approaches for underground nuclear waste storage and the performance of engineered bentonite barriers. The present status of the EBS Task Force is finalizing Task 9, which follows years of modeling studies of the FEBEX test, by many notable modeling teams (Gens et al., 2009; Sanchez et al. 2010; 2012; Samper et al., 2018). These modeling studies generally use two-dimensional axisymmetric meshes, ignoring threedimensional effects, gravity and asymmetric wetting and dry out of the bentonite engineered barrier. This study investigates these effects with use of the PFLOTRAN THC code with massively parallel computational methods in modeling FEBEX Stage 1 and Stage 2 results. The PFLOTRAN numerical code is an open source, state-of-the-art, massively parallel subsurface flow and reactive transport code operating in a high-performance computing environment (Hammond et al., 2014). Section 2 describes the applied partial differential equations describing mass, momentum and energy balance used in this study, considerations derived by assuming phase equilibrium between gas and liquid phases, constitutive equations for granite, cement plug, and bentonite domains, and specific approaches for use inthe PFLOTRAN code. Section 3 describes the geometry, meshing, and model set-up. Section 4 describes modeling results, Section 5 compares modeling results to field testing data, and Section 6 gives conclusions. The Appendix provides detailed information required by the EBSTask Force for final reporting.

42 ENGINEERING↗

DOE OSTI2020

A Unified Theory of Fractional Nonlocal and Weighted Nonlocal Vector Calculus

Nonlocal and fractional-order models capture effects that classical partial differential equations cannot describe; for this reason, they are suitable for a broad class of engineering and scientific applications that feature multiscale or anomalous behavior. This has driven a desire for a vector calculus that includes nonlocal and fractional gradient, divergence and Laplacian type operators, as well as tools such as Green's identities, to model subsurface transport, turbulence, and conservation laws. In the literature, several independent definitions and theories of nonlocal and fractional vector calculus have been put forward. Some have been studied rigorously and in depth, while others have been introduced ad-hoc for specific applications. The goal of this work is to provide foundations for a unified vector calculus by (1) consolidating fractional vector calculus as a special case of nonlocal vector calculus, (2) relating unweighted and weighted Laplacian operators by introducing an equivalence kernel, and (3) proving a form of Green's identity to unify the corresponding variational frameworks for the resulting nonlocal volume-constrained problems. The proposed framework goes beyond the analysis of nonlocal equations by supporting new model discovery, establishing theory and interpretation for a broad class of operators, and providing useful analogues of standard tools from the classical vector calculus.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Analysis of Tempered Fractional Operators

Tempered fractional operators are useful in models for subsurface transport and diffusion due to their ability to capture anomalous diffusion: a behavior which the classical partial differential equation models cannot describe. We analyze tempered fractional operators within the nonlocal vector calculus framework in order to assimilate them to the rigorous mathematical structure developed for nonlocal models. First, we show they are special instances of generalized nonlocal operators in correspondence of a proper choice of nonlocal kernels. Then, we work towards showing tempered fractional operators are equivalent to truncated fractional operators. These truncated operators are useful because they are less computationally intensive than the tempered operators.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Analysis of Tempered Fractional Operators

Tempered fractional operators provide an improved predictive capability for modeling anomalous effects that cannot be captured by standard partial differential equations. These effects include subdiffusion and superdiffusion (i.e. the mean square displacement in a diffusion process is proportional to a fractional power of the time), that often occur in, e.g., geoscience and hydrology. We analyze tempered fractional operators within the nonlocal vector calculus framework in order to assimilate them to the rigorous mathematical structure developed for nonlocal models. First, we show they are special instances of generalized nonlocal operators by means of a proper choice of the nonlocal kernel. Then, we present a plan for showing tempered fractional operators are equivalent to truncated fractional operators. These truncated operators are useful because they are less computationally intensive than the tempered operators.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

A general framework for substructuring-based domain decomposition methods for models having nonlocal interactions [including apppendix B]

A rigorous mathematical framework is provided for a substructuring-based domain-decomposition approach for nonlocal problems that feature interactions between points separated by a finite distance. Here, by substructuring it is meant that a traditional geometric configuration for local partial differential equation problems is used in which a computational domain is subdivided into non-overlapping subdomains. In the nonlocal setting, this approach is substructuring-based in the sense that those subdomains interact with neighboring domains over interface regions having finite volume, in contrast to the local PDE setting in which interfaces are lower dimensional manifolds separating abutting subdomains Key results include the equivalence between the global, single-domain nonlocal problem and its multi-domain reformulation, both at the continuous and discrete levels. These results provide the rigorous foundation necessary for the development of efficient solution strategies for nonlocal domain-decomposition methods.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

A general framework for substructuring-based domain decomposition methods for models having nonlocal interactions [minus appendix B]

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Incorporating physical constraints into Gaussian process surrogate models (LDRD Project Summary)

This report summarizes work done under the Laboratory Directed Research and Development (LDRD) project titled "Incorporating physical constraints into Gaussian process surrogate models?' In this project, we explored a variety of strategies for constraint implementations. We considered bound constraints, monotonicity and related convexity constraints, Gaussian processes which are constrained to satisfy linear operator constraints which represent physical laws expressed as partial differential equations, and intrinsic boundary condition constraints. We wrote three papers and are currently finishing two others. We developed initial software implementations for some approaches. This report summarizes the work done under this LDRD.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Bound Constrained Partial DifferentialEquation Inverse Problem Solution by theSemi-Smooth Newton Method

We present the mathematical derivation, software implementation details, and computational results for a semi-smooth Newton method applied to two inverse problems governed by partial differential equations with bound constraints. The two problems share mathematical structural similarities to density-based topology optimization problems. The semi-smooth Newton method provides a mesh independent solution computation for the two test problems. A key step is that the complementarity part of the necessary optimality conditions are reformulated with the use of a complementarity functionφsuch that the complementarity conditions are satisfied if and only if a zero of a nonsmooth function has been obtained. The modular finite element package MFEM is utilized for the software implementation. In addition we constructed a matrix-free Operator to enable the use of efficient Krylov subspace IterativeSolver of MFEM for the solution of our two target problems.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

A Hybrid Climate Modeling System Using AI-assisted Process Emulators

This white paper addresses Focus Area II. We advocate developing a hybrid modeling system to improve the understanding of decadal- and longer-scale predictability of high impact water cycle components. This hybrid model combines a partial differential equation (PDE)-based dynamic core with AI/ML based emulators to represent many of the computationally expensive processes in Earth’s climate models. The hybrid modeling system has the potential to exploit emerging graphics processing unit (GPU)-accelerated architectures and allows for the generation of large ensemble (~1000’s) simulations to better characterize the model uncertainty and understand predictability.

58 GEOSCIENCES↗

DOE OSTI2021

Hybrid (PDE+ML) models in the context of land ice modeling

Focal Area(s): Primary focal areas are: predictive modeling through the use of AI-derived model components; advanced methods including network design/optimization/deep learning. Science Challenge: The atmospheric, ocean and ice dynamics components of the Energy Exascale Earth System Model (E3SM) are governed by Partial Differential Equations (PDEs) and significant efforts have been made during the last decades to develop such computational models. Here we propose to fundamentally improve these PDE-based codes by enhancing them with Machine Learning (ML) sub-models for complex, poorly understood physical processes in the context of ice sheet modeling. We propose to train these models with a novel approach that allows the assimilation of the different sources of data available (direct/indirect observations and possibly simulation data), improving on existing simplified models. We also highlight computational challenges originating from the coexistence of PDE-based and ML-based models.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2020

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↗

DOE OSTI2021

Parallel-In-Time Integration for Hyperbolic Problems (Final Report)

The work for the subcontract was situated in the area of parallel-in-time integration for advection-dominated and hyperbolic partial differential equations (PDEs). Parallel-in-time integration is an active area of research due to its ability to enable faster numerical simulations for applications throughout many areas of science. Over the past two decades, much progress has been made in this area; however, this progress has largely been limited to non-hyperbolic, diffusion-dominated PDEs. Given the ubiquity of numerical simulations of advection-dominated hyperbolic PDEs throughout the sciences, there is a strong need to develop efficient parallel-in-time techniques for hyperbolic problems, which was the main topic of this subcontract.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

TAO Users Manual (Rev. 3.15)

The Toolkit for Advanced Optimization (TAO) focuses on the development of algorithms and software for the solution of large-scale optimization problems on high-performance architectures. Areas of interest include unconstrained and bound-constrained optimization, nonlinear least squares problems, optimization problems with partial differential equation constraints, and variational inequalities and complementarity constraints. The development of TAO was motivated by the scattered support for parallel computations and the lack of reuse of external toolkits in current optimization software. Our aim is to produce high-quality optimization software for computing environments ranging from workstations and laptops to massively parallel high-performance architectures. Our design decisions are strongly motivated by the challenges inherent in the use of large-scale distributed memory architectures and the reality of working with large, often poorly structured legacy codes for specific applications.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

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↗