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DOE OSTI2025

One-shot learning for solution operators of partial differential equations

Learning and solving governing equations of a physical system, represented by partial differential equations (PDEs), from data is a central challenge in many areas of science and engineering. Traditional numerical methods can be computationally expensive for complex systems and require complete governing equations. Existing data-driven machine learning methods require large datasets to learn a surrogate solution operator, which could be impractical. Here, we propose a solution operator learning method that requires only one PDE solution, i.e., one-shot learning, along with suitable initial and boundary conditions. Leveraging the locality of derivatives, we define a local solution operator in small local domains, train it using a neural network, and use it to predict solutions of new input functions via mesh-based fixed-point iteration or meshfree neural-network based approaches. We test our method on various PDEs, complex geometries, and a practical spatial infection spread application, demonstrating its effectiveness and generalization capabilities.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

State elimination for mixed‐integer optimal control of partial differential equations by semigroup theory

Abstract Mixed‐integer optimal control problems governed by partial differential equations (MIPDECOs) are powerful modeling tools but also challenging in terms of theory and computation. We propose a highly efficient state elimination approach for MIPDECOs that are governed by partial differential equations that have the structure of an abstract ordinary differential equation in function space. This allows us to avoid repeated calculations of the states for all time steps, and our approach is applied only once before starting the optimization. The presentation of theoretical results is complemented by numerical experiments.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Temporally quasiperiodic data, propagating in the laboratory frame, can be rendered periodic by Galilean transformation

For a broad class of distributions of temperature, concentration, or another quantity propagating rectilinearly, we show that temporally quasiperiodic behavior in the laboratory frame can be rendered periodic by Galilean transformation. The approach is illustrated analytically and numerically using as an example a closed-form model distribution generated from a one-dimensional partial differential equation, and a detailed process is developed to determine frame speed from more general quasiperiodic, one-dimensional, temporally- and spatially-discretized data. Furthermore, the approach is extended to two- and three-dimensional rectilinear propagation, and its application to nonrectilinear propagation, along with implications for interpreting noise-corrupted data, are also discussed.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Weak baselines and reporting biases lead to overoptimism in machine learning for fluid-related partial differential equations

One of the most promising applications of machine learning in computational physics is to accelerate the solution of partial differential equations (PDEs). The key objective of machine-learning-based PDE solvers is to output a sufficiently accurate solution faster than standard numerical methods, which are used as a baseline comparison. Here, we first perform a systematic review of the ML-for-PDE-solving literature. Out of all of the articles that report using ML to solve a fluid-related PDE and claim to outperform a standard numerical method, we determine that 79% (60/76) make a comparison with a weak baseline. Second, we find evidence that reporting biases are widespread, especially outcome reporting and publication biases. We conclude that ML-for-PDE-solving research is overoptimistic: weak baselines lead to overly positive results, while reporting biases lead to under-reporting of negative results. To a large extent, these issues seem to be caused by factors similar to those of past reproducibility crises: researcher degrees of freedom and a bias towards positive results. We call for bottom-up cultural changes to minimize biased reporting as well as top-down structural reforms to reduce perverse incentives for doing so.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Tackling the curse of dimensionality in fractional and tempered fractional PDEs with physics-informed neural networks

Fractional and tempered fractional partial differential equations (PDEs) are effective models of long-range interactions, anomalous diffusion, and non-local effects. Traditional numerical methods for these problems are mesh-based, thus struggling with the curse of dimensionality (CoD). Physics-informed neural networks (PINNs) offer a promising solution due to their universal approximation, generalization ability, and mesh-free training. In principle, Monte Carlo fractional PINN (MC-fPINN) estimates fractional derivatives using Monte Carlo methods and thus could lift CoD. However, this may cause significant variance and errors, hence affecting convergence; in addition, MC-fPINN is sensitive to hyperparameters. In general, numerical methods and specifically PINNs for tempered fractional PDEs are under-developed. Herein, we extend MC-fPINN to tempered fractional PDEs to address these issues, resulting in the Monte Carlo tempered fractional PINN (MC-tfPINN). To reduce possible high variance and errors from Monte Carlo sampling, we replace the one-dimensional (1D) Monte Carlo with 1D Gaussian quadrature, applicable to both MC-fPINN and MC-tfPINN. We validate our methods on various forward and inverse problems of fractional and tempered fractional PDEs, scaling up to 100,000 dimensions. Our improved MC-fPINN/MC-tfPINN using quadrature consistently outperforms the original versions in accuracy and convergence speed in very high dimensions.

42 ENGINEERING↗

DOE OSTI2024

Quantifying local and global mass balance errors in physics-informed neural networks

Physics-informed neural networks (PINN) have recently become attractive for solving partial differential equations (PDEs) that describe physics laws. By including PDE-based loss functions, physics laws such as mass balance are enforced softly in PINN. This paper investigates how mass balance constraints are satisfied when PINN is used to solve the resulting PDEs. We investigate PINN’s ability to solve the 1D saturated groundwater flow equations (diffusion equations) for homogeneous and heterogeneous media and evaluate the local and global mass balance errors. We compare the obtained PINN’s solution and associated mass balance errors against a two-point finite volume numerical method and the corresponding analytical solution. We also evaluate the accuracy of PINN in solving the 1D saturated groundwater flow equation with and without incorporating hydraulic heads as training data. We demonstrate that PINN’s local and global mass balance errors are significant compared to the finite volume approach. Tuning the PINN’s hyperparameters, such as the number of collocation points, training data, hidden layers, nodes, epochs, and learning rate, did not improve the solution accuracy or the mass balance errors compared to the finite volume solution. Mass balance errors could considerably challenge the utility of PINN in applications where ensuring compliance with physical and mathematical properties is crucial.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2020

An extended trajectory-mechanics approach for calculating two-phase flow paths

A technique originating in quantum dynamics is used to derive a trajectory-based, semi-analytical solution for two-phase flow. The partial differential equation governing the evolution of the aqueous phase is equivalent to a family of ordinary differential equations defined along a path through the porous medium. The trajectories may be found by solving the differential equations directly or by post-processing the output of a numerical solution to the full set of governing equations. The trajectories, which differ from conventional streamlines, are found to bend downward in response to gravitational forces. The curvature is more pronounced as the dip of the porous layer containing the flow increases. Subtle changes in the relative permeability curve can lead to significant variations in the trajectories. The ordinary differential equation for the trajectory provides an expression for the travel time along the path. The expression produces a semi-analytical approximation to the model parameter sensitivities, the partial derivatives of the travel times with respect to changes in the permeability model. The semi-analytical trajectory-based sensitivities generally agree with those computed using a numerical reservoir simulator and a perturbation approach. The sensitivities are useful in tomographic imaging algorithms designed to estimate the spatial variation in permeability within a porous medium using multiphase observations.

58 GEOSCIENCES↗

DOE OSTI2025

Thermomechanics coupling to Monte Carlo particle transport on unstructured mesh geometries using Cardinal

Geometry deformation due to thermal expansion influences neutron transport in many systems. Studying this phenomenon involves coupling models for neutronics, thermal hydraulics, and solid mechanics. To enable high fidelity modeling of these coupled physics, new capabilities were introduced in Cardinal, coupling OpenMC Monte Carlo particle transport models with MOOSE thermomechanical physics on unstructured moving-mesh geometries. In this work, we present a fully open-source capability leveraging on-the-fly mesh skinning to automatically regenerate OpenMC geometry, which allows multiphysics feedback from temperature, density, and geometry changes. The new capability is verified using an analytic benchmark slab problem, which couples S 2 neutron transport with thermal conduction, convective boundary conditions, Doppler-broadened cross sections, and nonlinear thermal expansion effects along the heated slab. Cardinal reproduces the analytic solutions for the neutron flux, heating, k eff , and temperature with demonstrated convergence in various error terms including mesh resolution and cross section temperature library spacing. For the nominal benchmark conditions and with a fine mesh, maximum relative errors for neutron flux, temperature, and heating are lower than 1%, while errors in integral quantities such as k eff and slab length are within 1 pcm and 48 µm, respectively. This work (i) presents a new numerical approach to thermomechanics coupling with OpenMC models, (ii) is the first (to our knowledge) to utilize a mechanical partial differential equation (PDE) solution to solve the (Griesheimer and Kooreman, 2022) analytic benchmark, and (iii) develops this verified capability within an open-source package.

97 - MATHEMATICS AND COMPUTING↗

DOE OSTI2023

Leverage Score Sampling for Parametric PDEs (Final Technical Report)

This final technical report summarizes the accomplishments of work performed under DOE Office of Science Award DE-SC0022266, which is titled “Leverage Score Sampling for Parametric PDEs”. The goal of the project was to extend methods from Randomized Numerical Linear Algebra (RandNLA) to tackle central computational challenges in model order reduction and uncertainty quantification (UQ) for parametric partial differential equations (PDEs). In particular, we sought to use importance sampling methods originally developed for RandNLA to develop sample efficient active learning algorithms for approximating high-dimensional scalar functions, e.g. by polynomials, Gaussian process models, and simple neural networks. Such methods can be immediately applied to developing surrogate models or to approximating quantity of interest (QoI) surfaces. In the context of PDEs, each sample used for learning equates to the solution of the differential equation for a particular set of parameters, so sample efficiency translates to improved computational efficiency for a variety of downstream tasks.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

A score-based diffusion model approach for adaptive learning of stochastic partial differential equation solutions

In this paper, we propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central role in modeling complex physical systems under uncertainty, but their numerical solutions often suffer from model errors and reduced accuracy due to incomplete physical knowledge and environmental variability. To address these challenges, we encode the governing physics into the score function of a diffusion model using simulation data and incorporate observational information via a likelihood-based correction in a reverse-time stochastic differential equation. This enables adaptive learning through iterative refinement of the solution as new data becomes available. To improve computational efficiency in high-dimensional settings, we introduce the ensemble score filter, a training-free approximation of the score function designed for real-time inference. Numerical experiments on benchmark SPDEs demonstrate the accuracy and robustness of the proposed method under sparse and noisy observations.

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 OSTI2022

Parallel-in-Time Integration for Nonlinear Hyperbolic Problems (Final Report)

The work for the subcontract was situated in the area of parallel-in-time integration for 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 diffusion-dominated PDEs, with some recent success in scalar linear hyperbolic PDEs. Given the ubiquity of numerical simulations of hyperbolic PDEs throughout the sciences, in particular, nonlinear hyperbolic systems, there is a strong need to develop efficient parallel-in-time techniques for hyperbolic problems beyond simple scalar and linear cases, which is the main topic of this subcontract. The main focus of the work was to further develop and perfect coarse-grid operators for the Multigrid Reduction-inTime (MGRIT) method applied to hyperbolic PDEs that were recently proposed in PhD thesis, based on a modified semi-Lagrangian approach.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Parallel-in-Time Methods for Method-of-Lines Discretizations of Nonlinear Hyperbolic PDEs and Systems (Final Report)

The work for the subcontract is situated in the area of parallel-in-time integration for 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. The work in this subcontract builds on a variety of results that were obtained, as part of the work performed for Subcontract No. B648355, for the Multigrid Reduction-in-Time (MGRIT) method from [1] applied to hyperbolic PDEs. This subcontract extends these results further to more efficient methods and to the case of method-of-lines discretizations for nonlinear hyperbolic PDES and systems of PDEs. The following is a summary of the research performed and results achieved during milestone periods 1, 2 and 3 by the PI (Hans De Sterck) and Postdoctoral Research Associate (Oliver Krzysik), for required tasks 1-4 (as listed in the Statement of Work): Research over the previous year has been split into three main projects: (i) solution of acoustic equation system; (ii) solution of nonlinear scalar hyperbolic PDEs; (iii) solution of nonlinear hyperbolic systems of PDEs.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Tensor Network Space-Time Spectral Collocation Method for Time-Dependent Convection-Diffusion-Reaction Equations

Emerging tensor network techniques for solutions of partial differential equations (PDEs), known for their ability to break the curse of dimensionality, deliver new mathematical methods for ultra-fast numerical solutions of high-dimensional problems. Here, we introduce a Tensor Train (TT) Chebyshev spectral collocation method, in both space and time, for the solution of the time-dependent convection-diffusion-reaction (CDR) equation with inhomogeneous boundary conditions, in Cartesian geometry. Previous methods for numerical solution of time-dependent PDEs often used finite difference for time, and a spectral scheme for the spatial dimensions, which led to a slow linear convergence. Spectral collocation space-time methods show exponential convergence; however, for realistic problems they need to solve large four-dimensional systems. We overcome this difficulty by using a TT approach, as its complexity only grows linearly with the number of dimensions. We show that our TT space-time Chebyshev spectral collocation method converges exponentially, when the solution of the CDR is smooth, and demonstrate that it leads to a very high compression of linear operators from terabytes to kilobytes in TT-format, and a speedup of tens of thousands of times when compared to a full-grid space-time spectral method. These advantages allow us to obtain the solutions at much higher resolutions.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2023

11-th order of accuracy for numerical solution of 3-D Poisson equation with irregular interfaces on unfitted Cartesian meshes

For the first time the optimal local truncation error method (OLTEM) with 125-point stencils and unfitted Cartesian meshes has been developed in the general 3-D case for the Poisson equation for heterogeneous materials with smooth irregular interfaces. The 125-point stencils equations that are similar to those for quadratic finite elements are used for OLTEM. The interface conditions for OLTEM are imposed as constraints at a small number of interface points and do not require the introduction of additional unknowns, i.e., the sparse structure of global discrete equations of OLTEM is the same for homogeneous and heterogeneous materials. The stencils coefficients of OLTEM are calculated by the minimization of the local truncation error of the stencil equations. These derivations include the use of the Poisson equation for the relationship between the different spatial derivatives. Such a procedure provides the maximum possible accuracy of the discrete equations of OLTEM. In contrast to known numerical techniques with quadratic elements and third order of accuracy on conforming and unfitted meshes, OLTEM with the 125-point stencils provides 11-th order of accuracy, i.e., an extremely large increase in accuracy by 8 orders for similar stencils. The numerical results show that OLTEM yields much more accurate results than high-order finite elements with much wider stencils. The increased numerical accuracy of OLTEM leads to an extremely large increase in computational efficiency. Additionally, a new post-processing procedure with the 125-point stencil has been developed for the calculation of the spatial derivatives of the primary function. The post-processing procedure includes the minimization of the local truncation error and the use of the Poisson equation. It is demonstrated that the use of the partial differential equation (PDE) for the 125-point stencils improves the accuracy of the spatial derivatives by 6 orders compared to post-processing without the use of PDE as in existing numerical techniques. At an accuracy of 0.1% for the spatial derivatives, OLTEM reduces the number of degrees of freedom by 900 - 4∙10 6 times compared to quadratic finite elements. The developed post-processing procedure can be easily extended to unstructured meshes and can be independently used with existing post-processing techniques (e.g., with finite elements).

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

A gradient-based deep neural network model for simulating multiphase flow in porous media

We report simulation of multiphase flow in porous media is crucial for the effective management of subsurface energy and environment-related activities. The numerical simulators used for modeling such processes rely on spatial and temporal discretization of the governing mass and energy balance partial-differential equations (PDEs) into algebraic systems via finite-difference/volume/element methods. These simulators usually require dedicated software development and maintenance, and suffer low efficiency from a runtime and memory standpoint for problems with multi-scale heterogeneity, coupled-physics processes or fluids with complex phase behavior. Therefore, developing cost-effective, data-driven models can become a practical choice, and in this work, we choose deep learning approaches as they can handle high dimensional data and accurately predict state variables with strong nonlinearity. In this paper, we describe a gradient-based deep neural network (GDNN) constrained by the physics related to multiphase flow in porous media. We tackle the nonlinearity of flow in porous media induced by rock heterogeneity, fluid properties, and fluid-rock interactions by decomposing the nonlinear PDEs into a dictionary of elementary differential operators. We use a combination of operators to handle rock spatial heterogeneity and fluid flow by advection. Since the augmented differential operators are inherently related to the physics of fluid flow, we treat them as first principles prior knowledge to regularize the GDNN training. We use the example of pressure management at geologic CO 2 storage sites, where CO 2 is injected in saline aquifers and brine is produced, and apply GDNN to construct a predictive model that is trained with physics-based simulation data and emulates the physics process. We demonstrate that GDNN can effectively predict the nonlinear patterns of subsurface responses, including the temporal and spatial evolution of the pressure and saturation plumes. We also successfully extend the GDNN to convolutional neural network (CNN), namely gradient-based CNN (GCNN), and validate its capability to improve the prediction accuracy. GDNN has great potential to tackle challenging problems that are governed by highly nonlinear physics and enable the development of data-driven models with higher fidelity.

42 ENGINEERING↗

DOE OSTI2025

Multi-head physics-informed neural networks for learning functional priors and uncertainty quantification

In numerous applications, the integration of prior knowledge and historical information is essential, particularly for tasks requiring the solution of ordinary or partial differential equations (ODEs/PDEs) in data-sparse or noisy environments. For instance, achieving accurate solutions to time-dependent PDEs with limited initial condition measurements necessitates an effective strategy for embedding prior knowledge. Hard-parameter sharing architectures in neural networks (NNs) have demonstrated success in both traditional and scientific machine learning domains, facilitating the learning of informative representations. Here, in this study, we introduce a novel, yet efficient, method to enhance physics-informed neural networks (PINNs) by incorporating a multi-head structure that enables the learning of functional priors from both empirical data and governing physical laws. This prior information can then be used to address data sparsity and high-level noise in solving ODE/PDE problems with uncertainty quantification (UQ). The approach, termed Multi-Head PINN (MH-PINN), consists of a shared body NN and multiple head NNs, each corresponding to an individual PINN instance. Our framework for functional prior learning is carried out in two stages: (1) training the MH-PINNs to develop a shared body NN alongside multiple head NNs, and (2) employing these trained head NNs to estimate a prior distribution through a normalizing flow-based density estimator. The learned functional prior can then be applied as a regularization mechanism in deterministic contexts or as an informative prior within a Bayesian inference framework, aiding in the resolution of subsequent ODE/PDE tasks. We evaluate the efficacy of MH-PINNs across five benchmark problems, including a high-dimensional parametric PDE, all characterized by data sparsity or substantial noise levels. Our findings reveal that MH-PINNs deliver accurate solutions and robust UQ, demonstrating adaptability across a range of complex and challenging scenarios.

Bayesian inference↗

DOE OSTI2022

Integration of Electromagnetic Geophysics Forward Simulation in Coupled Flow and Geomechanics for Monitoring a Gas Hydrate Deposit Located in the Ulleung Basin, East Sea, Korea

We investigate the feasibility of electromagnetic (EM) geophysics methods to detect the dissociation of gas hydrate specifically from a gas hydrate deposit located in the Ulleung Basin, East Sea, Korea via an integrated flow-geomechanics-EM geophysics simulation. To this end, coupled flow and geomechanics simulation is first performed with the multiple porosity model employed, where a mixed formulation with the finite volume (FV) and finite element (FE) methods are taken for the flow and geomechanics, respectively. From the saturation and porosity fields obtained from the coupled flow and geomechanics, the electrical conductivity model is established for the EM simulation. Solving the partial differential equation of electrical diffusion which is linearized using the 3D finite element method (FEM), the EM fields are then computed. For numerical experiments, particularly two approaches in the configuration for the EM methods are compared in this contribution: the surface-to-surface and the surface-to-borehole methods. When the surface-to-surface EM method is employed, the EM is found to be less sensitive, implying low detectability. Especially for the short term of production, the low detectability is attributed to the similarity of electrical resistivity between the dissociated gas (CH4) and hydrate as well as the specific dissociation pattern within the intercalated composites of the field. On the other hand, when the surface-to-borehole EM method is employed, its sensitivity to capture the produced gas flow is improved, confirming its detectability in monitoring gas flow. Hence, the EM geophysics simulation integrated with coupled flow and geomechanics can be a potential tool for monitoring gas hydrate deposits.

depressurization↗