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DOE OSTI2020

Sequential ensemble transform for Bayesian inverse problems

In this work, we present the Sequential Ensemble Transform (SET) method, an approach for generating approximate samples from a Bayesian posterior distribution. The method explores the posterior distribution by solving a sequence of discrete optimal transport problems to produce a series of transport plans which map prior samples to posterior samples. We prove that the sequence of Dirac mixture distributions produced by the SET method converges weakly to the true posterior as the sample size approaches infinity. Furthermore, our numerical results indicate that, when compared to standard Sequential Monte Carlo (SMC) methods, the SET approach is more robust to the choice of Markov mutation kernels and requires less computational efforts to reach a similar accuracy when used to explore complex posterior distributions. Finally, we describe adaptive schemes that allow to completely automate the use of the SET method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2020

Active- and transfer-learning applied to microscale-macroscale coupling to simulate viscoelastic flows

Active- and transfer-learning are applied to microscale dynamics of polymer flows for the multiscale discovery of effective constitutive approximations required in viscoelastic flow simulation. The result is macroscopic rheology directly connected to a microstructural model. Micro and macroscale simulations are adaptively coupled by means of Gaussian process regression (GPR) to run the expensive microscale computations only as necessary. This multiscale method is demonstrated with flows of a polymer solution as a model system. At the microscale level dissipative particle dynamics (DPD) is employed to model the fluid as a suspension of bead-spring micro-structures subjected to steady shear flow. The results yield the non-Newtonian viscosity and the first normal stress difference at strain rates as training data used in a GPR model. DPD parameters are calibrated with respect to experimental data for a real polymer solution. Compliance with these data requires adjustment of the DPD model's cutoff radius, which then becomes a function of the second invariant of the strain rate tensor. The FENE-P model is chosen for the macroscale description using the spectral element method (SEM) to simulate channel flow and flow past a circular cylinder. The DPD results at the lowest possible shear strain rate yield an estimate of the zero-shear rate viscosity, which allows the initiation of the macroscale flow by SEM as a Newtonian fluid. The resulting strain-rate field is surveyed to determine additional shear strain rate sampling points for the DPD system. This new information allows an initial fitting of parameters of the constitutive equation followed by new SEM simulations at the macroscale. Additionally, guided by active-learning GPR to select new sampling points, this process continues until convergence is achieved. The effectiveness of this new simulation paradigm for viscoelastic flows is tested with different macroscale operating conditions. The effective closure learned in the channel simulation is then transferred directly to the flow past a circular cylinder at low Reynolds number, where the results show that only two additional DPD simulations are required to achieve a satisfactory constitutive model. With an increase of the Reynolds number, the active-learning scheme automatically detects the inaccuracy of the learned constitutive model, and initiates additional DPD simulations for the extra data needed to once again close the microscale-macroscale coupled system. This new paradigm of active- and transfer-learning for multiscale modeling is readily applicable to other microscale-macroscale coupled simulations of complex fluids and other materials. Furthermore, the coupling between microscale and macroscale solvers can be seamlessly implemented with our open source multiscale universal interface (MUI) library.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Learning constitutive relations using symmetric positive definite neural networks

In this work, we present a new neural-network architecture, called the Cholesky-factored symmetric positive definite neural network (SPD-NN), for modeling constitutive relations in computational mechanics. Instead of directly predicting the stress of the material, the SPD-NN trains a neural network to predict the Cholesky factor of the tangent stiffness matrix, based on which the stress is calculated in incremental form. As a result of this special structure, SPD-NN weakly imposes convexity on the strain energy function, satisfies the second order work criterion (Hill's criterion) and time consistency for path-dependent materials, and therefore improves numerical stability, especially when the SPD-NN is used in finite element simulations. Depending on the types of available data, we propose two training methods, namely direct training for strain and stress pairs and indirect training for loads and displacement pairs. We demonstrate the effectiveness of SPD-NN on hyperelastic, elasto-plastic, and multiscale fiber-reinforced plate problems from solid mechanics. The generality and robustness of SPD-NN make it a promising tool for a wide range of constitutive modeling applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Optimal design of acoustic metamaterial cloaks under uncertainty

In this work, we consider the problem of optimal design of an acoustic cloak under uncertainty and develop scalable approximation and optimization methods to solve this problem. The design variable is taken as an infinite-dimensional spatially-varying field that represents the material property, while an additive infinite-dimensional random field represents the variability of the material property or the manufacturing error. Discretization of this optimal design problem results in high-dimensional design variables and uncertain parameters. To solve this problem, we develop a computational approach based on a Taylor approximation and an approximate Newton method for optimization, which is based on a Hessian derived at the mean of the random field. We show our approach is scalable with respect to the dimension of both the design variables and uncertain parameters, in the sense that the necessary number of acoustic wave propagations is essentially independent of these dimensions, for numerical experiments with up to one million design variables and half a million uncertain parameters. Additionally, we demonstrate that, using our computational approach, an optimal design of the acoustic cloak that is robust to material uncertainty is achieved in a tractable manner. The optimal design under uncertainty problem is posed and solved for the classical circular obstacle surrounded by a ring-shaped cloaking region, subjected to both a single-direction single-frequency incident wave and multiple-direction multiple-frequency incident waves. Finally, we apply the method to a deterministic large-scale optimal cloaking problem with complex geometry, to demonstrate that the approximate Newton method’s Hessian computation is viable for large, complex problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications

Deep neural networks have been successfully employed in an extensive variety of research areas, including solving partial differential equations. Despite its significant success, there are some challenges in effectively training DNN, such as avoiding overfitting in over-parameterized DNNs and accelerating the optimization in DNNs with pathological curvature. Here, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an adaptive empirical method. That is, one will alternatively sample from the posterior using preconditioned stochastic gradient Langevin Dynamics (PSGLD), and optimize the latent variables via stochastic approximation. The sparsity of the network is achieved while optimizing the hyperparameters with adaptive searching and penalizing. A popular SG-MCMC approach is Stochastic gradient Langevin dynamics (SGLD). However, considering the complex geometry in the model parameter space in nonconvex learning, updating parameters using a universal step size in each component as in SGLD may cause slow mixing. To address this issue, we apply a computationally manageable preconditioner in the updating rule, which provides a step-size parameter to adapt to local geometric properties. Moreover, by smoothly optimizing the hyperparameter in the preconditioning matrix, our proposed algorithm ensures a decreasing bias, which is introduced by ignoring the correction term in the preconditioned SGLD. According to the existing theoretical framework, we show that the proposed algorithm can asymptotically converge to the correct distribution with a controllable bias under mild conditions. Numerical tests are performed on both synthetic regression problems and learning solutions of elliptic PDE, which demonstrate the accuracy and efficiency of the present work.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Identifying and tracking bubbles and drops in simulations: A toolbox for obtaining sizes, lineages, and breakup and coalescence statistics

Knowledge of bubble and drop size distributions in two-phase flows is important for characterizing a wide range of phenomena, including combustor ignition, sonar communication, and cloud formation. The physical mechanisms driving the background flow also drive the time evolution of these distributions. Accurate and robust identification and tracking algorithms for the dispersed phase are necessary to reliably measure this evolution and thereby quantify the underlying mechanisms in interface-resolving flow simulations. The identification of individual bubbles and drops traditionally relies on an algorithm used to identify connected regions. This traditional algorithm can be sensitive to the presence of spurious structures. A cost-effective refinement is proposed to maximize volume accuracy while minimizing the identification of spurious bubbles and drops. An accurate identification scheme is crucial for distinguishing bubble and drop pairs with large size ratios. The identified bubbles and drops need to be tracked in time to obtain breakup and coalescence statistics that characterize the evolution of the size distribution, including breakup and coalescence frequencies, and the probability distributions of parent and child bubble and drop sizes. An algorithm based on mass conservation is proposed to construct bubble and drop lineages using simulation snapshots that are not necessarily from consecutive time steps. These lineages are then used to detect breakup and coalescence events, and obtain the desired statistics. Accurate identification of large-size-ratio bubble and drop pairs enables accurate detection of breakup and coalescence events over a large size range. Accurate detection of successive breakup and coalescence events requires that the snapshot interval be an order of magnitude smaller than the characteristic breakup and coalescence times to capture these successive events while minimizing the identification of repeated confounding events. Together, these algorithms serve as a toolbox for detailed analysis of two-phase simulations, and enable insights into the mechanisms behind bubble and drop formation and evolution in flows of practical importance.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

A new coupled multiphase flow–finite strain deformation–fault slip framework for induced seismicity

Production of hydrocarbons and water from subsurface reservoirs are known to cause permanent deformation of the reservoir and seismicity along faults both of which are detrimental to sustainable development of natural resources. Most of the prior studies on understanding fluid flow-induced plasticity and seismicity have focused on one or the other phenomenon due to the numerical difficulty associated with simultaneous modeling of the two failure phenomena because stress and deformation evolve non-linearly in both plasticity and seismicity. However, in reservoirs undergoing long-term production, plastic failure can alter the stress paths of points on a fault such that the onset, location, and magnitude of actual seismic events can no longer be predicted by a poroelastic simulation due to inaccurate stress and deformation history. We present a computational framework for coupled multiphase flow, finite strain poroplastic deformation, and dynamic fault slip and use it to understand the impact of plastic deformation on the onset, location, and magnitude of induced fault slip events. We evaluate the impact of plasticity on reservoir pressure, deformation, induced stress, and fault slip by comparing infinitesimal strain elastic and finite strain poro-elastoplastic models. For real-world applications, we consider different scenarios where the reservoir is either mechanically weaker or stronger than the caprock. We analyze the stress evolution as a function of the change in reservoir pressure to understand the role of contrast in reservoir and caprock elastic moduli on geomechanical stability. The results show that the poroplastic reservoir exhibits larger vertical deformation and delayed slip than the poroelastic reservoir after the same amount of oil production. For the same amount of pressure drop, a reservoir with a smaller modulus than the caprock displays a larger vertical displacement and an earlier onset of both plastic failure and fault slip. For a reservoir with a larger modulus than the caprock, vertical displacement is larger on the reservoir top boundary and smaller on the ground surface, and a higher pressure drop is needed to induce plastic failure and fault slip.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

A consistent and conservative model and its scheme for N -phase- M -component incompressible flows

Here, we propose a consistent and conservative model for multiphase and multicomponent incompressible flows, where there can be arbitrary numbers of phases and components. Each phase has a background fluid called the pure phase, each pair of phases is immiscible, and components are dissolvable in some specific phases. The model is developed based on the multiphase Phase-Field model including the contact angle boundary condition, the diffuse domain approach, and the analyses on the proposed consistency conditions for multiphase and multicomponent flows. The model conserves the mass of individual pure phases, the amount of each component in its dissolvable region, and thus the mass of the fluid mixture, and the momentum of the flow. It ensures that no fictitious phases or components can be generated and that the summation of the volume fractions from the Phase-Field model is unity everywhere so that there is no local void or overfilling. It satisfies a physical energy law and it is Galilean invariant. A corresponding numerical scheme is developed for the proposed model, whose formal accuracy is 2nd-order in both time and space. It is shown to be consistent and conservative and its solution is demonstrated to preserve the Galilean invariance and energy law. Numerical tests indicate that the proposed model and scheme are effective and robust to study various challenging multiphase and multicomponent flows.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

A sharp interface Lagrangian-Eulerian method for rigid-body fluid-structure interaction

Herein this paper introduces a sharp interface method to simulate fluid-structure interaction (FSI) involving rigid bodies immersed in viscous incompressible fluids. The capabilities of this methodology are benchmarked using a range of test cases and demonstrated using large-scale models of biomedical FSI. The numerical approach developed herein, which we refer to as an immersed Lagrangian-Eulerian (ILE) method, integrates aspects of partitioned and immersed FSI formulations by solving separate momentum equations for the fluid and solid subdomains, as in a partitioned formulation, while also using non-conforming discretizations of the dynamic fluid and structure regions, as in an immersed formulation. A simple Dirichlet-Neumann coupling scheme is used, in which the motion of the immersed solid is driven by fluid traction forces evaluated along the fluid-structure interface, and the motion of the fluid along that interface is constrained to match the solid velocity and thereby satisfy the no-slip condition. To develop a practical numerical method, we adopt a penalty approach that approximately imposes the no-slip condition along the fluid-structure interface. In the coupling strategy, a separate discretization of the fluid-structure interface is tethered to the volumetric solid mesh via stiff spring-like penalty forces. Our fluid-structure coupling scheme relies on an immersed interface method (IIM) for discrete geometries, which enables the accurate determination of both velocities and stresses along complex internal interfaces. Numerical methods for FSI can suffer from instabilities related to the added mass effect, but computational tests indicate that the methodology introduced here remains stable for selected test cases across a broad range of solid-fluid mass density ratios, including extremely small, nearly equal, equal, and large density ratios. Biomedical FSI demonstration cases include results obtained using this method to simulate the dynamics of a bileaflet mechanical heart valve in a pulse duplicator, and to model transport of blood clots in a patient-averaged anatomical model of the inferior vena cava.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

A novel energy balance approach for a verifiable and accurate solution of radiation extinction in purely absorbing particle clouds

Here we consider the problem of radiation transport through purely absorbing particle clouds. The gold-standard solution of particle-resolved Monte Carlo ray-tracing method to this problem is computationally expensive and therefore solving the radiation transport equation (specifically, the Beer-Bouguer law (BB-law)) on a Eulerian mesh is often preferred. While the absorption coefficient in the real problem is infinite, the BB-law approximates it to be a finite number in the form of number density through a set of assumptions. For particle clouds that do not obey these assumptions, the BB-law predicts an incorrect exponential decay. Also, when the number density is computed using the nearest-neighbor approach, the BB-law solution diverges when the Eulerian mesh size becomes closer to or smaller than the particle size. This numerical divergence is due to the homogenization error. Although the filtering strategy for number density minimizes the homogenization error, it still converges to an incorrect exponential decay for particle clouds that break the BB-law constraints and the cost of the filtering is equivalent to that of the gold-standard solution. In this study, we develop a novel, highly accurate, verifiable and cost-effective solution to the radiation transport equation on a Eulerian domain using an energy balance approach where we derive an expression for the absorption coefficient as a function of particle and Eulerian mesh sizes. We apply our new method to Poisson and turbulent particle clouds that violate all the BB-law constraints and show that the solution is converging upon the mesh refinement, and eventually, we recover the same gold-standard solution for a much cheaper computational cost.

42 ENGINEERING↗
DOE OSTI2022

Machine learning moment closure models for the radiative transfer equation I: Directly learning a gradient based closure

In this paper, we take a data-driven approach and apply machine learning to the moment closure problem for the radiative transfer equation in slab geometry. Instead of learning the unclosed high order moment, we propose to directly learn the gradient of the high order moment using neural networks. This new approach is consistent with the exact closure we derive for the free streaming limit and also provides a natural output normalization. Finally, a variety of benchmark tests, including the variable scattering problem, the Gaussian source problem with both periodic and reflecting boundaries, and the two-material problem, show both good accuracy and generalizability of our machine learning closure model.

Computer science↗
DOE OSTI2022

Surface fluctuating hydrodynamics methods for the drift-diffusion dynamics of particles and microstructures within curved fluid interfaces

Here we introduce fluctuating hydrodynamics approaches on surfaces for capturing the drift-diffusion dynamics of particles and microstructures immersed within curved fluid interfaces of spherical shape. We take into account the interfacial hydrodynamic coupling, traction coupling with the surrounding bulk fluid, and thermal fluctuations. For fluid-structure interactions, we introduce Immersed Boundary Methods (IBM) and related Stochastic Eulerian-Lagrangian Methods (SELM) for curved surfaces. We use these approaches to investigate the statistics of surface fluctuating hydrodynamics and microstructures. For velocity autocorrelations, we find characteristic power-law scalings $τ^{-1}, τ^{-2}$, and plateaus can emerge. This depends on the physical regime associated with the geometry, surface viscosity, and bulk viscosity. This differs from the characteristic $τ^{-3/2}$ scaling for bulk three dimensional fluids. We develop theory explaining these observed power-laws associated with time-scales for dissipation within the fluid interface and coupling to the surrounding fluid. We then use our introduced methods to investigate a few example systems and roles of hydrodynamic coupling and thermal fluctuations including for the kinetics of passive particles and active microswimmers in curved fluid interfaces.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

A mass conservative, well balanced, tangency preserving and energy decaying method for the shallow water equations on a sphere

Here a fully discrete surface finite element method is proposed for solving the viscous shallow water equations in a bounded Lipschitz domain on the sphere based on a general triangular mesh. The method consists of a modified Crank–Nicolson method in time and a Galerkin surface finite element method in space for the fluid thickness H and the fluid velocity u. A finite element space tangential to the sphere at all finite element nodes is proposed to approximate the fluid velocity u. The proposed method has second-order accuracy in time and first-order accuracy in space, and preserves mass conservation, well balancedness, tangency of velocity to the sphere, and energy decay. Numerical experiments are presented to illustrate the accuracy of the proposed method and the preservation of the physical properties, including mass conservation, well balancedness, and energy decay. A numerical simulation of ocean mesoscale activity on a circular basin with a continental shelf is provided.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

An optimization method for chaotic turbulent flow

Evidence indicates that quantities-of-interest in some turbulent flows can be controlled despite the overall chaotic dynamics. It is typically thought that this is via relatively deterministic, larger-scale components of the turbulence. However, finding such controls, if they exist, is challenging because chaos causes sensitivity gradients to explode and the search space to become intractably non-convex. This challenge is analyzed, and a penalty method is introduced to cope with it. In the new approach, the time domain is broken into segments approximately matching the chaos time scales, so that the solution within each segment is both physical and relatively deterministic. The initial condition of each segment is included in an adjoint-based gradient optimization, which temporarily introduces artificial Δq discontinuities in the overall solution. The optimization then proceeds in stages with increasing penalization of Δq. The method is developed and illustrated for a logistic map, the Lorenz Equation, and an advection augmented Kuramoto–Sivashinsky Equation. These examples show how the Δq temporarily increases the search scale prior to the strong Δq → 0 penalization that recovers a physical solution. It is then applied to turbulent Kolmogorov flow, for which it also far outperforms a standard adjoint-based gradient search. Finally, the utility of such an optimized chaotic solution is discussed.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Single-stage gradient-based stellarator coil design: Optimization for near-axis quasi-symmetry

Here we present a new coil design paradigm for magnetic confinement in stellarators. Our approach directly optimizes coil shapes and coil currents to produce a vacuum quasi-symmetric magnetic field with a target rotational transform on the magnetic axis. This approach differs from the traditional two-stage approach in which first a magnetic configuration with desirable physics properties is found, and then coils to approximately realize this magnetic configuration are designed. The proposed single-stage approach allows us to find a compromise between confinement and engineering requirements, i.e., find easy-to-build coils with good confinement properties. Using forward and adjoint sensitivities, we derive derivatives of the physical quantities in the objective, which is constrained by a nonlinear periodic differential equation. In two numerical examples, we compare different gradient-based descent algorithms and find that incorporating approximate second-order derivative information through a quasi-Newton method is crucial for convergence. We also explore the optimization landscape in the neighborhood of a minimizer and find many directions in which the objective is mostly flat, indicating ample freedom to find simple and thus easy-to-build coils.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Multi-variance replica exchange SGMCMC for inverse and forward problems via Bayesian PINN

Physics-informed neural network (PINN) has been successfully applied in solving a variety of nonlinear non-convex forward and inverse problems. However, the training is challenging because of the non-convex loss functions and the multiple optima in the Bayesian inverse problem. In this work, we propose a multi-variance replica exchange stochastic gradient Langevin dynamics method to tackle the challenge of the multiple local optima in the optimization and the challenge of the multiple modal posterior distribution in the inverse problem. Replica exchange methods are capable of escaping from the local traps and accelerating the convergence; two chains with different temperatures are designed where the low temperature chain aims for the local convergence, and the target of the high temperature chain is to travel globally and explore the whole loss function entropy landscape. However, it may not be efficient to solve mathematical inversion problems by using the vanilla replica method directly since the method doubles the computational cost in evaluating the forward solvers (likelihood functions) in the two chains. To address this issue, we propose to make different assumptions on the energy function estimation and this facilities one to use solvers of different fidelities in the likelihood function evaluation. More precisely, one can use a solver with low fidelity in the high temperature chain while using a solver with high fidelity in the low temperature chain. Our proposed method significantly lowers the computational cost in the high temperature chain, meanwhile preserving the accuracy and converging very fast. Here we give an unbiased estimate of the swapping rate and give an estimation of the discretization error of the scheme. To verify our idea, we design and solve four inverse problems which have multiple modes. The proposed method is also employed to train the Bayesian PINN to solve the forward and inverse problems; faster and more accurate convergence has been observed when compared to the stochastic gradient Langevin dynamics (SGLD) method and vanilla replica exchange methods.

97 MATHEMATICS AND COMPUTING↗