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At least 1,117 records · Page 62

Transport error estimation using residual Monte Carlo

The residual Monte Carlo (RMC) method is also known in the literature as sequential Monte Carlo and reduced-source Monte Carlo. Given a Monte Carlo method for solving a linear equation and an approximate solution to that system, the residual method enables use of essentially the same Monte Carlo algorithm to directly compute the additive error or “defect” associated with the approximate solution. As the size of the defect decreases relative to the size of the solution, the residual Monte Carlo method becomes increasingly efficient relative to the standard Monte Carlo (SMC) method. Here we present a new RMC algorithm for evaluating the space-angle error in S n radiation transport solutions, and provide computational examples demonstrating that it can be far more efficient than SMC for this purpose. Herein we also describe a particular pitfall that must be avoided if RMC is to be efficient, and explain why the performance of RMC can significantly differ between different transport problems and different quantities of interest for the same problem.

97 MATHEMATICS AND COMPUTING↗

Efficient hybrid explicit-implicit learning for multiscale problems

Splitting method is a powerful method to handle application problems by splitting physics, scales, domain, and so on. Many splitting algorithms have been designed for efficient temporal discretization. Here, in this paper, our goal is to use temporal splitting concepts in designing machine learning algorithms and, at the same time, help splitting algorithms by incorporating data and speeding them up. We propose a machine learning assisted splitting scheme which improves the efficiency of the scheme meanwhile preserves the accuracy. We consider a recently introduced multiscale splitting algorithms, where the multiscale problem is solved on a coarse grid. To approximate the dynamics, only a few degrees of freedom are solved implicitly, while others explicitly. This splitting concept allows identifying degrees of freedom that need implicit treatment. In this paper, we use this splitting concept in machine learning and propose several strategies. First, the implicit part of the solution can be learned as it is more difficult to solve, while the explicit part can be computed. This provides a speed-up and data incorporation for splitting approaches. Secondly, one can design a hybrid neural network architecture because handling explicit parts requires much fewer communications among neurons and can be done efficiently. Thirdly, one can solve the coarse grid component via PDEs or other approximation methods and construct simpler neural networks for the explicit part of the solutions. We discuss these options and implement one of them by interpreting it as a machine translation task. This interpretation of the splitting scheme successfully enables us using the Transformer since it can perform model reduction for multiple time series and learn the connection between them. We also find that the splitting scheme is a great platform to predict the coarse solution with insufficient information of the target model: the target problem is partially given and we need to solve it through a known problem which approximates the target. Our machine learning model can incorporate and encode the given information from two different problems and then solve the target problems. We conduct four numerical examples and the results show that our method is stable and accurate.

97 MATHEMATICS AND COMPUTING↗

Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems

The flow-driven spectral chaos (FSC) is a recently developed method for tracking and quantifying uncertainties in the long-time response of stochastic dynamical systems using the spectral approach. The method uses a novel concept called enriched stochastic flow maps as a means to construct an evolving finite-dimensional random function space that is both accurate and computationally efficient in time. In this paper, we present a multi-element version of the FSC method (the ME-FSC method for short) to tackle (mainly) those dynamical systems that are inherently discontinuous over the probability space. In ME-FSC, the random domain is partitioned into several elements, and then the problem is solved separately on each random element using the FSC method. Subsequently, results are aggregated to compute the probability moments of interest using the law of total probability. To demonstrate the effectiveness of the ME-FSC method in dealing with discontinuities and long-time integration of stochastic dynamical systems, four representative numerical examples are presented in this paper, including the Van-der-Pol oscillator problem and the Kraichnan-Orszag three-mode problem. Results show that the ME-FSC method is capable of solving problems that have strong nonlinear dependencies over the probability space, both reliably and at low computational cost.

97 MATHEMATICS AND COMPUTING↗

NH-PINN: Neural homogenization-based physics-informed neural network for multiscale problems

Physics-informed neural network (PINN) is a data-driven approach to solving equations. It is successful in many applications; however, the accuracy of the PINN is not satisfactory when it is used to solve multiscale equations. Homogenization approximates a multiscale equation by a homogenized equation without multiscale property; it includes solving cell problems and the homogenized equation. The cell problems are periodic, and we propose an oversampling strategy that significantly improves the PINN accuracy on periodic problems. The homogenized equation has a constant or slow dependency coefficient and can also be solved by PINN accurately. We hence proposed a 3-step method, neural homogenization based PINN (NH-PINN), to improve the PINN accuracy for solving multiscale problems with the help of homogenization.

97 MATHEMATICS AND COMPUTING↗

Goal-oriented a-posteriori estimation of model error as an aid to parameter estimation

In this work, a Bayesian model calibration framework is presented that utilizes goal-oriented a-posterior error estimates in quantities of interest (QoIs) for classes of high-fidelity models characterized by PDEs. It is shown that for a large class of computational models, it is possible to develop a computationally inexpensive procedure for calibrating parameters of high-fidelity models of physical events when the parameters of low-fidelity (surrogate) models are known with acceptable accuracy. The main ingredients in the proposed model calibration scheme are goal-oriented a-posteriori estimates of error in QoIs computed using a so-called lower fidelity model compared to those of an uncalibrated higher fidelity model. The estimates of error in QoIs are used to define likelihood functions in Bayesian inversion analysis. A standard Bayesian approach is employed to compute the posterior distribution of model parameters of high-fidelity models. As applications, parameters in a quasi-linear second-order elliptic boundary-value problem (BVP) are calibrated using a second-order linear elliptic BVP. In a second application, parameters of a tumor growth model involving nonlinear time-dependent PDEs are calibrated using a lower fidelity linear tumor growth model with known parameter values.

A-posterior estimates↗

A low-rank power iteration scheme for neutron transport criticality problems

Computing effective eigenvalues for neutron transport often requires a fine numerical resolution. Here, the main challenge of such computations is the high memory effort of classical solvers, which limits the accuracy of chosen discretizations. In this work, we derive a method for the computation of effective eigenvalues when the underlying solution has a low-rank structure. This is accomplished by utilizing dynamical low-rank approximation (DLRA), which is an efficient strategy to derive time evolution equations for low-rank solution representations. The main idea is to interpret the iterates of the classical inverse power iteration as pseudo-time steps and apply the DLRA concepts in this framework. In our numerical experiment, we demonstrate that our method significantly reduces memory requirements while achieving the desired accuracy. Analytic investigations show that the proposed iteration scheme inherits the convergence speed of the inverse power iteration, at least for a simplified setting.

97 MATHEMATICS AND COMPUTING↗

Integrating a ponderomotive guiding center algorithm into a quasi-static particle-in-cell code based on azimuthal mode decomposition

High fidelity modeling of plasma based acceleration (PBA) requires the use of three dimensional, fully nonlinear, and kinetic descriptions based on the particle-in-cell (PIC) method. In PBA an intense particle beam or laser (driver) propagates through a tenuous plasma whereby it excites a plasma wave wake. Three-dimensional PIC algorithms based on the quasi-static approximation (QSA) have been successfully applied to efficiently model the interaction between relativistic charged particle beams and plasma. In a QSA PIC algorithm, the plasma response to a charged particle beam or laser driver is calculated based on forces from the driver and self-consistent forces from the QSA form of Maxwell's equations. These fields are then used to advance the charged particle beam or laser forward by a large time step. Since the time step is not limited by the regular Courant-Friedrichs-Lewy (CFL) condition that constrains a standard 3D fully electromagnetic PIC code, a 3D QSA PIC code can achieve orders of magnitude speedup in performance. Recently, a new hybrid QSA PIC algorithm that combines another speedup technique known as an azimuthal Fourier decomposition has been proposed and implemented. This hybrid algorithm decomposes the electromagnetic fields, charge and current density into azimuthal harmonics and only the Fourier coefficients need to be updated, which can reduce the algorithmic complexity of a 3D code to that of a 2D code. Modeling the laser-plasma interaction in a full 3D electromagnetic PIC algorithm is very computationally expensive due the enormous disparity of physical scales to be resolved. In the QSA the laser is modeled using the ponderomotive guiding center (PGC) approach. We describe how to implement a PGC algorithm compatible for the QSA PIC algorithms based on the azimuthal mode expansion. Here this algorithm permits time steps orders of magnitude larger than the cell size and it can be asynchronously parallelized. Details on how this is implemented into the QSA PIC code that utilizes an azimuthal mode expansion, QPAD, are also described. Benchmarks and comparisons between a fully 3D explicit PIC code (OSIRIS), as well as a few examples related to laser wakefield acceleration, are presented.

97 MATHEMATICS AND COMPUTING↗

Implementing contact angle boundary conditions for second-order Phase-Field models of wall-bounded multiphase flows

In the present work, a general formulation is proposed to implement the contact angle boundary conditions for the second-order Phase-Field models, which is applicable to N-phase (N ≥ 2) moving contact line problems. To remedy the issue of mass change due to the contact angle boundary condition, a source term or Lagrange multiplier is added to the original second-order Phase-Field models, which is determined by the consistent and conservative volume distribution algorithm so that the summation of the order parameters and the consistency of reduction are not influenced. To physically couple the proposed formulation to the hydrodynamics, especially for large-density-ratio problems, the consistent formulation is employed. The reduction-consistent conservative Allen-Cahn models are chosen as examples to illustrate the application of the proposed formulation. The numerical scheme that preserves the consistency and conservation of the proposed formulation is employed to demonstrate its effectiveness. Results produced by the proposed formulation are in good agreement with the exact and/or asymptotic solutions. The proposed method captures complex dynamics of moving contact line problems having large density ratios.

97 MATHEMATICS AND COMPUTING↗

GenMod: A generative modeling approach for spectral representation of PDEs with random inputs

Here, we propose a method for quantifying uncertainty in high-dimensional PDE systems with random parameters, where the number of solution evaluations is small. Parametric PDE solutions are often approximated using a spectral decomposition based on polynomial chaos expansions. For the class of systems we consider (i.e., high dimensional with limited solution evaluations) the coefficients are given by an underdetermined linear system in a regression formulation. This implies additional assumptions, such as sparsity of the coefficient vector, are needed to approximate the solution. Here, we present an approach where we assume the coefficients are close to the range of a generative model that maps from a low to a high dimensional space of coefficients. Our approach is inspired be recent work examining how generative models can be used for compressed sensing in systems with random Gaussian measurement matrices. Using results from PDE theory on coefficient decay rates, we construct an explicit generative model that predicts the polynomial chaos coefficient magnitudes. The algorithm we developed to find the coefficients, which we call GenMod, is composed of two main steps. First, we predict the coefficient signs using Orthogonal Matching Pursuit. Then, we assume the coefficients are within a sparse deviation from the range of a sign-adjusted generative model. This allows us to find the coefficients by solving a nonconvex optimization problem, over the input space of the generative model and the space of sparse vectors. We obtain theoretical recovery results for a Lipschitz continuous generative model and for a more specific generative model, based on coefficient decay rate bounds. We examine three high-dimensional problems and show that, for all three examples, the generative model approach outperforms sparsity promoting methods at small sample sizes.

97 MATHEMATICS AND COMPUTING↗

B-DeepONet: An enhanced Bayesian DeepONet for solving noisy parametric PDEs using accelerated replica exchange SGLD

Here, the Deep Operator Network (DeepONet) is a neural network architecture used to approximate operators, including the solution operator of parametric PDEs. DeepONets have shown remarkable approximation ability. However, the performance of DeepONets deteriorates when the training data is polluted with noise, a scenario that occurs in practice. To handle noisy data, we propose a Bayesian DeepONet based on replica exchange Langevin diffusion (reLD). Replica exchange uses two particles. The first particle trains a DeepONet to exploit the loss landscape and make predictions. The other particle trains a different DeepONet to explore the loss landscape and escape local minima via swapping. Compared to DeepONets trained with state-of-the-art gradient-based algorithms (e.g., Adam), the proposed Bayesian DeepONet greatly improves the training convergence for noisy scenarios and accurately estimates the uncertainty. To further reduce the high computational cost of the reLD training of DeepONets, we propose (1) an accelerated training framework that exploits the DeepONet's architecture to reduce its computational cost up to 25% without compromising performance and (2) a transfer learning strategy that accelerates training DeepONets for PDEs with different parameter values. Finally, we illustrate the effectiveness of the proposed Bayesian DeepONet using four parametric PDE problems.

97 MATHEMATICS AND COMPUTING↗

Assessment of diffuse-interface methods for compressible multiphase fluid flows and elastic-plastic deformation in solids

This work describes three diffuse-interface methods for the simulation of immiscible, compressible multiphase fluid flows and elastic-plastic deformation in solids. The first method is the localized-artificial-diffusivity approach of Cook, Subramaniam et al., and Adler and Lele, in which artificial diffusion terms are added to the individual phase mass fraction transport equations and are coupled with the other conservation equations. The second method is the gradient-form approach that is based on the quasi-conservative method of Shukla et al., in which the diffusion and sharpening terms (together called regularization terms) are added to the individual phase volume fraction transport equations and are coupled with the other conservation equations. The third approach is the divergence-form approach that is based on the fully conservative method of Jain et al., in which the regularization terms are added to the individual phase volume fraction transport equations and are coupled with the other conservation equations. In the present study, all three diffuse-interface methods are used in conjunction with a four-equation, multicomponent mixture model, in which pressure and temperature equilibria are assumed among the various phases. The primary objective of this work is to compare these three methods in terms of their ability to: maintain constant interface thickness throughout the simulation; conserve mass, momentum, and energy; and maintain accurate interface shape for long-time integration. The second objective of this work is to consistently extend these methods to model interfaces between solid materials with strength. To assess and compare the methods, they are used to simulate a wide variety of problems, including (1) advection of an air bubble in water, (2) shock interaction with a helium bubble in air, (3) shock interaction and the collapse of an air bubble in water, and (4) Richtmyer–Meshkov instability of a copper–aluminum interface. The current work focuses on comparing these methods in the limit of relatively coarse grid resolution, which illustrates the true performance of these methods. In conclusion, this is because it is rarely practical to use hundreds of grid points to resolve a single bubble or drop in large-scale simulations of engineering interest.

97 MATHEMATICS AND COMPUTING↗

Spatially quasi-periodic bifurcations from periodic traveling water waves and a method for detecting bifurcations using signed singular values

We present a method of detecting bifurcations by locating zeros of a signed version of the smallest singular value of the Jacobian. This enables the use of quadratically convergent root-bracketing techniques or Chebyshev interpolation to locate bifurcation points. Only positive singular values have to be computed, though the method relies on the existence of an analytic or smooth singular value decomposition (SVD). The sign of the determinant of the Jacobian, computed as part of the bidiagonal reduction in the SVD algorithm, eliminates slope discontinuities at the zeros of the smallest singular value. We use the method to search for spatially quasi-periodic traveling water waves that bifurcate from large-amplitude periodic waves. The water wave equations are formulated in a conformal mapping framework to facilitate the computation of the quasi-periodic Dirichlet-Neumann operator. We find examples of pure gravity waves with zero surface tension and overhanging gravity-capillary waves. In both cases, the waves have two spatial quasi-periods whose ratio is irrational. We follow the secondary branches via numerical continuation beyond the realm of linearization about solutions on the primary branch to obtain traveling water waves that extend over the real line with no two crests or troughs of exactly the same shape. The pure gravity wave problem is of relevance to ocean waves, where capillary effects can be neglected. Such waves can only exist through secondary bifurcation as they do not persist to zero amplitude. The gravity-capillary wave problem demonstrates the effectiveness of using the signed smallest singular value as a test function for multi-parameter bifurcation problems. This test function becomes mesh independent once the mesh is fine enough.

97 MATHEMATICS AND COMPUTING↗

Jacobian-free Newton–Krylov method for the simulation of non-thermal plasma discharges with high-order time integration and physics-based preconditioning

A preconditioning framework for the numerical simulation of non-thermal streamer discharges is developed using the Jacobian-free Newton-Krylov (JFNK) method. A reduced plasma fluid model is considered, consisting of electrons, one positive ion, one negative ion, and the electrostatic potential. Here, the plasma kinetics model includes ionization, electron-ion recombination, electron attachment, electron detachment, and ion-ion recombination. The governing equations are made dimensionless, discretized in space with finite differences, and integrated in time with a fully implicit method based on high-order backward differentiation formulas. The preconditioning framework is based on a linearized form of the governing equations and physics-based operator splitting. The efficiency of the preconditioning strategy is assessed through two test cases: streamer propagation between parallel plates and an axisymmetric pin-to-pin discharge. The fully implicit approach overcomes traditional restrictions in the time step size due to processes such as electron drift, electron diffusion, and dielectric relaxation. Excellent performance is observed through relevant statistics of the JFNK solver, although the number of linear iterations increases for the pin-to-pin discharge when nonlinear numerical boundary conditions are imposed at the electrodes. Performance studies show scalability with O(100-1000) processors for O(10M) unknowns with ample room for optimization.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Optimal design of chemoepitaxial guideposts for the directed self-assembly of block copolymer systems using an inexact Newton algorithm

Directed self-assembly (DSA) of block copolymers (BCPs) is one of the most promising developments in the cost-effective production of nanoscale devices. The process makes use of the natural tendency for BCP melts to form nanoscale structures upon phase separation. The phase separation can be directed through the use of chemically patterned substrates to promote the formation of morphologies that are essential to the production of semiconductor devices. Moreover, the design of substrate pattern can be formulated as an optimization problem for which we seek optimal substrate designs that effectively produce given target morphologies. In this paper, we adopt a phase field model given by a nonlocal Cahn–Hilliard partial differential equation (PDE) based on the minimization of the Ohta–Kawasaki free energy, and present an efficient PDE-constrained optimization framework for the optimal design problem. The design variables are the locations of circular- or strip-shaped guiding posts that are used to model the substrate chemical pattern. To solve the ensuing optimization problem, we propose a variant of an inexact Newton conjugate gradient algorithm tailored to this problem. Additionally, we demonstrate the effectiveness of our computational strategy on numerical examples that span a range of target morphologies. Owing to our second-order optimizer and fast state solver, the numerical results demonstrate five orders of magnitude reduction in computational cost over previous work. The efficiency of our framework and the fast convergence of our optimization algorithm enable us to rapidly solve the optimal design problem in not only two, but also three spatial dimensions.

97 MATHEMATICS AND COMPUTING↗

Residual-based error correction for neural operator accelerated infinite-dimensional Bayesian inverse problems

We explore using neural operators, or neural network representations of nonlinear maps between function spaces, to accelerate infinite-dimensional Bayesian inverse problems (BIPs) with models governed by nonlinear parametric partial differential equations (PDEs). Neural operators have gained significant attention in recent years for their ability to approximate the parameter-to-solution maps defined by PDEs using as training data solutions of PDEs at a limited number of parameter samples. The computational cost of BIPs can be drastically reduced if the large number of PDE solves required for posterior characterization are replaced with evaluations of trained neural operators. However, reducing error in the resulting BIP solutions via reducing the approximation error of the neural operators in training can be challenging and unreliable. We provide an a priori error bound result that implies certain BIPs can be ill-conditioned to the approximation error of neural operators, thus leading to inaccessible accuracy requirements in training. To reliably deploy neural operators in BIPs, we consider a strategy for enhancing the performance of neural operators: correcting the prediction of a trained neural operator by solving a linear variational problem based on the PDE residual. We show that a trained neural operator with error correction can achieve a quadratic reduction of its approximation error, all while retaining substantial computational speedups of posterior sampling when models are governed by highly nonlinear PDEs. The strategy is applied to two numerical examples of BIPs based on a nonlinear reaction–diffusion problem and deformation of hyperelastic materials. We demonstrate that posterior representations of the two BIPs produced using trained neural operators are greatly and consistently enhanced by error correction.

97 MATHEMATICS AND COMPUTING↗

Predicting rare events using neural networks and short-trajectory data

Estimating the likelihood, timing, and nature of events is a major goal of modeling stochastic dynamical systems. When the event is rare in comparison with the timescales of simulation and/or measurement needed to resolve the elemental dynamics, accurate prediction from direct observations becomes challenging. In such cases a more effective approach is to cast statistics of interest as solutions to Feynman-Kac equations (partial differential equations). Here, we develop an approach to solve Feynman-Kac equations by training neural networks on short-trajectory data. Our approach is based on a Markov approximation but otherwise avoids assumptions about the underlying model and dynamics. This makes it applicable to treating complex computational models and observational data. Additionally, we illustrate the advantages of our method using a low-dimensional model that facilitates visualization, and this analysis motivates an adaptive sampling strategy that allows on-the-fly identification of and addition of data to regions important for predicting the statistics of interest. Finally, we demonstrate that we can compute accurate statistics for a 75-dimensional model of sudden stratospheric warming. This system provides a stringent test bed for our method.

97 MATHEMATICS AND COMPUTING↗

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

This paper introduces a sharp-interface approach to simulating fluid-structure interaction (FSI) involving flexible bodies described by general nonlinear material models and across a broad range of mass density ratios. This new flexible-body immersed Lagrangian-Eulerian (ILE) scheme extends our prior work on integrating partitioned and immersed approaches to rigid-body FSI. Our numerical approach incorporates the geometrical and domain solution flexibility of the immersed boundary (IB) method with an accuracy comparable to body-fitted approaches that sharply resolve flows and stresses up to the fluid-structure interface. Unlike many IB methods, our ILE formulation uses distinct momentum equations for the fluid and solid subregions with a Dirichlet-Neumann coupling strategy that connects fluid and solid subproblems through simple interface conditions. As in earlier work, we use approximate Lagrange multiplier forces to treat the kinematic interface conditions along the fluid-structure interface. This penalty approach simplifies the linear solvers needed by our formulation by introducing two representations of the fluid-structure interface, one that moves with the fluid and another that moves with the structure, that are connected by stiff springs. This approach also enables the use of multi-rate time stepping, which allows us to use different time step sizes for the fluid and structure subproblems. Our fluid solver relies on an immersed interface method (IIM) for discrete surfaces to impose stress jump conditions along complex interfaces while enabling the use of fast structured-grid solvers for the incompressible Navier-Stokes equations. The dynamics of the volumetric structural mesh are determined using a standard finite element approach to large-deformation nonlinear elasticity via a nearly incompressible solid mechanics formulation. This formulation also readily accommodates compressible structures with a constant total volume, and it can handle fully compressible solid structures for cases in which at least part of the solid boundary does not contact the incompressible fluid. Selected grid convergence studies demonstrate second-order convergence in volume conservation and in the pointwise discrepancies between corresponding positions of the two interface representations as well as between first and second-order convergence in the structural displacements. The time stepping scheme is also demonstrated to yield second-order convergence. To assess and validate the robustness and accuracy of the new algorithm, comparisons are made with computational and experimental FSI benchmarks. Test cases include both smooth and sharp geometries in various flow conditions. Furthermore, we also demonstrate the capabilities of this methodology by applying it to model the transport and capture of a geometrically realistic, deformable blood clot in an inferior vena cava filter.

97 MATHEMATICS AND COMPUTING↗