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Error induced by coordinate systems

It is pointed out that the choice of a curvilinear coordinate system can have a substantial effect on the error in the numerical solution of a partial differential equation. The truncation error is dependent not only on the higher order derivatives of the solution and the local grid spacing, but also on the rate-of-change of the grid spacing and on the departure of the grid from orthogonality. In connection with the present investigation, an analysis is conducted of the local truncation error in the approximation of first and second order derivatives on a curvilinear grid. Attention is given to a number of examples which illustrate the two fundamental sources of truncation error in the numerical solution of partial differential equations on curvilinear coordinate systems. The first is the grid spacing and changes in grid spacing which is measured by the first and second order derivatives of the functions defining the coordinate system. The second source is the higher order derivatives of the solution itself.

Mastin, C. W.↗

On least squares approximations to indefinite problems of the mixed type

A least squares method is presented for computing approximate solutions of indefinite partial differential equations of the mixed type such as those that arise in connection with transonic flutter analysis. The method retains the advantages of finite difference schemes namely simplicity and sparsity of the resulting matrix system. However, it offers some great advantages over finite difference schemes. First, the method is insensitive to the value of the forcing frequency, i.e., the resulting matrix system is always symmetric and positive definite. As a result, iterative methods may be successfully employed to solve the matrix system, thus taking full advantage of the sparsity. Furthermore, the method is insensitive to the type of the partial differential equation, i.e., the computational algorithm is the same in elliptic and hyperbolic regions. In this work the method is formulated and numerical results for model problems are presented. Some theoretical aspects of least squares approximations are also discussed.

Fix, G. J.↗

A Comprehensive Review of Latent Space Dynamics Identification Algorithms for Intrusive and Non-Intrusive Reduced-Order-Modeling

Numerical solvers of partial differential equations (PDEs) have been widely employed for simulating physical systems. However, the computational cost remains a major bottleneck in various scientific and engineering applications, which has motivated the development of reduced-order models (ROMs). Recently, machine-learning-based ROMs have gained significant popularity and are promising for addressing some limitations of traditional ROM methods, especially for advection dominated systems. In this chapter, we focus on a particular framework known as Latent Space Dynamics Identification (LaSDI), which transforms the high-fidelity data, governed by a PDE, to simpler and low-dimensional latent-space data, governed by ordinary differential equations (ODEs). These ODEs can be learned and subsequently interpolated to make ROM predictions. Each building block of LaSDI can be easily modulated depending on the application, which makes the LaSDI framework highly flexible. In particular, we present strategies to enforce the laws of thermodynamics into LaSDI models (tLaSDI), enhance robustness in the presence of noise through the weak form (WLaSDI), select high-fidelity training data efficiently through active learning (gLaSDI, GPLaSDI), and quantify the ROM prediction uncertainty through Gaussian processes (GPLaSDI). We demonstrate the performance of different LaSDI approaches on Burgers equation, a non-linear heat conduction problem, and a plasma physics problem, showing that LaSDI algorithms can achieve relative errors of less than a few percent and up to thousands of times speed-ups.

Computational Engineering, Finance, and Science (c↗

Molecular dynamics on quantum annealers

Abstract In this work we demonstrate a practical prospect of using quantum annealers for simulation of molecular dynamics. A methodology developed for this goal, dubbed Quantum Differential Equations (QDE), is applied to propagate classical trajectories for the vibration of the hydrogen molecule in several regimes: nearly harmonic, highly anharmonic, and dissociative motion. The results obtained using the D-Wave 2000Q quantum annealer are all consistent and quickly converge to the analytical reference solution. Several alternative strategies for such calculations are explored and it was found that the most accurate results and the best efficiency are obtained by combining the quantum annealer with classical post-processing (greedy algorithm). Importantly, the QDE framework developed here is entirely general and can be applied to solve any system of first-order ordinary nonlinear differential equations using a quantum annealer.

74 ATOMIC AND MOLECULAR PHYSICS↗

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, settings in which traditional partial differential equation models 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 physically consistent interface theory which is needed to support numerical developments and, among other features, reduces to classical models in the limit as the extent of nonlocal interactions vanish. In this paper, we use an energy-based approach to develop a formulation of a nonlocal interface problem which provides a physically consistent extension of the classical perfect interface formulation for partial differential equations. Numerical examples in one and two dimensions validate the proposed framework and demonstrate the scope of our theory.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Aircraft maneuver optimization of reduced-order approximation

Review of recent work in recasting the energy type of approximation to aircraft flight in terms of singular perturbation theory and in extending this theory to three-dimensional maneuvers. Singular perturbations for differential equations arising in optimal control are first examined for a system of fairly general form but low order. The attitude dynamics for optimal flight of a rocket in vacuum is then studied as an introductory, and fairly transparent, example. The question of the choice of variables is then discussed. Finally, optimal aircraft flight in various reduced-order approximations is investigated. In particular, the problem of three-dimensional aircraft flight is formulated for singular perturbation treatment, and possibilities for decoupling into several lower-order problems are illustrated. The use of reduced-order approximation facilitates numerical computations by reducing the number of multiplier initial values that must be determined simultaneously and by improving the conditioning of the differential equations.

Kelley, H. J.↗

Numerical Fluxes and Shocks

Accurately describing shocks within numerical partial differential equation solvers has been a significant computational hurdle for the field of applied mathematics. In our work we present and discuss the background and history of how shocks have been dealt with. We have analyzed numerical schemes and fluxes for the purpose of education and improved computational speed and accuracy. We demonstrate the need for specific methods to deal with shocks by showcasing some methods in a simple one dimensional case for burger’s equation. We aim to extend our knowledge to the euler equations.

Partial Differential Equations↗

Numerical computation of exponential matrices using the Cayley-Hamilton theorem

A method for computing exponential matrices, which often arise naturally in the solution of systems of linear differential equations, is developed. An exponential matrix is generated as a linear combination of a finite number (equal to the matrix order) of matrices, the coefficients of which are scalar infinite sums. The method can be generalized to apply to any formal power series of matrices. Attention is focused upon the exponential function, and the matrix exponent is assumed tri-diagonal in form. In such cases, the terms in the coefficient infinite sums can be extracted, as recursion relations, from the characteristic polynomial of the matrix exponent. Two numerical examples are presented in some detail: (1) the three dimensional infinitesimal rotation rate matrix, which is skew symmetric, and (2) an N-dimensional tri-diagonal and symmetric finite difference matrix which arises in the numerical solution of the heat conduction partial differential equation. In the second example, the known eigenvalues and eigenvectors of the finite difference matrix permit an analytical solution for the exponential matrix, through the theory of diagonalization and similarity transformations, which is used for independent verification. The convergence properties of the scalar infinite summations are investigated for finite difference matrices of various orders up to ten, and it is found that the number of terms required for convergence increases slowly with the order of the matrix.

Walden, H.↗

Laplace Transform–Based Quantum Eigenvalue Transformation via Linear Combination of Hamiltonian Simulation

Eigenvalue transformations, which include solving time-dependent differential equations as a special case, have a wide range of applications in scientific and engineering computation. While quantum algorithms for singular value transformations are well studied, eigenvalue transformations are distinct, especially for nonnormal matrices. Here, we propose an efficient quantum algorithm for performing a class of eigenvalue transformations that can be expressed as a certain type of matrix Laplace transformation. This allows us to significantly extend the recently developed linear combination of Hamiltonian simulation method [D. An, J.-P. Liu, and L. Lin, Phys. Rev. Lett., 131 (2023), 150603; D. An, A. M. Childs, and L. Lin, Commun. Math. Phys. 407, 19 (2026)] to represent a wider class of eigenvalue transformations, such as powers of the matrix inverse, 𝐴 −𝑘 , and the exponential of the matrix inverse, 𝑒 −𝐴 −1 . The latter can be interpreted as the solution of a mass-matrix differential equation of the form form 𝐴⁢𝑢′⁡⁡(𝑡) =−𝑢⁡(𝑡). We demonstrate that our eigenvalue transformation approach can solve this problem without explicitly inverting 𝐴, thereby reducing the computational complexity.

Laplace transform↗

Regression Based Approach for Robust Finite Element Analysis on Arbitrary Grids. LDRD Final Report

This report summarizes the work performed under a one-year LDRD project aiming to enable accurate and robust numerical simulation of partial differential equations for meshes that are of poor quality. Traditional finite element methods use the mesh to both discretize the geometric domain and to define the finite element shape functions. The latter creates a dependence between the quality of the mesh and the properties of the finite element basis that may adversely affect the accuracy of the discretized problem. In this project, we propose a new approach for defining finite element shape functions that breaks this dependence and separates mesh quality from the discretization quality. At the core of the approach is a meshless definition of the shape functions, which limits the purpose of the mesh to representing the geometric domain and integrating the basis functions without having any role in their approximation quality. The resulting non-conforming space can be utilized within a standard discontinuous Galerkin framework providing a rigorous foundation for solving partial differential equations on low-quality meshes. We present a collection of numerical experiments demonstrating our approach in a wide range of settings: strongly coercive elliptic problems, linear elasticity in the compressible regime, and the stationary Stokes problem. We demonstrate convergence for all problems and stability for element pairs for problems which usually require inf-sup compatibility for conforming methods, also referring to a minor modification possible through the symmetric interior penalty Galerkin framework for stabilizing element pairs that would otherwise be traditionally unstable. Mesh robustness is particularly critical for elasticity, and we provide an example that our approach provides a greater than 5x improvement in accuracy and allows for taking an 8x larger stable timestep for a highly deformed mesh, compared to the continuous Galerkin finite element method. The report concludes with a brief summary of ongoing projects and collaborations that utilize or extend the products of this work.

97 MATHEMATICS AND COMPUTING↗

Mixing Cell Model: A One-Dimensional Numerical Model for Assessment of Water Flow and Contaminant Transport in the Unsaturated Zone

This report describes the Mixing Cell Model code, a one dimensional model for water flow and solute transport in the unsaturated zone under steady state or transient flow conditions. The model is based on the principles and assumptions underlying mixing-cell model formulations. The unsaturated zone is discretized into a series of independent mixing cells. Each cell may have unique hydrologic, lithologic, and sorptive properties. Ordinary differential equations describe the material (water and solute) balance within each cell. Water-flow equations are derived from the continuity equation, assuming that unit gradient conditions exist at all times in each cell. Pressure gradients are considered implicitly through model discretization. Unsaturated hydraulic conductivity and moisture contents are determined by the material specific moisture-characteristic curves. Solute-transport processes include explicit treatment of advective processes, first order chain decay, and linear sorption reactions. Dispersion is addressed through implicit and explicit dispersion. Implicit dispersion is an inherent feature of all mixing-cell models and originates from the formulation of the problem in terms of mass balance around fully mixed volume elements. Expressions are provided that relate implicit dispersion to the physical dispersion of the system. Two FORTRAN codes were developed to solve the water flow and solute-transport equations: (1) the Mixing Cell Model for Flow (MCMF) solves transient water-flow problems and (2) the Mixing Cell Model for Transport (MCMT) solves the solute-transport problem. The transient water-flow problem is typically solved first by estimating the water flux through each cell in the model domain as a function of time using the MCMF code. These data are stored in either ASCII or binary files that are later read by the solute transport code (MCMT). Code output includes solute pore water concentrations, water and solute inventories in each cell and at each specified output time, and water and solute fluxes through each cell and specified output time. Computer run times for coupled transient water flow and solute transport were typically several seconds on a 2 GHz Intel Pentium IV desktop computer. The model was benchmarked against analytical solutions and finite element approximations to the partial differential equations (PDE) describing unsaturated flow and transport. Differences between the maximum solute flux estimated by the mixing cell model and the PDE models were typically less than two percent. This revision includes an option for a fixed concentration lower boundary condition for diffusive fluxes for versions 020321 and later.

54 ENVIRONMENTAL SCIENCES↗

A discontinuous piecewise polynomial generalized moving least squares scheme for robust finite element analysis on arbitrary grids

A variational approach is developed with a meshless discretization to enable accurate and robust numerical simulation of partial differential equations for meshes that are of poor quality. Traditional finite element methods use the mesh to both discretize the geometric domain and to define the finite element shape functions. The latter creates a dependence between the quality of the mesh and the properties of the finite element basis that may adversely affect the accuracy of the discretized problem. Here, we propose a new approach for defining finite element shape functions that breaks this dependence and separates mesh quality from the discretization quality, which we call discontinuous piecewise polynomial generalized moving least squares (DPP-GMLS). At the core of the approach is a meshless definition of the shape functions, which limits the purpose of the mesh to representing the geometric domain and integrating the basis functions without having any role in their approximation quality. The resulting non-conforming space can be utilized within a standard discontinuous Galerkin framework, providing a rigorous foundation for solving partial differential equations on low-quality meshes. We present a collection of numerical experiments demonstrating our approach in a wide range of settings: strongly coercive elliptic problems, linear elasticity in the compressible regime, and the stationary Stokes problem. We demonstrate convergence for all problems and stability for element pairs for problems which usually require inf-sup compatibility for conforming methods, also referring to a minor modification possible through the symmetric interior penalty Galerkin framework for stabilizing element pairs that would otherwise be traditionally unstable. Mesh robustness is particularly critical for elasticity, and we provide an example that our approach provides a greater than 5 x improvement in accuracy and allows for taking an 8 x larger stable timestep for a highly deformed mesh, compared to the continuous Galerkin finite element method.

97 MATHEMATICS AND COMPUTING↗

Experience in distributed parameter modeling of the Spacecraft Control Laboratory Experiment (SCOLE) structure

The Spacecraft Control Laboratory Experiment (SCOLE) configuration is used to compare exact and approximate solutions of the partial differential equations which define its structural dynamics. The need for a proof model for evaluating competing control laws demands that solutions be generated which not only exhibit accurate modal characteristics, but precise static deflections as well. Because precise pointing is required, the motion of the end bodies of the Shuttle-attached antenna must be known with great accuracy. Modal models are attractive because of their stable solutions but require hundreds of modes to obtain a static deflection accuracy of only one percent. Although proportional damping in bending agrees well with experimental results using the SCOLE experimental apparatus, modes which involve both torsion and bending differ significantly from proportional damping. A lumped mass model is used to generate exact static deflections, but only approximate modal characteristics. Asymptotic solutions to the distributed parameter system approximate very accurately the modal characteristics at high mode numbers. Ways are examined for refining the approximate solutions by applying a first-order variation and by employing singular perturbation techniques which are usually limited to ordinary differential equations. The most accurate solutions of the distributed parameter model of SCOLE are obtained by combining exact and asymptotic solutions.

Taylor, L. W.↗

A hybrid-perturbation-Galerkin technique which combines multiple expansions

A two-step hybrid perturbation-Galerkin method for the solution of a variety of differential equations type problems is found to give better results when multiple perturbation expansions are employed. The method assumes that there is parameter in the problem formulation and that a perturbation method can be sued to construct one or more expansions in this perturbation coefficient functions multiplied by computed amplitudes. In step one, regular and/or singular perturbation methods are used to determine the perturbation coefficient functions. The results of step one are in the form of one or more expansions each expressed as a sum of perturbation coefficient functions multiplied by a priori known gauge functions. In step two the classical Bubnov-Galerkin method uses the perturbation coefficient functions computed in step one to determine a set of amplitudes which replace and improve upon the gauge functions. The hybrid method has the potential of overcoming some of the drawbacks of the perturbation and Galerkin methods as applied separately, while combining some of their better features. The proposed method is applied, with two perturbation expansions in each case, to a variety of model ordinary differential equations problems including: a family of linear two-boundary-value problems, a nonlinear two-point boundary-value problem, a quantum mechanical eigenvalue problem and a nonlinear free oscillation problem. The results obtained from the hybrid methods are compared with approximate solutions obtained by other methods, and the applicability of the hybrid method to broader problem areas is discussed.

Geer, James F.↗

A hybrid perturbation-Galerkin technique that combines multiple expansions

A two-step hybrid perturbation-Galerkin method for the solution of a variety of differential equations type problems is found to give better results when multiple perturbation expansions are employed. The method assumes that there is parameter in the problem formulation and that a perturbation method can be used to construct one or more expansions in this perturbation coefficient functions multiplied by computed amplitudes. In step one, regular and/or singular perturbation methods are used to determine the perturbation coefficient functions. The results of step one are in the form of one or more expansions each expressed as a sum of perturbation coefficient functions multiplied by a priori known gauge functions. In step two the classical Bubnov-Galerkin method uses the perturbation coefficient functions computed in step one to determine a set of amplitudes which replace and improve upon the gauge functions. The hybrid method has the potential of overcoming some of the drawbacks of the perturbation and Galerkin methods as applied separately, while combining some of their better features. The proposed method is applied, with two perturbation expansions in each case, to a variety of model ordinary differential equations problems including: a family of linear two-boundary-value problems, a nonlinear two-point boundary-value problem, a quantum mechanical eigenvalue problem and a nonlinear free oscillation problem. The results obtained from the hybrid methods are compared with approximate solutions obtained by other methods, and the applicability of the hybrid method to broader problem areas is discussed.

Geer, James F.↗

CryoTRANS: predicting high-resolution maps of rare conformations from self-supervised trajectories in cryo-EM

Cryogenic electron microscopy (cryo-EM) has revolutionized structural biology, enabling efficient determination of structures at near-atomic resolutions. However, a common challenge arises from the severe imbalance among various conformations of vitrified particles, leading to low-resolution reconstructions in rare conformations due to a lack of particle images in these quasi-stable states. We introduce CryoTRANS, a method that predicts high-resolution maps of rare conformations by constructing a self-supervised pseudo-trajectory between density maps of varying resolutions. This trajectory is represented by an ordinary differential equation parameterized by a deep neural network, ensuring retention of detailed structures from high-resolution density maps. By leveraging a single high-resolution density map, CryoTRANS significantly improves the reconstruction of rare conformations and has been validated on four real-world datasets: alpha-2-macroglobulin, actin-binding protein complexes, SARS-CoV-2 spike glycoprotein, and the 70S ribosome. CryoTRANS can also predict high-resolution structures in cryogenic electron tomography maps using a high-resolution cryo-EM map.Cryogenic electron microscopy (cryo-EM) has revolutionized structural biology, enabling efficient determination of structures at near-atomic resolutions. However, a common challenge arises from the severe imbalance among various conformations of vitrified particles, leading to low-resolution reconstructions in rare conformations due to a lack of particle images in these quasi-stable states. We introduce CryoTRANS, a method that predicts high-resolution maps of rare conformations by constructing a self-supervised pseudo-trajectory between density maps of varying resolutions. This trajectory is represented by an ordinary differential equation parameterized by a deep neural network, ensuring retention of detailed structures from high-resolution density maps. By leveraging a single high-resolution density map, CryoTRANS significantly improves the reconstruction of rare conformations and has been validated on four real-world datasets: alpha-2-macroglobulin, actin-binding protein complexes, SARS-CoV-2 spike glycoprotein, and the 70S ribosome. CryoTRANS can also predict high-resolution structures in cryogenic electron tomography maps using a high-resolution cryo-EM map.

47 OTHER INSTRUMENTATION↗