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At least 127 records · Page 7

The W4 method: A new multi-dimensional root-finding scheme for nonlinear systems of equations

We propose a new class of method for solving nonlinear systems of equations, which, among other things, has four nice features: (i) it is inspired by the mathematical property of damped oscillators, (ii) it can be regarded as a simple extension to the Newton-Raphson (NR) method, (iii) it has the same local convergence as the NR method does, (iv) it has a significantly wider convergence region or the global convergence than that of the NR method. In this article, we present the evidence of these properties, applying our new method to some examples and comparing it with the NR method.

97 MATHEMATICS AND COMPUTING↗

Computing Nonlinear Power Spectra Across Dynamical Dark Energy Model Space with Neural ODEs

I show how to compute the nonlinear power spectrum across the entire $w(z)$ dynamical dark energy model space. Using synthetic ΛCDM data, I train a neural ordinary differential equation (ODE) to infer the evolution of the nonlinear matter power spectrum as a function of the background expansion and mean matter density across ∼9 Gyr of cosmic evolution. After training, the model generalises to any dynamical dark energy model parameterised by $w(z)$. With little optimisation, the neural ODE is accurate to within 4% up to $k = 5\, h\, {\mathrm Mpc}^{−1}$. Unlike simulation rescaling methods, neural ODEs naturally extend to summary statistics beyond the power spectrum that are sensitive to the growth history.

cosmology↗

Kernel learning backward SDE filter for data assimilation

In this paper, we develop a kernel learning backward SDE filter method to estimate the state of a stochastic dynamical system based on its partial noisy observations. A system of forward backward stochastic differential equations is used to propagate the state of the target dynamical model, and Bayesian inference is applied to incorporate the observational information. Further, to characterize the dynamical model in the entire state space, we introduce a kernel learning method to learn a continuous global approximation for the conditional probability density function of the target state by using discrete approximated density values as training data. Numerical experiments demonstrate that the kernel learning backward SDE is highly effective.

97 MATHEMATICS AND COMPUTING↗

Toward performance-portable PETSc for GPU-based exascale systems

The Portable Extensible Toolkit for Scientific computation (PETSc) library delivers scalable solvers for nonlinear time-dependent differential and algebraic equations and for numerical optimization. The PETSc design for performance portability addresses fundamental GPU accelerator challenges and stresses flexibility and extensibility by separating the programming model used by the application from that used by the library, and it enables application developers to use their preferred programming model, such as Kokkos, RAJA, SYCL, HIP, CUDA, or OpenCL, on upcoming exascale systems. Furthermore, a blueprint for using GPUs from PETSc-based codes is provided, and case studies emphasize the flexibility and high performance achieved on current GPU-based systems.

97 MATHEMATICS AND COMPUTING↗

Data-driven recovery of hidden physics in reduced order modeling of fluid flows

In this article, we introduce a modular hybrid analysis and modeling (HAM) approach to account for hidden physics in reduced order modeling (ROM) of parameterized systems relevant to fluid dynamics. The hybrid ROM framework is based on using first principles to model the known physics in conjunction with utilizing the data-driven machine learning tools to model the remaining residual that is hidden in data. This framework employs proper orthogonal decomposition as a compression tool to construct orthonormal bases and Galerkin projection (GP) as a model to build the dynamical core of the system. Our proposed methodology hence compensates structural or epistemic uncertainties in models and utilizes the observed data snapshots to compute true modal coefficients spanned by these bases. The GP model is then corrected at every time step with a data-driven rectification using a long short-term memory (LSTM) neural network architecture to incorporate hidden physics. A Grassmannian manifold approach is also adopted for interpolating basis functions to unseen parametric conditions. The control parameter governing the system's behavior is thus implicitly considered through true modal coefficients as input features to the LSTM network. The effectiveness of the HAM approach is then discussed through illustrative examples that are generated synthetically to take hidden physics into account. Furthermore, our approach thus provides insights addressing a fundamental limitation of the physics-based models when the governing equations are incomplete to represent underlying physical processes.

42 ENGINEERING↗

PETSc/TAO developments for GPU-based early exascale systems

The Portable Extensible Toolkit for Scientific Computation (PETSc) library provides scalable solvers for nonlinear time-dependent differential and algebraic equations and for numerical optimization via the Toolkit for Advanced Optimization (TAO). PETSc is used in dozens of scientific fields and is an important building block for many simulation codes. During the U.S. Department of Energy’s Exascale Computing Project, the PETSc team has made substantial efforts to enable efficient utilization of the massive fine-grain parallelism present within exascale compute nodes and to enable performance portability across exascale architectures. We recap some of the challenges that designers of numerical libraries face in such an endeavor, and then discuss the many developments we have made, which include the addition of new GPU backends, features supporting efficient on-device matrix assembly, better support for asynchronicity and GPU kernel concurrency, and new communication infrastructure. In conclusion, we evaluate the performance of these developments on some pre-exascale systems as well as the early exascale systems Frontier and Aurora, using compute kernel, communication layer, solver, and mini-application benchmark studies, and then close with a few observations drawn from our experiences on the tension between portable performance and other goals of numerical libraries.

Exascale Computing Project (ECP)↗

Robust Optimal Experimental Design of Infinite-Dimensional Bayesian Nonlinear Inverse Problems

Abstract. We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of an inverse problem. However, the optimal design is dependent on elements of the inverse problem such as the simulation model, the prior, or the measurement error model. ROED aims to produce an optimal design that is aware of the additional uncertainties encoded in the inverse problem and remains optimal even after variations in them. We follow a worst-case scenario approach to develop a new framework for robust optimal design of nonlinear Bayesian inverse problems. The proposed framework (a) is scalable and designed for infinite-dimensional Bayesian nonlinear inverse problems constrained by PDEs; (b) develops efficient approximations of the utility, namely the expected information gain; (c) employs eigenvalue sensitivity techniques to develop analytical forms and efficient evaluation methods of the gradient of the utility with respect to the uncertainties against which we wish to be robust; and (d) employs a probabilistic optimization paradigm that properly defines and efficiently solves the resulting combinatorial max-min optimization problem. The effectiveness of the proposed approach is illustrated for optimal sensor placement problem in an inverse problem governed by an elliptic PDE.

Chowdhary, Abhijit↗

Enhancing high-fidelity nonlinear solver with reduced order model

Abstract We propose the use of reduced order modeling (ROM) to reduce the computational cost and improve the convergence rate of nonlinear solvers of full order models (FOM) for solving partial differential equations. In this study, a novel ROM-assisted approach is developed to improve the computational efficiency of FOM nonlinear solvers by using ROM’s prediction as an initial guess. We hypothesize that the nonlinear solver will take fewer steps to the converged solutions with an initial guess that is closer to the real solutions. To evaluate our approach, four physical problems with varying degrees of nonlinearity in flow and mechanics have been tested: Richards’ equation of water flow in heterogeneous porous media, a contact problem in a hyperelastic material, two-phase flow in layered porous media, and fracture propagation in a homogeneous material. Overall, our approach maintains the FOM’s accuracy while speeding up nonlinear solver by 18–73% (through suitable ROM-assisted FOMs). More importantly, the proximity of ROM’s prediction to the solution space leads to the improved convergence of FOMs that would have otherwise diverged with default initial guesses. We demonstrate that the ROM’s accuracy can impact the computational efficiency with more accurate ROM solutions, resulting in a better cost reduction. We also illustrate that this approach could be used in many FOM discretizations (e.g., finite volume, finite element, or a combination of those). Since our ROMs are data-driven and non-intrusive, the proposed procedure can easily lend itself to any nonlinear physics-based problem.

97 MATHEMATICS AND COMPUTING↗

Semi-supervised Learning of Dynamical Systems with Neural Ordinary Differential Equations: A Teacher-Student Model Approach

Modeling dynamical systems is crucial for a wide range of tasks, but it remains challenging due to complex nonlinear dynamics, limited observations, or lack of prior knowledge. Recently, data-driven approaches such as Neural Ordinary Differential Equations (NODE) have shown promising results by leveraging the expressive power of neural networks to model unknown dynamics. However, these approaches often suffer from limited labeled training data, leading to poor generalization and suboptimal predictions. On the other hand, semi-supervised algorithms can utilize abundant unlabeled data and have demonstrated good performance in classification and regression tasks. We propose TS-NODE, the first semi-supervised approach to modeling dynamical systems with NODE. TS-NODE explores cheaply generated synthetic pseudo rollouts to broaden exploration in the state space and to tackle the challenges brought by lack of ground-truth system data under a teacher-student model. TS-NODE employs an unified optimization framework that corrects the teacher model based on the student's feedback while mitigating the potential false system dynamics present in pseudo rollouts. TS-NODE demonstrates significant performance improvements over a baseline Neural ODE model on multiple dynamical system modeling tasks.

Wang, Yu↗

NeuroSEM: A hybrid framework for simulating multiphysics problems by coupling PINNs and spectral elements

Multiphysics problems that are characterized by complex interactions among fluid dynamics, heat transfer, structural mechanics, and electromagnetics, are inherently challenging due to their coupled nature. While experimental data on certain state variables may be available, integrating these data with numerical solvers remains a significant challenge. Physics-informed neural networks (PINNs) have shown promising results in various engineering disciplines, particularly in handling noisy data and solving inverse problems in partial differential equations (PDEs). However, their effectiveness in forecasting nonlinear phenomena in multiphysics regimes, particularly involving turbulence, is yet to be fully established. Here, this study introduces NeuroSEM, a hybrid framework integrating PINNs with the highfidelity Spectral Element Method (SEM) solver, Nektar++. NeuroSEM leverages the strengths of both PINNs and SEM, providing robust solutions for multiphysics problems. PINNs are trained to assimilate data and model physical phenomena in specific subdomains, which are then integrated into the Nektar++ solver. We demonstrate the efficiency and accuracy of NeuroSEM for thermal convection in cavity flow and flow past a cylinder. The framework effectively handles data assimilation by addressing those subdomains and state variables where the data is available. We applied NeuroSEM to the Rayleigh-B´enard convection system, including cases with missing thermal boundary conditions and noisy datasets. Finally, we applied the proposed NeuroSEM framework to real particle image velocimetry (PIV) data to capture flow patterns characterized by horseshoe vortical structures. Our results indicate that NeuroSEM accurately models the physical phenomena and assimilates the data within the specified subdomains. The framework’s plug-and-play nature facilitates its extension to other multiphysics or multiscale problems. Furthermore, NeuroSEM is optimized for efficient execution on emerging integrated GPU-CPU architectures. This hybrid approach enhances the accuracy and efficiency of simulations, making it a powerful tool for tackling complex engineering challenges in various scientific domains.

42 ENGINEERING↗

Nonlinear control of safety factor gradient in tokamaks using spatially variable electron cyclotron current drives

Active control of plasma properties may be necessary to achieve stable operation of next-generation tokamaks over large time scales. Such control algorithms can regulate the plasma properties to avoid the onset of magnetohydrodynamic (MHD) instabilities. For instance, the global and local properties of the safety factor profile are linked to the onset of neoclassical tearing modes (NTMs). This work proposes a model-based control approach for deterring/delaying NTMs through active modulation of one of the safety factor properties - the gradient of the safety factor profile at a particular rational safety factor surface. In particular, a novel control-oriented model for the local safety factor gradient is developed. The nonlinear control model is governed by a nonautonomous ordinary differential equation that accounts for a given rational safety factor surface’s spatial variation over time. Further, to improve the controllability of the spatially evolving parameter, the control model treats ECH&CD positions, along with noninductive powers, as controllable variables. A nonlinear control algorithm based on feedback linearization with optimization is synthesized to achieve the objective of regulating the safety factor gradient around a given target. The proposed algorithm allocates optimal ECH&CD positions, in addition to auxiliary powers, at each time instant as the rational safety factor surface drifts to locations with a low control authority. Stability guarantees of the proposed control law are also discussed in this work. The proposed algorithm is tested for a DIII-D tokamak scenario in nonlinear simulations carried out using the Control Oriented Transport SIMulator (COTSIM). Both fixed and moving ECH&CD cases are studied, and their outcomes are compared. Simulation results demonstrate that enthusiastic regulation of the safety factor gradient can be achieved during the ramp-up and flat-top phases of tokamak operation in both fixed and moving ECH&CD cases. However, real-time updates of ECH&CD positions can prevent the saturation of auxiliary powers.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Learning Constitutive Relations From Soil Moisture Data via Physically Constrained Neural Networks

Abstract The constitutive relations of the Richardson‐Richards equation encode the macroscopic properties of soil water retention and conductivity. These soil hydraulic functions are commonly represented by models with a handful of parameters. The limited degrees of freedom of such soil hydraulic models constrain our ability to extract soil hydraulic properties from soil moisture data via inverse modeling. We present a new free‐form approach to learning the constitutive relations using physically constrained neural networks. We implemented the inverse modeling framework in a differentiable modeling framework, JAX, to ensure scalability and extensibility. For efficient gradient computations, we implemented implicit differentiation through a nonlinear solver for the Richardson‐Richards equation. We tested the framework against synthetic noisy data and demonstrated its robustness against varying magnitudes of noise and degrees of freedom of the neural networks. We applied the framework to soil moisture data from an upward infiltration experiment and demonstrated that the neural network‐based approach was better fitted to the experimental data than a parametric model and that the framework can learn the constitutive relations.

54 ENVIRONMENTAL SCIENCES↗

Aeroelastic oscillations of a pitching flexible wing with structural geometric nonlinearities: Theory and numerical simulation

In this paper, we focus on the derivation of an analytical model of the aeroelastic dynamics of an elastically mounted flexible wing. This equations of motion obtained serve to help understand the behaviour of the aeroelastic wind tunnel setup in question, which consists of a rectangular wing with a uniform NACA 0012 airfoil profile, whose base is free to rotate rigidly about a longitudinal axis. Of particular interest are the structural geometric nonlinearities primarily introduced by the coupling between the rigid body pitch degree-of-freedom and the continuous system. A coupled system of partial differential equations (PDEs) coupled with an ordinary differential equation (ODE) describing axial-bending-bending-torsion-pitch motion is derived using Hamilton's principle. A finite dimensional approximation of the system of coupled differential equations is obtained using the Galerkin method, leading to a system of coupled nonlinear ODEs. Subsequently, these nonlinear ODEs are solved numerically using Houbolt's method. The results that are obtained are verified by comparison with the results obtained by direct integration of the equations of motion using a finite difference scheme. Adopting a linear unsteady aerodynamic model, it is observed that the system undergoes coalescence flutter due to coupling between the rigid body pitch rotation dominated mode and the first flapwise bending dominated mode. Finally, the behaviour of the limit cycle oscillations is primarily influenced by the structural geometric nonlinear terms in the coupled system of PDEs and ODE.

42 ENGINEERING↗

Asymptotic consistency of the WSINDy algorithm in the limit of continuum data

In this work we study the asymptotic consistency of the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy) in the identification of differential equations from noisy samples of solutions. We prove that the WSINDy estimator is unconditionally asymptotically consistent for a wide class of models that includes the Navier–Stokes, Kuramoto–Sivashinsky and Sine–Gordon equations. We thus provide a mathematically rigorous explanation for the observed robustness to noise of weak-form equation learning. Conversely, we also show that, in general, the WSINDy estimator is only conditionally asymptotically consistent, yielding discovery of spurious terms with probability one if the noise level exceeds a critical threshold σ c . We provide explicit bounds on σ c in the case of Gaussian white noise and we explicitly characterize the spurious terms that arise in the case of trigonometric and/or polynomial libraries. Furthermore, we show that, if the data is suitably denoised (a simple moving average filter is sufficient), then asymptotic consistency is recovered for models with locally-Lipschitz, polynomial-growth nonlinearities. Our results reveal important aspects of weak-form equation learning, which may be used to improve future algorithms. We demonstrate our findings numerically using the Lorenz system, the cubic oscillator, a viscous Burgers-growth model and a Kuramoto–Sivashinsky-type high-order PDE.

asymptotic consistency↗

Distributed Delay Differential Equation Representations of Cyclic Differential Equations

Compartmental ordinary differential equation (ODE) models are used extensively in mathematical biology. When transit between compartments occurs at a constant rate, the well-known linear chain trick can be used to show that the ODE model is equivalent to an Erlang distributed delay differential equation (DDE). Here, we demonstrate that compartmental models with nonlinear transit rates and possibly delayed arguments are also equivalent to a scalar distributed DDE. To illustrate the utility of these equivalences, we calculate the equilibria of the scalar DDE, and compute the characteristic function---without calculating a determinant. Further, we derive the equivalent scalar DDE for two examples of models in mathematical biology and use the DDE formulation to identify physiological processes that were otherwise hidden by the compartmental structure of the ODE model.

97 MATHEMATICS AND COMPUTING↗

Mesoscopic structure of mixed type domain walls in multiaxial ferroelectrics

The structure of a 180° uncharged rotational domain wall in a multiaxial ferroelectric film is studied in the framework of an analytical Landau-Ginzburg-Devonshire (LGD) approach. Finite element modeling (FEM) is used to solve numerically the system of the coupled nonlinear Euler-Lagrange (EL) second-order differential equations for two components of polarization. We show that the structure of the domain wall and corresponding metastable or stable phase of the film are controlled by a single parameter—the dimensionless ferroelectric anisotropy factor μ. We fitted the static profile of a solitary domain wall, calculated by FEM, with kinklike functions for polarization components, and extracted the five μ-dependent parameters from the fitting to FEM curves. The surprisingly high accuracy of the fitting results for two polarization components in the entire μ range allows us to conclude that the analytical functions, which are trial functions in the direct variational method, can be treated as a high-accuracy variational solution of the static EL equations. We further derive exact two-component analytical solutions of the static EL equations for a polydomain 180° domain structure in a multiaxial ferroelectric film. Using these, we derive analytical expressions for the system free energy and analyze its dependence on the film thickness and boundary conditions at the film surfaces. The single-domain state is ground for zero polarization derivative at the surfaces, while the polydomain states minimize the system energy for zero polarization at the surfaces. Counterintuitively, the energy of the polydomain states split into two levels, “0” and “1,” for zero polarization at the surfaces, and each of the levels contains a large number of close-energy sublevels, whose structure is characterized by a different number and type of domain walls. The analytical solutions can become a useful tool for Bayesian analysis of high-resolution scanning transmission electron microscopy images in ferroelectric films.

36 MATERIALS SCIENCE↗

Discovery of Probabilistic Dirichlet-to-Neumann Maps on Graphs

Dirichlet-to-Neumann maps enable the coupling of multiphysics simulations across computational subdomains by ensuring continuity of state variables and fluxes at artificial interfaces. We present a novel method for learning Dirichlet-to-Neumann maps on graphs using Gaussian processes, specifically for problems where the data obey a conservation law arising from an underlying partial differential equation. Our approach combines discrete exterior calculus and nonlinear optimal recovery to infer relationships between vertex and edge values. This framework yields data-driven predictions with uncertainty quantification across the entire graph, even when observations are limited to a subset of vertices and edges. By minimizing the reproducing kernel Hilbert space norm while penalizing kernel complexity through maximum likelihood estimation, our method ensures that the resulting surrogate strictly enforces conservation laws without overfitting. We demonstrate our method on two representative applications: subsurface flow in fracture networks and arterial blood flow. Finally, the results demonstrate that the method maintains high accuracy and well-calibrated uncertainty estimates even under severe data scarcity, highlighting its potential for scientific applications where limited data and reliable uncertainty quantification are critical.

Dirichlet-to-Neumann map↗