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At least 127 records · Page 7
All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

Crowd Dynamics: Modeling and Control of Multiagent Systems

This review aims to present recent developments in modeling and control of multiagent systems. A particular focus is set on crowd dynamics characterized by complex interactions among agents, also called social interactions, and large-scale systems. Specifically, in a crowd each individual agent interacts with a field generated by the other agents and the environment. These systems can be modeled at the microscopic scale by ordinary differential equations, while an alternative description at the mesoscopic scale is given by a partial differential equation for the propagation of the probability density of the agents. Control actions can be applied at the individual level as well as at the level of the corresponding fields. This article presents and compares different control types, and the specific application to multilane, multiclass traffic is developed in some detail, showing the main tools at work in a hybrid setting with relevant impacts on autonomous driving.

33 ADVANCED PROPULSION SYSTEMS↗
DOE OSTI2022

Dynamic calibration of differential equations using machine learning, with application to turbulence models

We present a methodology for calibration of parametric ordinary and partial differential equation models, using off-the-shelf software for back-propagation in Neural Networks (NN). As a prototypical example, we consider calibration of a Reynolds-averaged Navier-Stokes (RANS) turbulence closure model, against ground truth data from direct numerical simulations (DNS) of two different turbulent flows. Numerical time integration is represented as a custom NN, where only the RANS model parameters are trainable. A loss function is defined to quantify the mismatch between the NN prediction and the ground truth over a predefined, finite time integration window. This loss function is then minimized using a gradient descent method utilizing the back-propagation algorithm. Furthermore, this dynamic approach to training is to be contrasted with a static approach, wherein a least square regression estimate for parameters is obtained in the limit of an infinitesimal time integration window. In a first test of static and dynamic approaches against ground truth data generated by the model, the former proves to be significantly faster and more accurate than the latter at recovering the parameters. When both calibration approaches are tested against DNS data, for which it is known that the model cannot achieve a perfect fit, the static approach yields a good prediction only for short times, while the dynamic approach results in physical and stable predictions over the entire integration window. After optimization of the dynamic approach for time step, spatial resolution, stability, and physics-based constraints, we obtain a 50% improvement of outcomes over those obtained from the existing, manually calibrated set of parameters, demonstrating the merits of this systematic and automated procedure.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Learning generative neural networks with physics knowledge

Deep generative neural networks have enabled modeling complex distributions, but incorporating physics knowledge into the neural networks is still challenging and is at the core of current physics-based machine learning research. To this end, we propose a physics generative neural network (PhysGNN), a new class of generative neural networks for learning unknown distributions in a physical system described by partial differential equations (PDE). PhysGNN couples PDE systems with generative neural networks. It is a fully differentiable model that allows back-propagation of gradients through both numerical PDE solvers and generative neural networks, and is trained by minimizing the discrete Wasserstein distance between generated and observed probability distributions of the PDE outputs using the stochastic gradient descent method. Moreover, PhysGNN does not require adversarial training like standard generative neural networks, which offers better stability than adversarial training. We show that PhysGNN can learn complex distributions in stochastic inverse problems, where conventional methods such as maximum likelihood estimation and momentum matching methods may be inapplicable when little knowledge is known about the form of unknown distributions or the physical model is too complex. Furthermore, our method allows physics-based generative neural network training for learning complex distributions in the context of differential equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Hierarchical model reduction driven by a proper orthogonal decomposition for parametrized advection-diffusion-reaction problems

This work combines the Hierarchical Model (HiMod) reduction technique with a standard Proper Orthogonal Decomposition (POD) to solve parametrized partial differential equations for the modeling of advection-diffusion-reaction phenomena in elongated domains (e.g., pipes). This combination leads to what we define as HiPOD model reduction, which merges the reliability of HiMod reduction with the computational efficiency of POD. Two HiPOD techniques are presented and assessed by an extensive numerical verification.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Nonlocal Kernel Network (NKN): a Stable and Resolution-Independent Deep Neural Network.

Neural operators have recently become popular tools for designing solution maps between function spaces in the form of neural networks. Differently from classical scientific machine learning approaches that learn parameters of a known partial differential equation (PDE) for a single instance of the input parameters at a fixed resolution, neural operators approximate the solution map of a family of PDEs [6, 7]. Despite their success, the uses of neural operators are so far restricted to relatively shallow neural networks and confined to learning hidden governing laws. In this work, we propose a novel nonlocal neural operator, which we refer to as nonlocal kernel network (NKN), that is resolution independent, characterized by deep neural networks, and capable of handling a variety of tasks such as learning governing equations and classifying images. Our NKN stems from the interpretation of the neural network as a discrete nonlocal diffusion reaction equation that, in the limit of infinite layers, is equivalent to a parabolic nonlocal equation, whose stability is analyzed via nonlocal vector calculus. The resemblance with integral forms of neural operators allows NKNs to capture long-range dependencies in the feature space, while the continuous treatment of node-to-node interactions makes NKNs resolution independent. The resemblance with neural ODEs, reinterpreted in a nonlocal sense, and the stable network dynamics between layers allow for generalization of NKN’s optimal parameters from shallow to deep networks. This fact enables the use of shallow-to-deep initialization techniques [8]. Our tests show that NKNs outperform baseline methods in both learning governing equations and image classification tasks and generalize well to different resolutions and depths.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Hutchinson Trace Estimation for high-dimensional and high-order Physics-Informed Neural Networks

Physics-Informed Neural Networks (PINNs) have proven effective in solving partial differential equations (PDEs), especially when some data are available by seamlessly blending data and physics. However, extending PINNs to high-dimensional and even high-order PDEs encounters significant challenges due to the computational cost associated with automatic differentiation in the residual loss function calculation. Herein, we address the limitations of PINNs in handling high-dimensional and high-order PDEs by introducing the Hutchinson Trace Estimation (HTE) method. Starting with the second-order high-dimensional PDEs, which are ubiquitous in scientific computing, HTE is applied to transform the calculation of the entire Hessian matrix into a Hessian vector product (HVP). This approach not only alleviates the computational bottleneck via Taylor-mode automatic differentiation but also significantly reduces memory consumption from the Hessian matrix to an HVP’s scalar output. We further showcase HTE’s convergence to the original PINN loss and its unbiased behavior under specific conditions. Comparisons with the Stochastic Dimension Gradient Descent (SDGD) highlight the distinct advantages of HTE, particularly in scenarios with significant variability and variance among dimensions. We further extend the application of HTE to higher-order and higher-dimensional PDEs, specifically addressing the biharmonic equation. By employing tensor-vector products (TVP), HTE efficiently computes the colossal tensor associated with the fourth-order high-dimensional biharmonic equation, saving memory and enabling rapid computation. The effectiveness of HTE is illustrated through experimental setups, demonstrating comparable convergence rates with SDGD under memory and speed constraints. Additionally, HTE proves valuable in accelerating the Gradient-Enhanced PINN (gPINN) version as well as the Biharmonic equation. Overall, HTE opens up a new capability in scientific machine learning for tackling high-order and high-dimensional PDEs.

Curse of dimensionality↗
DOE OSTI2020

Aging phenomena in the two-dimensional complex Ginzburg-Landau equation

The complex Ginzburg-Landau equation with additive noise is a stochastic partial differential equation that describes a remarkably wide range of physical systems which include coupled non-linear oscillators subject to external noise near a Hopf bifurcation instability and spontaneous structure formation in non-equilibrium systems, e.g., in cyclically competing populations or oscillatory chemical reactions. Here, we employ a finite-difference method to numerically solve the noisy complex Ginzburg-Landau equation on a two-dimensional domain with the goal to investigate its non-equilibrium dynamics when the system is quenched into the “defocusing spiral quadrant”. We observe slow coarsening dynamics as oppositely charged topological defects annihilate each other, and characterize the ensuing aging scaling behavior. We conclude that the physical aging features in this system are governed by non-universal aging scaling exponents. We also investigate systems with control parameters residing in the “focusing quadrant”, and identify slow aging kinetics in that regime as well. Finally, we provide heuristic criteria for the existence of slow coarsening dynamics and physical aging behavior in the complex Ginzburg-Landau equation.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2024

TNet: A Model-Constrained Tikhonov Network Approach for Inverse Problems

Deep learning (DL), in particular deep neural networks, by default is purely data-driven and in general does not require physics. This is the strength of DL but also one of its key limitations when applied to science and engineering problems in which underlying physical properties—such as stability, conservation, and positivity—and accuracy are required. DL methods in their original forms are often not capable of respecting the underlying mathematical models or achieving desired accuracy even in big-data regimes. On the other hand, many data-driven science and engineering problems, such as inverse problems, typically have limited experimental or observational data, and DL would overfit the data in this case. Leveraging information encoded in the underlying mathematical models, we argue, not only compensates for missing information in low data regimes but also provides opportunities to equip DL methods with the underlying physics, hence promoting better generalization. This paper develops a model-constrained DL approach and its variant TNet—a Tikhonov neural network—which are capable of learning not only information hidden in the training data but also in the underlying mathematical models to solve inverse problems governed by partial differential equations in low data regimes. We provide the constructions and some theoretical results for the proposed approaches for both linear and nonlinear inverse problems. Since TNet is designed to learn inverse solutions with Tikhonov regularization, it is interpretable: in fact it recovers Tikhonov solutions for linear cases while potentially approximating Tikhonov solutions for nonlinear inverse problems. We also prove that data randomization can enhance not only the smoothness of the networks but also their generalizations. Comprehensive numerical results confirm the theoretical findings and show that with even as little as 1 training data sample for one-dimensional (1D) deconvolution, 5 for an inverse 2D heat conductivity problem, 100 for inverse initial conditions for a time-dependent 2D Burgers’s equation, and 50 for inverse initial conditions for 2D Navier–Stokes equations, TNet solutions can be as accurate as Tikhonov solutions while being several orders of magnitude faster. Furthermore, this is possible owing to the model-constrained term, replications, and randomization.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

$\text{GPLaSDI}$: Gaussian Process-based interpretable Latent Space Dynamics Identification through deep autoencoder

Numerically solving partial differential equations (PDEs) can be challenging and computationally expensive. This has led to the development of reduced-order models (ROMs) that are accurate but faster than full order models (FOMs). Recently, machine learning advances have enabled the creation of non-linear projection methods, such as Latent Space Dynamics Identification (LaSDI). LaSDI maps full-order PDE solutions to a latent space using autoencoders and learns the system of ODEs governing the latent space dynamics. By interpolating and solving the ODE system in the reduced latent space, fast and accurate ROM predictions can be made by feeding the predicted latent space dynamics into the decoder. In this paper, we introduce GPLaSDI, a novel LaSDI-based framework that relies on Gaussian process (GP) for latent space ODE interpolations. Using GPs offers two significant advantages. First, it enables the quantification of uncertainty over the ROM predictions. Second, leveraging this prediction uncertainty allows for efficient adaptive training through a greedy selection of additional training data points. This approach does not require prior knowledge of the underlying PDEs. Consequently, GPLaSDI is inherently non-intrusive and can be applied to problems without a known PDE or its residual. Here we demonstrate the effectiveness of our approach on the Burgers equation, Vlasov equation for plasma physics, and a rising thermal bubble problem. Our proposed method achieves between 200 and 100,000 times speed-up, with up to 7% relative error.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

GenASiS Mathematics: Object-oriented manifolds, operations, and solvers for large-scale physics simulations (version 2)

We report GenASiS Mathematics provides modern Fortran classes furnishing extensible object-oriented functionality for the solution of fields governed by selected partial differential equations. The initial release included extensible object-oriented implementations of simple meshes and the evolution of generic conserved currents thereon. This revision - Version 2 of Mathematics - includes significant reorganization and streamlining of these classes, higher-order reconstruction by a different method, a Poisson solver, coarsening to avoid Courant time step limitations near coordinate singularities, and the offloading of computational kernels to GPUs.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Reduced-order modeling of advection-dominated systems with recurrent neural networks and convolutional autoencoders

A common strategy for the dimensionality reduction of nonlinear partial differential equations (PDEs) relies on the use of the proper orthogonal decomposition (POD) to identify a reduced subspace and the Galerkin projection for evolving dynamics in this reduced space. However, advection-dominated PDEs are represented poorly by this methodology since the process of truncation discards important interactions between higher-order modes during time evolution. In this study, we demonstrate that encoding using convolutional autoencoders (CAEs) followed by a reduced-space time evolution by recurrent neural networks overcomes this limitation effectively. We demonstrate that a truncated system of only two latent space dimensions can reproduce a sharp advecting shock profile for the viscous Burgers equation with very low viscosities, and a six-dimensional latent space can recreate the evolution of the inviscid shallow water equations. Additionally, the proposed framework is extended to a parametric reduced-order model by directly embedding parametric information into the latent space to detect trends in system evolution. Furthermore, our results show that these advection-dominated systems are more amenable to low-dimensional encoding and time evolution by a CAE and recurrent neural network combination than the POD-Galerkin technique.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Transported PDF Modeling of Compressible Turbulent Reactive Flows by using the Eulerian Monte Carlo Fields Method

Although the transported probability density function (PDF) method has been developed for decades, its application has been mainly focused on the low-Mach number flow problems. This work extends the transported PDF method to compressible flow problems. The Eulerian Monte Carlo fields (EMCF) solution method is employed to solve the transported PDF equation for compressible flow problems. A pseudo stagnation enthalpy is introduced and its stochastic partial differential equation is derived to ensure total energy conservation numerically. A new mixing model called interaction by partial exchange with mean (IPEM) is introduced to expand the available choices of mixing models for the EMCF method. The consistency of the EMCF method is examined for solving the transported PDF equation. Numerical implementation details are discussed, such as the density coupling between the compressible flow solver and the EMCF solver, discretization schemes for the mixing terms and the stochastic terms. The implemented compressible flow solver coupled with the EMCF solver is verified and validated in a series of test cases with increasing level of complexity, ranging from a statistically one-dimensional turbulent mixing layer to a self-excited resonance model rocket combustor. It is observed that in general with the increase of compressibility, there is an increase in the sensitivity of the modeling results to the different models and algorithms. This makes it necessary to develop a thorough understanding of the model sensitivity in order to develop a robust and accurate simulation solver for highly compressible turbulent reactive flows. The thermo-acoustic instability inside the model rocket combustor case is captured reasonably, which demonstrates the overall capability of the developed compressible turbulent combustion solver based on the transported PDF method.

42 ENGINEERING↗
DOE OSTI2024

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

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

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2025

Bias-Variance Trade-Off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEs

Physics-Informed Neural Networks (PINNs) have triggered a paradigm shift in scientific computing, leveraging mesh-free properties and robust approximation capabilities. While proving effective for low-dimensional partial differential equations (PDEs), the computational cost of PINNs remains a hurdle in high-dimensional scenarios. This is particularly pronounced when computing high-order and high-dimensional derivatives in the physics-informed loss. Randomized Smoothing PINN (RS-PINN) introduces Gaussian noise for stochastic smoothing of the original neural net model, enabling the use of Monte Carlo methods for derivative approximation, which eliminates the need for costly automatic differentiation. Despite its computational efficiency, especially in the approximation of high-dimensional derivatives, RS-PINN introduces biases in both loss and gradients, negatively impacting convergence, especially when coupled with stochastic gradient descent (SGD) algorithms. We present a comprehensive analysis of biases in RS-PINN, attributing them to the nonlinearity of the Mean Squared Error (MSE) loss as well as the intrinsic nonlinearity of the PDE itself. We propose tailored bias correction techniques, delineating their application based on the order of PDE nonlinearity. The derivation of an unbiased RS-PINN allows for a detailed examination of its advantages and disadvantages compared to the biased version. Specifically, the biased version has a lower variance and runs faster than the unbiased version, but it is less accurate due to the bias. To optimize the bias-variance trade-off, we combine the two approaches in a hybrid method that balances the rapid convergence of the biased version with the high accuracy of the unbiased version. In addition to methodological contributions, we present an enhanced implementation of RS-PINN. Extensive experiments on diverse high-dimensional PDEs, including Fokker-Planck, Hamilton-Jacobi-Bellman (HJB), viscous Burgers’, Allen-Cahn, and Sine-Gordon equations, illustrate the bias-variance trade-off and highlight the effectiveness of the hybrid RS-PINN. Empirical guidelines are provided for selecting biased, unbiased, or hybrid versions, depending on the dimensionality and nonlinearity of the specific PDE problem.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Improved Architectures and Training Algorithms for Deep Operator Networks

Operator learning techniques have recently emerged as a powerful tool for learning maps between infinite-dimensional Banach spaces. Trained under appropriate constraints, they can also be effective in learning the solution operator of partial differential equations (PDEs) in an entirely self-supervised manner. In this work we analyze the training dynamics of deep operator networks (DeepONets) through the lens of Neural Tangent Kernel theory, and reveal a bias that favors the approximation of functions with larger magnitudes. To correct this bias we propose to adaptively re-weight the importance of each training example, and demonstrate how this procedure can effectively balance the magnitude of back-propagated gradients during training via gradient descent. We also propose a novel network architecture that is more resilient to vanishing gradient pathologies. Taken together, our developments provide new insights into the training of DeepONets and consistently improve their predictive accuracy by a factor of 10-50x, demonstrated in the challenging setting of learning PDE solution operators in the absence of paired input-output observations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Uncertainty quantification in scientific machine learning: Methods, metrics, and comparisons

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with traditional methods. However, quantifying errors and uncertainties in NN-based inference is more complicated than in traditional methods. This is because in addition to aleatoric uncertainty associated with noisy data, there is also uncertainty due to limited data, but also due to NN hyperparameters, overparametrization, optimization and sampling errors as well as model misspecification. Although there are some recent works on uncertainty quantification (UQ) in NNs, there is no systematic investigation of suitable methods towards quantifying the total uncertainty effectively and efficiently even for function approximation, and there is even less work on solving partial differential equations and learning operator mappings between infinite-dimensional function spaces using NNs. In this work, we present a comprehensive framework that includes uncertainty modeling, new and existing solution methods, as well as evaluation metrics and post-hoc improvement approaches. Further, to demonstrate the applicability and reliability of our framework, we present an extensive comparative study in which various methods are tested on prototype problems, including problems with mixed input-output data, and stochastic problems in high dimensions. In the Appendix, we include a comprehensive description of all the UQ methods employed. Further, to help facilitate the deployment of UQ in Scientific Machine Learning research and practice, we present and develop in [1] an open-source Python library (github.com/Crunch-UQ4MI/neuraluq), termed NeuralUQ, that is accompanied by an educational tutorial and additional computational experiments.

11 physics-informed neural networks↗
DOE OSTI2024

Lax-Oleinik-Type Formulas and Efficient Algorithms for Certain High-Dimensional Optimal Control Problems

Two of the main challenges in optimal control are solving problems with state-dependent running costs and developing efficient numerical solvers that are computationally tractable in high dimension. In this paper, we provide analytical solutions to certain optimal control problems whose running cost depends on the state variable and with constraints on the control. We also provide Lax-Oleinik-type representation formulas for the corresponding Hamilton-Jacobi partial differential equations with state-dependent Hamiltonians. Additionally, we present an efficient, grid-free numerical solver based on our representation formulas, which is shown to scale linearly with the state dimension, and thus, to overcome the curse of dimensionality. Using existing optimization methods and the min-plus technique, we extend our numerical solvers to address more general classes of convex and nonconvex initial costs. We demonstrate the capabilities of our numerical solvers using implementations on a central processing unit (CPU) and a field-programmable gate array (FPGA). In several cases, our FPGA implementation obtains over a 10 times speedup compared to the CPU, which demonstrates the promising performance boosts FPGAs can achieve. Furthermore, our numerical results show that our solvers have the potential to serve as a building block for solving broader classes of high-dimensional optimal control problems in real-time.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Speeding up and reducing memory usage for scientific machine learning via mixed precision

Scientific machine learning (SciML) has emerged as a versatile approach to address complex computational science and engineering problems. Within this field, physics-informed neural networks (PINNs) and deep operator networks (DeepONets) stand out as the leading techniques for solving partial differential equations by incorporating both physical equations and experimental data. However, training PINNs and DeepONets require significant computational resources, including long computational times and large amounts of memory. In search of computational efficiency, training neural networks using half precision (float16) rather than the conventional single (float32) or double (float64) precision has gained substantial interest, given the inherent benefits of reduced computational time and memory consumed. However, we find that float16 cannot be applied to SciML methods, because of gradient divergence at the start of training, weight updates going to zero, and the inability to converge to a local minima. To overcome these limitations, we explore mixed precision, which is an approach that combines the float16 and float32 numerical formats to reduce memory usage and increase computational speed. Our experiments showcase that mixed precision training not only substantially decreases training times and memory demands but also maintains model accuracy. Here, we also reinforce our empirical observations with a theoretical analysis. The research has broad implications for SciML in various computational applications.

97 MATHEMATICS AND COMPUTING↗