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At least 145 records · Page 8

Operator inference for non-intrusive model reduction of systems with non-polynomial nonlinear terms

Here in this work we present a non-intrusive model reduction method to learn low-dimensional models of dynamical systems with non-polynomial nonlinear terms that are spatially local and that are given in analytic form. In contrast to state-of-the-art model reduction methods that are intrusive and thus require full knowledge of the governing equations and the operators of a full model of the discretized dynamical system, the proposed approach requires only the non-polynomial terms in analytic form and learns the rest of the dynamics from snapshots computed with a potentially black-box full-model solver. The proposed method learns operators for the linear and polynomially nonlinear dynamics via a least-squares problem, where the given non-polynomial terms are incorporated on the right-hand side. The least-squares problem is linear and thus can be solved efficiently in practice. The proposed method is demonstrated on three problems governed by partial differential equations, namely the diffusion–reaction Chafee–Infante model, a tubular reactor model for reactive flows, and a batch-chromatography model that describes a chemical separation process. The numerical results provide evidence that the proposed approach learns reduced models that achieve comparable accuracy as models constructed with state-of-the-art intrusive model reduction methods that require full knowledge of the governing equations.

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hp -VPINNs: Variational physics-informed neural networks with domain decomposition

We formulate a general framework for hp-variational physics-informed neural networks (hp-VPINNs) based on the nonlinear approximation of shallow and deep neural networks and hp-refinement via domain decomposition and projection onto the space of high-order polynomials. The trial space is the space of neural network, which is defined globally over the entire computational domain, while the test space contains piecewise polynomials. Specifically in this study, the hp-refinement corresponds to a global approximation with a local learning algorithm that can efficiently localize the network parameter optimization. Here, we demonstrate the advantages of hp-VPINNs in both accuracy and training cost for several numerical examples of function approximation and in solving differential equations.

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Load-Displacement Relation and Gap Distribution Between Rough Surfaces: Partial Differential Equations Approach

We develop a theoretical model to predict the load-displacement relation and probability density function for gaps between contacting rough surfaces. We derive partial differential equations from the previous model (Joe et al., 2018), and extend them to the non-adhesive contact problem. The predictions of the present theory are compared with numerical results using the Green's function molecular dynamics algorithm, and a good agreement is obtained.

adhesion↗

Optical neural engine for solving scientific partial differential equations

Abstract Solving partial differential equations (PDEs) is the cornerstone of scientific research and development. Data-driven machine learning (ML) approaches are emerging to accelerate time-consuming and computation-intensive numerical simulations of PDEs. Although optical systems offer high-throughput and energy-efficient ML hardware, their demonstration for solving PDEs is limited. Here, we present an optical neural engine (ONE) architecture combining diffractive optical neural networks for Fourier space processing and optical crossbar structures for real space processing to solve time-dependent and time-independent PDEs in diverse disciplines, including Darcy flow equation, the magnetostatic Poisson’s equation in demagnetization, the Navier-Stokes equation in incompressible fluid, Maxwell’s equations in nanophotonic metasurfaces, and coupled PDEs in a multiphysics system. We numerically and experimentally demonstrate the capability of the ONE architecture, which not only leverages the advantages of high-performance dual-space processing for outperforming traditional PDE solvers and being comparable with state-of-the-art ML models but also can be implemented using optical computing hardware with unique features of low-energy and highly parallel constant-time processing irrespective of model scales and real-time reconfigurability for tackling multiple tasks with the same architecture. The demonstrated architecture offers a versatile and powerful platform for large-scale scientific and engineering computations.

Tang, Yingheng (ORCID:0009000153622546)↗

Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker–Planck Equations

The Fokker-Planck (FP) equation is a foundational partial differential equation (PDE) in stochastic processes involving Brownian motions. However, the curse of dimensionality (CoD) poses a formidable challenge when dealing with high-dimensional FP equations. Although Monte Carlo simulation and (vanilla) Physics-Informed Neural Networks (PINNs) have shown the potential to tackle CoD, both methods exhibit significant numerical errors in high dimensions when dealing with the probability density function (PDF) associated with Brownian motion. The point-wise PDF values tend to decrease exponentially as dimensionality increases, surpassing the precision of numerical simulations and resulting in substantial errors. In addition, due to its massive sampling, Monte Carlo fails to offer fast sampling. Modeling the logarithm likelihood (LL) via vanilla PINNs transforms the FP equation into a notoriously difficult Hamilton-Jacobi-Bellman (HJB) equation, which is impractical for PINN learning, whose error grows rapidly with dimension. To this end, we propose a novel approach utilizing a score-based solver to fit the score function in stochastic differential equations (SDEs). The score function, defined as the gradient of the LL, plays a fundamental role in inferring LL and PDF and enables fast SDE sampling, offering an effective means to overcome the CoD. Three fitting methods, Score Matching (SM), Sliced Score Matching (SSM), and Score-PINN, are introduced, each contributing unique advantages in computational complexity, accuracy, and generality. The proposed score-based SDE solver operates in two stages: first, employing score matching or Score-PINN to acquire the score function; and second, solving the LL via an ordinary differential equation (ODE) using the obtained score function. Comparative evaluations across these methods showcase varying trade-offs. The proposed methodology is evaluated across diverse SDEs, including anisotropic Ornstein-Uhlenbeck processes, geometric Brownian motion, and Brownian motion with varying eigenspace. We also test various distributions, including Gaussian, Log-normal, Laplace, and Cauchy distributions. The numerical results demonstrate the score-based SDE solver’s stability, speed, and performance across different experimental settings, solidifying its potential as a solution to CoD for high-dimensional FP equations.

97 MATHEMATICS AND COMPUTING↗

A primal–dual algorithm for risk minimization

In this paper, we develop an algorithm to efficiently solve risk-averse optimization problems posed in reflexive Banach space. Such problems often arise in many practical applications as, e.g., optimization problems constrained by partial differential equations with uncertain inputs. Unfortunately, for many popular risk models including the coherent risk measures, the resulting risk-averse objective function is nonsmooth. Here, this lack of differentiability complicates the numerical approximation of the objective function as well as the numerical solution of the optimization problem. To address these challenges, we propose a primal–dual algorithm for solving large-scale nonsmooth risk-averse optimization problems. This algorithm is motivated by the classical method of multipliers and by epigraphical regularization of risk measures. As a result, the algorithm solves a sequence of smooth optimization problems using derivative-based methods. We prove convergence of the algorithm even when the subproblems are solved inexactly and conclude with numerical examples demonstrating the efficiency of our method.

97 MATHEMATICS AND COMPUTING↗

Model-parallel Fourier neural operators as learned surrogates for large-scale parametric PDEs

Fourier neural operators (FNOs) are a recently introduced neural network architecture for learning solution operators of partial differential equations (PDEs), which have been shown to perform significantly better than comparable deep learning approaches. Once trained, FNOs can achieve speed-ups of multiple orders of magnitude over conventional numerical PDE solvers. However, due to the high dimensionality of their input data and network weights, FNOs have so far only been applied to two-dimensional or small three-dimensional problems. To remove this limited problem-size barrier, we propose a model-parallel version of FNOs based on domain-decomposition of both the input data and network weights. Here, we demonstrate that our model-parallel FNO is able to predict time-varying PDE solutions of over 2.6 billion variables on Perlmutter using up to 512 A100 GPUs and show an example of training a distributed FNO on the Azure cloud for simulating multiphase CO 2 dynamics in the Earth’s subsurface.

58 GEOSCIENCES↗

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.

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On the Derivation of Quasi-Newton Formulas for Optimization in Function Spaces

Newton’s method is usually preferred when solving optimization problems due to its superior convergence properties compared to gradient-based or derivative-free optimization algorithms. However, deriving and computing second-order derivatives needed by Newton’s method often is not trivial and, in some cases, not possible. In such cases quasi-Newton algorithms are a great alternative. In this paper, we provide a new derivation of well-known quasi-Newton formulas in an infinite-dimensional Hilbert space setting. Furthermore, it is known that quasi-Newton update formulas are solutions to certain variational problems over the space of symmetric matrices. In this paper, we formulate similar variational problems over the space of bounded symmetric operators in Hilbert spaces. By changing the constraints of the variational problem we obtain updates (for the Hessian and Hessian inverse) not only for the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method but also for Davidon–Fletcher–Powell (DFP), Symmetric Rank One (SR1), and Powell-Symmetric-Broyden (PSB). In addition, for an inverse problem governed by a partial differential equation (PDE), we derive DFP and BFGS “structured” secant formulas that explicitly use the derivative of the regularization and only approximates the second derivative of the misfit term. We show numerical results that demonstrate the desired mesh-independence property and superior performance of the resulting quasi-Newton methods.

97 MATHEMATICS AND COMPUTING↗

Efficient Bayesian inference with latent Hamiltonian neural networks in No-U-Turn Sampling

When sampling for Bayesian inference, one popular approach in the computational field is to use Hamiltonian Monte Carlo (HMC) and specifically the No-U-Turn Sampler (NUTS), which automatically decides the end time of the Hamiltonian trajectory. However, HMC and NUTS can require numerous numerical gradients of the target density and can prove slow in practice when relying on computationally expensive forward models. We propose Latent Hamiltonian neural networks (L-HNNs) with HMC and NUTS for solving Bayesian inference problems. Once trained, L-HNNs do not require numerical gradients of the target density during sampling, and hence numerous evaluations of the forward computational model. Moreover, L-HNNs satisfy important properties such as perfect time reversibility and Hamiltonian conservation, making them well-suited for use within HMC and NUTS because stationarity can be shown. We also propose the integration of L-HNNs in an online error monitoring scheme, in which numerical gradients of the target density are used for a few samples whenever the L-HNNs prediction errors are large. This online error monitor scheme prevents sample degeneracy in regions of low probability density and ensures robust uncertainty quantification. We demonstrate L-HNNs in NUTS with online error monitoring on several analytical examples involving complex, heavy-tailed, and high-local-curvature probability densities. We then demonstrate the applicability of L-HNNs in NUTS to two computational case studies, namely the Allen-Cahn stochastic partial differential equation and an elliptic partial differential equation with 25 and 50 inference parameters, respectively. Overall, the L-HNNs in NUTS with online error monitoring satisfactorily inferred these probability densities. In conclusion, compared to traditional NUTS, L-HNNs in NUTS with online error monitoring required 1–2 orders of magnitude fewer numerical gradients of the target density and improved the effective sample size (ESS) per gradient (which is a measure of both the sampling quality and the computational expense) by an order of magnitude.

97 MATHEMATICS AND COMPUTING↗

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.

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Gradient flow based phase-field modeling using separable neural networks

Allen–Cahn equation is a reaction–diffusion equation and is widely used for modeling phase separation. Machine learning methods for solving the Allen–Cahn equation in its strong form suffer from inaccuracies in collocation techniques, errors in computing higher-order spatial derivatives, and the large system size required by the space–time approach. To overcome these challenges, we propose solving the gradient flow of the Ginzburg–Landau free energy functional, which is equivalent to the Allen–Cahn equation, thereby avoiding the second-order spatial derivatives associated with the Allen–Cahn equation. A minimizing movement scheme is employed to solve the gradient flow problem, eliminating the complexities of a space–time approach. We utilize a separable neural network that efficiently represents the phase field through low-rank tensor decomposition. As we use the minimizing movement scheme to numerically solve the gradient flow problem, we thus, refer to the proposed method as the Separable Deep Minimizing Movement (SDMM) method. The evaluation of the functional in the minimizing movement scheme using the Gauss quadrature technique bypasses the inaccuracies associated with collocation techniques traditionally used to solve partial differential equations. A hyperbolic tangent transformation is introduced on the phase field prior to the evaluation of the functional to ensure that it remains strictly bounded within the values of the two phases. For this transformation, theoretical guarantee for energy stability of the minimizing movement scheme is established. Our results suggest that this transformation helps to improve the accuracy and efficiency significantly. The proposed method resolves the challenges faced by state-of-the-art machine learning techniques, outperforming them in both accuracy and efficiency. It is also the first machine learning method to achieve an order of magnitude speed improvement over the finite element method. In addition to its formulation and computational implementation, several case studies illustrate the applicability of the proposed method.

42 ENGINEERING↗

Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes

In recent years, there has been widespread adoption of machine learning-based approaches to automate the solving of partial differential equations (PDEs). Among these approaches, Gaussian processes (GPs) and kernel methods have garnered considerable interest due to their flexibility, robust theoretical guarantees, and close ties to traditional methods. They can transform the solving of general nonlinear PDEs into solving quadratic optimization problems with nonlinear, PDE-induced constraints. However, the complexity bottleneck lies in computing with dense kernel matrices obtained from pointwise evaluations of the covariance kernel, and its partial derivatives, a result of the PDE constraint and for which fast algorithms are scarce. The primary goal of this paper is to provide a near-linear complexity algorithm for working with such kernel matrices. We present a sparse Cholesky factorization algorithm for these matrices based on the near-sparsity of the Cholesky factor under a novel ordering of pointwise and derivative measurements. The near-sparsity is rigorously justified by directly connecting the factor to GP regression and exponential decay of basis functions in numerical homogenization. We then employ the Vecchia approximation of GPs, which is optimal in the Kullback-Leibler divergence, to compute the approximate factor. This enables us to compute ϵ-approximate inverse Cholesky factors of the kernel matrices with complexity O(N log d (N/ϵ)) in space and O(N log 2d (N/ϵ)) in time. We integrate sparse Cholesky factorizations into optimization algorithms to obtain fast solvers of the nonlinear PDE. We numerically illustrate our algorithm’s near-linear space/time complexity for a broad class of nonlinear PDEs such as the nonlinear elliptic, Burgers, and Monge-Ampère equations. In summary, we provide a fast, scalable, and accurate method for solving general PDEs with GPs and kernel methods.

97 MATHEMATICS AND COMPUTING↗

Differentiable lagrangian shock hydrodynamics with application to stable shock acceleration of density interfaces

We develop a gradient based optimization approach for the equations of compressible, Lagrangian hydrodynamics and demonstrate how it can be employed to automatically uncover strategies to control hydrodynamic instabilities arising from shock acceleration of density interfaces. Strategies for controlling the Richtmyer-Meshkov instability (RMI) are of great benefit for inertial confinement fusion (ICF) where shock interactions with many small imperfections in the density interface lead to instabilities which rapidly grow over time. These instabilities lead to mixing which, in the case of laser driven ICF, quenches the runaway fusion process ruining the potential for positive energy return. Here, we demonstrate that control of these instabilities can be achieved by optimization of initial conditions with ( > 100) parameters. Optimizing over a large parameter space like this is not possible with gradient-free optimization strategies. This requires computation of the gradient of the outputs of a numerical solution to the equations of Lagrangian hydrodynamics with respect to the inputs. We show that the efficient computation of these gradients is made possible via a judicious application of (i) adjoint methods, the exact formal representation of sensitivities involving partial differential equations, and (ii) automatic differentiation (AD), the algorithmic calculation of derivatives of functions. Careful regularization of multiple operators including artificial viscosity and timestep control is required. We perform design optimization of > 100 parameter energy field driving the Richtmyer Meshkov instability showing significant suppression while simultaneously enhancing the acceleration of the interface relative to a nominal baseline case.

Hydrophysics↗

Neural operator transformers capture bifurcating drift-wave turbulence in fusion plasma simulations

Self-consistent modeling of turbulence-driven transport is critical for optimizing confinement in magnetically confined fusion plasmas, such as tokamaks and stellarators. In particular, capturing the long-term co-evolution of turbulence, flow, and background plasma profiles remains computationally challenging. Direct numerical simulation of these multiscale, highly nonlinear processes is often demanding and impractical for real-time control or design optimization. To address this bottleneck, we investigate transformer-based neural operator partial differential equation surrogates for emulating the dynamics of drift-wave turbulence bifurcation mediated by zonal flows, using the modified Hasegawa–Wakatani (MHW) model as a prototypical system. We find that the finetuned neural operator model has excellent performance in capturing the multi-spatiotemporal-scales of MHW turbulence bifurcation and is robust to testing on rare and out-of-distribution dynamics. Specifically, we demonstrate that a single unified model accurately predicts both quasi-steady-state turbulence and a wide range of dynamical transition processes, such as nonlinear saturation, spontaneous suppression of turbulence, and the emergence of macroscopic zonal flows, over time horizons vastly exceeding the local turbulence correlation time. This computationally efficient approach establishes a strong foundation for fast, AI-based modeling of complex, multiscale phenomena in magnetized fusion plasmas.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Bayesian Poroelastic Aquifer Characterization From InSAR Surface Deformation Data. 2. Quantifying the Uncertainty

Uncertainty quantification of groundwater (GW) aquifer parameters is critical for efficient management and sustainable extraction of GW resources. These uncertainties are introduced by the data, model, and prior information on the parameters. We develop a Bayesian inversion framework that uses Interferometric Synthetic Aperture Radar (InSAR) surface deformation data to infer the laterally heterogeneous permeability of a transient linear poroelastic model of a confined GW aquifer. The Bayesian solution of this inverse problem takes the form of a posterior probability density of the permeability. Exploring this posterior using classical Markov chain Monte Carlo (MCMC) methods is computationally prohibitive due to the large dimension of the discretized permeability field and the expense of solving the poroelastic forward problem. However, in many partial differential equation (PDE)-based Bayesian inversion problems, the data are only informative in a few directions in parameter space. For the poroelasticity problem, we prove this property theoretically for a one-dimensional problem and demonstrate it numerically for a three-dimensional aquifer model. Here we design a generalized preconditioned Crank-Nicolson (gpCN) MCMC method that exploits this intrinsic low dimensionality by using a low-rank-based Laplace approximation of the posterior as a proposal, which we build scalably. The feasibility of our approach is demonstrated through a real GW aquifer test in Nevada. The inherently two-dimensional nature of InSAR surface deformation data informs a sufficient number of modes of the permeability field to allow detection of major structures within the aquifer, significantly reducing the uncertainty in the pressure and the displacement quantities of interest.

54 ENVIRONMENTAL SCIENCES↗

Exponential Time Differencing Schemes for Fuel Depletion and Transport in Molten Salt Reactors: Theory and Implementation

A numerical framework for modeling depletion and mass transport in liquid-fueled molten salt reactions is presented based on exponential time differencing. The solution method involves using the finite volume method to transform the system of partial differential equations (PDEs) into a much larger system of ordinary differential equations. The key part of this method involves solving for the exponential of a matrix. We explore six different algorithms to compute the exponential in a series of progression problems that explore physical transport phenomena in molten salt reactors. This framework shows good results for solving linear parabolic PDEs with each of the six matrix exponential algorithms. For large problems, the series solvers such as Padé and Taylor have large run times, which can be mitigated by using the Krylov subspace.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

EBS Task Force: Task 9/FEBEX Modeling Final Report: Thermo-Hydrological Modeling with PFLOTRAN

This report outlines Sandia National Laboratories modeling studies applied to Stage 1 and Stage 2 of the Full-scale Engineered Barriers Experiment in Crystalline Host Rock (FEBEX) in situ test for the SKB EBS Task Force Task 9. The FEBEX test was a full-scale test conducted over ~18 years at the Grimsel, Switzerland Underground Research Laboratory (URL) managed by NAGRA. It involved emplacing simulated waste packages, in the form of welded cylindrical heaters, inside a tunnel in crystalline granitic rock and surrounded by a bentonite barrier and cement plug. Sensors emplaced within the bentonite monitored the wetting-up, heating, and drying out of the bentonite barrier, and the large resulting data set provides an excellent opportunity for validation of multiphysics Thermal-Hydrological (TH), Thermal-Hydrologic-Chemical (THC), and Thermal-Hydrological-Mechanical (THM) modeling approaches for underground nuclear waste storage and the performance of engineered bentonite barriers. The present status of the EBS Task Force is finalizing Task 9, which follows years of modeling studies of the FEBEX test, by many notable modeling teams (Gens et al., 2009; Sanchez et al. 2010; 2012; Samper et al., 2018). These modeling studies generally use two-dimensional axisymmetric meshes, ignoring threedimensional effects, gravity and asymmetric wetting and dry out of the bentonite engineered barrier. This study investigates these effects with use of the PFLOTRAN THC code with massively parallel computational methods in modeling FEBEX Stage 1 and Stage 2 results. The PFLOTRAN numerical code is an open source, state-of-the-art, massively parallel subsurface flow and reactive transport code operating in a high-performance computing environment (Hammond et al., 2014). Section 2 describes the applied partial differential equations describing mass, momentum and energy balance used in this study, considerations derived by assuming phase equilibrium between gas and liquid phases, constitutive equations for granite, cement plug, and bentonite domains, and specific approaches for use inthe PFLOTRAN code. Section 3 describes the geometry, meshing, and model set-up. Section 4 describes modeling results, Section 5 compares modeling results to field testing data, and Section 6 gives conclusions. The Appendix provides detailed information required by the EBSTask Force for final reporting.

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