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At least 163 records · Page 9

WeakIdent: Weak formulation for identifying differential equation using narrow-fit and trimming

Data-driven identification of differential equations is an interesting but challenging problem, especially when the given data are corrupted by noise. When the governing differential equation is a linear combination of various differential terms, the identification problem can be formulated as solving a linear system, with the feature matrix consisting of linear and nonlinear terms multiplied by a coefficient vector. This product is equal to the time derivative term, and thus generates dynamical behaviors. The goal is to identify the correct terms that form the equation to capture the dynamics of the given data. We propose a general and robust framework to recover differential equations using a weak formulation with two new mechanisms, narrow-fit and trimming, for both ordinary and partial differential equations (ODEs and PDEs). The weak formulation facilitates an efficient and robust way to handle noise, and two new mechanisms, narrow-fit and trimming, improve the coefficient support and value recoveries respectively. For each sparsity level, Subspace Pursuit is utilized to find an initial set of support from the large dictionary. Then, we focus on highly dynamic regions (rows of the feature matrix), and error normalize the feature matrix in the narrow-fit step. The support is further updated via trimming the terms that contribute the least. Finally, the support set of features with the smallest Cross-Validation error is chosen as the result. A comprehensive set of numerical experiments are presented for both systems of ODEs and PDEs with various noise levels. The proposed method gives a robust recovery of the coefficients, and a significant denoising effect which can handle up to 100% noise-to-signal ratio for some equations. We compare the proposed method with several state-of-the-art algorithms for the recovery of differential equations.

97 MATHEMATICS AND COMPUTING↗

Spatiotemporal control of laser intensity using differentiable programming

Optical techniques for spatiotemporal control can produce laser pulses with custom amplitude, phase, or polarization structure. In nonlinear optics and plasma physics, the use of structured pulses typically follows a forward design approach, in which the efficacy of a known structure is analyzed for a particular application. Inverse approaches, in contrast, enable the discovery of new structures with the potential for superior performance. Here, an implementation of the unidirectional pulse propagation equation that supports automatic differentiation is combined with gradient-based optimization to design structured pulses with features that are advantageous for a range of nonlinear optical and plasma-based applications: (1) a longitudinally uniform intensity over an extended region, (2) a superluminal intensity peak that travels many Rayleigh ranges with constant duration, spot size, and amplitude, and (3) a laser pulse that ionizes a gas to form a uniform column of plasma. In the final case, optimizing the full spatiotemporal structure improves the performance by a factor of 15 compared to optimizing only spatial or only temporal structure, highlighting the advantage of spatiotemporal control.

automatic differentiation↗

McCormick envelopes in mixed-integer PDE-constrained optimization

McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for example, in branch-and-bound procedures for mixed-integer nonlinear programs but have not gained much attention in PDE-constrained optimization so far. This lack of attention may be due to the distributed nature of such problems, which on the one hand leads to infinitely many linear constraints (generally state constraints that may be difficult to handle) in addition to the state equation for a pointwise formulation of the McCormick envelopes and renders bound-tightening procedures that successively improve the resulting convex relaxations computationally intractable. We analyze McCormick envelopes for a model problem class that is governed by a semilinear PDE involving a bilinearity and integrality constraints. We approximate the nonlinearity and in turn the McCormick envelopes by averaging the involved terms over the cells of a partition of the computational domain on which the PDE is defined. This yields convex relaxations that underestimate the original problem up to an a priori error estimate that depends on the mesh size of the discretization. These approximate McCormick relaxations can be improved by means of an optimization-based bound-tightening procedure. We show that their minimizers converge to minimizers to a limit problem with a pointwise formulation of the McCormick envelopes when driving the mesh size to zero. We provide a computational example, for which we certify all of our imposed assumptions. The results point to both the potential of the methodology and the gaps in the research that need to be closed. Our methodology provides a framework first for obtaining pointwise underestimators for nonconvexities and second for approximating them with finitely many linear inequalities in an infinite-dimensional setting.

Approximations and Expansions↗

Predicting nonequilibrium Green’s function dynamics and photoemission spectra via nonlinear integral operator learning

Understanding the dynamics of nonequilibrium quantum many-body systems is an important research topic in a wide range of fields across condensed matter physics, quantum optics, and high-energy physics. However, numerical studies of large-scale nonequilibrium phenomena in realistic materials face serious challenges due to intrinsic high-dimensionality of quantum many-body problems and the absence of time-invariance. The nonequilibrium properties of many-body systems can be described by the dynamics of the correlator, or the Green's function of the system, whose time evolution is given by a high-dimensional system of integro-differential equations, known as the Kadanoff–Baym equations (KBEs). The time-convolution term in KBEs, which needs to be recalculated at each time step, makes it difficult to perform long-time numerical simulation. In this paper, we develop an operator-learning framework based on recurrent neural networks (RNNs) to address this challenge. We utilize RNNs to learn the nonlinear mapping between Green's functions and convolution integrals in KBEs. By using the learned operators as a surrogate model in the KBE solver, we obtain a general machine-learning scheme for predicting the dynamics of nonequilibrium Green's functions. Besides significant savings per each time step, the new methodology reduces the temporal computational complexity from $O(N_t^3)$ to $O(N_t)$ where N t is the number of steps taken in a simulation, thereby making it possible to study large many-body problems which are currently infeasible with conventional KBE solvers. Through various numerical examples, we demonstrate the effectiveness of the operator-learning based approach in providing accurate predictions of physical observables such as the reduced density matrix and time-resolved photoemission spectra. Moreover, our framework exhibits clear numerical convergence and can be easily parallelized, thereby facilitating many possible further developments and applications.

97 MATHEMATICS AND COMPUTING↗

A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials

We study the design of an electromagnetic cloak from multiple materials with an additional constraint on the mass of the cloak. Our problem is an example of a topology optimization problem, and we formulate this problem as a mixed-integer partial-differential equation constrained optimization (MIPDECO) problem, where Maxwell’s equation models the propagation of the wave through the cloak and surrounding medium. We use binary variables to model the assignment of the different materials, and their relevant properties (permittivity and density). The mass constraint adds a nontrivial constraint to this problem. We propose a two-phase strategy to solve this problem. In the first phase, we solve a continuous relaxation, and then propose a new variant of the feasibility pump that exploits the structure of the PDE to obtain an initial integral solution candidate. In the second phase, we use a trust-region approach to improve this incumbent. We also consider a continuation or mesh-sequencing approach to find better solutions faster on consecutively finer meshes. We present detailed numerical results to illustrate the effectiveness of our approaches for constructing multi-material cloaks with a mass constraint.

Calculus of Variations and Optimization↗

A Realistic Theory of Quantum Measurement

Abstract We propose that the ontic understanding of quantum mechanics can be extended to a fully realistic theory that describes the evolution of the wavefunction at all times, including during a measurement. In such an approach the wave equation should reduce to the standard wave equation when there is no measurement, and describe state reduction when the system is measured. The general wave equation must be nonlinear and nonlocal, and we require it to be time-symmetric; consequently, this approach is not a new interpretation but a new theory. The wave equation is an integrodifferential equation (IDE). The time symmetry requirement leads to a retrocausal approach, in which the wave equation is solved subject to initial and final conditions to determine history at intermediate times. We propose that different outcomes from (apparently) identically prepared experiments may result from uncontrolled parameters; both the nonlocality and the retrocausality of the theory imply that Bell’s Theorem cannot rule out such “hidden variables.” Beginning with Hamilton’s principle, we demonstrate the construction of such a theory by replacing the action with a functional designed to give rise to a nonlinear, nonlocal IDE as the wave equation. This IDE reduces to the standard wave equation (a differential equation) in the absence of a measurement, but exhibits state reduction to a single eigenvalue when the system interacts with another system with the properties of a measurement apparatus. We demonstrate several desirable features of this theory; for other properties we indicate their plausibility and possible avenues to a proof.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Physics-Informed Sparse Gaussian Process for Probabilistic Stability Analysis of Large-Scale Power System with Dynamic PVs and Loads

This work proposes a physics-informed sparse Gaussian process (SGP) for probabilistic stability assessment of large-scale power systems in the presence of uncertain dynamic PVs and loads. The differential and algebraic equations considering uncertainties from dynamic PVs and loads are reformulated to a nonlinear mapping relationship that allows the application of SGP. Thanks to the nonparametric characteristic of Gaussian process, the proposed framework does not require distributions of uncertain inputs and this distinguishes it from existing approaches. As the original Gaussian process is not scalable to large-scale systems with high dimensional uncertain inputs, this paper develops the SGP with a stochastic variational inference technique. It leads to approximately two orders of complex reduction. A data pre-processing step is also introduced to tackle the coexistence of stable and unstable cases by sample clustering and constructing separate SGPs. The probabilistic transient stability index is analyzed to assess system stability under different uncertain dynamics loads and PVs. Comparisons are performed with the sampling-based, the polynomial chaos expansion-based, and traditional Gaussian process-based methods on the modified IEEE 118-bus and Texas 2000-bus systems under various scenarios, including different levels of uncertainties and the existence of nonlinear correlations among dynamic PVs. The impacts of data quality and quantity issues are also investigated. It is shown that the proposed SGP achieves significantly improved computational efficiency while maintaining high accuracy with a limited number of data.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Nonlinear dynamic analysis of solution multiplicity of buoyancy ventilation in a typical underground structure

Buoyancy ventilation is widely used in underground buildings, such as underground hydropower stations. Multiple solutions of buoyancy ventilation may exist in those underground structures. In this study, we developed a transient model comprising an ordinary differential equation system to describe buoyancy ventilation patterns in typical two-zone underground structures. Additionally, the accuracy of the model was validated. Nonlinear dynamical analysis was conducted to study multiple steady-state airflow. According to mathematical derivation, the configuration of one local heat source at the bottom corner introduces two stable solutions. The criterion to determine the stability and existence of solutions for more general scenarios was developed. Using this criterion, we obtained the multiple steady states of any two-zone underground buildings for different stack height ratios and the strength ratios of the heat sources. Furthermore, this criterion can be adopted for the design of buoyancy ventilation or natural smoke ventilation systems. Designers can change the height ratio of the stack or the heat ratio of two zones to induce the desired ventilation patterns. Finally, a case study was conducted with field measurements to demonstrate the use of the nonlinear dynamical analysis method to investigate the multiple steady states of buoyancy ventilation. Through the case study, we validated that the proposed criterion could produce the same result as the nonlinear dynamical analysis.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Electron kinetics in a high- Z plasmoid

The problem of the electron dynamics on a closed magnetic field line passing through a high-Z plasmoid is considered. The electron kinetic equation is integrated over bounce motion and pitch angle, reducing the independent variables to a single adiabatic invariant plus time. Integration of the full Landau self-collision operator is carried out exactly, resulting in a nonlinear integro-differential operator in the new invariant. Conservation laws and the H theorem of the integrated self-collision operator are proven. Numerical solutions of the integrated kinetic equation are obtained with a self-consistent quasineutral electric potential, given the initial condition of a cold plasmoid immersed in a hot ambient plasma. The fact that cold electrons are deeply trapped in a potential with a parabolic peak leads to exactly 3/4 the usual rate of collisional heating by the ambient plasma, independent of any other parameters.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Bayesian differential programming for robust systems identification under uncertainty

This paper presents a machine learning framework for Bayesian systems identification from noisy, sparse and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in differentiable programming to propagate gradient information through ordinary differential equation solvers and perform Bayesian inference with respect to unknown model parameters using Hamiltonian Monte Carlo sampling. This allows an efficient inference of the posterior distributions over plausible models with quantified uncertainty, while the use of sparsity-promoting priors enables the discovery of interpretable and parsimonious representations for the underlying latent dynamics. A series of numerical studies is presented to demonstrate the effectiveness of the proposed methods, including nonlinear oscillators, predator–prey systems and examples from systems biology. Taken together, our findings put forth a flexible and robust workflow for data-driven model discovery under uncertainty. All codes and data accompanying this article are available at https://bit.ly/34FOJMj .

Science & Technology - Other Topics↗

Physics constrained learning for data-driven inverse modeling from sparse observations

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that measures the discrepancy between predictions and observations in some chosen norm. This loss function often includes the PDE constraints as a penalty term when only sparse observations are available. As a result, the PDE is only satisfied approximately by the solution. However, the penalty term typically slows down the convergence of the optimizer for stiff problems. We present a new approach that trains the embedded DNNs while numerically satisfying the PDE constraints. We develop an algorithm that enables differentiating both explicit and implicit numerical solvers in reverse-mode automatic differentiation. This allows the gradients of the DNNs and the PDE solvers to be computed in a unified framework. We demonstrate that our approach enjoys faster convergence and better stability in relatively stiff problems compared to the penalty method. Furthermore, our approach allows for the potential to solve and accelerate a wide range of data-driven inverse modeling, where the physical constraints are described by PDEs and need to be satisfied accurately.

97 MATHEMATICS AND COMPUTING↗

Machine learning and serving of discrete field theories

A method for machine learning and serving of discrete field theories in physics is developed. The learning algorithm trains a discrete field theory from a set of observational data on a spacetime lattice, and the serving algorithm uses the learned discrete field theory to predict new observations of the field for new boundary and initial conditions. The approach of learning discrete field theories overcomes the difficulties associated with learning continuous theories by artificial intelligence. The serving algorithm of discrete field theories belongs to the family of structure-preserving geometric algorithms, which have been proven to be superior to the conventional algorithms based on discretization of differential equations. The effectiveness of the method and algorithms developed is demonstrated using the examples of nonlinear oscillations and the Kepler problem. In particular, the learning algorithm learns a discrete field theory from a set of data of planetary orbits similar to what Kepler inherited from Tycho Brahe in 1601, and the serving algorithm correctly predicts other planetary orbits, including parabolic and hyperbolic escaping orbits, of the solar system without learning or knowing Newton’s laws of motion and universal gravitation. The proposed algorithms are expected to be applicable when the effects of special relativity and general relativity are important.

97 MATHEMATICS AND COMPUTING↗

Learning nonlinear operators in latent spaces for real-time predictions of complex dynamics in physical systems

Abstract Predicting complex dynamics in physical applications governed by partial differential equations in real-time is nearly impossible with traditional numerical simulations due to high computational cost. Neural operators offer a solution by approximating mappings between infinite-dimensional Banach spaces, yet their performance degrades with system size and complexity. We propose an approach for learning neural operators in latent spaces, facilitating real-time predictions for highly nonlinear and multiscale systems on high-dimensional domains. Our method utilizes the deep operator network architecture on a low-dimensional latent space to efficiently approximate underlying operators. Demonstrations on material fracture, fluid flow prediction, and climate modeling highlight superior prediction accuracy and computational efficiency compared to existing methods. Notably, our approach enables approximating large-scale atmospheric flows with millions of degrees, enhancing weather and climate forecasts. Here we show that the proposed approach enables real-time predictions that can facilitate decision-making for a wide range of applications in science and engineering.

97 MATHEMATICS AND COMPUTING↗

Parallel-in-Time Integration for Nonlinear Hyperbolic Problems (Final Report)

The work for the subcontract was situated in the area of parallel-in-time integration for hyperbolic partial differential equations (PDEs). Parallel-in-time integration is an active area of research due to its ability to enable faster numerical simulations for applications throughout many areas of science. Over the past two decades, much progress has been made in this area; however, this progress has largely been limited to diffusion-dominated PDEs, with some recent success in scalar linear hyperbolic PDEs. Given the ubiquity of numerical simulations of hyperbolic PDEs throughout the sciences, in particular, nonlinear hyperbolic systems, there is a strong need to develop efficient parallel-in-time techniques for hyperbolic problems beyond simple scalar and linear cases, which is the main topic of this subcontract. The main focus of the work was to further develop and perfect coarse-grid operators for the Multigrid Reduction-inTime (MGRIT) method applied to hyperbolic PDEs that were recently proposed in PhD thesis, based on a modified semi-Lagrangian approach.

97 MATHEMATICS AND COMPUTING↗

Gaussian processes meet NeuralODEs: a Bayesian framework for learning the dynamics of partially observed systems from scarce and noisy data

We present a machine learning framework (GP-NODE) for Bayesian model discovery from partial, noisy and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of differentiable programming to propagate gradient information through ordinary differential equation solvers and perform Bayesian inference with respect to unknown model parameters using Hamiltonian Monte Carlo sampling and Gaussian Process priors over the observed system states. This allows us to exploit temporal correlations in the observed data, and efficiently infer posterior distributions over plausible models with quantified uncertainty. The use of the Finnish Horseshoe as a sparsity-promoting prior for free model parameters also enables the discovery of parsimonious representations for the latent dynamics. A series of numerical studies is presented to demonstrate the effectiveness of the proposed GP-NODE method including predator–prey systems, systems biology and a 50-dimensional human motion dynamical system. This article is part of the theme issue ‘Data-driven prediction in dynamical systems’.

Science & Technology - Other Topics↗

Parallel-in-Time Methods for Method-of-Lines Discretizations of Nonlinear Hyperbolic PDEs and Systems (Final Report)

The work for the subcontract is situated in the area of parallel-in-time integration for hyperbolic partial differential equations (PDEs). Parallel-in-time integration is an active area of research due to its ability to enable faster numerical simulations for applications throughout many areas of science. The work in this subcontract builds on a variety of results that were obtained, as part of the work performed for Subcontract No. B648355, for the Multigrid Reduction-in-Time (MGRIT) method from [1] applied to hyperbolic PDEs. This subcontract extends these results further to more efficient methods and to the case of method-of-lines discretizations for nonlinear hyperbolic PDES and systems of PDEs. The following is a summary of the research performed and results achieved during milestone periods 1, 2 and 3 by the PI (Hans De Sterck) and Postdoctoral Research Associate (Oliver Krzysik), for required tasks 1-4 (as listed in the Statement of Work): Research over the previous year has been split into three main projects: (i) solution of acoustic equation system; (ii) solution of nonlinear scalar hyperbolic PDEs; (iii) solution of nonlinear hyperbolic systems of PDEs.

97 MATHEMATICS AND COMPUTING↗

Sparsifying priors for Bayesian uncertainty quantification in model discovery

We propose a probabilistic model discovery method for identifying ordinary differential equations governing the dynamics of observed multivariate data. Our method is based on the sparse identification of nonlinear dynamics (SINDy) framework, where models are expressed as sparse linear combinations of pre-specified candidate functions. Promoting parsimony through sparsity leads to interpretable models that generalize to unknown data. Instead of targeting point estimates of the SINDy coefficients, we estimate these coefficients via sparse Bayesian inference. The resulting method, uncertainty quantification SINDy (UQ-SINDy), quantifies not only the uncertainty in the values of the SINDy coefficients due to observation errors and limited data, but also the probability of inclusion of each candidate function in the linear combination. UQ-SINDy promotes robustness against observation noise and limited data, interpretability (in terms of model selection and inclusion probabilities) and generalization capacity for out-of-sample forecast. Sparse inference for UQ-SINDy employs Markov chain Monte Carlo, and we explore two sparsifying priors: the spike and slab prior, and the regularized horseshoe prior. UQ-SINDy is shown to discover accurate models in the presence of noise and with orders-of-magnitude less data than current model discovery methods, thus providing a transformative method for real-world applications which have limited data.

97 MATHEMATICS AND COMPUTING↗

Reliable extrapolation of deep neural operators informed by physics or sparse observations

Deep neural operators can learn nonlinear mappings between infinite-dimensional function spaces via deep neural networks. As promising surrogate solvers of partial differential equations (PDEs) for real-time prediction, deep neural operators such as deep operator networks (DeepONets) provide a new simulation paradigm in science and engineering. Pure data-driven neural operators and deep learning models, in general, are usually limited to interpolation scenarios, where new predictions utilize inputs within the support of the training set. However, in the inference stage of real-world applications, the input may lie outside the support, i.e., extrapolation is required, which may result to large errors and unavoidable failure of deep learning models. Here, we address this challenge of extrapolation for deep neural operators. First, we systematically investigate the extrapolation behavior of DeepONets by quantifying the extrapolation complexity, via the 2-Wasserstein distance between two function spaces and propose a new strategy of bias–variance trade-off for extrapolation with respect to model capacity. Subsequently, we develop a complete workflow, including extrapolation determination, and we propose five reliable learning methods that guarantee a safe prediction under extrapolation by requiring additional information—the governing PDEs of the system or sparse new observations. The proposed methods are based on either fine-tuning a pre-trained DeepONet or multifidelity learning. We demonstrate the effectiveness of the proposed framework for various types of parametric PDEs. Furthermore, our systematic comparisons provide practical guidelines for selecting a proper extrapolation method depending on the available information, desired accuracy, and required inference speed.

42 ENGINEERING↗