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All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

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↗
DOE OSTI2026

Latent Twins

Over the past decade, scientific machine learning has transformed the development of mathematical and computational frameworks for analyzing, modeling, and predicting complex systems. From inverse problems to numerical partial differential equations (PDEs), dynamical systems, and model reduction, these advances have pushed the boundaries of what can be simulated. Yet they have often progressed in parallel, with representation learning and algorithmic solution methods evolving largely as separate pipelines. With Latent Twins, we propose a unifying mathematical framework that creates a hidden surrogate in latent space for the underlying equations. Whereas digital twins mirror physical systems in the digital world, Latent Twins mirror mathematical systems in a learned latent space governed by operators. Through this lens, classical modeling, inversion, model reduction, and operator approximation all emerge as special cases of a single principle. We establish the fundamental approximation properties of Latent Twins for both ordinary differential equations (ODEs) and PDEs and demonstrate the framework across three representative settings: (i) canonical ODEs, capturing diverse dynamical regimes; (ii) a PDE benchmark using the shallow-water equations, contrasting Latent Twin simulations with deep operator network and forecasts with a four-dimensional variational method baseline; and (iii) a challenging real-data geopotential reanalysis dataset, reconstructing and forecasting from sparse, noisy observations. Latent Twins provide a compact, interpretable surrogate for solution operators that evaluate across arbitrary time gaps in a single-shot, while remaining compatible with scientific pipelines such as assimilation, control, and uncertainty quantification. Looking forward, this framework offers scalable, theory-grounded surrogates that bridge data-driven representation learning and classical scientific modeling across disciplines.

Latent Twins↗
DOE OSTI2025

Generative learning for slow manifolds and bifurcation diagrams

In dynamical systems characterized by separation of time scales, the approximation of so called “slow manifolds”, on which the long term dynamics lie, is a useful step for model reduction. Initializing on such slow manifolds is a useful step in modeling, since it circumvents fast transients, and is crucial in multiscale algorithms (like the equation-free approach) alternating between fine scale (fast) and coarser scale (slow) simulations. In a similar spirit, when one studies the infinite time dynamics of systems depending on parameters, the system attractors (e.g., its steady states) lie on bifurcation diagrams (curves for one-parameter continuation, and more generally, on manifolds in state parameter space. Sampling these manifolds gives us representative attractors (here, steady states of ODEs or PDEs) at different parameter values. Algorithms for the systematic construction of these manifolds (slow manifolds, bifurcation diagrams) are required parts of the “traditional” numerical nonlinear dynamics toolkit. In more recent years, as the field of Machine Learning develops, conditional score-based generative models (cSGMs) have been demonstrated to exhibit remarkable capabilities in generating plausible data from target distributions that are conditioned on some given label. It is tempting to exploit such generative models to produce samples of data distributions (points on a slow manifold, steady states on a bifurcation surface) conditioned on (consistent with) some quantity of interest (QoI, observable). In this work, we present a framework for using cSGMs to quickly (a) initialize on a low-dimensional (reduced-order) slow manifold of a multi-time-scale system consistent with desired value(s) of a QoI (a “label”) on the manifold, and (b) approximate steady states in a bifurcation diagram consistent with a (new, out-of-sample) parameter value. This conditional sampling can help uncover the geometry of the reduced slow-manifold and/or approximately “fill in” missing segments of steady states in a bifurcation diagram. Finally, the quantity of interest, which determines how the sampling is conditioned, is either known a priori or identified using manifold learning-based dimensionality reduction techniques applied to the training data.

Dynamical systems↗
DOE OSTI2020

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↗
DOE OSTI2025

Understanding latent timescales in neural ordinary differential equation models of advection-dominated dynamical systems

The neural ordinary differential equation (ODE) framework has shown considerable promise in recent years in developing highly accelerated surrogate models for complex physical systems characterized by partial differential equations (PDEs). For PDE-based systems, state-of-the-art neural ODE strategies leverage a two-step procedure to achieve this acceleration: a nonlinear dimensionality reduction step provided by an autoencoder, and a time integration step provided by a neural-network based model for the resultant latent space dynamics (the neural ODE). This work explores the applicability of such autoencoder-based neural ODE strategies for PDEs in which advection terms play a critical role. More specifically, alongside predictive demonstrations, physical insight into the sources of model acceleration (i.e., how the neural ODE achieves its acceleration) is the scope of the current study. Such investigations are performed by quantifying the effects of both autoencoder and neural ODE components on latent system time-scales using eigenvalue analysis of dynamical system Jacobians. To this end, the sensitivity of various critical training parameters – de-coupled versus end-to-end training, latent space dimensionality, and the role of training trajectory length, for example – to both model accuracy and the discovered latent system timescales is quantified. Furthermore, this work specifically uncovers the key role played by the training trajectory length (the number of rollout steps in the loss function during training) on the latent system timescales: larger trajectory lengths correlate with an increase in limiting neural ODE time-scales, and optimal neural ODEs are found to recover the largest time-scales of the full-order (ground-truth) system. Demonstrations are performed across fundamentally different unsteady fluid dynamics configurations influenced by advection: (1) the Kuramoto–Sivashinsky equations (2) Hydrogen-Air channel detonations (the compressible reacting Navier–Stokes equations with detailed chemistry), and (3) 2D Atmospheric flow.

Advection-dominated dynamical systems↗
DOE OSTI2024

Reduced-order modeling on a near-term quantum computer

Quantum computing is an advancing area of research in which computer hardware and algorithms are developed to take advantage of quantum mechanical phenomena. In recent studies, quantum algorithms have shown promise in solving linear systems of equations as well as systems of linear ordinary differential equations (ODEs) and partial differential equations (PDEs). Reducedorder modeling (ROM) algorithms for studying fluid dynamics have shown success in identifying linear operators that can describe flowfields, where dynamic mode decomposition (DMD) is a particularly useful method in which a linear operator is identified from data. In this work, DMD is reformulated as an optimization problem to propagate the state of the linearized dynamical system on a quantum computer. This reformulation was chosen as a means of facilitating implementation on a near-term quantum computer. Quadratic unconstrained binary optimization (QUBO), a technique for optimizing quadratic polynomials in binary variables, allows for quantum annealing algorithms to be applied. A quantum circuit model (quantum approximation optimization algorithm, QAOA) is utilized to obtain predictions of the state trajectories. Results are shown for the quantum-ROM predictions for flow over a 2D cylinder at Re = 220 and flow over a NACA0009 airfoil at Re = 500 and α = 15°. The quantum-ROM predictions are found to depend on the number of bits utilized for a fixed point representation and the truncation level of the DMD model. Comparisons with DMD predictions from a classical computer algorithm are made, as well as an analysis of the computational complexity and prospects for future, more fault-tolerant quantum computers.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Detonation Wave Profile (update of LA-UR-15-29498-rev1)

The Zel’dovich-von Neumann-Doering (ZND) profile of a detonation wave is derived. Two basic material properties are required: i. An equation of state (EOS) for a partly burned explosive; P(V, e, λ). ii. A burn rate for the reaction progress variable; d/dtλ = R(V, e, λ). For a steady planar detonation wave the reactive flow PDEs can be reduced to ODEs. The detonation wave profile can be determined from an ODE plus algebraic equations for points on the partly burned detonation loci with a specified wave speed. Furthermore, for the CJ detonation speed, the end of the reaction zone is sonic. A solution to the reactive flow equations can be constructed with a rarefaction wave following the detonation wave profile. This corresponds to an underdriven detonation wave, and the rarefaction is know as a Taylor wave.

45 MILITARY TECHNOLOGY, WEAPONRY, AND NATIONAL DEF↗
DOE OSTI2026

Dual Representations and H ∞ -Optimal Control of Partial Differential Equations

We consider H ∞ -optimal state-feedback control of the class of linear Partial Differential Equations (PDEs) which admit a Partial Integral Equation (PIE) representation. While linear matrix inequalities are commonly used for optimal control of Ordinary Differential Equations (ODEs), the absence of a universal state-space representation and suitable dual form prevents such methods from being applied to optimal control of PDEs. Specifically, for ODEs, the controller synthesis problem is defined in state-space, and duality is used to resolve the bilinearity of that synthesis problem. Recently, the PIE representation was proposed as a universal state-space representation for linear PDE systems. In this paper, we show that any PDE system represented by a PIE admits a dual PIE with identical stability and I/O properties. This result allows us to reformulate the stabilizing and optimal state-feedback control problems as convex optimization over the cone of positive Partial Integral (PI) operators. Operator inversion formulae then allow us to construct feedback gains for the original PDE system. The results are verified through application to several canonical problems in optimal control of PDEs and indicate the resulting bounds on H ∞ norm are not conservative.

42 ENGINEERING↗
DOE OSTI2025

The Method of Finite Averages

The Method of Finite Averages (MoFA) is a rigorous multiscale modeling methodology for efficiently modeling multi-physical phenomena in heterogeneous porous media. The code developed in this project aims to perform the numerical calculations required to formulate, implement, and verify MoFA models for Earth and Energy systems (i.e., model verification refers to performing fully-resolved simulations of the systems and comparing their results to those of the models). In general, MoFA transforms partial differential equations (PDEs) describing the fine-scale physics of a system into coupled ordinary differential equations (ODEs)---in time---that describe the coarse-scale---or "average"---physical behaviors of the system. This transformation significantly expedites system simulation, as the coarse-scale ODEs involve vastly fewer degrees of freedom than the fine-scale PDEs. The code developed under this project will allow users to 1.) generate system geometries and numerical meshes, 2.) solve the PDE and ODE systems required for MoFA model formulation and implementation, 3.) solve the PDE systems required to obtain fully-resolved simulation results for model verification, and 4.) compare and plot results (e.g., the model and fully-resolved simulation solutions, the error between the solutions, etc.).

Pietrzyk, KyleM [Lawrence Livermore National Labor↗
DOE OSTI2020

High-order partitioned spectral deferred correction solvers for multiphysics problems

We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1], [2], which used implicit-explicit Runge-Kutta methods (IMEX) to build high-order, partitioned multiphysics solvers. We consider a generic multiphysics problem modeled as a system of coupled ordinary differential equations (ODEs), coupled through coupling terms that can depend on the state of each subsystem; therefore the method applies to both a semi-discretized system of partial differential equations (PDEs) or problems naturally modeled as coupled systems of ODEs. The sufficient conditions to build arbitrarily high-order partitioned SDC schemes are derived. Based on these conditions, various of partitioned SDC schemes are designed. The stability of the first-order partitioned SDC scheme is analyzed in detail on a coupled, linear model problem. We show that the scheme is conditionally stable, and under conditions on the coupling strength, the scheme can be unconditionally stable. We demonstrate the performance of the proposed partitioned solvers on several classes of multiphysics problems with moderate coupling strength. They include a stiff linear system of ODEs, advection-diffusion-reaction systems, and fluid-structure interaction problems with both incompressible and compressible flows, where we verify the design order of the SDC schemes and study various stability properties. We also directly compare the accuracy, stability, and cost of the proposed partitioned SDC solver with the partitioned IMEX method in [1], [2] on this suite of test problems. The results suggest that the high-order partitioned SDC solvers are more robust than the partitioned IMEX solvers for the numerical examples considered in this work, while the IMEX methods require fewer implicit solves.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

A Mathematical Model of the Dynamics of Cytokine Expression and Human Immune Cell Activation in Response to the Pathogen Staphylococcus aureus

Cell-based mathematical models have previously been developed to simulate the immune system in response to pathogens. Mathematical modeling papers which study the human immune response to pathogens have predicted concentrations of a variety of cells, including activated and resting macrophages, plasma cells, and antibodies. This study aims to create a comprehensive mathematical model that can predict cytokine levels in response to a gram-positive bacterium, S. aureus by coupling previous models. To accomplish this, the cytokines Tumor Necrosis Factor Alpha (TNF-α), Interleukin 6 (IL-6), Interleukin 8 (IL-8), and Interleukin 10 (IL-10) are included to quantify the relationship between cytokine release from macrophages and the concentration of the pathogen, S. aureus, ex vivo. Partial differential equations (PDEs) are used to model cellular response and ordinary differential equations (ODEs) are used to model cytokine response, and interactions between both components produce a more robust and more complete systems-level understanding of immune activation. In the coupled cellular and cytokine model outlined in this paper, a low concentration of S. aureus is used to stimulate the measured cellular response and cytokine expression. Results show that our cellular activation and cytokine expression model characterizing septic conditions can predict ex vivo mechanisms in response to gram-negative and gram-positive bacteria. Our simulations provide new insights into how the human immune system responds to infections from different pathogens. Novel applications of these insights help in the development of more powerful tools and protocols in infection biology.

60 APPLIED LIFE SCIENCES↗
DOE OSTI2022

Sequential Decision Making (SDM) for Mesh Refinement and Model Selection in Multiscale, Multi-Physics Applications

Intelligent automation and decision support are needed to enhance computational efficiency and robustness in multiscale and multi-physics problems, including materials science, manufacturing, and climate and weather modeling. Current scientific computing approaches for enabling decisions by scientists fail to explore the role of learning, reasoning, and probabilistic planning. Often these decisions are not performed in real-time during the computation but are made prior to the start of the computation, which must be interrupted in order to make changes to the prior choices. Such interruptions at different stages of the computation increase the total computing time and the need for a human expert to frequently monitor the results. State of art scientific computing methods consist of rule-based algorithms that cannot automatically adapt to a dynamically changing computing environment. The development of a Sequential Decision Making (SDM) framework will automate scientific computing by optimizing the policies for mesh refinement, time-stepping, model and algorithm selection, resource allocation, and pre and post-processing. Our agent SDM framework for scientific computing will consist of data-driven learning (Classifier), automated reasoning (contextual knowledge), and probabilistic planning (Reinforcement Learning). In this project, we focused on three problems to demonstrate our SDM framework on a set of ordinary and partial differential equations. Classification of Lorenz system regions using Feed-Forward Neural Networks examined learning in the SDM framework. On the other hand, reasoning and planning in the SDM framework were used in two problems: adaptive time-stepping for nonlinear ODEs using on-policy RL algorithms, and adaptive mesh refinement for 2-D PDEs using off-policy RL algorithms.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

A 1D–0D–3D coupled model for simulating blood flow and transport processes in breast tissue

In this work, we present mixed dimensional models for simulating blood flow and transport processes in breast tissue and the vascular tree supplying it. These processes are considered, to start from the aortic inlet to the capillaries and tissue of the breast. Large variations in biophysical properties and flow conditions exist in this system necessitating the use of different flow models for different geometries and flow regimes. In total, we consider four different model types. First, a system of 1D nonlinear hyperbolic partial differential equations (PDEs) is considered to simulate blood flow in larger arteries with highly elastic vessel walls. Second, we assign 1D linearized hyperbolic PDEs to model the smaller arteries with stiffer vessel walls. The third model type consists of ODE systems (0D models). It is used to model the arterioles and peripheral circulation. Finally, homogenized 3D porous media models are considered to simulate flow and transport in capillaries and tissue within the breast volume. Sink terms are used to account for the influence of the venous and lymphatic systems. Combining the four model types, we obtain two different 1D–0D–3D coupled models for simulating blood flow and transport processes: The first model results in a fully coupled 1D–0D–3D model covering the complete path from the aorta to the breast combining a generic arterial network with a patient specific breast network and geometry. The second model is a reduced one based on the separation of the generic and patient specific parts. The information from a calibrated fully coupled model is used as inflow condition for the patient specific sub-model allowing a significant computational cost reduction. Several numerical experiments are conducted to calibrate the generic model parameters and to demonstrate realistic flow simulations compared to existing data on blood flow in the human breast and vascular system. Moreover, we use two different breast vasculature and tissue data sets to illustrate the robustness of our reduced sub-model approach.

multiscale blood flow models↗
DOE OSTI2024

Multiphysics Time-Integration for Turbulent Combustion at the Exascale

Turbulent reacting flow systems are often modeled with coupled time-dependent partial differential equations (PDEs). Solving such equations can easily tax the world's largest supercomputers. One pragmatic strategy for attacking such problems is to split the PDEs into components that can more easily be solved in isolation. This generic operator-splitting strategy leads to a set of ordinary differential equations (ODEs) that need to be solved as part of an "outer-loop" time-stepping approach. In many combustion applications, the ODEs to be solved can be very stiff, exhibiting timescales that span many orders of magnitude. The SUNDIALS library provides a plethora of robust time integration algorithms for solving these ODEs on exascale-capable computing hardware, yet for many complex applications (such multicomponent fuels or emissions predictions), the chemical models remain too complex to solve using reasonable resources. The Quasi-Steady State Approximation (QSSA) can be an effective tool for reducing the size and stiffness of the simulations. In this talk, I will discuss the use of the SUDIALS library of ODE solvers together with automatic code generation tools to solve complex turbulent reacting flow problems using QSSA models.

chemistry↗
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 OSTI2024

SUNDIALS time integrators for exascale applications with many independent systems of ordinary differential equations

Many complex systems can be accurately modeled as a set of coupled time-dependent partial differential equations (PDEs). However, solving such equations can be prohibitively expensive, easily taxing the world’s largest supercomputers. One pragmatic strategy for attacking such problems is to split the PDEs into components that can more easily be solved in isolation. This operator splitting approach is used ubiquitously across scientific domains, and in many cases leads to a set of ordinary differential equations (ODEs) that need to be solved as part of a larger “outer-loop” time-stepping approach. The SUNDIALS library provides a plethora of robust time integration algorithms for solving ODEs, and the U.S. Department of Energy Exascale Computing Project (ECP) has supported its extension to applications on exascale-capable computing hardware. In this paper, we highlight some SUNDIALS capabilities and its deployment in combustion and cosmology application codes (Pele and Nyx, respectively) where operator splitting gives rise to numerous, small ODE systems that must be solved concurrently.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A Data-Driven Study of Rayleigh-Taylor Transition to Turbulence [Slides]

A temporal dynamics perspective of forgetting ICs; Autonomous system of neural ODEs of 0D dynamics; Steep growth of backward integration error quantifies forgetting; Does such a system exist in reality? (a low dim. dyn. sys. shadowing a projection of a high dim. dyn. sys.); Next: minimal QOIs to identify system; Extension to PDEs of 1D dynamics of DNS.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

GPLaSDI: Gaussian Process Latent Space Dynamics Identification

GPLaSDI is a software that introduces 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 reduced order model (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. 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.

Choi, Youngsoo↗