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At least 19 records

A Galerkin method for linear PDE systems in circular geometries with structural acoustic applications

A Galerkin method for systems of PDE's in circular geometries is presented with motivating problems being drawn from structural, acoustic, and structural acoustic applications. Depending upon the application under consideration, piecewise splines or Legendre polynomials are used when approximating the system dynamics with modifications included to incorporate the analytic solution decay near the coordinate singularity. This provides an efficient method which retains its accuracy throughout the circular domain without degradation at singularity. Because the problems under consideration are linear or weakly nonlinear with constant or piecewise constant coefficients, transform methods for the problems are not investigated. While the specific method is developed for the two dimensional wave equations on a circular domain and the equation of transverse motion for a thin circular plate, examples demonstrating the extension of the techniques to a fully coupled structural acoustic system are used to illustrate the flexibility of the method when approximating the dynamics of more complex systems.

Smith, Ralph C.↗

Parallel-in-Time Solution of Hyperbolic PDE Systems via Characteristic-Variable Block Preconditioning

We consider the parallel-in-time solution of both linear and nonlinear hyperbolic partial differential equation (PDE) systems in one spatial dimension. In the nonlinear setting, the discretized equations are solved with a preconditioned residual iteration based on a global linearization. The linear(ized) equation systems are approximately solved parallel-in-time using a block preconditioner applied in the characteristic variables of the underlying linear(ized) hyperbolic PDE. This change of variables is motivated by the observation that intervariable coupling between characteristic variables is weak, at least locally where spatio-temporal variations in the eigenvectors of the associated flux Jacobian are sufficiently small, while that between the original variables is not. For an ℓ-dimensional system of PDEs, applying the preconditioner consists of solving a sequence of ℓ scalar linear(ized)-advection-like problems, each associated with a different characteristic wave-speed in the underlying linear(ized) PDE. Furthermore, we approximately solve these linear advection problems using multigrid reduction-in-time (MGRIT); however, any other suitable parallel-in-time method could be used. Numerical examples are shown for the (linear) acoustics equations in heterogeneous media and for the (nonlinear) shallow water equations and Euler equations of gas dynamics with shocks and rarefactions. For many test problems, the solver converges in just a handful of iterations and with mesh-independent convergence rates.

97 MATHEMATICS AND COMPUTING↗

Composing preconditioners for multiphysics PDE systems with applications to Generalized MHD

New patch smoothers or relaxation techniques are developed for solving linear matrix equations coming from systems of discretized partial differential equations (PDEs). One key linear solver challenge for many PDE systems arises when the resulting discretization matrix has a near null space that has a large dimension, which can occur in generalized magnetohydrodynamic (GMHD) systems. Patch-based relaxation is highly effective for problems when the null space can be spanned by a basis of locally supported vectors. The patch-based relaxation methods that we develop can be used either within an algebraic multigrid (AMG) hierarchy or as stand-alone preconditioners. These patch-based relaxation techniques are a form of well-known overlapping Schwarz methods where the computational domain is covered with a series of overlapping sub-domains (or patches). Patch relaxation then corresponds to solving a set of independent linear systems associated with each patch. In the context of GMHD, we also reformulate the underlying discrete representation used to generate a suitable set of matrix equations. In general, deriving a discretization that accurately approximates the curl operator and the Hall term while also producing linear systems with physically meaningful near null space properties can be challenging. Unfortunately, many natural discretization choices lead to a near null space that includes non-physical oscillatory modes and where it is not possible to span the near null space with a minimal set of locally supported basis vectors. Further discretization research is needed to understand the resulting trade-offs between accuracy, stability, and ease in solving the associated linear systems.

97 MATHEMATICS AND COMPUTING↗

A unified hp-HDG framework for Friedrichs' PDE systems

Here, this work proposes a unified hp-adaptivity framework for hybridized discontinuous Galerkin (HDG) method for a large class of partial differential equations (PDEs) of Friedrichs' type. In particular, we present unified hp-HDG formulations for abstract one-field and two-field structures and prove their well-posedness. In order to handle non-conforming interfaces we simply take advantage of HDG built-in mortar structures. With split-type mortars and the approximation space of trace, a numerical flux can be derived via Godunov approach and be naturally employed without any additional treatment. As a consequence, the proposed formulations are parameter-free. We perform several numerical experiments for time-independent and linear PDEs including elliptic, hyperbolic, and mixed-type to verify the proposed unified hp-formulations and demonstrate the effectiveness of hp-adaptation. Two adaptivity criteria are considered: one is based on a simple and fast error indicator, while the other is rigorous but more expensive using an adjoint-based error estimate. The numerical results show that these two approaches are comparable in terms of convergence rate even for problems with strong gradients, discontinuities, and singularities.

97 MATHEMATICS AND COMPUTING↗

Generalized Bootstrap AMG and AIR-AMG for coupled PDE systems with a focus on spacetime discretizatoins

The Pennsylvania State University (“Subcontractor”) has worked on the design of new algebraic, parallel, multilevel methods that obtain the full space and time solution of systems of PDEs. In particular, the PI and his collaborators explored semi-intrusive approaches based on algebraic multigrid (AMG). The focus of the research has been on the development of these techniques for the Euler equations in 1d and 2d. The overall research focused on the development of adaptive AIR (approximate ideal restriction) AMG solvers for these problems. The PI also explored the use of smoothed aggregation and root-node energy-based AMG solvers for these problems.

97 MATHEMATICS AND COMPUTING↗

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↗

Solving differential equations using deep neural networks

Recent work on solving partial differential equations (PDEs) with deep neural networks (DNNs) is presented. The paper reviews and extends some of these methods while carefully analyzing a fundamental feature in numerical PDEs and nonlinear analysis: irregular solutions. First, the Sod shock tube solution to the compressible Euler equations is discussed and analyzed. This analysis includes a comparison of a DNN-based approach with conventional finite element and finite volume methods, and demonstrates that the DNN is competitive in terms of degrees of freedom required for a given accuracy. Further, the DNN-based approach is extended to consider performance improvements and simultaneous parameter space exploration. Next, a shock solution to compressible magnetohydrodynamics (MHD) is solved for, and used in a scenario where experimental data is utilized to enhance a PDE system that is a priori insufficient to validate against the observed/experimental data. This is accomplished by enriching the model PDE system with source terms that are then inferred via supervised training with synthetic experimental data. The resulting DNN framework for PDEs enables straightforward system prototyping and natural integration of large data sets (be they synthetic or experimental), all while simultaneously enabling single-pass exploration of an entire parameter space.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Moving finite elements in 2-D

The mathematical background regarding the moving finite element (MFE) method of Miller and Miller (1981) is discussed, taking into account a general system of partial differential equations (PDE) and the amenability of the MFE method in two dimensions to code modularization and to semiautomatic user-construction of numerous PDE systems for both Dirichlet and zero-Neumann boundary conditions. A description of test problem results is presented, giving attention to aspects of single square wave propagation, and a solution of the heat equation.

Gelinas, R. J.↗

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↗

GenMod: A generative modeling approach for spectral representation of PDEs with random inputs

Here, we propose a method for quantifying uncertainty in high-dimensional PDE systems with random parameters, where the number of solution evaluations is small. Parametric PDE solutions are often approximated using a spectral decomposition based on polynomial chaos expansions. For the class of systems we consider (i.e., high dimensional with limited solution evaluations) the coefficients are given by an underdetermined linear system in a regression formulation. This implies additional assumptions, such as sparsity of the coefficient vector, are needed to approximate the solution. Here, we present an approach where we assume the coefficients are close to the range of a generative model that maps from a low to a high dimensional space of coefficients. Our approach is inspired be recent work examining how generative models can be used for compressed sensing in systems with random Gaussian measurement matrices. Using results from PDE theory on coefficient decay rates, we construct an explicit generative model that predicts the polynomial chaos coefficient magnitudes. The algorithm we developed to find the coefficients, which we call GenMod, is composed of two main steps. First, we predict the coefficient signs using Orthogonal Matching Pursuit. Then, we assume the coefficients are within a sparse deviation from the range of a sign-adjusted generative model. This allows us to find the coefficients by solving a nonconvex optimization problem, over the input space of the generative model and the space of sparse vectors. We obtain theoretical recovery results for a Lipschitz continuous generative model and for a more specific generative model, based on coefficient decay rate bounds. We examine three high-dimensional problems and show that, for all three examples, the generative model approach outperforms sparsity promoting methods at small sample sizes.

97 MATHEMATICS AND COMPUTING↗

Group Projected subspace pursuit for IDENTification of variable coefficient differential equations (GP-IDENT)

We propose an effective and robust algorithm for identifying partial differential equations (PDEs) with space-time varying coefficients from the noisy observation of a single solution trajectory. Identifying unknown differential equations from noisy data is a difficult task, and it is even more challenging with space and time varying coefficients in the PDE. The proposed algorithm, GP-IDENT, has three ingredients: (i) we use B-spline bases to express the unknown space and time varying coefficients, (ii) we propose Group Projected Subspace Pursuit (GPSP) to find a sequence of candidate PDEs with various levels of complexity, and (iii) we propose a new criterion for model selection using the Reduction in Residual (RR) to choose an optimal one among a pool of candidates. The new GPSP considers group projected subspaces which is more robust than existing methods in distinguishing correlated group features. We test GP-IDENT on a variety of PDEs and PDE systems, and compare it with the state-of-the-art parametric PDE identification algorithms under different settings to illustrate its outstanding performance. Furthermore, our experiments show that GP-IDENT is effective in identifying the correct terms from a large dictionary, and our model selection scheme is robust to noise.

Data-driven method↗

Stability-preserving Lossy Compression for Large-scale Partial Differential Equations

Checkpoint/Restart (C/R) strategies are vital for fault tolerance in PDE-based scientific simulations, yet traditional checkpointing incurs significant I/O overhead. Lossy compression offers a scalable solution by reducing checkpoint data size, but conventional methods often lack control over physical invariants (e.g., energy), leading to instability such as oscillations or divergence in Partial Differential Equations (PDE) systems. This paper introduces a stability-preserving compression approach tailored for PDE simulations by explicitly controlling kinetic and potential energy perturbations to ensure stable restarts. Extensive experiments conducted across diverse PDE configurations demonstrate that our method maintains numerical stability with minimal error magnification—even across multiple checkpoint-restart cycles—outperforming state-of-the-art lossy compressors. Parallel evaluations on the Frontier supercomputer show up to 8.4× improvement in checkpoint write performance and 6.3× in read performance, while maintaining relative L2 errors ∼ 2e-6 throughout continued simulation. These results provide practical guidance for balancing compression accuracy, stability, and computational efficiency in large-scale PDE applications.

Gong, Qian [ORNL] (ORCID:0000000235704142)↗

Pass-efficient methods for compression of high-dimensional turbulent flow data

The future of high-performance computing, specifically on future Exascale computers, will presumably see memory capacity and bandwidth fail to keep pace with data generated, for instance, from massively parallel partial differential equation (PDE) systems. Current strategies proposed to address this bottleneck entail the omission of large fractions of data, as well as the incorporation of in situ compression algorithms to avoid overuse of memory. To ensure that post-processing operations are successful, this must be done in a way that a sufficiently accurate representation of the solution is stored. Moreover, in situations where the input/output system becomes a bottleneck in analysis, visualization, etc., or the execution of the PDE solver is expensive, the number of passes made over the data must be minimized. In the interest of addressing this problem, this work focuses on the utility of pass-efficient, parallelizable, low-rank, matrix decomposition methods in compressing high-dimensional simulation data from turbulent flows. Additionally, a particular emphasis is placed on using coarse representation of the data – compatible with the PDE discretization grid – to accelerate the construction of the low-rank factorization. This includes the presentation of a novel single-pass matrix decomposition algorithm for computing the so-called interpolative decomposition. The methods are described extensively and numerical experiments on two turbulent channel flow data are performed. In the first (unladen) channel flow case, compression factors exceeding 400 are achieved while maintaining accuracy with respect to first- and second-order flow statistics. In the particle-laden case, compression factors of 100 are achieved and the compressed data is used to recover particle velocities. These results show that these compression methods can enable efficient computation of various quantities of interest in both the carrier and disperse phases.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Generalized fractional approach to solving partial differential equations with arbitrary dispersion relations

The dynamics of physical systems are typically modeled by partial differential equations (PDEs). Because of the complexity in physical systems, PDE models rely on approximations or limiting cases. To model the full complexity of physical systems, it is necessary to use multiscale approaches where appropriate models are used at each level. Alternatively, complexity can be directly tackled by fractional integrodifferential equations that must be derived for each system. Here, we argue that complexity can be restored in PDEs by describing them from a fractional calculus perspective. Rather than deriving a fractional integrodifferential equation, we reinterpret the dispersion relation of the system by use of the Riesz definition, which contains the required information relating the energy and momentum space of the system and thus fully describes their dynamics. The approach is demonstrated by two examples: the Landau–Lifshitz equation in a 1D ferromagnetic chain and a modified KdV equation supporting surface gravity waves or Euler dispersion. The presented approach is applicable to fluids, soft matter, and solid-state matter and can be readily generalized to higher dimensions and more complex systems. While numerical calculations are needed to determine the fractional operator, the approach is analytical and can be utilized to determine analytical solutions and investigate nonlinear problems.

97 MATHEMATICS AND COMPUTING↗

Stability Analysis of Interface Conditions for Ocean-Atmosphere Coupling

In this paper, we analyze the stability of different coupling strategies for multidomain PDEs that arise in general circulation models used in climate simulations. We focus on fully coupled ocean–atmosphere models that are needed to represent and understand the complicated interactions of these two systems, becoming increasingly important in climate change assessment in recent years. Numerical stability issues typically arise because of different time-stepping strategies applied to the coupled PDE system. In particular, the contributing factors include using large time steps, lack of accurate interface flux, and single-iteration coupling. We investigate the stability of the coupled ocean–atmosphere models for various interface conditions such as the Dirichlet–Neumann condition and the bulk interface condition, which is unique to climate modeling. By analyzing a simplified model, we demonstrate here how the parameterization of the bulk condition and other numerical and physical parameters affect the coupling stability and establish stability conditions for different coupling strategies.

97 MATHEMATICS AND COMPUTING↗

[Development of New Mathematical Methodology in Air Traffic Control for the Analysis of Hybrid Systems]

The aim of this research is to develop new mathematical methodology for the analysis of hybrid systems of the type involved in Air Traffic Control (ATC) problems. Two directions of investigation were initiated. The first used the methodology of nonlinear generalized functions, whose mathematical foundations were initiated by Colombeau and developed further by Oberguggenberger; it has been extended to apply to ordinary differential. Systems of the type encountered in control in joint work with the PI and M. Oberguggenberger. This involved a 'mixture' of 'continuous' and 'discrete' methodology. ATC clearly involves mixtures of two sorts of mathematical problems: (1) The 'continuous' dynamics of a standard control type described by ordinary differential equations (ODE) of the form: {dx/dt = f(x, u)} and (2) the discrete lattice dynamics involved of cellular automata. Most of the CA literature involves a discretization of a partial differential equation system of the type encountered in physics problems (e.g. fluid and gas problems). Both of these directions requires much thinking and new development of mathematical fundamentals before they may be utilized in the ATC work. Rather than consider CA as 'discretization' of PDE systems, I believe that the ATC applications will require a completely different and new mathematical methodology, a sort of discrete analogue of jet bundles and/or the sheaf-theoretic techniques to topologists. Here too, I have begun work on virtually 'virgin' mathematical ground (at least from an 'applied' point of view) which will require considerable preliminary work.

Hermann, Robert↗

Long-time integration of parametric evolution equations with physics-informed DeepONets

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to introduce new effective ways of simulating such equations, however existing approaches are not able to reliably return stable and accurate predictions across long temporal horizons. We aim to address this challenge by introducing an effective framework for learning evolution operators that map random initial conditions to associated ODE/PDE solutions within a short time interval. Such operators can be parametrized by deep neural networks that are trained in an entirely self-supervised manner without requiring one to generate any paired input-output observations. Global long-time predictions across a range of initial conditions can be then obtained by iteratively evaluating the trained model using each prediction as the initial condition for the next evaluation step. Here, this introduces a new approach to temporal domain decomposition that is shown to be effective in performing accurate long-time simulations for a wide range of parametric ODE and PDE systems, from wave propagation, to reaction-diffusion dynamics and stiff chemical kinetics, introducing a new way of rapidly emulating non-equilibrium processes in science and engineering.

97 MATHEMATICS AND COMPUTING↗

ECLEIRS: Exact conservation law embedded identification of reduced states for parameterized nonlinear conservation laws from sparse and noisy data

Multi-query applications such as parameter estimation, uncertainty quantification and design optimization for parameterized partial differential equation (PDE) systems are expensive. While reduced/latent state dynamics approaches for parameterized PDEs offer a viable alternative, these approaches rely on high-quality data and struggle with highly sparse spatiotemporal noisy measurements typically obtained from experiments. Furthermore, there is no guarantee that these models satisfy governing physical conservation laws. In this article, we propose a reduced state dynamics approach, referred to as ECLEIRS, that embeds exact conservation in the solution and flux representation by utilizing a space-time divergence-free neural network formulation. We compare ECLEIRS with other reduced state dynamics approaches, those that do not enforce any physical constraints and those with physics-informed loss functions, for three shock-propagation problems: 1-D advection, 1-D Burgers and 2-D Euler equations. In conclusion, the numerical experiments conducted in this study demonstrate that ECLEIRS provides the most accurate prediction of dynamics for unseen parameters even in the presence of highly sparse and noisy data.

97 MATHEMATICS AND COMPUTING↗