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Results for “Partial integral differential equations”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Solving high-dimensional partial integral differential equations: The finite expression method

Partial integro-differential equations (PIDEs) have broad applications in the sciences, from electro-magnetism to options pricing. Here, in this paper, we introduce a new finite expression method (FEX) to solve PIDEs. This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel method of parameter grouping is proposed to reduce the number of coefficients in high-dimensional function approximation; 2) A Taylor series approximation method is implemented to significantly improve the computational efficiency and accuracy of the evaluation of the integral terms of PIDEs. The new FEX based method, denoted FEX-PG to indicate the addition of the parameter grouping (PG) step to the algorithm, provides both high accuracy and interpretable numerical solutions, with the outcome being an explicit equation that facilitates intuitive understanding of the underlying solution structures. These features are often absent in traditional methods, such as finite element methods (FEM) and finite difference methods, as well as in deep learning-based approaches. To benchmark our method against recent advances, we apply the new FEX-PG to solve benchmark PIDEs in the literature. In high-dimensional settings, FEX-PG exhibits strong and robust performance, achieving relative errors on the order of single precision machine epsilon, significantly outperforming existing approaches based on neural networks.

Combinatorial optimization↗
NASA NTRS1988

A novel approach to the modelling and control of flexible robot arms

A general dynamic model of a two-link Euler-Bernoulli beam flexible robot arm is presented in the form of partial-differential-integral equations. Observations are made on important properties of the dynamic model. The resulting infinite-dimensional system is then input-output decoupled and partially linearized by a diffeomorphic state transformation and nonlinear state feedback. The local stability issue is addressed for a one-link flexible robot arm.

Ding, Xuru↗
DOE OSTI2025

Optimizing the optimizer for physics-informed neural networks and Kolmogorov-Arnold networks

Physics-Informed Neural Networks (PINNs) have revolutionized the computation of PDE solutions by integrating partial differential equations (PDEs) into the neural network’s training process as soft constraints, becoming an important component of the scientific machine learning (SciML) ecosystem. More recently, physics-informed Kolmogorv-Arnold networks (PIKANs) have also shown to be effective and comparable in accuracy with PINNs. In their current implementation, both PINNs and PIKANs are mainly optimized using first-order methods like Adam, as well as quasi-Newton methods such as BFGS and its low-memory variant, L-BFGS. However, these optimizers often struggle with highly nonlinear and non-convex loss landscapes, leading to challenges such as slow convergence, local minima entrapment, and (non)degenerate saddle points. In this study, we investigate the performance of Self- Scaled BFGS (SSBFGS), Self-Scaled Broyden (SSBroyden) methods and other advanced quasi-Newton schemes, including BFGS and L-BFGS with different line search strategies. These methods dynamically rescale updates based on historical gradient information, thus enhancing training efficiency and accuracy. We systematically compare these optimizers – using both PINNs and PIKANs – on key challenging PDEs, including the Burgers, Allen-Cahn, Kuramoto-Sivashinsky, Ginzburg-Landau, and Stokes equations. Additionally, we evaluate the performance of SSBFGS and SSBroyden for Deep Operator Network (DeepONet) architectures, demonstrating their effectiveness for data-driven operator learning. Our findings provide state-of-the-art results with orders-of-magnitude accuracy improvements without the use of adaptive weights or any other enhancements typically employed in PINNs. More broadly, our work reveal insights into the effectiveness of quasi-Newton optimization strategies in significantly improving the convergence and accurate generalization of PINNs and PIKANs.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1977

Calculation of sheath and wake structure about a pillbox-shaped spacecraft in a flowing plasma

A computer program was used for studies of the disturbed zones around bodies in flowing plasmas, particularly spacecraft and their associated sheaths and wakes. The program solved a coupled Poisson-Vlasov system of nonlinear partial differential integral equations to obtain distributions of electric potential and ion and electron density about a finite length cylinder in a plasma flow at arbitrary ion Mach numbers. The approach was applicable to a larger range of parameters than other available approaches. In sample calculations, bodies up to 100 Debye lengths in radius were treated, that is, larger than any previously treated realistically. Applications were made to in-situ satellite experiments.

Parker, L. W.↗
NASA NTRS1994

On the removal of boundary errors caused by Runge-Kutta integration of non-linear partial differential equations

It has been previously shown that the temporal integration of hyperbolic partial differential equations (PDE's) may, because of boundary conditions, lead to deterioration of accuracy of the solution. A procedure for removal of this error in the linear case has been established previously. In the present paper we consider hyperbolic (PDE's) (linear and non-linear) whose boundary treatment is done via the SAT-procedure. A methodology is present for recovery of the full order of accuracy, and has been applied to the case of a 4th order explicit finite difference scheme.

Abarbanel, Saul↗
DOE OSTI2024

A High-Order Eulerian–Lagrangian Runge–Kutta Finite Volume (EL–RK–FV) Method for Scalar Nonlinear Conservation Laws

Abstract We present a class of high-order Eulerian–Lagrangian Runge–Kutta finite volume methods that can numerically solve Burgers’ equation with shock formations, which could be extended to general scalar conservation laws. Eulerian–Lagrangian (EL) and semi-Lagrangian (SL) methods have recently seen increased development and have become a staple for allowing large time-stepping sizes. Yet, maintaining relatively large time-stepping sizes post shock formation remains quite challenging. Our proposed scheme integrates the partial differential equation on a space-time region partitioned by linear approximations to the characteristics determined by the Rankine–Hugoniot jump condition. We trace the characteristics forward in time and present a merging procedure for the mesh cells to handle intersecting characteristics due to shocks. Following this partitioning, we write the equation in a time-differential form and evolve with Runge–Kutta methods in a method-of-lines fashion. High-resolution methods such as ENO and WENO-AO schemes are used for spatial reconstruction. Extension to higher dimensions is done via dimensional splitting. Numerical experiments demonstrate our scheme’s high-order accuracy and ability to sharply capture post-shock solutions with large time-stepping sizes.

Chen, Jiajie↗
NASA NTRS1982

Compressibility effects in turbulence modeling

Numerical turbulence modeling is discussed with attention given to fluid property variations caused by compressibility in an adiabatic flow. The models are considered in terms of integral quantities expressed by ordinary differential equations and by those formulated as partial differential equations. Compressibility corrections for both integral and partial differential methods are reviewed. Eddy-viscosity models are explored for their capability to characterize the mass-weighted Reynolds stress, which can be accounted for with primitive and/or mass-weighted variables. Compressible flow simulations are currently constrained to low Re and zero mean dilation. The effects of compressibility are defined in wave number space by resolving the Fourier transforms of the velocity vectors into components which are perpendicular and parallel to the wave number vector. Statistical correlations then permit obtaining a value for each contribution.

Rubesin, M. W.↗
DOE OSTI2025

Machine Learned Empirical Numerical Integrator from Simulated Data

Recently, a number of state-of-the-art surrogate machine learning (ML) models have been designed for global weather and climate prediction, which have been trained using reanalysis data products. Reanalysis data products are constructed using numerical model simulations that combine numerical integration of partial differential equations and parameterization schemes. These products are typically only archived and made available using coarsened spatial and temporal resolutions. This study explores the impact of the numerical generation methods used to produce the training datasets and the temporal resolution of those datasets on machine learning surrogate models. Using the nonlinear vector autoregression (NVAR) machine as an explainable ML technique, simple dynamical systems are emulated with ML models trained on data produced by three classical numerical integration schemes. NVAR is validated as a skillful ML method, capable of producing accurate predictions and, more importantly, reconstructing both the underlying dynamics and the numerical integration scheme used to generate the training data. However, the machine fails to generalize predictions on unseen test data generated by different numerical integration schemes, despite the underlying dynamical system being the same. This result provides a word of caution for the growing field of machine learning emulation of weather and climate dynamics. Furthermore, we illustrate using NVAR that training on temporally coarsened data may increase the required complexity of ML models and potentially introduce new numerical challenges. Finally, we discover that empirical integration schemes with arbitrary time-stepping sizes can be constructed directly from the data, which implies a potential for the development of empirical numerical integration schemes.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1989

A general dynamic model of flexible robot arms for control

Hamilton's principle is used to derive the dynamic model for a large class of flexible robot arms. The resultant dynamic model consists of a system of partial differential-integral equations and the dynamic boundary conditions associated with it. Some properties of the model are observed, and its application to control is discussed. This model represents an infinite-dimensional nonlinear dynamic system and yet can be turned into a finite-dimensional system that could be obtained by modal expansion, if it is desired. This provides more flexibility for control purposes as well as for the analysis of the system.

Ding, X.↗
NASA NTRS1990

Quadrature imposition of compatibility conditions in Chebyshev methods

This paper handles a problem encountered in the solution by way of Chebyshev spectral collocation discretization of the Poisson equation with homogeneous Neumann boundary conditions. When pseudospectral Chebyshev methodology is utilized to discretize the partial differential equation these integrals have to be approximated by an appropriate quadrature formula. The correct quadrature formula is developed for these problems, taking into account the degree of the polynomials involved. It is shown that this formula leads to a well-conditioned Chebyshev approximation to the differential equations and that the compatibility condition is automatically satisfied.

Gottlieb, D.↗
NASA NTRS1993

A dual reciprocal boundary element formulation for viscous flows

The advantages inherent in the boundary element method (BEM) for potential flows are exploited to solve viscous flow problems. The trick is the introduction of a so-called dual reciprocal technique in which the convective terms are represented by a global function whose unknown coefficients are determined by collocation. The approach, which is necessarily iterative, converts the governing partial differential equations into integral equations via the distribution of fictitious sources or dipoles of unknown strength on the boundary. These integral equations consist of two parts. The first is a boundary integral term, whose kernel is the unknown strength of the fictitious sources and the fundamental solution of a convection-free flow problem. The second part is a domain integral term whose kernel is the convective portion of the governing PDEs. The domain integration can be transformed to the boundary by using the dual reciprocal (DR) concept. The resulting formulation is a pure boundary integral computational process.

Lafe, Olu↗
NASA NTRS1974

Parametric study of relaminarization of turbulent boundary layers on nozzle walls

By means of comparisons between theoretical predictions and experimental data, the accuracy of a boundary procedure to predict the effect of large streamwise accelerations upon initially turbulent boundary layers is assessed. The boundary layer procedure is based upon simultaneous solution of the boundary layer partial differential equations and the integral turbulence kinetic energy equation. The results of the present investigation show the ability of the procedure to accurately predict properties of boundary layers subjected to large streamwise accelerations. The procedure is used to conduct a parametric study of the effect of free stream turbulence, heat transfer, Reynolds number, acceleration, and Mach number on boundary layers in supersonic nozzles to assist in the design of a quiet tunnel. Results of the investigation show that, even in the presence of moderate free-stream turbulence levels, the boundary layer in the approach section of the quiet tunnel nozzle relaminarizes and becomes thin enough to be removed by a small slot in the nozzle wall. Furthermore, the calculations indicate that it should be possible to maintain a laminar boundary layer for the entire length of the supersonic portion of the quiet tunnel nozzle.

Kreskovsky, J. P.↗
NASA NTRS1987

Parallel Algorithm Solves Coupled Differential Equations

Numerical methods adapted to concurrent processing. Algorithm solves set of coupled partial differential equations by numerical integration. Adapted to run on hypercube computer, algorithm separates problem into smaller problems solved concurrently. Increase in computing speed with concurrent processing over that achievable with conventional sequential processing appreciable, especially for large problems.

Hayashi, A.↗
NASA NTRS1990

A real-time approximate optimal guidance law for flight in a plane

A real-time guidance scheme is presented for the problem of maximizing the payload into orbit subject to the equations of motion of a rocket over a nonrotating spherical earth. The flight is constrained to a path in the equatorial plane while reaching an orbital altitude at orbital injection speeds. The dynamics of the problem can be separated into primary and perturbation effects by a small parameter, epsilon, which is the ratio of the atmospheric scale height to the radius of the earth. The Hamilton-Jacobi-Bellman or dynamic programming equation is expanded in an asymptotic series where the zeroth-order term (epsilon = 0) can be obtained in closed form. The neglected perturbation terms are included in the higher-order terms of the expansion, which are determined from the solution of first-order linear partial differential equations requiring only integrations which are quadratures. The quadratures can be performed rapidly with emerging computer capability, so that real-time approximate optimization can be used to construct the launch guidance law. The application of this technique to flight in three-dimensions is made apparent from the solution presented.

Feeley, Timothy S.↗
NASA NTRS1968

Solution of differential equations by application of transformation groups

Report applies transformation groups to the solution of systems of ordinary differential equations and partial differential equations. Lies theorem finds an integrating factor for appropriate invariance group or groups can be found and can be extended to partial differential equations.

Driskell, C. N., Jr.↗