Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “nonlinear PDEs”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes

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

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

First‐Order Empirical Interpolation Method for Real‐Time Solution of Parametric Time‐Dependent Nonlinear PDEs

ABSTRACT We present a model reduction approach for the real‐time solution of time‐dependent nonlinear partial differential equations (PDEs) with parametric dependencies. A major challenge in constructing efficient and accurate reduced‐order models for nonlinear PDEs is the efficient treatment of nonlinear terms. We address this by unifying the implementation of hyperreduction methods to deal with nonlinear terms. Furthermore, we introduce a first‐order empirical interpolation method (EIM) to provide an efficient approximation of the nonlinear terms in time‐dependent PDEs. We demonstrate the effectiveness of our approach on the Allen–Cahn equation, which models phase separation, and the Buckley–Leverett equation, which describes two‐phase fluid flow in porous media. Numerical results highlight the accuracy, efficiency, and stability of the proposed method compared with both the Galerkin–Newton approach and hyper‐reduced models using the standard EIM.

Nguyen, Ngoc Cuong [Center for Computational Engin↗
DOE OSTI2022

Asynchronous domain decomposition methods for nonlinear PDEs

One- and two-level parallel asynchronous methods for the numerical solution of nonlinear systems of equations, especially those arising from (nonlinear) partial differential equations, are studied. The proposed methods are based on domain decomposition techniques. Local convergence theorems are presented in several cases, with appropriate hypotheses. Computational results on a shared memory multiprocessor machine for various problems exhibiting nonlinearities are reported, illustrating the potential of these asynchronous methods, especially for heterogeneous clusters.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

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↗
DOE OSTI2023

Neural Network-Based Variational Methods for Solving Quadratic Porous Medium Equations in High Dimensions

Here, in this paper, we propose and study neural network-based methods for solutions of high-dimensional quadratic porous medium equation (QPME). Three variational formulations of this nonlinear PDE are presented: a strong formulation and two weak formulations. For the strong formulation, the solution is directly parameterized with a neural network and optimized by minimizing the PDE residual. It can be proved that the convergence of the optimization problem guarantees the convergence of the approximate solution in the $L^1$ sense. The weak formulations are derived following (Brenier in Examples of hidden convexity in nonlinear PDEs, 2020) which characterizes the very weak solutions of QPME. Specifically speaking, the solutions are represented with intermediate functions who are parameterized with neural networks and are trained to optimize the weak formulations. Extensive numerical tests are further carried out to investigate the pros and cons of each formulation in low and high dimensions. This is an initial exploration made along the line of solving high-dimensional nonlinear PDEs with neural network-based methods, which we hope can provide some useful experience for future investigations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Linear and Nonlinear Solvers for Simulating Multiphase Flow within Large-Scale Engineered Subsurface Systems

Simulation of multiphase flow in the subsurface is well-known to be computationally challenging. While there have been many studies that have explored approaches to overcoming these challenges, they often utilize relatively simple case studies. In this paper, we focus on the unique numerical challenges posed by modeling large-scale engineered subsurface systems, characterized by discrete features embedded in a heterogeneous natural subsurface setting. The man-made features such as shafts, tunnels, and barriers often cause multiple challenges in modeling the domain for multiphase porous media flow. This flow scenario can have a wide range of applications such as nuclear waste repositories, enhanced recovery of a petroleum reservoir, geothermal engineering, and carbon sequestration. An example of these severe numerical challenges is the case of performance assessment (PA) for Waste Isolation Pilot Plant (WIPP), the only operating deep geological repository in the US, which simulates extreme material properties of bedded salt rock formation and extreme contrast due to open excavation next to the formation. The models have extremes not only of permeability and porosity but also of the constitutive models needed for multiphase flow; additionally, they have process models like salt creep closure reducing porosity over time, fracturing in clay and anhydrite interbeds of the bedded salt, gas generation from the waste materials, and unintentional human borehole intrusions in some scenarios. Numerical simulations require the solution of coupled systems of nonlinear PDEs; in our work, we use the open-source simulator PFLOTRAN which is based on Finite Volume discretization. The solution of the nonlinear equations requires use of the Newton-Raphson iteration at each time step, which entails the solution of the linearized Jacobian system at each iteration. The effects of all the processes (i.e., large number of unknowns, highly nonlinear constitutive relations, large contrasts in material properties in short distances) lead to an ill-conditioned Jacobian matrix that severely challenges traditional linear solver, i.e., stabilized biconjugate gradient with block Jacobi incomplete LU preconditioner (BCGS-ILU) leading to non-convergence for traditional Newton-Raphson nonlinear solver causing unacceptably long computation time for each model. This paper presents linear solvers such as constrained pressure residual (CPR) two-stage preconditioner with alternate-block-factorization (ABF) and quasi- implicit pressure and explicit saturation (QIMPES) decouplers and flexible generalized residual solver (FGMRES). The new general-purpose nonlinear solver, Newton trust-region dogleg Cauchy (NTRDC), is also introduced to resolve extreme nonlinearities in the models. We demonstrate the effectiveness of each method relative to the default BCGS-Newton solver. The two best cases had nearly 50 times speed-up and achieved completion of a simulation in 14 hours that never completed due to non-convergence with the default solver. We also investigate the strong scalability of each method and discuss some of the deficiencies found for Block Jacobi preconditioner using parallel domain decomposition, and node packing effects of modern processor architecture.

Preconditioner, Nonlinear, Porous media, Multiphas↗
DOE OSTI2024

Machine-learning based model reduction for partial differential equations

We develop a novel synergistic approach between model reduction and machine learning. The specific goal of this project is to aid in the construction of reduced order models for basis functions that are custom-made to represent the solution of partial differential equations. Partial differential equations (PDEs) are one of the main mathematical tools for describing physical phenomena. However, due to either efficiency or necessity, for many real-world problems, we are interested in constructing reduced order models (ROMs) which focus only on the explicit computation of subsets of the active spatio-temporal scales in the problem, while treating the interaction with the rest of the scales approximately. The task of accurate representation of such interactions (usually called memory terms) constitutes a vast area of research known as model reduction. PI Stinis has significant expertise in the construction of ROMs for complex systems. In addition, in recent work with the project key participant Qadeer, they have utilized machine learning to acquire custom-made basis functions (CBFs) to expand the solutions of PDEs. In the proposed work, we will merge the two concepts by constructing ROMs for subsets of the CBFs needed to represent the solution of a PDE. Specifically, we will use the Mori-Zwanzig model reduction formalism to construct ROMs for subsets of CBFs for nonlinear PDEs of various complexity, as well as investigate the usage of CBFs in the spectral vanishing viscosity method for problems that can form shocks in finite time. The outcome of the research is aimed to be proof-of-concept about a novel synergistic approach between model reduction and machine learning, thus advancing the field of scientific machine learning. Such a capability will benefit the efficient modeling of physical systems appearing in various areas of interest to the DOE.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part II: Nonlinearities and DAEs

Fully implicit Runge--Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic framework for solving the nonlinear equations that arise from IRK methods (and discontinuous Galerkin discretizations in time) applied to nonlinear numerical PDEs, including PDEs with algebraic constraints. Several new linearizations of the nonlinear IRK equations are developed, offering faster and more robust convergence than the often-considered simplified Newton, as well as an effective preconditioner for the true Jacobian if exact Newton iterations are desired. Inverting these linearizations requires solving a set of block 2 x 2 systems. Under quite general assumptions, it is proven that the preconditioned 2 x 2 operator's condition number is bounded by a small constant close to one, independent of the spatial discretization, spatial mesh, and time step, and with only weak dependence on the number of stages or integration accuracy. Moreover, the new method is built using the same preconditioners needed for backward Euler-type time stepping schemes, so can be readily added to existing codes. The new methods are applied to several challenging fluid flow problems, including the compressible Euler and Navier--Stokes equations, and the vorticity-streamfunction formulation of the incompressible Euler and Navier--Stokes equations. Up to 10th-order accuracy is demonstrated using Gauss IRK, while in all cases fourth-order Gauss IRK requires roughly half the number of preconditioner applications as required by standard Singly diagonally implicit Runge--Kutta methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Manifold learning for coarse-graining atomistic simulations: Application to amorphous solids

In this work, we introduce a generalized machine learning framework to probabilistically parameterize upper-scale models in the form of nonlinear PDEs consistent with a continuum theory, based on coarse-grained atomistic simulation data of mechanical deformation and flow processes. The proposed framework utilizes a hypothesized coarse-graining methodology with manifold learning and surrogate-based optimization techniques. Coarse-grained high-dimensional data describing quantities of interest of the multiscale models are projected onto a nonlinear manifold whose geometric and topological structure is exploited for measuring behavioral discrepancies in the form of manifold distances. A surrogate model is constructed using Gaussian process regression to identify a mapping between stochastic parameters and distances. Derivative-free optimization is employed to adaptively identify a unique set of parameters of the upper-scale model capable of rapidly reproducing the system's behavior while maintaining consistency with coarse-grained atomic-level simulations. The proposed method is applied to learn the parameters of the shear transformation zone (STZ) theory of plasticity that describes plastic deformation in amorphous solids as well as coarse-graining parameters needed to translate between atomistic and continuum representations. We show that the methodology is able to successfully link coarse-grained microscale simulations to macroscale observables and achieve a high-level of parity between the models across scales.

36 MATERIALS SCIENCE↗
DOE OSTI2026

Active operator learning with predictive uncertainty quantification for partial differential equations

With the increased prevalence of neural operators being used to provide rapid solutions to partial differential equations (PDEs), understanding the accuracy of model predictions and the associated error levels is necessary for deploying reliable surrogate models in scientific applications. Existing uncertainty quantification (UQ) frameworks employ ensembles or Bayesian methods, which can incur substantial computational costs during both training and inference. Here, we propose a lightweight predictive UQ method tailored for Deep operator networks (DeepONets) that also generalizes to other operator networks. Numerical experiments on linear and nonlinear PDEs demonstrate that the framework’s uncertainty estimates are unbiased and provide accurate out-of-distribution uncertainty predictions with a sufficiently large training dataset. Our framework provides fast inference and uncertainty estimates that can efficiently drive outer-loop analyses that would be prohibitively expensive with conventional solvers. We demonstrate how predictive uncertainties can be used in the context of Bayesian optimization and active learning problems to yield improvements in accuracy and data-efficiency for outer-loop optimization procedures. In the active learning setup, we extend the framework to Fourier Neural Operators (FNO) and describe a generalized method for other operator networks. To enable real-time deployment, we introduce an inference strategy based on precomputed trunk outputs and a sparse placement matrix, reducing evaluation time by more than a factor of five. Our method provides a practical route to uncertainty-aware operator learning in time-sensitive settings.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

A gradient-based deep neural network model for simulating multiphase flow in porous media

We report simulation of multiphase flow in porous media is crucial for the effective management of subsurface energy and environment-related activities. The numerical simulators used for modeling such processes rely on spatial and temporal discretization of the governing mass and energy balance partial-differential equations (PDEs) into algebraic systems via finite-difference/volume/element methods. These simulators usually require dedicated software development and maintenance, and suffer low efficiency from a runtime and memory standpoint for problems with multi-scale heterogeneity, coupled-physics processes or fluids with complex phase behavior. Therefore, developing cost-effective, data-driven models can become a practical choice, and in this work, we choose deep learning approaches as they can handle high dimensional data and accurately predict state variables with strong nonlinearity. In this paper, we describe a gradient-based deep neural network (GDNN) constrained by the physics related to multiphase flow in porous media. We tackle the nonlinearity of flow in porous media induced by rock heterogeneity, fluid properties, and fluid-rock interactions by decomposing the nonlinear PDEs into a dictionary of elementary differential operators. We use a combination of operators to handle rock spatial heterogeneity and fluid flow by advection. Since the augmented differential operators are inherently related to the physics of fluid flow, we treat them as first principles prior knowledge to regularize the GDNN training. We use the example of pressure management at geologic CO 2 storage sites, where CO 2 is injected in saline aquifers and brine is produced, and apply GDNN to construct a predictive model that is trained with physics-based simulation data and emulates the physics process. We demonstrate that GDNN can effectively predict the nonlinear patterns of subsurface responses, including the temporal and spatial evolution of the pressure and saturation plumes. We also successfully extend the GDNN to convolutional neural network (CNN), namely gradient-based CNN (GCNN), and validate its capability to improve the prediction accuracy. GDNN has great potential to tackle challenging problems that are governed by highly nonlinear physics and enable the development of data-driven models with higher fidelity.

42 ENGINEERING↗
DOE OSTI2023

hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty

Bayesian inference provides a systematic framework for integration of data with mathematical models to quantify the uncertainty in the solution of the inverse problem. However, the solution of Bayesian inverse problems governed by complex forward models described by partial differential equations (PDEs) remains prohibitive with black-box Markov chain Monte Carlo (MCMC) methods. We present hIPPYlib-MUQ, an extensible and scalable software framework that contains implementations of state-of-the art algorithms aimed to overcome the challenges of high-dimensional, PDE-constrained Bayesian inverse problems. These algorithms accelerate MCMC sampling by exploiting the geometry and intrinsic low-dimensionality of parameter space via derivative information and low rank approximation. The software integrates two complementary open-source software packages, hIPPYlib and MUQ. hIPPYlib solves PDE-constrained inverse problems using automatically-generated adjoint-based derivatives, but it lacks full Bayesian capabilities. MUQ provides a spectrum of powerful Bayesian inversion models and algorithms, but expects forward models to come equipped with gradients and Hessians to permit large-scale solution. By combining these two complementary libraries, we created a robust, scalable, and efficient software framework that realizes the benefits of each and allows us to tackle complex large-scale Bayesian inverse problems across a broad spectrum of scientific and engineering disciplines. To illustrate the capabilities of hIPPYlib-MUQ, we present a comparison of a number of MCMC methods available in the integrated software on several high-dimensional Bayesian inverse problems. These include problems characterized by both linear and nonlinear PDEs, various noise models, and different parameter dimensions. The results demonstrate that large (~ 50×) speedups over conventional black box and gradient-based MCMC algorithms can be obtained by exploiting Hessian information (from the log-posterior), underscoring the power of the integrated hIPPYlib-MUQ framework.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Explicit Monotone Stable Super-Time-stepping Methods for Finite Time Singularities

We explore a novel way to numerically resolve the scaling behavior of finite-time singularities in solutions of nonlinear parabolic PDEs. The Runge–Kutta–Legendre (RKL) and Runge–Kutta–Gegenbauer (RKG) super-time-stepping methods were originally developed for nonlinear complex physics problems with diffusion. These are multistage single step second-order, forward-in-time methods with no implicit solves. The advantage is that the time-step size for stability scales with stage number 𝑠 as $\mathcal{O}$⁡(𝑠 2 ). Many interesting nonlinear PDEs have finite-time singularities, and the presence of diffusion often limits one to using implicit or semi-implicit time-step methods for stability constraints. Finite-time singularities are particularly challenging due to the large range of scales that one desires to resolve, often with adaptive spatial grids and adaptive time steps. Here, in this study, we show two examples of nonlinear PDEs for which the self-similar singularity structure has time and space scales that are resolvable using the RKL and RKG methods, without forcing even smaller time steps. Compared to commonly used implicit numerical methods, we achieve a significantly smaller run time while maintaining comparable accuracy. We also prove numerical monotonicity for both the RKL and RKG methods under their linear stability conditions for the constant coefficient heat equation, in the case of infinite domain and periodic boundary condition, leading to a theoretical guarantee of the superiority of the RKL and RKG methods over traditional super-time-stepping methods, such as the Runge-Kutta-Chebyshev and the orthogonal Runge-Kutta-Chebyshev methods. Code can be found at https://github.com/ZT220501/SRK-Singularity.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

A Tensor Network-Based Quantum Algorithm for the Nonlinear 1D Burgers' Equation

In this work, we implement a tensor network-based quantum algorithm to solve unsteady, nonlinear partial differential equations (PDEs). The challenge lies in how to effectively represent, encode, process, and evolve the nonlinear system of PDEs on quantum computers. We will discuss the new techniques using the compressible 1-dimensional (1D) Burgers' equation as an example, because it represents the fundamental nonlinear feature and yet removes certain complexity in physics, allowing us to focus on the design of quantum algorithms. Previous attempts to solve nonlinear PDEs in quantum computation have often involved storing multiple copies of solutions or employing linearizations. Neither is practical due to exponential scaling with evolution time or insufficient solution accuracy. Our framework is based on matrix product states (MPSs) and matrix product operators (MPOs). For example, the velocity field is represented by MPS, whereas the linear and nonlinear spatial differential terms of the velocity field are processed by MPOs. Our primary focus herein is to verify and validate the various tensor network components of the algorithm using solutions obtained by the classical algorithms on high performance computing (HPC) architectures. We use a classical time marching method to demonstrate the functionality of the tensor network operations to model the PDE and their robustness with the time evolution of the system. Our classical simulation results demonstrate the utility of tensor network-based operations in modeling nonlinear PDEs and highlight the necessity as well as potential advantages of using quantum simulations for these techniques.

Gopalakrishnan Meena, Murali [ORNL] (ORCID:0000000↗
DOE OSTI2025

Towards a Quantum Algorithm for the Incompressible Nonlinear Navier-Stokes Equations

In this work, we present novel concepts for quantum algorithms to solve transient, nonlinear partial differential equations (PDEs). The challenge lies in how to effectively represent, encode, process, and evolve the nonlinear system of PDEs on quantum computers. We will discuss the new techniques using the incompressible Navier-Stokes equations as an example, because it represents the fundamental nonlinear feature and yet removes certain complexity in physics, allowing us to focus on the design of quantum algorithms. Previous attempts solving nonlinear PDEs in quantum computation have often involved storing multiple copies of solutions or employing linearizations. Neither is practical due to exponential scaling with evolution time or insufficient solution accuracy. We propose a new framework based on matrix product states (MPSs) and matrix product operators (MPOs), in addition to the Krylov subspace methods. For example, the solution variables of the Navier-Stokes equations are represented by MPSs, and the linear and nonlinear terms are processed by MPOs. The time evolution of the operators is attained by a fast-forwarding algorithm using Krylov subspace methods. Furthermore, we discuss various techniques for efficient encoding of MPSs, measurement reduction for MPOs, and use of tensor operations to treat multi-variate, multi-physics characteristics of Navier-Stokes.

Gopalakrishnan Meena, Murali [ORNL] (ORCID:0000000↗
DOE OSTI2024

Classical-quantum simulation of non-equilibrium Marshak waves

In the radiation hydrodynamic simulations used to design inertial confinement fusion (ICF) and pulsed power experiments, nonlinear radiation diffusion tends to dominate CPU time. This raises the interesting question of whether a quantum algorithm can be found for nonlinear radiation diffusion which provides a quantum speedup. Recently, such a quantum algorithm was introduced based on a quantum algorithm for solving systems of nonlinear partial differential equations (PDEs) which provides a quadratic quantum speedup. Here, we apply this quantum PDE (QPDE) algorithm to the problem of a non-equilibrium Marshak wave propagating through a cold, semi-infinite, optically thick target, where the radiation and matter fields are not assumed to be in local thermodynamic equilibrium. The dynamics is governed by a coupled pair of nonlinear PDEs which are solved using the QPDE algorithm, as well as two standard PDE solvers: (i) Python's py-pde solver; and (ii) the KULL ICF simulation code developed at Lawrence-Livermore National Laboratory. We compare the simulation results obtained using the QPDE algorithm and the standard PDE solvers and find excellent agreement.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2025

Adaptive Uncertainty Quantification for Stochastic Hyperbolic Conservation Laws

Here, we propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents sampling schemes or simulation ensembles while also preserving fundamental properties, in particular hyperbolicity of the resulting systems and conservation of the discrete solutions. Furthermore, we augment the existing SFV theory with a priori convergence results for statistical quantities, in particular push-forward densities, which we demonstrate through numerical experiments. By linking refinement indicators to regions of the physical and stochastic spaces, we drive anisotropic refinements of the discretizations, introducing new degrees of freedom where deemed profitable. To illustrate our proposed method, we consider a series of numerical examples for nonlinear hyperbolic PDEs based on Burgers’ and Euler’s equations.

97 MATHEMATICS AND COMPUTING↗