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DOE OSTI2026

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↗

DOE OSTI2025

Parallel-in-Time Solution of Scalar Nonlinear Conservation Laws

Here, we consider the parallel-in-time solution of scalar nonlinear conservation laws in one spatial dimension. The equations are discretized in space with a conservative finite-volume method using weighted essentially nonoscillatory (WENO) reconstructions, and in time with high-order explicit Runge–Kutta methods. The solution of the global, discretized space-time problem is sought via a nonlinear iteration that uses a novel linearization strategy in cases of nondifferentiable equations. Under certain choices of discretization and algorithmic parameters, the nonlinear iteration coincides with Newton’s method, although, more generally, it is a preconditioned residual correction scheme. At each nonlinear iteration, the linearized problem takes the form of a certain discretization of a linear conservation law over the space-time domain in question. An approximate parallel-in-time solution of the linearized problem is computed with a single multigrid reduction-in-time (MGRIT) iteration; however, any other effective parallel-in-time method could be used in its place. The MGRIT iteration employs a novel coarse-grid operator that is a modified conservative semi-Lagrangian discretization and generalizes those we have developed previously for nonconservative scalar linear hyperbolic problems. Numerical tests are performed for the inviscid Burgers and Buckley–Leverett equations. For many test problems, the solver converges in just a handful of iterations with a convergence rate independent of mesh resolution, including problems with (interacting) shocks and rarefactions.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

A scalable exponential-DG approach for nonlinear conservation laws: With application to Burger and Euler equations

In this work, we propose an Exponential DG framework for partial differential equations. We decompose 7 governing equations into linear and nonlinear parts to which we apply the discontinuous Galerkin 8 (DG) spatial discretization. In particular, we construct the linear part using Jacobian that effectively 9 capture stiff characteristics in the system. The former is integrated analytically, whereas the latter 10 is approximated. This approach i) is stable with a large Courant number (Cr > 1); ii) supports 11 high-order solutions both in time and space; iii) is computationally favorable compared to IMEX 12 DG methods with no preconditioner; iv) becomes comparable to explicit RKDG methods on uniform 13 mesh and beneficial on non-uniform grid for Euler equations; v) is scalable in a modern massively 14 parallel computing architecture due to its explicit nature of exponential time integrators and com15 pact communication stencil of DG method. Numerical results demonstrate the performance of our 16 proposed methods through various examples. We also discuss the stability and convergence analysis 17 for our exponential DG scheme in the context of Burgers equation.

42 ENGINEERING↗

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↗

DOE OSTI2021

On the violation of the zeroth law of turbulence in space plasmas

The zeroth law of turbulence states that, for fixed energy input into large-scale motions, the statistical steady state of a turbulent system is independent of microphysical dissipation properties. This behaviour, which is fundamental to nearly all fluid-like systems from industrial processes to galaxies, occurs because nonlinear processes generate smaller and smaller scales in the flow, until the dissipation – no matter how small – can thermalise the energy input. Using direct numerical simulations and theoretical arguments, we show that in strongly magnetised plasma turbulence such as that recently observed by the Parker Solar Probe spacecraft, the zeroth law is routinely violated. Namely, when such turbulence is ‘imbalanced’ – when the large-scale energy input is dominated by Alfvénic perturbations propagating in one direction (the most common situation in space plasmas) – nonlinear conservation laws imply the existence of a ‘barrier’ at scales near the ion gyroradius. This causes energy to build up over time at large scales. The resulting magnetic-energy spectra bear a strong resemblance to those observed in situ , exhibiting a sharp, steep kinetic transition range above and around the ion-Larmor scale, with flattening at yet smaller scales. The effect thus offers a possible solution to the decade-long puzzle of the position and variability of ion-kinetic spectral breaks in plasma turbulence. The existence of the ‘barrier’ also suggests that, how a plasma is forced at large scales (the imbalance) may have a crucial influence on thermodynamic properties such as the ion-to-electron heating ratio.

Physics↗

DOE OSTI2025

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↗

DOE OSTI2020

Implicit fast sweeping method for hyperbolic systems of conservation laws

Implicit time-accurate methods are often used to integrate stiff problems where explicit schemes impose severe time step restrictions. This paper presents an efficient numerical framework based on the Fast Sweeping Method (FSM) for solving linear and nonlinear hyperbolic systems of conservation laws. The solution at each discrete location is computed by sweeping the numerical domain in several predetermined directions that follow the causality of the characteristic families. The use of a fractional step strategy eliminates the need for a solution selection criterion while one-sided stencils limit the number of sweeps to at most 2 d for d space dimensions. This work focuses on the first-order implicit upwind method since it constitutes the building block for high-order conservative schemes. For problems where the degree of stiffness evolves over time, implicit-explicit hybridization can be accomplished with the same algorithm by simply switching the stencil at each time level. As opposed to traditional implicit solvers, the sweeping method does not require a local time linearization of the fluxes thereby preserving the nonlinear stability properties of the original implicit scheme. It also avoids the large computational and memory requirements associated with solving large block-diagonal systems of equations. Here, a series of one- and two-dimensional test cases are presented for the inviscid Burgers' equation and the reactive Euler equations. The results indicate that the implicit FSM can allow a major reduction in the number of time steps even in the presence of discontinuous solution profiles.

74 ATOMIC AND MOLECULAR PHYSICS↗

DOE OSTI2020

High order explicit local time stepping methods for hyperbolic conservation laws

In this paper we present and analyze a general framework for constructing high order explicit local time stepping (LTS) methods for hyperbolic conservation laws. In particular, we consider the model problem discretized by Runge-Kutta discontinuous Galerkin (RK-DG) methods and design LTS algorithms based on the strong stability preserving Runge-Kutta (SSP-RK) schemes, that allow spatially variable time step sizes to be used for time integration in different regions of the computational domain. The proposed algorithms are of predictor-corrector type, in which the interface information along the time direction is first predicted based on the SSP-RK approximations and Taylor expansions, and then the fluxes over the region of the interface are corrected to conserve mass exactly at each time step. Following the proposed framework, we detail the corresponding LTS schemes with accuracy up to the fourth order, and prove their conservation property and nonlinear stability for the scalar conservation laws. Numerical experiments are also presented to demonstrate excellent performance of the proposed LTS algorithms.

58 GEOSCIENCES↗

DOE OSTI2023

Electron kinetics in a high- Z plasmoid

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

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2020

An efficient, conservative, time-implicit solver for the fully kinetic arbitrary-species 1D-2V Vlasov-Ampère system

In this paper, we consider the solution of the fully kinetic (including electrons) Vlasov-Ampère system in a one-dimensional physical space and two-dimensional velocity space (1D-2V) for an arbitrary number of species with a time-implicit Eulerian algorithm. The problem of velocity-space meshing for disparate thermal and bulk velocities is dealt with by an adaptive coordinate transformation of the Vlasov equation for each species, which is then discretized, including the resulting inertial terms. Mass, momentum, and energy are conserved, and Gauss's law is enforced to within the nonlinear convergence tolerance of the iterative solver through a set of nonlinear constraint functions while permitting significant flexibility in choosing discretizations in time, configuration, and velocity space. We mitigate the temporal stiffness introduced by, e.g., the plasma frequency through the use of high-order/low-order (HOLO) acceleration of the iterative implicit solver. We present several numerical results for canonical problems of varying degrees of complexity, including the multiscale ion-acoustic shock wave problem, which demonstrate the efficacy, accuracy, and efficiency of the scheme.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2022

Implicit shock tracking for unsteady flows by the method of lines

Here, a recently developed high-order implicit shock tracking (HOIST) framework for resolving discontinuous solutions of inviscid, steady conservation laws is extended to the unsteady case. Central to the framework is an optimization problem which simultaneously computes a discontinuity-aligned mesh and the corresponding high-order approximation to the flow, which provides nonlinear stabilization and a high-order approximation to the solution. This work extends the implicit shock tracking framework to the case of unsteady conservation laws using a method of lines discretization via a diagonally implicit Runge-Kutta method by “solving a steady problem at each timestep”. We formulate and solve an optimization problem that produces a feature-aligned mesh and solution at each Runge-Kutta stage of each timestep, and advance this solution in time by standard Runge-Kutta update formulas. A Rankine-Hugoniot based prediction of the shock location together with a high-order, untangling mesh smoothing procedure provides a high-quality initial guess for the optimization problem at each time, which results in rapid convergence of the sequential quadratic programing (SQP) optimization solver. This method is shown to deliver highly accurate solutions on coarse, high-order discretizations without nonlinear stabilization and recover the design accuracy of the Runge-Kutta scheme. We demonstrate this framework on a series of inviscid, unsteady conservation laws in both one- and two- dimensions. We also verify that our method is able to recover the design order of accuracy of our time integrator in the presence of a strong discontinuity.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2026

Discovery of Probabilistic Dirichlet-to-Neumann Maps on Graphs

Dirichlet-to-Neumann maps enable the coupling of multiphysics simulations across computational subdomains by ensuring continuity of state variables and fluxes at artificial interfaces. We present a novel method for learning Dirichlet-to-Neumann maps on graphs using Gaussian processes, specifically for problems where the data obey a conservation law arising from an underlying partial differential equation. Our approach combines discrete exterior calculus and nonlinear optimal recovery to infer relationships between vertex and edge values. This framework yields data-driven predictions with uncertainty quantification across the entire graph, even when observations are limited to a subset of vertices and edges. By minimizing the reproducing kernel Hilbert space norm while penalizing kernel complexity through maximum likelihood estimation, our method ensures that the resulting surrogate strictly enforces conservation laws without overfitting. We demonstrate our method on two representative applications: subsurface flow in fracture networks and arterial blood flow. Finally, the results demonstrate that the method maintains high accuracy and well-calibrated uncertainty estimates even under severe data scarcity, highlighting its potential for scientific applications where limited data and reliable uncertainty quantification are critical.

Dirichlet-to-Neumann map↗

DOE OSTI2021

A moving discontinuous Galerkin finite element method with interface condition enforcement for compressible flows

A variation of moving discontinuous Galerkin finite element method with interface condition enforcement (MDG-ICE) is developed for solving the compressible Euler equations. The MDG-ICE method, originating from the work of Corrigan et al. [1], [2], [3], [4], is based on the space-time DG formulation, where both flow field and grid geometry are considered as independent variables and the conservation laws are enforced both on discrete elements and element interfaces. The element conservation laws are solved in the standard discontinuous solution space to determine conservative quantities, while the interface conservation is enforced using a variational formulation in a continuous space to determine discrete grid geometry. The resulting over-determined system of nonlinear equations arising from the MDG-ICE formulation can then be solved in a least-squares sense, leading to an unconstrained nonlinear least-squares problem that is regularized and solved by Levenberg-Marquardt method. A number of numerical experiments for both 1D unsteady and 2D steady state compressible flow problems are conducted to assess the accuracy and robustness of the MDG-ICE method. Numerical results obtained indicate that the MDG-ICE method is able to implicitly detect and track all types of discontinuities via interface conservation enforcement and satisfy the conservation law on both elements and interfaces via grid movement and grid management, demonstrating that an exponential rate of convergence for Sod and Lax-Harden shock tube problems can be achieved and highly accurate solutions without overheating to both double-rarefaction wave and Noh problems can be obtained.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Development of Steady-State and Dynamic Mass and Energy Constrained Neural Networks for Distributed Chemical Systems Using Noisy Transient Data

The paper presents the development of algorithms for mass and energy constrained neural network models that can exactly conserve the overall mass and energy of distributed chemical process systems, even though the noisy transient data used for optimal model training violate the same. In contrast to approximately satisfying mass and energy balance constraints of a system by soft penalization of objective function, algorithms have been developed for solving equality-constrained nonlinear optimization problems, thus providing the guarantee of exactly satisfying the system mass and energy conservation laws. For developing dynamic mass-energy constrained network models for distributed systems, hybrid series and parallel dynamic-static neural networks have been leveraged. The developed algorithms for solving both the training and forward problems are validated using both steady-state and dynamic data in the presence of various noise characteristics. The developed data-driven algorithms are flexible to exactly satisfy mass and energy balance constraints for dynamic chemical processes if the system holdup information is available. The proposed network structures and algorithms are applied to the development of data-driven lumped and distributed models of an adiabatic superheater/reheater system, a nonisothermal continuous stirred tank reactor, as well as an electrically heated plug-flow reactor system where one form of energy gets transformed to another. It has been observed that the mass-energy constrained neural networks yield a root mean squared error of <1% with respect to the system truth for the case studies evaluated in this work.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2021

Stability and Conservation properties of Hermite-based approximations of the Vlasov-Poisson System

Spectral approximation based on Hermite-Fourier expansion of the Vlasov-Poisson model for a collisionless plasma in the electro-static limit is provided by adding high-order artificial collision operators of Lenard-Bernstein type. These differential operators are suitably designed in order to preserve the physically-meaningful invariants (number of particles, momentum, energy). In view of time-discretization, stability results in appropriate norms are presented. In this study, necessary conditions link the magnitude of the artificial collision term, the number of spectral modes of the discretization, as well as the time-step. The analysis, carried out in full for the Hermite discretization of a simple linear problem in one-dimension, is then partly extended to cover the complete nonlinear Vlasov-Poisson model.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2022

Xyce(™) Parallel Electronic Simulator v.7.5

The Xyce Parallel Electronic Simulator simulates electronic circuit behavior in DC, AC, HB, MPDE and transient mode using standard analog (DAE) and/or device (PDE) device models including several age and radiation aware devices. It supports a variety of computing platforms (both serial and parallel) computers. Lastly, it uses a variety of modern solution algorithms dynamic parallel load-balancing and iterative solvers.! ! Xyce is primarily used to simulate the voltage and current behavior of a circuit network (a network of electronic devices connected via a conductive network). As a tool, it is mainly used for the design and analysis of electronic circuits.! ! Kirchoff's conservation laws are enforced over a network using modified nodal analysis. This results in a set of differential algebraic equations (DAEs). The resulting nonlinear problem is solved iteratively using a fully coupled Newton method, which in turn results in a linear system that is solved by either a standard sparse-direct solver or iteratively using Trilinos linear solver packages, also developed at Sandia National Laboratories.

Source record↗

DOE OSTI2022

Dataset from: Improved multispecies Dougherty collisions

The Dougherty model Fokker-Planck operator is extended to describe nonlinear full-f collisions between multiple species in plasmas. Simple relations for cross-species primitive moments are developed which obey conservation laws, and reproduce familiar velocity and temperature relaxation rates. This treatment of multispecies Dougherty collisions, valid for arbitrary mass ratios, avoids unphysical temperatures and satisfies the H-theorem unlike an analogous Bhatnagar-Gross-Krook operator. Formulas for both a Cartesian velocity-space and a gyroaveraged operator are provided for use in Vlasov as well as long-wavelength gyrokinetic models. We present an algorithm for the discontinuous Galerkin discretization of this operator, and provide results from relaxation and Landau damping benchmarks.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2020

Physical, numerical, and computational challenges of modeling neutrino transport in core-collapse supernovae

The proposal that core collapse supernovae are neutrino driven is still the subject of active investigation more than 50 years after the seminal paper by Colgate and White. The modern version of this paradigm, which we owe to Wilson, proposes that the supernova shock wave is powered by neutrino heating, mediated by the absorption of electron-flavor neutrinos and antineutrinos emanating from the proto-neutron star surface, or neutrinosphere. Neutrino weak interactions with the stellar core fluid, the theory of which is still evolving, are flavor and energy dependent. The associated neutrino mean free paths extend over many orders of magnitude and are never always small relative to the stellar core radius. Thus, neutrinos are never always fluid like. Instead, a kinetic description of them in terms of distribution functions that determine the number density of neutrinos in the six-dimensional phase space of position, direction, and energy, for both neutrinos and antineutrinos of each flavor, or in terms of angular moments of these neutrino distributions that instead provide neutrino number densities in the four-dimensional phase-space subspace of position and energy, is needed. In turn, the computational challenge is twofold: (i) to map the kinetic equations governing the evolution of these distributions or moments onto discrete representations that are stable, accurate, and, perhaps most important, respect physical laws such as conservation of lepton number and energy and the Fermi–Dirac nature of neutrinos and (ii) to develop efficient, supercomputer-architecture-aware solution methods for the resultant nonlinear algebraic equations. In this review, we present the current state of the art in attempts to meet this challenge.

79 ASTRONOMY AND ASTROPHYSICS↗