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1. Embedding properties of network realizations of dissipative reduced order models

   Druskin, Guddati ( July 2022 , HOUSEHOLDER SYMPOSIUM XXI)

   Embedding properties of network realizations of dissipative reduced order models Jörn Zimmerling, Mikhail Zaslavsky,Rob Remis, Shasri Moskow, Alexander Mamonov, Murthy Guddati, Vladimir Druskin, and Liliana Borcea Mathematical Sciences Department, Worcester Polytechnic Institute https://www.wpi.edu/people/vdruskin Abstract Realizations of reduced order models of passive SISO or MIMO LTI problems can be transformed to tridiagonal and block-tridiagonal forms, respectively, via dierent modications of the Lanczos algorithm. Generally, such realizations can be interpreted as ladder resistor-capacitor-inductor (RCL) networks. They gave rise to network syntheses in the rst half of the 20th century that was at the base of modern electronics design and consecutively to MOR that tremendously impacted many areas of engineering (electrical, mechanical, aerospace, etc.) by enabling ecient compression of the underlining dynamical systems. In his seminal 1950s works Krein realized that in addition to their compressing properties, network realizations can be used to embed the data back into the state space of the underlying continuum problems. In more recent works of the authors Krein's ideas gave rise to so-called nite-dierence Gaussian quadrature rules (FDGQR), allowing to approximately map the ROM state-space representation to its full order continuum counterpart on a judicially chosen grid. Thus, the state variables can be accessed directly from themore »transfer function without solving the full problem and even explicit knowledge of the PDE coecients in the interior, i.e., the FDGQR directly learns" the problem from its transfer function. This embedding property found applications in PDE solvers, inverse problems and unsupervised machine learning. Here we show a generalization of this approach to dissipative PDE problems, e.g., electromagnetic and acoustic wave propagation in lossy dispersive media. Potential applications include solution of inverse scattering problems in dispersive media, such as seismic exploration, radars and sonars. To x the idea, we consider a passive irreducible SISO ROM fn(s) = Xn j=1 yi s + σj , (62) assuming that all complex terms in (62) come in conjugate pairs. We will seek ladder realization of (62) as rjuj + vj − vj−1 = −shˆjuj , uj+1 − uj + ˆrj vj = −shj vj , (63) for j = 0, . . . , n with boundary conditions un+1 = 0, v1 = −1, and 4n real parameters hi, hˆi, ri and rˆi, i = 1, . . . , n, that can be considered, respectively, as the equivalent discrete inductances, capacitors and also primary and dual conductors. Alternatively, they can be viewed as respectively masses, spring stiness, primary and dual dampers of a mechanical string. Reordering variables would bring (63) into tridiagonal form, so from the spectral measure given by (62 ) the coecients of (63) can be obtained via a non-symmetric Lanczos algorithm written in J-symmetric form and fn(s) can be equivalently computed as fn(s) = u1. The cases considered in the original FDGQR correspond to either (i) real y, θ or (ii) real y and imaginary θ. Both cases are covered by the Stieltjes theorem, that yields in case (i) real positive h, hˆ and trivial r, rˆ, and in case (ii) real positive h,r and trivial hˆ,rˆ. This result allowed us a simple interpretation of (62) as the staggered nite-dierence approximation of the underlying PDE problem [2]. For PDEs in more than one variables (including topologically rich data-manifolds), a nite-dierence interpretation is obtained via a MIMO extensions in block form, e.g., [4, 3]. The main diculty of extending this approach to general passive problems is that the Stieltjes theory is no longer applicable. Moreover, the tridiagonal realization of a passive ROM transfer function (62) via the ladder network (63) cannot always be obtained in port-Hamiltonian form, i.e., the equivalent primary and dual conductors may change sign [1]. 100 Embedding of the Stieltjes problems, e.g., the case (i) was done by mapping h and hˆ into values of acoustic (or electromagnetic) impedance at grid cells, that required a special coordinate stretching (known as travel time coordinate transform) for continuous problems. Likewise, to circumvent possible non-positivity of conductors for the non-Stieltjes case, we introduce an additional complex s-dependent coordinate stretching, vanishing as s → ∞ [1]. This stretching applied in the discrete setting induces a diagonal factorization, removes oscillating coecients, and leads to an accurate embedding for moderate variations of the coecients of the continuum problems, i.e., it maps discrete coecients onto the values of their continuum counterparts. Not only does this embedding yields an approximate linear algebraic algorithm for the solution of the inverse problems for dissipative PDEs, it also leads to new insight into the properties of their ROM realizations. We will also discuss another approach to embedding, based on Krein-Nudelman theory [5], that results in special data-driven adaptive grids. References [1] Borcea, Liliana and Druskin, Vladimir and Zimmerling, Jörn, A reduced order model approach to inverse scattering in lossy layered media, Journal of Scientic Computing, V. 89, N1, pp. 136,2021 [2] Druskin, Vladimir and Knizhnerman, Leonid, Gaussian spectral rules for the three-point second dierences: I. A two-point positive denite problem in a semi-innite domain, SIAM Journal on Numerical Analysis, V. 37, N 2, pp.403422, 1999 [3] Druskin, Vladimir and Mamonov, Alexander V and Zaslavsky, Mikhail, Distance preserving model order reduction of graph-Laplacians and cluster analysis, Druskin, Vladimir and Mamonov, Alexander V and Zaslavsky, Mikhail, Journal of Scientic Computing, V. 90, N 1, pp 130, 2022 [4] Druskin, Vladimir and Moskow, Shari and Zaslavsky, Mikhail LippmannSchwingerLanczos algorithm for inverse scattering problems, Inverse Problems, V. 37, N. 7, 2021, [5] Mark Adolfovich Nudelman The Krein String and Characteristic Functions of Maximal Dissipative Operators, Journal of Mathematical Sciences, 2004, V 124, pp 49184934 Go back to Plenary Speakers Go back to Speakers Go back« less
2. Delayed Hopf Bifurcation and Space–Time Buffer Curves in the Complex Ginzburg–Landau Equation

   https://doi.org/10.1093/imamat/hxac001  

   Goh, Ryan ; Kaper, Tasso J ; Vo, Theodore ( March 2022 , IMA Journal of Applied Mathematics)

   Abstract In this article, the recently discovered phenomenon of delayed Hopf bifurcations (DHB) in reaction–diffusion partial differential equations (PDEs) is analysed in the cubic Complex Ginzburg–Landau equation, as an equation in its own right, with a slowly varying parameter. We begin by using the classical asymptotic methods of stationary phase and steepest descents on the linearized PDE to show that solutions, which have approached the attracting quasi-steady state (QSS) before the Hopf bifurcation remain near that state for long times after the instantaneous Hopf bifurcation and the QSS has become repelling. In the complex time plane, the phase function of the linearized PDE has a saddle point, and the Stokes and anti-Stokes lines are central to the asymptotics. The non-linear terms are treated by applying an iterative method to the mild form of the PDE given by perturbations about the linear particular solution. This tracks the closeness of solutions near the attracting and repelling QSS in the full, non-linear PDE. Next, we show that beyond a key Stokes line through the saddle there is a curve in the space-time plane along which the particular solution of the linear PDE ceases to be exponentially small, causing the solution of the non-linearmore »PDE to diverge from the repelling QSS and exhibit large-amplitude oscillations. This curve is called the space–time buffer curve. The homogeneous solution also stops being exponentially small in a spatially dependent manner, as determined also by the initial data and time. Hence, a competition arises between these two solutions, as to which one ceases to be exponentially small first, and this competition governs spatial dependence of the DHB. We find four different cases of DHB, depending on the outcomes of the competition, and we quantify to leading order how these depend on the main system parameters, including the Hopf frequency, initial time, initial data, source terms, and diffusivity. Examples are presented for each case, with source terms that are a uni-modal function, a smooth step function, a spatially periodic function and an algebraically growing function. Also, rich spatio-temporal dynamics are observed in the post-DHB oscillations. Finally, it is shown that large-amplitude source terms can be designed so that solutions spend substantially longer times near the repelling QSS, and hence, region-specific control over the delayed onset of oscillations can be achieved.« less
3. Solving PDEs in space-time: 4D tree-based adaptivity, mesh-free and matrix-free approaches

   https://doi.org/10.1145/3295500.3356198  

   Ishii, Masado ; Fernando, Milinda ; Saurabh, Kumar ; Khara, Biswajit ; Ganapathysubramanian, Baskar ; Sundar, Hari ( November 2019 , SC '19: Proceedings of the International Conference for High Performance Computing, Networking, Storage and Analysis)

   Numerically solving partial differential equations (PDEs) remains a compelling application of supercomputing resources. The next generation of computing resources - exhibiting increased parallelism and deep memory hierarchies - provide an opportunity to rethink how to solve PDEs, especially time dependent PDEs. Here, we consider time as an additional dimension and simultaneously solve for the unknown in large blocks of time (i.e. in 4D space-time), instead of the standard approach of sequential time-stepping. We discretize the 4D space-time domain using a mesh-free kD tree construction that enables good parallel performance as well as on-the-fly construction of adaptive 4D meshes. To best use the 4D space-time mesh adaptivity, we invoke concepts from PDE analysis to establish rigorous a posteriori error estimates for a general class of PDEs. We solve canonical linear as well as non-linear PDEs (heat diffusion, advection-diffusion, and Allen-Cahn) in space-time, and illustrate the following advantages: (a) sustained scaling behavior across a larger processor count compared to sequential time-stepping approaches, (b) the ability to capture "localized" behavior in space and time using the adaptive space-time mesh, and (c) removal of any time-stepping constraints like the Courant-Friedrichs-Lewy (CFL) condition, as well as the ability to utilize spatially varying time-steps. We believemore »that the algorithmic and mathematical developments along with efficient deployment on modern architectures shown in this work constitute an important step towards improving the scalability of PDE solvers on the next generation of supercomputers.« less
4. Learning partial differential equations for biological transport models from noisy spatio-temporal data

   https://doi.org/10.1098/rspa.2019.0800  

   Lagergren, John H. ; Nardini, John T. ; Michael Lavigne, G. ; Rutter, Erica M. ; Flores, Kevin B. ( February 2020 , Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences)

   We investigate methods for learning partial differential equation (PDE) models from spatio-temporal data under biologically realistic levels and forms of noise. Recent progress in learning PDEs from data have used sparse regression to select candidate terms from a denoised set of data, including approximated partial derivatives. We analyse the performance in using previous methods to denoise data for the task of discovering the governing system of PDEs. We also develop a novel methodology that uses artificial neural networks (ANNs) to denoise data and approximate partial derivatives. We test the methodology on three PDE models for biological transport, i.e. the advection–diffusion, classical Fisher–Kolmogorov–Petrovsky–Piskunov (Fisher–KPP) and nonlinear Fisher–KPP equations. We show that the ANN methodology outperforms previous denoising methods, including finite differences and both local and global polynomial regression splines, in the ability to accurately approximate partial derivatives and learn the correct PDE model.
5. Data-driven discovery of dimensionless numbers and governing laws from scarce measurements

   https://doi.org/10.1038/s41467-022-35084-w  

   Xie, Xiaoyu ; Samaei, Arash ; Guo, Jiachen ; Liu, Wing Kam ; Gan, Zhengtao ( December 2022 , Nature Communications)

   Dimensionless numbers and scaling laws provide elegant insights into the characteristic properties of physical systems. Classical dimensional analysis and similitude theory fail to identify a set of unique dimensionless numbers for a highly multi-variable system with incomplete governing equations. This paper introduces a mechanistic data-driven approach that embeds the principle of dimensional invariance into a two-level machine learning scheme to automatically discover dominant dimensionless numbers and governing laws (including scaling laws and differential equations) from scarce measurement data. The proposed methodology, called dimensionless learning, is a physics-based dimension reduction technique. It can reduce high-dimensional parameter spaces to descriptions involving only a few physically interpretable dimensionless parameters, greatly simplifying complex process design and system optimization. We demonstrate the algorithm by solving several challenging engineering problems with noisy experimental measurements (not synthetic data) collected from the literature. Examples include turbulent Rayleigh-Bénard convection, vapor depression dynamics in laser melting of metals, and porosity formation in 3D printing. Lastly, we show that the proposed approach can identify dimensionally homogeneous differential equations with dimensionless number(s) by leveraging sparsity-promoting techniques.