SearcharxivSearch

arXiv subjects

Federico Pichi

Publications and source records attributed to Federico Pichi.

At least 19 recordsLinked to original sources

A Dynamical Approximation Scheme on the Stiefel manifold for Wasserstein Gradient Flows

We propose a meshless Lagrangian dynamical method for approximating Wasserstein gradient flows (WGFs). The evolving measure is represented as the pushforward of the initial measure $\mu_0$ through a transport map in the weighted Hilbert space $L^2_{\mu_0}$. We approximate this map in time-dependent linear subspaces of $L^2_{\mu_0}$, whose orthonormal frames are evolved by a Dirac--Frenkel dynamical principle on a Stiefel manifold constrained to a finite-dimensional background space, adaptively constructed via local approximations of the WGF velocity field. We prove that the resulting transport map induces an absolutely continuous curve of probability measures in Wasserstein space, whose velocity is obtained by projecting the exact WGF velocity onto the background space, and we show that the approximation preserves the energy dissipation structure up to the projection error of the velocity. Moreover, for geodesically convex energies, we derive an a posteriori estimate controlling such projection error through the adaptive construction of the background space, yielding as well a bound on the approximation error of the pushforward measure in the Wasserstein metric. Numerical experiments on linear and nonlinear Fokker--Planck equations, porous-medium diffusion, and interaction energies demonstrate the accuracy of the method, its energy-dissipation properties, and the advantages of the adaptive construction.

math.NA

Stochastic bifurcation analysis via polynomial chaos: consistency and convergence of branch-approximating solutions

Parameter-dependent dynamical systems that exhibit bifurcations pose significant computational challenges, as traditional continuation methods require repeated, costly simulations across large ranges of parameter values to capture sudden qualitative changes in the solution. In this work, we propose a systematic approach to reconstruct the branches of the entire bifurcation diagram in a single numerical solver leveraging generalized Polynomial Chaos (PC) expansion. By treating the parameter as a random variable, we cast the deterministic parameter-dependent model in a weak stochastic form, and then use a Galerkin projection to recover bifurcation branches globally across the parameter domain without iterative pointwise continuation. We show that the resulting Galerkin system, in the non-uniqueness regime, produces many discrete algebraic roots that naturally split into two classes: highly oscillatory solutions and branch-approximating ones. We develop a rigorous theoretical framework that establishes consistency, proves convergence of the branch-approximating solutions to the true steady states, and guarantees uniqueness of the Galerkin solution under suitable assumptions. Finally, we confirm these theoretical results with numerical experiments on several parameter-dependent ordinary differential equations (ODEs), demonstrating the accuracy and computational efficiency of our single-run framework in capturing complex bifurcation diagrams for both scalar and vector-valued systems.

math.NA

A Multi-Fidelity Parametric Framework for Reduced-Order Modeling using Optimal Transport-based Interpolation: Applications to Diffused-Interface Two-Phase Flows

This work introduces a data-driven, non-intrusive reduced-order modeling (ROM) framework that leverages Optimal Transport (OT) for multi-fidelity and parametric problems in two-phase flows modelling. Building upon the success of displacement interpolation for data augmentation in handling nonlinear dynamics, we extend its application to more complex and practical scenarios. The framework is designed to correct a computationally inexpensive low-fidelity (LF) model to match an accurate high-fidelity (HF) one by capturing its temporal evolution via displacement interpolation while preserving the problem's physical consistency. The framework is further extended to address systems dependent on a physical parameter, for which we construct a surrogate model using a hierarchical, two-level interpolation strategy. First, it creates synthetic HF checkpoints via displacement interpolation in the parameter space. Second, the residual between these synthetic HF checkpoints and a true LF solution is interpolated in the time domain using the multi-fidelity OT-based methodology. This strategy provides a robust and efficient way to explore the parameter space and to obtain a refined description of the dynamical system. The potential of the method is discussed in the context of complex and computationally expensive diffuse-interface methods for two-phase flow simulations, which are characterized by moving interfaces and nonlinear evolution, and challenging to be dealt with traditional ROM techniques.

math.NA

Bifurcation curve detection with deflation for multiparametric PDEs

This work presents a comprehensive framework for capturing bifurcating phenomena and detecting bifurcation curves in nonlinear multiparametric partial differential equations, where the system exhibits multiple coexisting solutions for given values of the parameters. Traditional continuation methods for one-dimensional parameterizations employ the previously computed solution as the initial guess for the next parameter value. These are usually very inefficient, since small step sizes increase computational cost, while larger steps could jeopardize the method convergence jumping to a different solution branch or missing the bifurcation point. To address these challenges, we propose a novel framework that combines: (i) arclength continuation, adaptively selecting new parameter values in higher dimension, and (ii) the deflation technique, discovering multiple branches to construct complete bifurcation diagrams without requiring a costly spectral analysis of the system. In particular, the arclength continuation method is designed to handle multiparametric scenarios, where the parameter vector $\lambda \in \mathbb{R}^p$ traces a curve $g(\lambda)$ within a $p$-dimensional parameter space. In addition, we introduce a zigzag path-following strategy to robustly track the bifurcation curves and surfaces, respectively, for two- and three-dimensional parametric spaces. Finally, we demonstrate its performance on three benchmark problems of increasing complexity: from the 1D/2D Bratu and Allen--Cahn equations to the 2D/3D Rayleigh--Benard convection problem.

math.NA

Integrating Artificial Intelligence, Physics, and Internet of Things: A Framework for Cultural Heritage Conservation

The conservation of cultural heritage increasingly relies on integrating technological innovation with domain expertise to ensure effective monitoring and predictive maintenance. This paper presents a novel framework to support the preservation of cultural assets, combining Internet of Things (IoT) and Artificial Intelligence (AI) technologies, enhanced with the physical knowledge of phenomena. The framework is structured into four functional layers that permit the analysis of 3D models of cultural assets and elaborate simulations based on the knowledge acquired from data and physics. A central component of the proposed framework consists of Scientific Machine Learning, particularly Physics-Informed Neural Networks (PINNs), which incorporate physical laws into deep learning models. To enhance computational efficiency, the framework also integrates Reduced Order Methods (ROMs), specifically Proper Orthogonal Decomposition (POD), and is also compatible with classical Finite Element (FE) methods. Additionally, it includes tools to automatically manage and process 3D digital replicas, enabling their direct use in simulations. The proposed approach offers three main contributions: a methodology for processing 3D models of cultural assets for reliable simulation; the application of PINNs to combine data-driven and physics-based approaches in cultural heritage conservation; and the integration of PINNs with ROMs to efficiently model degradation processes influenced by environmental and material parameters. The reproducible and open-access experimental phase exploits simulated scenarios on complex and real-life geometries to test the efficacy of the proposed framework in each of its key components, allowing the possibility of dealing with both direct and inverse problems. Code availability: https://github.com/valc89/PhysicsInformedCulturalHeritage

cs.LG

Latent Dynamics Graph Convolutional Networks for model order reduction of parameterized time-dependent PDEs

Graph Neural Networks (GNNs) are emerging as powerful tools for nonlinear Model Order Reduction (MOR) of time-dependent parameterized Partial Differential Equations (PDEs). However, existing methodologies struggle to combine geometric inductive biases with interpretable latent behavior, overlooking dynamics-driven features or disregarding spatial information. In this work, we address this gap by introducing Latent Dynamics Graph Convolutional Network (LD-GCN), a purely data-driven, encoder-free architecture that learns a global, low-dimensional representation of dynamical systems conditioned on external inputs and parameters. The temporal evolution is modeled in the latent space and advanced through time-stepping, allowing for time-extrapolation, and the trajectories are consistently decoded onto geometrically parameterized domains using a GNN. Our framework enhances interpretability by enabling the analysis of the reduced dynamics and supporting zero-shot prediction through latent interpolation. The methodology is mathematically validated via a universal approximation theorem for encoder-free architectures, and numerically tested on complex computational mechanics problems involving physical and geometric parameters, including the detection of bifurcating phenomena for Navier-Stokes equations. Code availability: https://github.com/lorenzotomada/ld-gcn-rom

cs.LG

ROM for Viscous, Incompressible Flow in Polygons -- exponential $n$-width bounds and convergence rate

We demonstrate exponential convergence of Reduced Order Model (ROM) approximations for mixed boundary value problems of the stationary, incompressible Navier-Stokes equations in plane, polygonal domains $\Omega$. Admissible boundary conditions comprise mixed BCs, no-slip, slip and open boundary conditions, subject to corner-weighted analytic boundary data and volume forcing. The small data hypothesis is assumed to ensure existence of a unique weak solution in the sense of Leray-Hopf. Recent results on corner-weighted, analytic regularity of velocity and pressure fields in $\Omega$, imply exponential convergence rates of so-called mixed $hp$-Finite Element Methods in $H^1(\Omega)^2\times L^2(\Omega)$ on sequences of geometric partitions of $\Omega$, with corner-refinement. Based on these exponential convergence rate bounds, we infer exponential bounds for the Kolmogorov $n$-widths of solution sets for analytic forcing and boundary data. This implies corresponding exponential convergence rates of POD Galerkin methods that are based on truth solutions which are obtained offline from low-order, divergence stable mixed Finite Element discretizations. Numerical experiments confirm the exponential rates and the theoretical results.

math.NA

Time Extrapolation with Graph Convolutional Autoencoder and Tensor Train Decomposition

Graph autoencoders have gained attention in nonlinear reduced-order modeling of parameterized partial differential equations defined on unstructured grids. Despite they provide a geometrically consistent way of treating complex domains, applying such architectures to parameterized dynamical systems for temporal prediction beyond the training data, i.e. the extrapolation regime, is still a challenging task due to the simultaneous need of temporal causality and generalizability in the parametric space. In this work, we explore the integration of graph convolutional autoencoders (GCAs) with tensor train (TT) decomposition and Operator Inference (OpInf) to develop a time-consistent reduced-order model. In particular, high-fidelity snapshots are represented as a combination of parametric, spatial, and temporal cores via TT decomposition, while OpInf is used to learn the evolution of the latter. Moreover, we enhance the generalization performance by developing a multi-fidelity two-stages approach in the framework of Deep Operator Networks (DeepONet), treating the spatial and temporal cores as the trunk networks, and the parametric core as the branch network. Numerical results, including heat-conduction, advection-diffusion and vortex-shedding phenomena, demonstrate great performance in effectively learning the dynamic in the extrapolation regime for complex geometries, also in comparison with state-of-the-art approaches e.g. MeshGraphNets.

math.NA

Convergence and Sketching-Based Efficient Computation of Neural Tangent Kernel Weights in Physics-Based Loss

In multi-objective optimization, multiple loss terms are weighted and added together to form a single objective. These weights are chosen to properly balance the competing losses according to some meta-goal. For example, in physics-informed neural networks (PINNs), these weights are often adaptively chosen to improve the network's generalization error. A popular choice of adaptive weights is based on the neural tangent kernel (NTK) of the PINN, which describes the evolution of the network in predictor space during training. The convergence of such an adaptive weighting algorithm is not clear a priori. Moreover, these NTK-based weights would be updated frequently during training, further increasing the computational burden of the learning process. In this paper, we prove that under appropriate conditions, gradient descent enhanced with adaptive NTK-based weights is convergent in a suitable sense. We then address the problem of computational efficiency by developing a randomized algorithm inspired by a predictor-corrector approach and matrix sketching, which produces unbiased estimates of the NTK up to an arbitrarily small discretization error. Finally, we provide numerical experiments to support our theoretical findings and to show the efficacy of our randomized algorithm. Code Availability: https://github.com/maxhirsch/Efficient-NTK

math.NA

Sparse Identification for bifurcating phenomena in Computational Fluid Dynamics

This work investigates model reduction techniques for nonlinear parameterized and time-dependent PDEs, specifically focusing on bifurcating phenomena in Computational Fluid Dynamics (CFD). We develop interpretable and non-intrusive Reduced Order Models (ROMs) capable of capturing dynamics associated with bifurcations by identifying a minimal set of coordinates. Our methodology combines the Sparse Identification of Nonlinear Dynamics (SINDy) method with a deep learning framework based on Autoencoder (AE) architectures. To enhance dimensionality reduction, we integrate a nested Proper Orthogonal Decomposition (POD) with the SINDy-AE architecture, enabling a sparse discovery of system dynamics while maintaining efficiency of the reduced model. We demonstrate our approach via two challenging test cases defined on sudden-expansion channel geometries: a symmetry-breaking bifurcation and a Hopf bifurcation. Starting from a comprehensive analysis of their high-fidelity behavior, i.e. symmetry-breaking phenomena and the rise of unsteady periodic solutions, we validate the accuracy and computational efficiency of our ROMs. The results show successful reconstruction of the bifurcations, accurate prediction of system evolution for unseen parameter values, and significant speed-up compared to full-order methods.

math.NA

Nonlinear reduction strategies for data compression: a comprehensive comparison from diffusion to advection problems

This work presents an overview of several nonlinear reduction strategies for data compression from various research fields, and a comparison of their performance when applied to problems characterized by diffusion and/or advection terms. We aim to create a common framework by unifying the notation referring to a common two-stage pipeline. At the same time, we underline their main differences and objectives by highlighting the diverse choices made for each stage. We test the considered approaches on three test cases belonging to the family of Advection-Diffusion problems, also focusing on the pure Advection and pure Diffusion benchmarks, studying their reducibility while varying the latent dimension. Finally, we interpret the numerical results under the lens of the discussed theoretical considerations, offering a comprehensive landscape for nonlinear reduction methods for general Advection-Diffusion dynamics.

math.NA

Deflation-based certified greedy algorithm and adaptivity for bifurcating nonlinear PDEs

This work deals with tailored reduced order models for bifurcating nonlinear parametric partial differential equations, where multiple coexisting solutions arise for a given parametric instance. Approaches based on proper orthogonal decomposition have been widely investigated in the literature, but they usually rely on some \emph{a-priori} knowledge about the bifurcating model and lack any error estimation. On the other hand, standard certified reduced basis techniques fail to represent correctly the branching behavior, since the error estimator is no longer reliable. The main goal of the contribution is to overcome these limitations by introducing two novel algorithms: (i) the adaptive-greedy, detecting the bifurcation point starting from scarce information over the parametric space, and (ii) the deflated-greedy, certifying multiple coexisting branches simultaneously. The former approach takes advantage of the features of the reduced manifold to detect the bifurcation, while the latter exploits the deflation and continuation methods to discover the bifurcating solutions and enrich the reduced space. We test the two strategies for the Coanda effect held by the Navier-Stokes equations in a sudden-expansion channel. The accuracy of the approach and the error certification are compared with vanilla-greedy and proper orthogonal decomposition.

math.NA

Optimal Transport-Based Displacement Interpolation with Data Augmentation for Reduced Order Modeling of Nonlinear Dynamical Systems

We present a novel reduced-order Model (ROM) that leverages optimal transport (OT) theory and displacement interpolation to enhance the representation of nonlinear dynamics in complex systems. While traditional ROM techniques face challenges in this scenario, especially when data (i.e., observational snapshots) is limited, our method addresses these issues by introducing a data augmentation strategy based on OT principles. The proposed framework generates interpolated solutions tracing geodesic paths in the space of probability distributions, enriching the training dataset for the ROM. A key feature of our approach is its ability to provide a continuous representation of the solution's dynamics by exploiting a virtual-to-real time mapping. This enables the reconstruction of solutions at finer temporal scales than those provided by the original data. To further improve prediction accuracy, we employ Gaussian Process Regression to learn the residual and correct the representation between the interpolated snapshots and the physical solution. We demonstrate the effectiveness of our methodology with atmospheric mesoscale benchmarks characterized by highly nonlinear, advection-dominated dynamics. Our results show improved accuracy and efficiency in predicting complex system behaviors, indicating the potential of this approach for a wide range of applications in computational physics and engineering.

math.NA

Projection-based Reduced Order Modelling for Unsteady Parametrized Optimal Control Problems in 3D Cardiovascular Flows

This paper presents a projection-based reduced order modelling (ROM) framework for unsteady parametrized optimal control problems (OCP$_{(\mu)}$s) arising from cardiovascular (CV) applications. In real-life scenarios, accurately defining outflow boundary conditions in patient-specific models poses significant challenges due to complex vascular morphologies, physiological conditions, and high computational demands. These challenges make it difficult to compute realistic and reliable CV hemodynamics by incorporating clinical data such as 4D magnetic resonance imaging. To address these challenges, we focus on controlling the outflow boundary conditions to optimize CV flow dynamics and minimize the discrepancy between target and computed flow velocity profiles. The fluid flow is governed by unsteady Navier--Stokes equations with physical parametric dependence, i.e. the Reynolds number. Numerical solutions of OCP$_{(\mu)}$s require substantial computational resources, highlighting the need for robust and efficient ROMs to perform real-time and many-query simulations. Here, we aim at investigating the performance of a projection-based reduction technique that relies on the offline-online paradigm, enabling significant computational cost savings. The Galerkin finite element method is used to compute the high-fidelity solutions in the offline phase. We implemented a nested-proper orthogonal decomposition (nested-POD) for fast simulation of OCP$_{(\mu)}$s that encompasses two stages: temporal compression for reducing dimensionality in time, followed by parametric-space compression on the precomputed POD modes. We tested the efficacy of the methodology on vascular models, namely an idealized bifurcation geometry and a patient-specific coronary artery bypass graft, incorporating stress control at the outflow boundary, observing consistent speed-up with respect to high-fidelity strategies.

math.NA

Neural empirical interpolation method for nonlinear model reduction

In this paper, we introduce the neural empirical interpolation method (NEIM), a neural network-based alternative to the discrete empirical interpolation method for reducing the time complexity of computing the nonlinear term in a reduced order model (ROM) for a parameterized nonlinear partial differential equation. NEIM is a greedy algorithm which accomplishes this reduction by approximating an affine decomposition of the nonlinear term of the ROM, where the vector terms of the expansion are given by neural networks depending on the ROM solution, and the coefficients are given by an interpolation of some "optimal" coefficients. Because NEIM is based on a greedy strategy, we are able to provide a basic error analysis to investigate its performance. NEIM has the advantages of being easy to implement in models with automatic differentiation, of being a nonlinear projection of the ROM nonlinearity, of being efficient for both nonlocal and local nonlinearities, and of relying solely on data and not the explicit form of the ROM nonlinearity. We demonstrate the effectiveness of the methodology on solution-dependent and solution-independent nonlinearities, a nonlinear elliptic problem, and a nonlinear parabolic model of liquid crystals. Code availability: https://github.com/maxhirsch/NEIM

math.NA

GFN: A graph feedforward network for resolution-invariant reduced operator learning in multifidelity applications

This work presents a novel resolution-invariant model order reduction strategy for multifidelity applications. We base our architecture on a novel neural network layer developed in this work, the graph feedforward network, which extends the concept of feedforward networks to graph-structured data by creating a direct link between the weights of a neural network and the nodes of a mesh, enhancing the interpretability of the network. We exploit the method's capability of training and testing on different mesh sizes in an autoencoder-based reduction strategy for parametrised partial differential equations. We show that this extension comes with provable guarantees on the performance via error bounds. The capabilities of the proposed methodology are tested on three challenging benchmarks, including advection-dominated phenomena and problems with a high-dimensional parameter space. The method results in a more lightweight and highly flexible strategy when compared to state-of-the-art models, while showing excellent generalisation performance in both single fidelity and multifidelity scenarios.

math.NA

A stochastic perturbation approach to nonlinear bifurcating problems

Incorporating probabilistic terms in mathematical models is crucial for capturing and quantifying uncertainties in real-world systems, especially when the solution is not unique or exhibits sudden qualitative changes as parameters vary. However, stochastic models typically require large computational resources to produce meaningful statistics. In this work, we leverage the Polynomial Chaos (PC) expansion to propose a systematic approach for bifurcation detection in parametric systems of equations. We show that the method, exploiting a perturbed version of the deterministic model, avoids repeated costly simulations across multiple parameter values and requires no prior information for initializing numerical solvers, while still providing accurate characterization of the bifurcation branches. We argue that the PC solutions of the perturbed model not only provide access to statistical information about the deterministic branches, but also approximate these branches in a meaningful sense. Finally, we validate our claims by means of numerical tests on the pitchfork bifurcation, examining both its normal form and a classical realization in fluid-dynamics PDEs, namely the Coanda effect.

math.NA

Optimal Transport-inspired Deep Learning Framework for Slow-Decaying Kolmogorov n-width Problems: Exploiting Sinkhorn Loss and Wasserstein Kernel

Reduced order models (ROMs) are widely used in scientific computing to tackle high-dimensional systems. However, traditional ROM methods may only partially capture the intrinsic geometric characteristics of the data. These characteristics encompass the underlying structure, relationships, and essential features crucial for accurate modeling. To overcome this limitation, we propose a novel ROM framework that integrates optimal transport (OT) theory and neural network-based methods. Specifically, we investigate the Kernel Proper Orthogonal Decomposition (kPOD) method exploiting the Wasserstein distance as the custom kernel, and we efficiently train the resulting neural network (NN) employing the Sinkhorn algorithm. By leveraging an OT-based nonlinear reduction, the presented framework can capture the geometric structure of the data, which is crucial for accurate learning of the reduced solution manifold. When compared with traditional metrics such as mean squared error or cross-entropy, exploiting the Sinkhorn divergence as the loss function enhances stability during training, robustness against overfitting and noise, and accelerates convergence. To showcase the approach's effectiveness, we conduct experiments on a set of challenging test cases exhibiting a slow decay of the Kolmogorov n-width. The results show that our framework outperforms traditional ROM methods in terms of accuracy and computational efficiency.

math.NA