arXiv subjects

George Em Karniadakis

Publications and source records attributed to George Em Karniadakis.

At least 253 records · Page 14Linked to original sources

arXiv2018

Fractional Gray-Scott Model: Well-posedness, Discretization, and Simulations

The Gray-Scott (GS) model represents the dynamics and steady state pattern formation in reaction-diffusion systems and has been extensively studied in the past. In this paper, we consider the effects of anomalous diffusion on pattern formation by introducing the fractional Laplacian into the GS model. First, we prove that the continuous solutions of the fractional GS model are unique. We then introduce the Crank-Nicolson (C-N) scheme for time discretization and weighted shifted Grünwald difference operator for spatial discretization. We perform stability analysis for the time semi-discrete numerical scheme, and furthermore, we analyze numerically the errors with benchmark solutions that show second-order convergence both in time and space. We also employ the spectral collocation method in space and C-N scheme in time to solve the GS model in order to verify the accuracy of our numerical solutions. We observe the formation of different patterns at different values of the fractional order, which are quite different than the patterns of the corresponding integer-order GS model, and quantify them by using the radial distribution function (RDF). Finally, we discover the scaling law for steady patterns of the RDFs in terms of the fractional order $1<α\leq 2 $.

math.NA↗

arXiv2018

Molecular Hydrodynamics: Vortex Formation and Sound Wave Propagation

In the present study, quantitative feasibility tests of the hydrodynamic description of a two-dimensional fluid at the molecular level are performed, both with respect to length and time scales. Using high-resolution fluid velocity data obtained from extensive molecular dynamics simulations, we computed the transverse and longitudinal components of the velocity field by the Helmholtz decomposition and compared them with those obtained from the linearized Navier-Stokes (LNS) equations with time-dependent transport coefficients. By investigating the vortex dynamics and the sound wave propagation in terms of these field components, we confirm the validity of the LNS description for times comparable to or larger than several mean collision times. The LNS description still reproduces the transverse velocity field accurately at smaller times, but it fails to predict characteristic patterns of molecular origin visible in the longitudinal velocity field. Based on these observations, we validate the main assumptions of the mode-coupling approach. The assumption that the velocity autocorrelation function can be expressed in terms of the fluid velocity field and the tagged particle distribution is found to be remarkably accurate even for times comparable to or smaller than the mean collision time. This suggests that the hydrodynamic-mode description remains valid down to the molecular scale.

physics.flu-dyn↗

arXiv2018

Multistep Neural Networks for Data-driven Discovery of Nonlinear Dynamical Systems

The process of transforming observed data into predictive mathematical models of the physical world has always been paramount in science and engineering. Although data is currently being collected at an ever-increasing pace, devising meaningful models out of such observations in an automated fashion still remains an open problem. In this work, we put forth a machine learning approach for identifying nonlinear dynamical systems from data. Specifically, we blend classical tools from numerical analysis, namely the multi-step time-stepping schemes, with powerful nonlinear function approximators, namely deep neural networks, to distill the mechanisms that govern the evolution of a given data-set. We test the effectiveness of our approach for several benchmark problems involving the identification of complex, nonlinear and chaotic dynamics, and we demonstrate how this allows us to accurately learn the dynamics, forecast future states, and identify basins of attraction. In particular, we study the Lorenz system, the fluid flow behind a cylinder, the Hopf bifurcation, and the Glycoltic oscillator model as an example of complicated nonlinear dynamics typical of biological systems.

math.DS↗

arXiv2017

An Atomistic Fingerprint Algorithm for Learning Ab Initio Molecular Force Fields

Molecular fingerprints, i.e. feature vectors describing atomistic neighborhood configurations, is an important abstraction and a key ingredient for data-driven modeling of potential energy surface and interatomic force. In this paper, we present the Density-Encoded Canonically Aligned Fingerprint (DECAF) fingerprint algorithm, which is robust and efficient, for fitting per-atom scalar and vector quantities. The fingerprint is essentially a continuous density field formed through the superimposition of smoothing kernels centered on the atoms. Rotational invariance of the fingerprint is achieved by aligning, for each fingerprint instance, the neighboring atoms onto a local canonical coordinate frame computed from a kernel minisum optimization procedure. We show that this approach is superior over PCA-based methods especially when the atomistic neighborhood is sparse and/or contains symmetry. We propose that the `distance' between the density fields be measured using a volume integral of their pointwise difference. This can be efficiently computed using optimal quadrature rules, which only require discrete sampling at a small number of grid points. We also experiment on the choice of weight functions for constructing the density fields, and characterize their performance for fitting interatomic potentials. The applicability of the fingerprint is demonstrated through a set of benchmark problems.

cs.CE↗

arXiv2017

Physics Informed Deep Learning (Part I): Data-driven Solutions of Nonlinear Partial Differential Equations

We introduce physics informed neural networks -- neural networks that are trained to solve supervised learning tasks while respecting any given law of physics described by general nonlinear partial differential equations. In this two part treatise, we present our developments in the context of solving two main classes of problems: data-driven solution and data-driven discovery of partial differential equations. Depending on the nature and arrangement of the available data, we devise two distinct classes of algorithms, namely continuous time and discrete time models. The resulting neural networks form a new class of data-efficient universal function approximators that naturally encode any underlying physical laws as prior information. In this first part, we demonstrate how these networks can be used to infer solutions to partial differential equations, and obtain physics-informed surrogate models that are fully differentiable with respect to all input coordinates and free parameters.

cs.AI↗

arXiv2017

Physics Informed Deep Learning (Part II): Data-driven Discovery of Nonlinear Partial Differential Equations

We introduce physics informed neural networks -- neural networks that are trained to solve supervised learning tasks while respecting any given law of physics described by general nonlinear partial differential equations. In this second part of our two-part treatise, we focus on the problem of data-driven discovery of partial differential equations. Depending on whether the available data is scattered in space-time or arranged in fixed temporal snapshots, we introduce two main classes of algorithms, namely continuous time and discrete time models. The effectiveness of our approach is demonstrated using a wide range of benchmark problems in mathematical physics, including conservation laws, incompressible fluid flow, and the propagation of nonlinear shallow-water waves.

cs.AI↗

arXiv2017

A Riesz basis Galerkin method for the tempered fractional Laplacian

The fractional Laplacian $Δ^{β/2}$ is the generator of $β$-stable Lévy process, which is the scaling limit of the Lévy fight. Due to the divergence of the second moment of the jump length of the Lévy fight it is not appropriate as a physical model in many practical applications. However, using a parameter $λ$ to exponentially temper the isotropic power law measure of the jump length leads to the tempered Lévy fight, which has finite second moment. For short time the tempered Lévy fight exhibits the dynamics of Lévy fight while after sufficiently long time it turns to normal diffusion. The generator of tempered $β$-stable Lévy process is the tempered fractional Laplacian $(Δ+λ)^{β/2}$ [W.H. Deng, B.Y. Li, W.Y. Tian, and P.W. Zhang, Multiscale Model. Simul., in press, 2017]. In the current work, we present new computational methods for the tempered fractional Laplacian equation, including the cases with the homogeneous and nonhomogeneous generalized Dirichlet type boundary conditions. We prove the well-posedness of the Galerkin weak formulation and provide convergence analysis of the single scaling B-spline and multiscale Riesz bases finite element methods. We propose a technique for efficiently generating the entries of the dense stiffness matrix and for solving the resulting algebraic equation by preconditioning. We also present several numerical experiments to verify the theoretical results.

math.NA↗

arXiv2017

Active learning of constitutive relation from mesoscopic dynamics for macroscopic modeling of non-Newtonian flows

We simulate complex fluids by means of an on-the-fly coupling of the bulk rheology to the underlying microstructure dynamics. In particular, a macroscopic continuum model of polymeric fluids is constructed without a pre-specified constitutive relation, but instead it is actively learned from mesoscopic simulations where the dynamics of polymer chains is explicitly computed. To couple the macroscopic rheology of polymeric fluids and the microscale dynamics of polymer chains, the continuum approach (based on the finite volume method) provides the transient flow field as inputs for the (mesoscopic) dissipative particle dynamics (DPD), and in turn DPD returns an effective constitutive relation to close the continuum equations. In this multiscale modeling procedure, we employ an active learning strategy based on Gaussian process regression (GPR) to minimize the number of expensive DPD simulations, where adaptively selected DPD simulations are performed only as necessary. Numerical experiments are carried out for flow past a circular cylinder of a non-Newtonian fluid, modeled at the mesoscopic level by bead-spring chains. The results show that only five DPD simulations are required to achieve an effective closure of the continuum equations at Reynolds number Re=10. Furthermore, when Re is increased to 100, only one additional DPD simulation is required for constructing an extended GPR-informed model closure. Compared to traditional message-passing multiscale approaches, applying an active learning scheme to multiscale modeling of non-Newtonian fluids can significantly increase the computational efficiency. Although the method demonstrated here obtains only a local viscosity from the mesoscopic model, it can be extended to other multiscale models of complex fluids whose macro-rheology is unknown.

physics.comp-ph↗

arXiv2017

Hidden Physics Models: Machine Learning of Nonlinear Partial Differential Equations

While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from {\em small} data. In particular, we introduce \emph{hidden physics models}, which are essentially data-efficient learning machines capable of leveraging the underlying laws of physics, expressed by time dependent and nonlinear partial differential equations, to extract patterns from high-dimensional data generated from experiments. The proposed methodology may be applied to the problem of learning, system identification, or data-driven discovery of partial differential equations. Our framework relies on Gaussian processes, a powerful tool for probabilistic inference over functions, that enables us to strike a balance between model complexity and data fitting. The effectiveness of the proposed approach is demonstrated through a variety of canonical problems, spanning a number of scientific domains, including the Navier-Stokes, Schrödinger, Kuramoto-Sivashinsky, and time dependent linear fractional equations. The methodology provides a promising new direction for harnessing the long-standing developments of classical methods in applied mathematics and mathematical physics to design learning machines with the ability to operate in complex domains without requiring large quantities of data.

cs.AI↗

arXiv2017

Adaptive Finite Element Method for fractional differential equations using Hierarchical Matrices

A robust and fast solver for the fractional differential equation (FDEs) involving the Riesz fractional derivative is developed using an adaptive finite element method on non-uniform meshes. It is based on the utilization of hierarchical matrices ($\mathcal{H}$-Matrices) for the representation of the stiffness matrix resulting from the finite element discretization of the FDEs. We employ a geometric multigrid method for the solution of the algebraic system of equations. We combine it with an adaptive algorithm based on a posteriori error estimation to deal with general-type singularities arising in the solution of the FDEs. Through various test examples we demonstrate the efficiency of the method and the high-accuracy of the numerical solution even in the presence of singularities. The proposed technique has been verified effectively through fundamental examples including Riesz, Left/Right Riemann-Liouville fractional derivative and, furthermore, it can be readily extended to more general fractional differential equations with different boundary conditions and low-order terms. To the best of our knowledge, there are currently no other methods for FDEs that resolve singularities accurately at linear complexity as the one we propose here.

math.NA↗

arXiv2017

Numerical Gaussian Processes for Time-dependent and Non-linear Partial Differential Equations

We introduce the concept of numerical Gaussian processes, which we define as Gaussian processes with covariance functions resulting from temporal discretization of time-dependent partial differential equations. Numerical Gaussian processes, by construction, are designed to deal with cases where: (1) all we observe are noisy data on black-box initial conditions, and (2) we are interested in quantifying the uncertainty associated with such noisy data in our solutions to time-dependent partial differential equations. Our method circumvents the need for spatial discretization of the differential operators by proper placement of Gaussian process priors. This is an attempt to construct structured and data-efficient learning machines, which are explicitly informed by the underlying physics that possibly generated the observed data. The effectiveness of the proposed approach is demonstrated through several benchmark problems involving linear and nonlinear time-dependent operators. In all examples, we are able to recover accurate approximations of the latent solutions, and consistently propagate uncertainty, even in cases involving very long time integration.

stat.ML↗

arXiv2017

Analytical and Computational Studies of Correlations of Hydrodynamic Fluctuations in Shear Flow

We study correlations of hydrodynamic fluctuations in shear flow analytically and also by dissipative particle dynamics~(DPD) simulations. The hydrodynamic equations are linearized around the macroscopic velocity field and then solved by a perturbation method in Fourier-transformed space. The autocorrelation functions~(ACFs) from the analytical method are compared with results obtained from DPD simulations under the same shear-flow conditions. Upto a moderate shear rate, various ACFs from the two approaches agree with each other well. At large shear rates, discrepancies between the two methods are observed, hence revealing strong additional coupling between different fluctuating variables, which is not considered in the analytical approach. In addition, the results at low and moderate shear rates can serve as benchmarks for developing multiscale algorithms for coupling of heterogeneous solvers, such as a hybrid simulation of molecular dynamics and fluctuating hydrodynamics solver, where thermal fluctuations are indispensable.

physics.flu-dyn↗

arXiv2017

OpenRBC: A Fast Simulator of Red Blood Cells at Protein Resolution

We present OpenRBC, a coarse-grained molecular dynamics code, which is capable of performing an unprecedented in silico experiment --- simulating an entire mammal red blood cell lipid bilayer and cytoskeleton as modeled by 4 million mesoscopic particles --- using a single shared memory commodity workstation. To achieve this, we invented an adaptive spatial-searching algorithm to accelerate the computation of short-range pairwise interactions in an extremely sparse 3D space. The algorithm is based on a Voronoi partitioning of the point cloud of coarse-grained particles, and is continuously updated over the course of the simulation. The algorithm enables the construction of the key spatial searching data structure in our code, i.e. a lattice-free cell list, with a time and space cost linearly proportional to the number of particles in the system. The position and shape of the cells also adapt automatically to the local density and curvature. The code implements OpenMP parallelization and scales to hundreds of hardware threads. It outperforms a legacy simulator by almost an order of magnitude in time-to-solution and more than 40 times in problem size, thus providing a new platform for probing the biomechanics of red blood cells.

physics.bio-ph↗

arXiv2017

Second-order numerical methods for multi-term fractional differential equations: Smooth and non-smooth solutions

Starting with the asymptotic expansion of the error equation of the shifted Grünwald--Letnikov formula, we derive a new modified weighted shifted Grünwald--Letnikov (WSGL) formula by introducing appropriate correction terms. We then apply one special case of the modified WSGL formula to solve multi-term fractional ordinary and partial differential equations, and we prove the linear stability and second-order convergence for both smooth and non-smooth solutions. We show theoretically and numerically that numerical solutions up to certain accuracy can be obtained with only a few correction terms. Moreover, the correction terms can be tuned according to the fractional derivative orders without explicitly knowing the analytical solutions. Numerical simulations verify the theoretical results and demonstrate that the new formula leads to better performance compared to other known numerical approximations with similar resolution.

math.NA↗

arXiv2016

A dissipative particle dynamics method for arbitrarily complex geometries

We present a local detection method for dissipative particle dynamics (DPD) involving arbitrarily shaped geometric three-dimensional domains. By introducing an indicator variable of boundary volume fraction (BVF) for each fluid particle, the boundary of arbitrary-shape objects is detected on-the-fly for the moving fluid particles using only the local particle configuration. Therefore, this approach eliminates the need of an analytical description of the boundary and geometry of objects in DPD simulations and makes it possible to load the geometry of a system directly from experimental images or computer-aided designs/drawings. Wall penetration is inferred from the value of the BVF and prevented by a predictor-corrector algorithm. The no-slip boundary condition is achieved by employing effective dissipative coefficients for liquid-solid interactions. Quantitative evaluations of the new method are performed for the plane Poiseuille flow, the plane Couette flow and the Wannier flow in a cylindrical domain and compared with their corresponding analytical solutions and (high-order) spectral element solution of the Navier-Stokes equations. We verify that the proposed method yields correct no-slip boundary condition for velocity and generates negligible fluctuations of density and temperature in the vicinity of the wall surface. Moreover, we construct a very complex 3D geometry - the "Brown Pacman" microfluidic device - to explicitly demonstrate how to construct a DPD system with complex geometry directly from loading a graphical image. In addition to stationary arbitrary-shape objects, the new method is particularly useful for problems involving moving and deformable boundaries, because it only uses local information of neighboring particles and satisfies the desired boundary conditions on-the-fly.

physics.comp-ph↗

arXiv2016

A Petrov-Galerkin Spectral Element Method for Fractional Elliptic Problems

We develop a new $C^{\,0}$-continuous Petrov-Galerkin spectral element method for one-dimensional fractional elliptic problems of the form ${}_{0}{\mathcal{D}}_{x}^α u(x) - λu(x) = f(x)$, $α\in (1,2]$, subject to homogeneous boundary conditions. We employ the standard (modal) spectral element bases and the Jacobi poly-fractonomials as the test functions [1]. We formulate a new procedure for assembling the global linear system from elemental (local) mass and stiffness matrices. The Petrov-Galerkin formulation requires performing elemental (local) construction of mass and stiffness matrices in the standard domain only once. Moreover, we efficiently obtain the non-local (history) stiffness matrices, in which the non-locality is presented analytically for uniform grids. We also investigate two distinct choices of basis/test functions: i) local basis/test functions, and ii) local basis with global test functions. We show that the former choice leads to a better-conditioned system and accuracy. We consider smooth and singular solutions, where the singularity can occur at boundary points as well as in the interior domain. We also construct two non-uniform grids over the whole computational domain in order to capture singular solutions. Finally, we perform a systematic numerical study of non-local effects via full and partial history fading in order to further enhance the efficiency of the scheme.

math.NA↗

arXiv2016

Implicit-Explicit difference schemes for nonlinear fractional differential equations with non-smooth solutions

We propose second-order implicit-explicit (IMEX) time-stepping schemes for nonlinear fractional differential equations with fractional order $0<β<1$. From the known structure of the non-smooth solution and by introducing corresponding correction terms, we can obtain uniformly second-order accuracy from these schemes. We prove the convergence and linear stability of the proposed schemes. Numerical examples illustrate the flexibility and efficiency of the IMEX schemes and show that they are effective for nonlinear and multi-rate fractional differential systems as well as multi-term fractional differential systems with non-smooth solutions.

math.NA↗

arXiv2016

A Tunably-Accurate Laguerre Petrov-Galerkin Spectral Method for Multi-Term Fractional Differential Equations on the Half Line

We present a new tunably-accurate Laguerre Petrov-Galerkin spectral method for solving linear multi-term fractional initial value problems with derivative orders at most one and constant coefficients on the half line. Our method results in a matrix equation of special structure which can be solved in $\mathcal{O}(N \log N)$ operations. We also take advantage of recurrence relations for the generalized associated Laguerre functions (GALFs) in order to derive explicit expressions for the entries of the stiffness and mass matrices, which can be factored into the product of a diagonal matrix and a lower-triangular Toeplitz matrix. The resulting spectral method is efficient for solving multi-term fractional differential equations with arbitrarily many terms. We apply this method to a distributed order differential equation, which is approximated by linear multi-term equations through the Gauss-Legendre quadrature rule. We provide numerical examples demonstrating the spectral convergence and linear complexity of the method.

math.NA↗