Vishwas Rao

Nick Alger, Vishwas Rao, Aaron Myers et al.

We present an adaptive grid matrix-free operator approximation scheme based on a "product-convolution" interpolation of convolution operators. This scheme is appropriate for operators that are locally translation-invariant, even if these operators are high-rank or full-rank. Such operators arise in Schur complement methods for solving partial differential equations (PDEs), as Hessians in PDE-constrained optimization and inverse problems, as integral operators, as covariance operators, and as Dirichlet-to-Neumann maps. Constructing the approximation requires computing the impulse responses of the operator to point sources centered on nodes in an adaptively refined grid of sample points. A randomized a-posteriori error estimator drives the adaptivity. Once constructed, the approximation can be efficiently applied to vectors using the fast Fourier transform. The approximation can be efficiently converted to hierarchical matrix ($H$-matrix) format, then inverted or factorized using scalable $H$-matrix arithmetic. The quality of the approximation degrades gracefully as fewer sample points are used, allowing cheap lower quality approximations to be used as preconditioners. This yields an automated method to construct preconditioners for locally translation-invariant Schur complements. We directly address issues related to boundaries and prove that our scheme eliminates boundary artifacts. We test the scheme on a spatially varying blurring kernel, on the non-local component of an interface Schur complement for the Poisson operator, and on the data misfit Hessian for an advection dominated advection-diffusion inverse problem. Numerical results show that the scheme outperforms existing methods.

Vishwas Rao, Adrian Sandu

Inverse problems use physical measurements along with a computational model to estimate the parameters or state of a system of interest. Errors in measurements and uncertainties in the computational model lead to inaccurate estimates. This work develops a methodology to estimate the impact of different errors on the variational solutions of inverse problems. The focus is on time evolving systems described by ordinary differential equations, and on a particular class of inverse problems, namely, data assimilation. The computational algorithm uses first-order and second-order adjoint models. In a deterministic setting the methodology provides a posteriori error estimates for the inverse solution. In a probabilistic setting it provides an a posteriori quantification of uncertainty in the inverse solution, given the uncertainties in the model and data. Numerical experiments with the shallow water equations in spherical coordinates illustrate the use of the proposed error estimation machinery in both deterministic and probabilistic settings.

Azam Moosavi, Vishwas Rao, Adrian Sandu

Complex numerical weather prediction models incorporate a variety of physical processes, each described by multiple alternative physical schemes with specific parameters. The selection of the physical schemes and the choice of the corresponding physical parameters during model configuration can significantly impact the accuracy of model forecasts. There is no combination of physical schemes that works best for all times, at all locations, and under all conditions. It is therefore of considerable interest to understand the interplay between the choice of physics and the accuracy of the resulting forecasts under different conditions. This paper demonstrates the use of machine learning techniques to study the uncertainty in numerical weather prediction models due to the interaction of multiple physical processes. The first problem addressed herein is the estimation of systematic model errors in output quantities of interest at future times, and the use of this information to improve the model forecasts. The second problem considered is the identification of those specific physical processes that contribute most to the forecast uncertainty in the quantity of interest under specified meteorological conditions. The discrepancies between model results and observations at past times are used to learn the relationships between the choice of physical processes and the resulting forecast errors. Numerical experiments are carried out with the Weather Research and Forecasting (WRF) model. The output quantity of interest is the model precipitation, a variable that is both extremely important and very challenging to forecast. The physical processes under consideration include various micro-physics schemes, cumulus parameterizations, short wave, and long wave radiation schemes. The experiments demonstrate the strong potential of machine learning approaches to aid the study of model errors.

Sujata Sinha, Vishwas Rao, Robert Underwood et al.

Since Shannon's foundational work, rate-distortion theory has defined the fundamental limits of lossy compression. Classical results, derived for memoryless and stationary ergodic sources in the asymptotic regime, have shaped both transform and predictive coding architectures, as well as practical standards such as JPEG. Finite-blocklength refinements, initiated by the non-asymptotic achievability and converse bounds of Kostina and Verdu, provide precise characterizations under excess-distortion probability constraints, but primarily for memoryless or statistically homogeneous models. In contrast, error-bounded practical lossy compressors for scientific computing, such as SZ, ZFP, MGARD, and SPERR, are designed for finite, high-dimensional, spatially correlated, and statistically heterogeneous random fields. These compressors partition data into fixed-size tiles that are processed independently, making tile size a central architectural constraint. Structural heterogeneity, finite lattice effects, and tiling constraints are not addressed by existing finite-blocklength analyses. This paper introduces a finite-blocklength rate-distortion framework for heterogeneous random fields on finite lattices, explicitly accounting for the tile-based architectures used in high-performance scientific compressors. The field is modeled as piecewise homogeneous with regionwise stationary second-order statistics, and tiling constraints are incorporated directly into the source model. Under an excess-distortion probability criterion, we establish non-asymptotic achievability, converse bounds and derive a second-order expansion that quantifies the impact of spatial correlation, region geometry, heterogeneity, and tile size on the rate and dispersion.

Tyler E. Maltba, Vishwas Rao, Daniel Adrian Maldonado

A machine learning technique is proposed for quantifying uncertainty in power system dynamics with spatiotemporally correlated stochastic forcing. We learn one-dimensional linear partial differential equations for the probability density functions of real-valued quantities of interest. The method is suitable for high-dimensional systems and helps to alleviate the curse of dimensionality.

Md Taufique Hussain, Grey Ballard, Aditya Devarakonda et al.

In the era of big data, effectively compressing large datasets while performing complex mathematical operations is crucial. Tensor-based decomposition methods have shown superior compression capabilities with minimal loss of accuracy compared to traditional matrix methods. Under the star-M tensor framework, tensors can be decomposed in a matrix-mimetic way, including using the star-M SVD. This tensor SVD has optimality guarantees and has shown exceptional performance on specific types of data, but software implementations have been mostly limited to productivity-oriented languages. In this work, we present our development of a shared-memory parallel, high-performance solution designed to efficiently implement the underlying algorithms. This software will enable optimal compression of extensive scientific datasets, paving the way for enhanced data analysis and insights.

Matthias Chung, Deepanshu Verma, Max Collins et al.

Over the past decade, scientific machine learning has transformed the development of mathematical and computational frameworks for analyzing, modeling, and predicting complex systems. From inverse problems to numerical PDEs, dynamical systems, and model reduction, these advances have pushed the boundaries of what can be simulated. Yet they have often progressed in parallel, with representation learning and algorithmic solution methods evolving largely as separate pipelines. With \emph{Latent Twins}, we propose a unifying mathematical framework that creates a hidden surrogate in latent space for the underlying equations. Whereas digital twins mirror physical systems in the digital world, Latent Twins mirror mathematical systems in a learned latent space governed by operators. Through this lens, classical modeling, inversion, model reduction, and operator approximation all emerge as special cases of a single principle. We establish the fundamental approximation properties of Latent Twins for both ODEs and PDEs and demonstrate the framework across three representative settings: (i) canonical ODEs, capturing diverse dynamical regimes; (ii) a PDE benchmark using the shallow-water equations, contrasting Latent Twin simulations with DeepONet and forecasts with a 4D-Var baseline; and (iii) a challenging real-data geopotential reanalysis dataset, reconstructing and forecasting from sparse, noisy observations. Latent Twins provide a compact, interpretable surrogate for solution operators that evaluate across arbitrary time gaps in a single-shot, while remaining compatible with scientific pipelines such as assimilation, control, and uncertainty quantification. Looking forward, this framework offers scalable, theory-grounded surrogates that bridge data-driven representation learning and classical scientific modeling across disciplines.

Philip Dinenis, Vishwas Rao, Mihai Anitescu

Dynamic downscaling typically involves using numerical weather prediction (NWP) solvers to refine coarse data to higher spatial resolutions. Data-driven models such as FourCastNet have emerged as a promising alternative to the traditional NWP models for forecasting. Once these models are trained, they are capable of delivering forecasts in a few seconds, thousands of times faster compared to classical NWP models. However, as the lead times, and, therefore, their forecast window, increase, these models show instability in that they tend to diverge from reality. In this paper, we propose to use data assimilation approaches to stabilize them when used for downscaling tasks. Data assimilation uses information from three different sources, namely an imperfect computational model based on partial differential equations (PDE), from noisy observations, and from an uncertainty-reflecting prior. In this work, when carrying out dynamic downscaling, we replace the computationally expensive PDE-based NWP models with FourCastNet in a ``weak-constrained 4DVar framework" that accounts for the implied model errors. We demonstrate the efficacy of this approach for a hurricane-tracking problem; moreover, the 4DVar framework naturally allows the expression and quantification of uncertainty. We demonstrate, using ERA5 data, that our approach performs better than the ensemble Kalman filter (EnKF) and the unstabilized FourCastNet model, both in terms of forecast accuracy and forecast uncertainty.

Romit Maulik, Vishwas Rao, Sandeep Madireddy et al.

Rapid simulations of advection-dominated problems are vital for multiple engineering and geophysical applications. In this paper, we present a long short-term memory neural network to approximate the nonlinear component of the reduced-order model (ROM) of an advection-dominated partial differential equation. This is motivated by the fact that the nonlinear term is the most expensive component of a successful ROM. For our approach, we utilize a Galerkin projection to isolate the linear and the transient components of the dynamical system and then use discrete empirical interpolation to generate training data for supervised learning. We note that the numerical time-advancement and linear-term computation of the system ensure a greater preservation of physics than does a process that is fully modeled. Our results show that the proposed framework recovers transient dynamics accurately without nonlinear term computations in full-order space and represents a cost-effective alternative to solely equation-based ROMs.

Vishwas Rao, Adrian Sandu

A parallel-in-time algorithm based on an augmented Lagrangian approach is proposed to solve four-dimensional variational (4D-Var) data assimilation problems. The assimilation window is divided into multiple sub-intervals that allows to parallelize cost function and gradient computations. Solution continuity equations across interval boundaries are added as constraints. The augmented Lagrangian approach leads to a different formulation of the variational data assimilation problem than weakly constrained 4D-Var. A combination of serial and parallel 4D-Vars to increase performance is also explored. The methodology is illustrated on data assimilation problems with Lorenz-96 and the shallow water models.

Ahmed Attia, Vishwas Rao, Adrian Sandu

This paper constructs an ensemble-based sampling smoother for four-dimensional data assimilation using a Hybrid/Hamiltonian Monte-Carlo approach. The smoother samples efficiently from the posterior probability density of the solution at the initial time. Unlike the well-known ensemble Kalman smoother, which is optimal only in the linear Gaussian case, the proposed methodology naturally accommodates non-Gaussian errors and non-linear model dynamics and observation operators. Unlike the four-dimensional variational met\-hod, which only finds a mode of the posterior distribution, the smoother provides an estimate of the posterior uncertainty. One can use the ensemble mean as the minimum variance estimate of the state, or can use the ensemble in conjunction with the variational approach to estimate the background errors for subsequent assimilation windows. Numerical results demonstrate the advantages of the proposed method compared to the traditional variational and ensemble-based smoothing methods.