Michael Schneier

Max Gunzburger, Nan Jiang, Michael Schneier

The definition of partial differential equation (PDE) models usually involves a set of parameters whose values may vary over a wide range. The solution of even a single set of parameter values may be quite expensive. In many cases, e.g., optimization, control, uncertainty quantification, and other settings, solutions are needed for many sets of parameter values. We consider the case of the time-dependent Navier-Stokes equations for which a recently developed ensemble-based method allows for the efficient determination of the multiple solutions corresponding to many parameter sets. The method uses the average of the multiple solutions at any time step to define a linear set of equations that determines the solutions at the next time step. To significantly further reduce the costs of determining multiple solutions of the Navier-Stokes equations, we incorporate a proper orthogonal decomposition (POD) reduced-order model into the ensemble-based method. The stability and convergence results for the ensemble-based method are extended to the ensemble-POD approach. Numerical experiments are provided that illustrate the accuracy and efficiency of computations determined using the new approach.

Max Gunzburger, Traian Iliescu, Michael Schneier

Partial differential equations (PDEs) are often dependent on input quantities which are inherently uncertain. To quantify this uncertainty, these PDEs must be solved over a large ensemble of parameters. Even for a single realization this can a computationally intensive process. In the case of flows governed by the Navier-Stokes equations, an efficient method has been devised for computing an ensemble of solutions. To further reduce the computational cost of this method, an ensemble proper orthogonal decomposition (POD) method was recently proposed. The main contribution of this work is the introduction of POD spatial filtering for ensemble-POD methods. The POD spatial filter makes possible the construction of the Leray ensemble-POD model, which is a regularized reduced order model for the numerical simulation of convection-dominated flows. The Leray ensemble-POD model employs the POD spatial filter to smooth (regularize) the convection term in the Navier-Stokes equations and greatly diminishes the numerical inaccuracies produced by the ensemble-POD method in the numerical simulation of convection-dominated flows. Specifically, for the numerical simulation of a convection-dominated two-dimensional flow between two offset cylinders, we show that the Leray ensemble-POD method yields accurate results, whereas the ensemble-POD is highly inaccurate. The second contribution of this work is a new numerical discretization of the variable viscosity ensemble algorithm in which the average viscosity is replaced with the maximum viscosity. It is shown that this new numerical discretization is significantly more stable than those in current use. Furthermore, error estimates for the novel Leray ensemble-POD algorithm with this new numerical discretization are also proven.

Max Gunzburger, Nan Jiang, Michael Schneier

Partial differential equations (PDE) often involve parameters, such as viscosity or density. An analysis of the PDE may involve considering a large range of parameter values, as occurs in uncertainty quantification, control and optimization, inference, and several statistical techniques. The solution for even a single case may be quite expensive; whereas parallel computing may be applied, this reduces the total elapsed time but not the total computational effort. In the case of flows governed by the Navier-Stokes equations, a method has been devised for computing an ensemble of solutions. Recently, a reduced-order model derived from a proper orthogonal decomposition (POD) approach was incorporated into a first-order accurate in time version of the ensemble algorithm. In this work, we expand on that work by incorporating the POD reduced order model into a second-order accurate ensemble algorithm. Stability and convergence results for this method are updated to account for the POD/ROM approach. Numerical experiments illustrate the accuracy and efficiency of the new approach.

Victor DeCaria, Traian Iliescu, William Layton et al.

We propose a novel artificial compression, reduced order model (AC-ROM) for the numerical simulation of viscous incompressible fluid flows. The new AC-ROM provides approximations not only for velocity, but also for pressure, which is needed to calculate forces on bodies in the flow and to connect the simulation parameters with pressure data. The new AC-ROM does not require that the velocity-pressure ROM spaces satisfy the inf-sup (Ladyzhenskaya-Babuska-Brezzi) condition and its basis functions are constructed from data that are not required to be weakly-divergence free. We prove error estimates for the reduced basis discretization of the AC-ROM. We also investigate numerically the new AC-ROM in the simulation of a two-dimensional flow between offset cylinders.

M. Gunzburger, T. Iliescu, M. Mohebujjaman et al.

In this paper, we propose a nonintrusive filter-based stabilization of reduced order models (ROMs) for uncertainty quantification (UQ) of the time-dependent Navier-Stokes equations in convection-dominated regimes. We propose a novel high-order ROM differential filter and use it in conjunction with an evolve-filter-relax algorithm to attenuate the numerical oscillations of standard ROMs. We also examine how stochastic collocation methods (SCMs) can be combined with the evolve-filter-relax algorithm for efficient UQ of fluid flows. We emphasize that the new stabilized SCM-ROM framework is nonintrusive and can be easily used in conjunction with legacy flow solvers. We test the new framework in the numerical simulation of a two-dimensional flow past a circular cylinder with a random viscosity that yields a random Reynolds number with mean $Re=100$.

Max Gunzburger, Michael Schneier, Clayton Webster et al.

It is shown that the computational efficiency of the discrete least-squares (DLS) approximation of solutions of stochastic elliptic PDEs is improved by incorporating a reduced-basis method into the DLS framework. The goal is to recover the entire solution map from the parameter space to the finite element space. To this end, first, a reduced-basis solution using a weak greedy algorithm is constructed, then a DLS approximation is determined by evaluating the reduced-basis approximation instead of the full finite element approximation. The main advantage of the new approach is that one only need apply the DLS operator to the coefficients of the reduced-basis expansion, resulting in huge savings in both the storage of the DLS coefficients and the online cost of evaluating the DLS approximation. In addition, the recently developed quasi-optimal polynomial space is also adopted in the new approach, resulting in superior convergence rates for a wider class of problems than previous analyzed. Numerical experiments are provided that illustrate the theoretical results.

Nan Jiang, Michael Schneier

Studying the propagation of uncertainties in a nonlinear dynamical system usually involves generating a set of samples in the stochastic parameter space and then repeated simulations with different sampled parameters. The main difficulty faced in the process is the excessive computational cost. In this paper, we present an efficient, partitioned ensemble algorithm to determine multiple realizations of a reduced Magnetohydrodynamics (MHD) system, which models MHD flows at low magnetic Reynolds number. The algorithm decouples the fully coupled problem into two smaller sub-physics problems, which reduces the size of the linear systems that to be solved and allows the use of optimized codes for each sub-physics problem. Moreover, the resulting coefficient matrices are the same for all realizations at each time step, which allows faster computation of all realizations and significant savings in computational cost. We prove this algorithm is first order accurate and long time stable under a time step condition. Numerical examples are provided to verify the theoretical results and demonstrate the efficiency of the algorithm.

Zijie Li, Saurabh Patil, Francis Ogoke et al.

Neural networks have shown promising potential in accelerating the numerical simulation of systems governed by partial differential equations (PDEs). Different from many existing neural network surrogates operating on high-dimensional discretized fields, we propose to learn the dynamics of the system in the latent space with much coarser discretizations. In our proposed framework - Latent Neural PDE Solver (LNS), a non-linear autoencoder is first trained to project the full-order representation of the system onto the mesh-reduced space, then a temporal model is trained to predict the future state in this mesh-reduced space. This reduction process simplifies the training of the temporal model by greatly reducing the computational cost accompanying a fine discretization. We study the capability of the proposed framework and several other popular neural PDE solvers on various types of systems including single-phase and multi-phase flows along with varying system parameters. We showcase that it has competitive accuracy and efficiency compared to the neural PDE solver that operates on full-order space.