Multifidelity uncertainty quantification for ice sheet simulations
Not Available
Aretz, Nicole (ORCID:0000000164929300)↗
Engineering topics
Gunzburger, Max
Publications and source records attributed to Gunzburger, Max.
Multifidelity methods for uncertainty quantification of a nonlocal model for phase changes in materials
This study is devoted to the construction of a multifidelity Monte Carlo (MFMC) method for the uncertainty quantification of a nonlocal, non-mass-conserving Cahn-Hilliard model for phase transitions with an obstacle potential. Here, we are interested in estimating the expected value of an output of interest (OoI) that depends on the solution of the nonlocal Cahn-Hilliard model. As opposed to its local counterpart, the nonlocal model captures sharp interfaces without the need for significant mesh refinement. However, the computational cost of the nonlocal Cahn-Hilliard model is higher than that of its local counterpart with similar mesh refinement, inhibiting its use for outer-loop applications such as uncertainty quantification. The MFMC method augments the desired high-fidelity, high-cost OoI with a set of lower-fidelity, lower-cost OoIs to alleviate the computational burden associated with nonlocality. Most of the computational budget is allocated to sampling the cheap surrogate models to achieve speedup, whereas the high-fidelity model is sparsely sampled to maintain accuracy. For the non-mass-conserving nonlocal Cahn-Hilliard model, the use of the MFMC method results in, for a given computational budget, about an order of magnitude reduction in the mean-squared error of the expected value of the OoI relative to that of the Monte Carlo method.
97 MATHEMATICS AND COMPUTING↗
A scalable domain decomposition method for FEM discretizations of nonlocal equations of integrable and fractional type
Nonlocal models allow for the description of phenomena which cannot be captured by classical partial differential equations. The availability of efficient solvers is one of the main concerns for the use of nonlocal models in real world engineering applications. Here, we present a domain decomposition solver that is inspired by substructuring methods for classical local equations. In numerical experiments involving finite element discretizations of scalar and vectorial nonlocal equations of integrable and fractional type, we observe improvements in solution time of up to 14.6x compared to commonly used solver strategies.
97 MATHEMATICS AND COMPUTING↗
Canonical and noncanonical Hamiltonian operator inference through benchmark examples
Explore the source record for details and available documents.
Gruber, Anthony David↗
Efficient and Scalable Time-Stepping Algorithms and Reduced-Order Modeling for Ocean System Simulations (Scientific/Technical Report)
This report provides a description of major accomplishments and results obtained by the University of South Carolina/Florida State University/Los Alamos National Laboratory team participating in the project "Efficient and Scalable Time-Stepping Algorithms and Reduced-Order Modeling for Ocean System Simulations" and the list of publications produced from the project.
54 ENVIRONMENTAL SCIENCES↗
Multifidelity Monte Carlo estimation for efficient uncertainty quantification in climate-related modeling
Abstract. Uncertainties in an output of interest that depends on the solution of a complex system (e.g., of partial differential equations with random inputs) are often, if not nearly ubiquitously, determined in practice using Monte Carlo (MC) estimation. While simple to implement, MC estimation fails to provide reliable information about statistical quantities (such as the expected value of the output of interest) in application settings such as climate modeling, for which obtaining a single realization of the output of interest is a costly endeavor. Specifically, the dilemma encountered is that many samples of the output of interest have to be collected in order to obtain an MC estimator that has sufficient accuracy – so many, in fact, that the available computational budget is not large enough to effect the number of samples needed. To circumvent this dilemma, we consider using multifidelity Monte Carlo (MFMC) estimation which leverages the use of less costly and less accurate surrogate models (such as coarser grids, reduced-order models, simplified physics, and/or interpolants) to achieve, for the same computational budget, higher accuracy compared to that obtained by an MC estimator – or, looking at it another way, an MFMC estimator obtains the same accuracy as the MC estimator at lower computational cost. The key to the efficacy of MFMC estimation is the fact that most of the required computational budget is loaded onto the less costly surrogate models so that very few samples are taken of the more expensive model of interest. We first provide a more detailed discussion about the need to consider an alternative to MC estimation for uncertainty quantification. Subsequently, we present a review, in an abstract setting, of the MFMC approach along with its application to three climate-related benchmark problems as a proof-of-concept exercise.
54 ENVIRONMENTAL SCIENCES↗
An Asymptotically Compatible Coupling Formulation for Nonlocal Interface Problems with Jumps
Here, we introduce a mathematically rigorous formulation for a nonlocal interface problem with jumps and propose an asymptotically compatible finite element discretization for the weak form of the interface problem. After proving the well-posedness of the weak form, we demonstrate that solutions to the nonlocal interface problem converge to the corresponding local counterpart when the nonlocal data are appropriately prescribed. Several numerical tests in one and two dimensions show the applicability of our technique, its numerical convergence to exact nonlocal solutions, its convergence to the local limit when the horizons vanish, and its robustness with respect to the patch test.
97 MATHEMATICS AND COMPUTING↗
Energetically consistent model reduction for metriplectic systems
The metriplectic formalism is useful for describing complete dynamical systems which conserve energy and produce entropy. This creates challenges for model reduction, as the elimination of high-frequency information will generally not preserve the metriplectic structure which governs long-term stability of the system. Based on proper orthogonal decomposition, a provably convergent metriplectic reduced-order model is formulated which is guaranteed to maintain the algebraic structure necessary for energy conservation and entropy formation. Further, numerical results on benchmark problems show that the proposed method is remarkably stable, leading to improved accuracy over long time scales at a moderate increase in cost over naive methods.
42 ENGINEERING↗
Mathematical Foundations for Nonlocal Interface Problems: Multiscale Simulations of Heterogeneous Materials (Final LDRD Report)
Nonlocal models provide a much-needed predictive capability for important Sandia mission applications, ranging from fracture mechanics for nuclear components to subsurface flow for nuclear waste disposal, where traditional partial differential equations (PDEs) models fail to capture effects due to long-range forces at the microscale and mesoscale. However, utilization of this capability is seriously compromised by the lack of a rigorous nonlocal interface theory, required for both application and efficient solution of nonlocal models. To unlock the full potential of nonlocal modeling we developed a mathematically rigorous and physically consistent interface theory and demonstrate its scope in mission-relevant exemplar problems.
97 MATHEMATICS AND COMPUTING↗
Convolutional neural networks for data compression and reduced-order modeling.
Abstract not provided.
Gruber, Anthony↗
A comparison of neural network architectures for data-driven reduced-order modeling
The popularity of deep convolutional autoencoders (CAEs) has engendered new and effective reduced-order models (ROMs) for the simulation of large-scale dynamical systems. Despite this, it is still unknown whether deep CAEs provide superior performance over established linear techniques or other network-based methods in all modeling scenarios. To elucidate this, the effect of autoencoder architecture on its associated ROM is studied through the comparison of deep CAEs against two alternatives: a simple fully connected autoencoder, and a novel graph convolutional autoencoder. Through benchmark experiments, it is shown that the superior autoencoder architecture for a given ROM application is highly dependent on the size of the latent space and the structure of the snapshot data, with the proposed architecture demonstrating benefits on data with irregular connectivity when the latent space is sufficiently large.
42 ENGINEERING↗
A mass conservative, well balanced, tangency preserving and energy decaying method for the shallow water equations on a sphere
Here a fully discrete surface finite element method is proposed for solving the viscous shallow water equations in a bounded Lipschitz domain on the sphere based on a general triangular mesh. The method consists of a modified Crank–Nicolson method in time and a Galerkin surface finite element method in space for the fluid thickness H and the fluid velocity u. A finite element space tangential to the sphere at all finite element nodes is proposed to approximate the fluid velocity u. The proposed method has second-order accuracy in time and first-order accuracy in space, and preserves mass conservation, well balancedness, tangency of velocity to the sphere, and energy decay. Numerical experiments are presented to illustrate the accuracy of the proposed method and the preservation of the physical properties, including mass conservation, well balancedness, and energy decay. A numerical simulation of ocean mesoscale activity on a circular basin with a continental shelf is provided.
97 MATHEMATICS AND COMPUTING↗
High-order multirate explicit time-stepping schemes for the baroclinic-barotropic split dynamics in primitive equations
In order to treat the multiple time scales of ocean dynamics in an efficient manner, the baroclinic-barotropic splitting technique has been widely used for solving the primitive equations for ocean modeling. Based on the framework of strong stability-preserving Runge-Kutta approach, we propose two high-order multirate explicit time-stepping schemes (SSPRK2-SE and SSPRK3-SE) for the resulting split system in this paper. The proposed schemes allow for a large time step to be used for the three-dimensional baroclinic (slow) mode and a small time step for the two-dimensional barotropic (fast) mode, in which each of the two mode solves just need to satisfy their respective CFL conditions for numerical stability. Specifically, at each time step, the baroclinic velocity is first computed by advancing the baroclinic mode and fluid thickness of the system with the large time-step and the assistance of some intermediate approximations of the barotropicmode obtained by substepping with the small time step; then the barotropic velocity is corrected by using the small time step to re-advance the barotropic mode un-der an improved barotropic forcing produced by interpolation of the forcing terms from the preceding baroclinic mode solves; lastly, the fluid thickness is updated by coupling the baroclinic and barotropic velocities. Additionally, numerical inconsistencies on the discretized sea surface height caused by the mode splitting are relieved via a reconciliation process with carefully calculated flux deficits. Here, two benchmark tests from the “MPAS-Ocean” platform are carried out to numerically demonstrate the performance and parallel scalability of the proposed SSPRK-SE schemes.
54 ENVIRONMENTAL SCIENCES↗
Parallel exponential time differencing methods for geophysical flow simulations
Two ocean models are considered for geophysical flow simulations: the multilayer shallow water equations and the multilayer primitive equations. For the former, we investigate the parallel performance of exponential time differencing (ETD) methods, including exponential Rosenbrock–Euler, ETD2wave, and B-ETD2wave. For the latter, we take advantage of the splitting of barotropic and baroclinic modes and propose a new two-level method in which an ETD method is applied to solve the fast barotropic mode. Furthermore, these methods could improve the computational efficiency of numerical simulations because ETD methods allow for much larger time step sizes than traditional explicit time-stepping techniques that are commonly used in existing computational ocean models. Several standard benchmark tests for ocean modeling are performed and comparison of the numerical results demonstrates a great potential of applying the parallel ETD methods for simulating real-world geophysical flows.
54 ENVIRONMENTAL SCIENCES↗
A general framework for substructuring‐based domain decomposition methods for models having nonlocal interactions
Abstract A mathematical framework is provided for a substructuring‐based domain decomposition (DD) approach for nonlocal problems that features interactions between points separated by a finite distance. Here, by substructuring it is meant that a traditional geometric configuration for local partial differential equation (PDE) problems is used in which a computational domain is subdivided into non‐overlapping subdomains. In the nonlocal setting, this approach is substructuring‐based in the sense that those subdomains interact with neighboring domains over interface regions having finite volume, in contrast to the local PDE setting in which interfaces are lower dimensional manifolds separating abutting subdomains. Key results include the equivalence between the global, single‐domain nonlocal problem and its multi‐domain reformulation, both at the continuous and discrete levels. These results provide the rigorous foundation necessary for the development of efficient solution strategies for nonlocal DD methods.
Capodaglio, Giacomo↗
A multifidelity method for a nonlocal diffusion model
Nonlocal models feature a finite length scale, referred to as the horizon, such that points separated by a distance smaller than the horizon interact with each other. Such models have proven to be useful in a variety of settings. However, due to the reduced sparsity of discretizations, they are also generally computationally more expensive compared to their local differential equation counterparts. In this work, we introduce a multifidelity Monte Carlo method that combines the high-fidelity nonlocal model of interest with surrogate models that use coarser grids and/or smaller horizons and thus have lower fidelities and lower costs. Using the multifidelity method, the overall computational cost of uncertainty quantification is reduced without compromising accuracy. It is shown for a one-dimensional nonlocal diffusion example that speedups of up to two orders of magnitude can be achieved using the multifidelity method to estimate the expectation of an output of interest.
97 MATHEMATICS AND COMPUTING↗
Grid generation, coupling strategies, and spatially-dependent time stepping for ocean-tidal/estuary systems and other ESM components (Final Report)
This report provides a description of the tasks undertaken and results and accomplishments obtained by the University of South Carolina/Florida State University team participating in the project.
24 POWER TRANSMISSION AND DISTRIBUTION↗