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DOE OSTI2018

Jacobian consistency of a one-parametric class of smoothing Fischer–Burmeister functions for SOCCP

The Jacobian consistency of smoothing functions plays an important role for achieving the rapid convergence of Newton methods or Newton-like methods with an appropriate parameter control. In this paper, we study the properties, derive the computable formula for the Jacobian matrix and prove the Jacobian consistency of a one-parametric class of smoothing Fischer–Burmeister functions for second-order cone complementarity problems proposed by Tang et al. (Comput Appl Math 33:655–669, 2014). Then we apply its Jacobian consistency to a smoothing Newton method with the appropriate parameter control presented by Chen et al. (Math Comput 67:519–540, 1998), and show the global convergence and local quadratic convergence of the algorithm for solving the SOCCP under rather weak assumptions.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1991

A globally convergent matrix-free algorithm for implicit time-marching schemes arising in finite element analysis in fluids

A solution procedure for solving nonlinear time-marching problems is presented. The nonsymmetric systems of equations arising from a Newton-type linearization of these time-marching problems are solved using an iterative strategy based on the generalized minimal residual (GMRES) algorithm. Matrix-free techniques leading to reduction in storage are presented. Incorporation of a linesearch algorithm in the Newton-GMRES scheme is discussed. An automatic time-increment control strategy is developed to increase the stability of the time-marching process. High-speed flow computations demonstrate the effectiveness of these algorithms.

Johan, Zdenek↗

NASA NTRS1995

Optimization methods, flux conserving methods for steady state Navier-Stokes equation

Navier-Stokes equation as discretized by new flux conserving method proposed by Chang and Scott results in the system: vector F(vector x) = 0, where F is a vector valued function. The Optimization method we use is based on Quasi-Newton methods: given a nonlinear function vector F(vector x) = 0, we solve, Delta(vector x) = -BF(vector x), where Delta(vector x) is the correction term and B is the inverse Jacobian of F(x). Then, iteratively, vector(x(sub (i+1))) = vector(x (sub i)) + alpha.Delta(vector x(sub i)), where alpha is a line search correction term determined by a line search routine. We use the BFCG's update the Jacobian matrix B(sub k) at each iteration. It is well known that B(sub k) approaches B(*) at the solution X(*). This algorithm has several advantages over the Newton-Raphson method. For example, we do not need to calculate the Jacobian matrix at each iteration which is computationally very expensive.

Adeyeye, John↗

DOE OSTI2015

AUTOCLASSIFICATION OF THE VARIABLE 3XMM SOURCES USING THE RANDOM FOREST MACHINE LEARNING ALGORITHM

In the current era of large surveys and massive data sets, autoclassification of astrophysical sources using intelligent algorithms is becoming increasingly important. In this paper we present the catalog of variable sources in the Third XMM-Newton Serendipitous Source catalog (3XMM) autoclassified using the Random Forest machine learning algorithm. We used a sample of manually classified variable sources from the second data release of the XMM-Newton catalogs (2XMMi-DR2) to train the classifier, obtaining an accuracy of ∼92%. We also evaluated the effectiveness of identifying spurious detections using a sample of spurious sources, achieving an accuracy of ∼95%. Manual investigation of a random sample of classified sources confirmed these accuracy levels and showed that the Random Forest machine learning algorithm is highly effective at automatically classifying 3XMM sources. Here we present the catalog of classified 3XMM variable sources. We also present three previously unidentified unusual sources that were flagged as outlier sources by the algorithm: a new candidate supergiant fast X-ray transient, a 400 s X-ray pulsar, and an eclipsing 5 hr binary system coincident with a known Cepheid.

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2020

Machine learning and serving of discrete field theories

A method for machine learning and serving of discrete field theories in physics is developed. The learning algorithm trains a discrete field theory from a set of observational data on a spacetime lattice, and the serving algorithm uses the learned discrete field theory to predict new observations of the field for new boundary and initial conditions. The approach of learning discrete field theories overcomes the difficulties associated with learning continuous theories by artificial intelligence. The serving algorithm of discrete field theories belongs to the family of structure-preserving geometric algorithms, which have been proven to be superior to the conventional algorithms based on discretization of differential equations. The effectiveness of the method and algorithms developed is demonstrated using the examples of nonlinear oscillations and the Kepler problem. In particular, the learning algorithm learns a discrete field theory from a set of data of planetary orbits similar to what Kepler inherited from Tycho Brahe in 1601, and the serving algorithm correctly predicts other planetary orbits, including parabolic and hyperbolic escaping orbits, of the solar system without learning or knowing Newton’s laws of motion and universal gravitation. The proposed algorithms are expected to be applicable when the effects of special relativity and general relativity are important.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Distributed-Memory Parallel Symmetric Nonnegative Matrix Factorization

We develop the first distributed-memory parallel implementation of Symmetric Nonnegative Matrix Factorization (SymNMF), a key data analytics kernel for clustering and dimensionality reduction. Our implementation includes two different algorithms for SymNMF, which give comparable results in terms of time and accuracy. The first algorithm is a parallelization of an existing sequential approach that uses solvers for non symmetric NMF. The second algorithm is a novel approach based on the Gauss-Newton method. It exploits second-order information without incurring large computational and memory costs. We evaluate the scalability of our algorithms on the Summit system at Oak Ridge National Laboratory, scaling up to 128 nodes (4,096 cores) with 70% efficiency. Additionally, we demonstrate our software on an image segmentation task.

Eswar, Srinivas↗

DOE OSTI2018

Designing stellarator coils by a modified Newton method using FOCUS

To find the optimal coils for stellarators, nonlinear optimization algorithms are applied in existing coil design codes. However, none of these codes have used the information from the second-order derivatives. In this paper, we present a modified Newton method in the recently developed code FOCUS. The Hessian matrix is calculated with analytically derived equations. Its inverse is approximated by a modified Cholesky factorization and applied in the iterative scheme of a classical Newton method. Using this method, FOCUS is able to recover the W7-X modular coils starting from a simple initial guess. Results demonstrate significant advantages.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2020

Where did the tumor start? An inverse solver with sparse localization for tumor growth models

In this work, we present a numerical scheme for solving an inverse problem for parameter estimation in tumor growth models for glioblastomas, a form of aggressive primary brain tumor. The growth model is a reaction–diffusion partial differential equation (PDE) for the tumor concentration. We use a PDE-constrained optimization formulation for the inverse problem. The unknown parameters are the reaction coefficient (proliferation), the diffusion coefficient (infiltration), and the initial condition field for the tumor PDE. Segmentation of magnetic resonance imaging (MRI) scans drive the inverse problem where segmented tumor regions serve as partial observations of the tumor concentration. Like most cases in clinical practice, we use data from a single time snapshot. Moreover, the precise time relative to the initiation of the tumor is unknown, which poses an additional difficulty for inversion. We perform a frozen-coefficient spectral analysis and show that the inverse problem is severely ill-posed. We introduce a biophysically motivated regularization on the structure and magnitude of the tumor initial condition. In particular, we assume that the tumor starts at a few locations (enforced with a sparsity constraint on the initial condition of the tumor) and that the initial condition magnitude in the maximum norm is equal to one. We solve the resulting optimization problem using an inexact quasi-Newton method combined with a compressive sampling algorithm for the sparsity constraint. Our implementation uses PETSc and AccFFT libraries. We conduct numerical experiments on synthetic and clinical images to highlight the improved performance of our solver over a previously existing solver that uses standard two-norm regularization for the calibration parameters. The existing solver is unable to localize the initial condition. Our new solver can localize the initial condition and recover infiltration and proliferation. In clinical datasets (for which the ground truth is unknown), our solver results in qualitatively different solutions compared to the two-norm regularized solver.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

Parallel-in-Time Solution of Scalar Nonlinear Conservation Laws

Here, we consider the parallel-in-time solution of scalar nonlinear conservation laws in one spatial dimension. The equations are discretized in space with a conservative finite-volume method using weighted essentially nonoscillatory (WENO) reconstructions, and in time with high-order explicit Runge–Kutta methods. The solution of the global, discretized space-time problem is sought via a nonlinear iteration that uses a novel linearization strategy in cases of nondifferentiable equations. Under certain choices of discretization and algorithmic parameters, the nonlinear iteration coincides with Newton’s method, although, more generally, it is a preconditioned residual correction scheme. At each nonlinear iteration, the linearized problem takes the form of a certain discretization of a linear conservation law over the space-time domain in question. An approximate parallel-in-time solution of the linearized problem is computed with a single multigrid reduction-in-time (MGRIT) iteration; however, any other effective parallel-in-time method could be used in its place. The MGRIT iteration employs a novel coarse-grid operator that is a modified conservative semi-Lagrangian discretization and generalizes those we have developed previously for nonconservative scalar linear hyperbolic problems. Numerical tests are performed for the inviscid Burgers and Buckley–Leverett equations. For many test problems, the solver converges in just a handful of iterations with a convergence rate independent of mesh resolution, including problems with (interacting) shocks and rarefactions.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2023

Quasi-Newton Variational Bayes v.3.0

SAND2024-09052O Quasi-Newton Variational Bayes (QNVB) is a training algorithm that performs high-dimensional variational inference on machine learning models. It provides mechanisms to calibrate and control model uncertainty during training. The PyTorch implementation of projective integral updates for Gaussian mean-fields supports the manuscript, "Projective Integral Updates for High-Dimensional Variational Inference." Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Duersch, Jed↗

NASA NTRS1985

Algorithm Solves Constrained and Unconstrained Optimization Problems

Is quasi-Newton iteration utilizing Broyden/Fletcher/Goldfarb/Shanno update on inverse Hessian matrix. Capable of solving constrained optimization unconstrained optimization and constraints only problems with one to five independent variables from one to five constraint functions and one dependent function optimized.

Denson, M. A.↗

NASA NTRS1991

Finite element implementation of state variable-based viscoplasticity models

The implementation of state variable-based viscoplasticity models is made in a general purpose finite element code for structural applications of metals deformed at elevated temperatures. Two constitutive models, Walker's and Robinson's models, are studied in conjunction with two implicit integration methods: the trapezoidal rule with Newton-Raphson iterations and an asymptotic integration algorithm. A comparison is made between the two integration methods, and the latter method appears to be computationally more appealing in terms of numerical accuracy and CPU time. However, in order to make the asymptotic algorithm robust, it is necessary to include a self adaptive scheme with subincremental step control and error checking of the Jacobian matrix at the integration points. Three examples are given to illustrate the numerical aspects of the integration methods tested.

Iskovitz, I.↗

NASA NTRS1993

Finite element implementation of state variable-based viscoplasticity models

Chang, T. Y. P.↗

NASA NTRS1993

Solution of free-boundary problems using finite-element/Newton methods and locally refined grids - Application to analysis of solidification microstructure

A new method is presented for the solution of free-boundary problems using Lagrangian finite element approximations defined on locally refined grids. The formulation allows for direct transition from coarse to fine grids without introducing non-conforming basis functions. The calculation of elemental stiffness matrices and residual vectors are unaffected by changes in the refinement level, which are accounted for in the loading of elemental data to the global stiffness matrix and residual vector. This technique for local mesh refinement is combined with recently developed mapping methods and Newton's method to form an efficient algorithm for the solution of free-boundary problems, as demonstrated here by sample calculations of cellular interfacial microstructure during directional solidification of a binary alloy.

Tsiveriotis, K.↗

DOE OSTI2026

Speedup of UEDGE Parameter Scans Using Machine-Learning Optimized OpenMP Parallelization and a Continuation Solver

This article presents the OpenMP parallelization of the preconditioning Jacobian assembly and right‐hand side residual evaluation in UEDGE. A continuation algorithm, utilizing the internal NKSOL implicit Jacobian‐Free Newton‐Krylov solver to efficiently scan physical parameters, is also presented. The implemented parallelization reduces the computational time for a benchmark scan run on 32 threads by compared to the serial version when using trained random forest regression models to identify the optimal decomposition of the system of equations. Random forest regression models applied to the UEDGE time‐dependent and continuation solver algorithms did not yield meaningful improvement in computational performance. A benchmark DIII‐D gas injection rate scan in the 0.35–0.75 kA interval, performed on a test cluster using the parallelized code and continuation solver, produced 1066 steady‐state solutions with a 22 s average wall‐clock computational time per steady‐state solution.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

NASA NTRS1988

Optical matrix-vector processing for computational fluid dynamics

An optical processor to solve partial differential equations for computational fluid dynamics applications is considered. This application is new and original for optical processors. The algorithms that are used are optical realizations of the Newton-Raphson method for nonlinear equations and a new optical LU direct decomposition and Gauss-Seidel iterative solution to the resultant linear algebraic equations. These algorithms are used to solve Burger's equation (a specific form of the momentum equation in fluid dynamics). The nonlinear equations provide 1-D velocity data at each time step. Simulation results of optical processing with these algorithms on computational fluid dynamics data is included.

Perlee, Caroline J.↗

DOE OSTI2024

RESOLVING THE ELECTROCHEMICAL EQUATIONS OF A SOLID OXIDE FUEL CELL FOR USE IN TRANSIENT SIMULATION AND INTEGRATION INTO CYBER-PHYSICAL SYSTEMS

A major challenge with complex cyber-physical systems stems from long model computational time that creates a mismatch between the model system and the physical system. The numerical modeling of solid oxide fuel cells (SOFCs) presents particular challenges due to the highly coupled nature of the underlying equations and the multiphysics needed to fully resolve their behavior during a transient event. To this end current approaches revolve around splitting the computational efforts into resolving temperature effects and resolving electrochemical effects. Current methods employed for the transient simulation of an SOFC for implementation in the Hybrid Performance (HyPer) facility cyberphysical plant at the National Energy Technology Laboratory reveal a distinct need for accelerated results with a high degree of stability. To this aim, an investigation into the computational time for the code reveals that the underlying electrochemical algorithm takes an order of magnitude more time than its thermal counterpart and has a tendency to vary in terms of iteration time and as such a rework of the underlying system is proposed. The primary method for accelerated electrochemical algorithm solutions is to employ higher order root finding recipes for the resolution of the highly coupled electrochemical equations. This is done with the intention to reduce the overall number of subiterations necessary for resolving voltage, current density, and species concentration, properties of the fuel cell that are all directly coupled and require nested iterative approaches. The overall objective of this approach is an order of magnitude reduction in calculation time without sacrificing stability and increasing accuracy. Specific approaches involve using both bounded and unbounded techniques, such as the False Position method and the Secant method (or if applicable Newton-Raphson) respectively, the drawbacks being slower convergence for False Position and instability for the Secant or Newton-Raphson methods. Current preliminary results on simplified versions of the parent functions involved for electrochemical calculations indicate a reduction in computational steps by a factor of two for the secant method and a factor of three for Newton-Raphson. When implemented into new modified electrochemical algorithms, the results indicate a possible order of magnitude reduction in calculation time.

Arias, Jesus↗

NASA NTRS1995

Optimization of Time-Dependent Particle Tracing Using Tetrahedral Decomposition

An efficient algorithm is presented for computing particle paths, streak lines and time lines in time-dependent flows with moving curvilinear grids. The integration, velocity interpolation and step-size control are all performed in physical space which avoids the need to transform the velocity field into computational space. This leads to higher accuracy because there are no Jacobian matrix approximations or expensive matrix inversions. Integration accuracy is maintained using an adaptive step-size control scheme which is regulated by the path line curvature. The problem of cell-searching, point location and interpolation in physical space is simplified by decomposing hexahedral cells into tetrahedral cells. This enables the point location to be done analytically and substantially faster than with a Newton-Raphson iterative method. Results presented show this algorithm is up to six times faster than particle tracers which operate on hexahedral cells yet produces almost identical particle trajectories.

Kenwright, David↗