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A fast marching algorithm for the factored eikonal equation

The eikonal equation is instrumental in many applications in several fields ranging from computer vision to geoscience. This equation can be efficiently solved using the iterative Fast Sweeping (FS) methods and the direct Fast Marching (FM) methods. However, when used for a point source, the original eikonal equation is known to yield inaccurate numerical solutions, because of a singularity at the source. In this case, the factored eikonal equation is often preferred, and is known to yield a more accurate numerical solution. One application that requires the solution of the eikonal equation for point sources is travel time tomography. This inverse problem may be formulated using the eikonal equation as a forward problem. While this problem has been solved using FS in the past, the more recent choice for applying it involves FM methods because of the efficiency in which sensitivities can be obtained using them. However, while several FS methods are available for solving the factored equation, the FM method is available only for the original eikonal equation. In this paper we develop a Fast Marching algorithm for the factored eikonal equation, using both first and second order finite-difference schemes. Our algorithm follows the same lines as the original FM algorithm and requires the same computational effort. In addition, we show how to obtain sensitivities using this FM method and apply travel time tomography, formulated as an inverse factored eikonal equation. Numerical results in two and three dimensions show that our algorithm solves the factored eikonal equation efficiently, and demonstrate the achieved accuracy for computing the travel time. We also demonstrate a recovery of a 2D and 3D heterogeneous medium by travel time tomography using the eikonal equation for forward modeling and inversion by Gauss–Newton.

97 MATHEMATICS AND COMPUTING↗

Computational thermal, chemical, fluid, and solid mechanics for geosystems management.

This document summarizes research performed under the SNL LDRD entitled - Computational Mechanics for Geosystems Management to Support the Energy and Natural Resources Mission. The main accomplishment was development of a foundational SNL capability for computational thermal, chemical, fluid, and solid mechanics analysis of geosystems. The code was developed within the SNL Sierra software system. This report summarizes the capabilities of the simulation code and the supporting research and development conducted under this LDRD. The main goal of this project was the development of a foundational capability for coupled thermal, hydrological, mechanical, chemical (THMC) simulation of heterogeneous geosystems utilizing massively parallel processing. To solve these complex issues, this project integrated research in numerical mathematics and algorithms for chemically reactive multiphase systems with computer science research in adaptive coupled solution control and framework architecture. This report summarizes and demonstrates the capabilities that were developed together with the supporting research underlying the models. Key accomplishments are: (1) General capability for modeling nonisothermal, multiphase, multicomponent flow in heterogeneous porous geologic materials; (2) General capability to model multiphase reactive transport of species in heterogeneous porous media; (3) Constitutive models for describing real, general geomaterials under multiphase conditions utilizing laboratory data; (4) General capability to couple nonisothermal reactive flow with geomechanics (THMC); (5) Phase behavior thermodynamics for the CO2-H2O-NaCl system. General implementation enables modeling of other fluid mixtures. Adaptive look-up tables enable thermodynamic capability to other simulators; (6) Capability for statistical modeling of heterogeneity in geologic materials; and (7) Simulator utilizes unstructured grids on parallel processing computers.

99 GENERAL AND MISCELLANEOUS↗

Development and Benchmarking of a Hybrid PIC Code For Dense Plasmas and Fast Ignition (Final Report)

Radiation processes play an important role in the study of both fast ignition and other inertial confinement schemes, such as plasma jet driven magneto-inertial fusion, both in their effect on energy balance, and in generating diagnostic signals. In the latter case, warm and hot dense matter may be produced by the convergence of a plasma shell formed by the merging of an assembly of high Mach number plasma jets. This innovative approach has the potential advantage of creating matter of high energy densities in voluminous amount compared with high power lasers or particle beams. An important application of this technology is as a plasma liner for the flux compression of magnetized plasma to create ultra-high magnetic fields and burning plasmas. HyperV Technologies Corp. has been developing plasma jet accelerator technology in both coaxial and linear railgun geometries to produce plasma jets of sufficient mass, density, and velocity to create such imploding plasma liners. An enabling tool for the development of this technology is the ability to model the plasma dynamics, not only in the accelerators themselves, but also in the resulting magnetized target plasma and within the merging/interacting plasma jets during transport to the target. Welch pioneered numerical modeling of such plasmas (including for fast ignition) using the LSP simulation code. Lsp is an electromagnetic, parallelized, plasma simulation code under development since 1995. It has a number of innovative features making it uniquely suitable for modeling high energy density plasmas including a hybrid fluid model for electrons that allows electrons in dense plasmas to be modeled with a kinetic or fluid treatment as appropriate. In addition to in-house use at Voss Scientific, several groups carrying out research in Fast Ignition (LLNL, SNL, UCSD, AWE (UK), and Imperial College (UK)) also use LSP. A collaborative team consisting of HyperV Technologies Corp., Voss Scientific LLC, FAR-TECH, Inc., Prism Computational Sciences, Inc. and Advanced Energy Systems Inc. joined efforts to develop new physics and numerical models for LSP in several key areas to enhance the ability of LSP to model high energy density plasmas (HEDP). This final report details those efforts. Areas addressed in this research effort include: adding radiation transport to LSP, first in 2D and then fully 3D, extending the EMHD model to 3D, implementing more advanced radiation and electrode plasma boundary conditions, and installing more efficient implicit numerical algorithms to speed complex 2-D and 3-D computations. The new capabilities allow modeling of the dominant processes in high energy density plasmas, and further assist the development and optimization of plasma jet accelerators, with particular attention to MHD instabilities and plasma/wall interaction (based on physical models for ion drag friction and ablation/erosion of the electrodes). In the first funding cycle we implemented a solver for the radiation diffusion equation. To solve this equation in 2-D, we used finite-differencing and applied the parallelized sparse-matrix solvers in the PETSc library (Argonne National Laboratory) to the resulting system of equations. A database of the necessary coefficients for materials of interest was assembled using the PROPACEOS and ATBASE codes from Prism. The model was benchmarked against Prism's 1-D radiation hydrodynamics code HELIOS, and against experimental data obtained from HyperV's separately funded plasma jet accelerator development program. Work in the second funding cycle focused on extending the radiation diffusion model to full 3-D, continued development of the EMHD model, optimizing the direct-implicit model to speed up calculations, add in multiply ionized atoms, and improved the way boundary conditions are handled in LSP. These new LSP capabilities were then used, along with analytic calculations and Mach2 runs, to investigate plasma jet merging, plasma detachment and transport, restrike and advanced jet accelerator design. In addition, a strong linkage to diagnostic measurements was made by modeling plasma jet experiments on PLX to support benchmarking of the code. A large number of upgrades and improvements advancing hybrid PIC algorithms were implemented in LSP during the second funding cycle. These include development of fully 3D radiation transport algorithms, new boundary conditions for plasma-electrode interactions, and a charge conserving equation of state that permits multiply ionized high-Z ions. The final funding cycle focused on 1) mitigating the effects of a slow-growing grid instability which is most pronounced in plasma jet frame expansion problems using the two-fluid Eulerian remap algorithm, 2) extension of the Eulerian Smoothing Algorithm to allow EOS/Radiation modeling, 3) simulations of collisionless shocks formed by jet merging, 4) simulations of merging jets using high-Z gases, 5) generation of PROPACEOS EOS/Opacity databases, 6) simulations of plasma jet transport experiments, 7) simulations of plasma jet penetration through transverse magnetic fields, and 8) GPU PIC code development. The tools developed during this project are applicable not only to the study of plasma jets, but also to a wide variety of HEDP plasmas of interest to DOE, including plasmas created in short-pulse laser experiments performed to study fast ignition concepts for inertial confinement fusion.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Do genome-scale models need exact solvers or clearer standards?

Constraint-based analysis of genome-scale models (GEMs) arose shortly after the first genome sequences became available. As numerous reviews of the field show, this approach and methodology has proven to be successful in studying a wide range of biological phenomena (McCloskey et al, 2013; Bordbar et al, 2014). However, efforts to expand the user base are impeded by hurdles in correctly formulating these problems to obtain numerical solutions. In particular, in a study entitled “An exact arithmetic toolbox for a consistent and reproducible structural analysis of metabolic network models” (Chindelevitch et al, 2014), the authors apply an exact solver to 88 genome-scale constraint-based models of metabolism. The authors claim that COBRA calculations (Orth et al, 2010) are inconsistent with their results and that many published and actively used (Lee et al, 2007; McCloskey et al, 2013) genome-scale models do support cellular growth in existing studies only because of numerical errors. They base these broad claims on two observations: (i) three reconstructions ( i AF1260, i IT341, and i NJ661) compute feasibly in COBRA, but are infeasible when exact numerical algorithms are used by their software (entitled MONGOOSE); (ii) linear programs generated by MONGOOSE for i IT341 were submitted to the NEOS Server (a Web site that runs linear programs through various solvers) and gave inconsistent results. They further claim that a large percentage of these COBRA models are actually unable to produce biomass flux. Here, we demonstrate that the claims made by Chindelevitch et al (2014) stem from an incorrect parsing of models from files rather than actual problems with numerical error or COBRA computations.

59 BASIC BIOLOGICAL SCIENCES↗

Precision Computations in Strongly Coupled Conformal Field Theories (Final Technical Report)

Conformal Field Theories (CFTs) are quantum field theories that are invariant under the conformal symmetry group (which includes translations and rotations, but also local rescalings of spacetime). They are building blocks of general quantum field theories, and appear in many areas of physics, including statistical physics, condensed matter physics, particle physics, and quantum gravity. Because of their extra symmetries, the mathematical structure of CFTs is tightly constrained, and this leads to the idea of the ``conformal bootstrap," which is to use these mathematical structures to constrain, and in some cases determine, CFT observables. A new numerical implementation of the conformal bootstrap idea appeared in 2008 with the work of Rattazzi, Rychkov, Tonni, and Vichi. Their observation was that certain bootstrap constraints (conformal symmetry and unitarity) could be combined to yield a convex optimization problem that constraints CFT data. By solving this convex optimization problem on a computer, one could obtain bounds on observables like critical exponents and operator product expansion (OPE) coefficients. Over the course of this award, the PI has improved numerical bootstrap techniques by optimizing known algorithms and finding new ones for performing the required convex optimization computations. The PI has applied these techniques to compute high-precision observables in several important strongly-coupled systems. The PI has also explored both analytical and numerical bootstrap methods for constraining the space of low energy effective field theories of quantum gravity, and developed new analytical techniques for CFT and QFT more broadly.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Large-scale optimization-based non-negative computational framework for diffusion equations: Parallel implementation and performance studies

It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint for anisotropic diffusion equations. Recently, optimization-based methodologies that satisfy maximum principles and the non-negative constraint for steady-state and transient diffusion-type equations have been proposed. To date, these methodologies have been tested only on small-scale academic problems. The purpose of this paper is to systematically study the performance of the non-negative methodology in the context of high performance computing (HPC). PETSc and TAO libraries are, respectively, used for the parallel environment and optimization solvers. For large-scale problems, it is important for computational scientists to understand the computational performance of current algorithms available in these scientific libraries. The numerical experiments are conducted on the state-of-the-art HPC systems, and a single-core performance model is used to better characterize the efficiency of the solvers. Furthermore, our studies indicate that the proposed non-negative computational framework for diffusion-type equations exhibits excellent strong scaling for real-world large-scale problems.

97 MATHEMATICS AND COMPUTING↗

A Galerkin method with two-dimensional Haar basis functions for the computation of the Karhunen–Loève expansion

We study the numerical approximation of a homogeneous Fredholm integral equation of second kind associated with the Karhunen–Loève expansion of Gaussian random fields. We develop, validate, and discuss an algorithm based on the Galerkin method with two-dimensional Haar wavelets as basis functions. The shape functions are constructed from the orthogonal decomposition of tensor-product spaces of one-dimensional Haar functions, and a recursive algorithm is employed to compute the matrix of the discrete eigenvalue system without the explicit calculation of integrals, allowing the implementation of a fast and efficient algorithm that provides considerable reduction in CPU time, when compared with classical Galerkin methods. Numerical experiments confirm the convergence rate of the method and assess the approximation error and the sparsity of the eigenvalue system when the wavelet expansion is truncated. We illustrate the numerical solution of a diffusion problem with random input data with the present method. In this problem, accuracy was retained after dropping the coefficients below a threshold value that was numerically determined. A similar method with scaling functions rather than wavelet functions does not need a discrete wavelet transform and leads to eigenvalue systems with better conditioning but lower sparsity.

97 MATHEMATICS AND COMPUTING↗

Parallel algorithms for 2-D cylindrical transport equations of Eigenvalue problem

In this paper, aimed at the neutron transport equations of eigenvalue problem under 2-D cylindrical geometry on unstructured grid, the discrete scheme of Sn discrete ordinate and discontinuous finite is built, and the parallel computation for the scheme is realized on MPI systems. Numerical experiments indicate that the designed parallel algorithm can reach perfect speedup, it has good practicality and scalability. (authors)

97 MATHEMATICS AND COMPUTING↗

Searching for Physics Beyond the Standard Model: Strongly-Coupled Field Theories at the Intensity and Energy Frontiers

This proposal is to develop the software and algorithmic infrastructure needed for the numerical study of quantum chromodynamics (QCD), and of theories that have been proposed to describe physics beyond the Standard Model (BSM) of high energy physics, on current and future computers. This infrastructure will enable users (1) to improve the accuracy of QCD calculations to the point where they no longer limit what can be learned from high-precision experiments that seek to test the Standard Model, and (2) to determine the predictions of BSM theories in order to understand which of them are consistent with the data that will soon be available from the LHC. Work will include the extension and optimizations of community codes for the next generation of leadership class computers, the IBM Blue Gene/Q and the Cray XE/XK, and for the dedicated hardware funded for our field by the Department of Energy. Members of our collaboration at Brookhaven National Laboratory and Columbia University worked on the design of the Blue Gene/Q, and have begun to develop software for it. Under this grant we will build upon their experience to produce high-efficiency production codes for this machine. Cray XE/XK computers with many thousands of GPU accelerators will soon be available, and the dedicated commodity clusters we obtain with DOE funding include growing numbers of GPUs. We will work with our partners in NVIDIA's Emerging Technology group to scale our existing software to thousands of GPUs, and to produce highly efficient production codes for these machines. Work under this grant will also include the development of new algorithms for the effective use of heterogeneous computers, and their integration into our codes. It will include improvements of Krylov solvers and the development of new multigrid methods in collaboration with members of the FASTMath SciDAC Institute, using their HYPRE framework, as well as work on improved symplectic integrators.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Adaptive experimental design for multi-fidelity surrogate modeling of multi-disciplinary systems

We present an adaptive algorithm for constructing surrogate models of multi-disciplinary systems composed of a set of coupled components. With this goal we introduce “coupling” variables with a priori unknown distributions that allow surrogates of each component to be built independently. Once built, the surrogates of the components are combined to form an integrated-surrogate that can be used to predict system-level quantities of interest at a fraction of the cost of the original model. The error in the integrated-surrogate is greedily minimized using an experimental design procedure that allocates the amount of training data, used to construct each component-surrogate, based on the contribution of those surrogates to the error of the integrated-surrogate. Here, the multi-fidelity procedure presented is a generalization of multi-index stochastic collocation that can leverage ensembles of models of varying cost and accuracy, for one or more components, to reduce the computational cost of constructing the integrated-surrogate. Extensive numerical results demonstrate that, for a fixed computational budget, our algorithm is able to produce surrogates that are orders of magnitude more accurate than methods that treat the integrated system as a black-box.

42 ENGINEERING↗

Gradient-Based Multi-Area Distribution System State Estimation

The increasing distributed and renewable energy resources and controllable devices in distribution systems make fast distribution system state estimation (DSSE) crucial in system monitoring and control. We consider a large multi-phase distribution system and formulate DSSE as a weighted least squares (WLS) problem. We divide the large distribution system into smaller areas of subtree structure, and by jointly exploring the linearized power flow model and the network topology, we propose a gradient-based multi-area algorithm to exactly and efficiently solve the WLS problem. The proposed algorithm enables distributed and parallel computation of the state estimation problem without compromising any performance. Numerical results on a 4,521-node test feeder show that the designed algorithm features fast convergence and accurate estimation results. Comparison with traditional Gauss-Newton method shows that the proposed method has much better performance in distribution systems with a limited amount of reliable measurement. The real-time implementation of the algorithm tracks time-varying system states with high accuracy.

41 EE - Solar Energy Technologies Office (EE-4S)↗

Stochastic weighted particle methods for population balance equations

Highlights: {yields} Weight transfer functions for Monte Carlo simulation of coagulation. {yields} Efficient support for single-particle growth processes. {yields} Comparisons to analytic solutions and soot formation problems. {yields} Better numerical accuracy for less common particles. - Abstract: A class of coagulation weight transfer functions is constructed, each member of which leads to a stochastic particle algorithm for the numerical treatment of population balance equations. These algorithms are based on systems of weighted computational particles and the weight transfer functions are constructed such that the number of computational particles does not change during coagulation events. The algorithms also facilitate the simulation of physical processes that change single particles, such as growth, or other surface reactions. Four members of the algorithm family have been numerically validated by comparison to analytic solutions to simple problems. Numerical experiments have been performed for complex laminar premixed flame systems in which members of the class of stochastic weighted particle methods were compared to each other and to a direct simulation algorithm. Two of the weighted algorithms have been shown to offer performance advantages over the direct simulation algorithm in situations where interest is focused on the larger particles in a system. The extent of this advantage depends on the particular system and on the quantities of interest.

97 MATHEMATICS AND COMPUTING↗

A Model-Free No-arbitrage Price Bound for Variance Options

We suggest a numerical approximation for an optimization problem, motivated by its applications in finance to find the model-free no-arbitrage bound of variance options given the marginal distributions of the underlying asset. A first approximation restricts the computation to a bounded domain. Then we propose a gradient projection algorithm together with the finite difference scheme to solve the optimization problem. We prove the general convergence, and derive some convergence rate estimates. Finally, we give some numerical examples to test the efficiency of the algorithm.

97 MATHEMATICS AND COMPUTING↗

Neural Algorithms for Low Power Implementation of Partial Differential Equations

The rise of low-power neuromorphic hardware has the potential to change high-performance computing; however much of the focus on brain-inspired hardware has been on machine learning applications. A low-power solution for solving partial differential equations could radically change how we approach large-scale computing in the future. The random walk is a fundamental stochastic process that underlies many numerical tasks in scientific computing applications. We consider here two neural algorithms that can be used to efficiently implement random walks on spiking neuromorphic hardware. The first method tracks the positions of individual walkers independently by using a modular code inspired by grid cells in the brain. The second method tracks the densities of random walkers at each spatial location directly. We present the scaling complexity of each of these methods and illustrate their ability to model random walkers under different probabilistic conditions. Finally, we present implementations of these algorithms on neuromorphic hardware.

97 MATHEMATICS AND COMPUTING↗

An asymptotic expansion for energy eigenvalues of anharmonic oscillators

In the present contribution, we derive an asymptotic expansion for the energy eigenvalues of anharmonic oscillators for potentials of the form V(x)=κx{sup 2q}+ωx{sup 2},q=2,3,… as the energy level n approaches infinity. The asymptotic expansion is obtained using the WKB theory and series reversion. Furthermore, we construct an algorithm for computing the coefficients of the asymptotic expansion for quartic anharmonic oscillators, leading to an efficient and accurate computation of the energy values for n≥6. -- Highlights: •We derived the asymptotic expansion for energy eigenvalues of anharmonic oscillators. •A highly efficient recursive algorithm for computing S{sub k}{sup ′}(z) for WKB. •We contributed to series reversion theory by reverting a new form of asymptotic series. •Our numerical algorithm achieves high accuracy for higher energy levels.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Solution of two-dimensional electromagnetic scattering problem by FDTD with optimal step size, based on a semi-norm analysis

To solve the electromagnetic scattering problem in two dimensions, the Finite Difference Time Domain (FDTD) method is used. The order of convergence of the FDTD algorithm, solving the two-dimensional Maxwell’s curl equations, is estimated in two different computer implementations: with and without an obstacle in the numerical domain of the FDTD scheme. This constitutes an electromagnetic scattering problem where a lumped sinusoidal current source, as a source of electromagnetic radiation, is included inside the boundary. Confined within the boundary, a specific kind of Absorbing Boundary Condition (ABC) is chosen and the outside of the boundary is in form of a Perfect Electric Conducting (PEC) surface. Inserted in the computer implementation, a semi-norm has been applied to compare different step sizes in the FDTD scheme. First, the domain of the problem is chosen to be the free-space without any obstacles. In the second part of the computer implementations, a PEC surface is included as the obstacle. The numerical instability of the algorithms can be rather easily avoided with respect to the Courant stability condition, which is frequently used in applying the general FDTD algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

WAVEMOTH-FAST SPHERICAL HARMONIC TRANSFORMS BY BUTTERFLY MATRIX COMPRESSION

We present Wavemoth, an experimental open source code for computing scalar spherical harmonic transforms (SHTs). Such transforms are ubiquitous in astronomical data analysis. Our code performs substantially better than existing publicly available codes owing to improvements on two fronts. First, the computational core is made more efficient by using small amounts of pre-computed data, as well as paying attention to CPU instruction pipelining and cache usage. Second, Wavemoth makes use of a fast and numerically stable algorithm based on compressing a set of linear operators in a pre-computation step. The resulting SHT scales as O(L{sup 2}log{sup 2} L) for the resolution range of practical interest, where L denotes the spherical harmonic truncation degree. For low- and medium-range resolutions, Wavemoth tends to be twice as fast as libpsht, which is the current state-of-the-art implementation for the HEALPix grid. At the resolution of the Planck experiment, L {approx} 4000, Wavemoth is between three and six times faster than libpsht, depending on the computer architecture and the required precision. Because of the experimental nature of the project, only spherical harmonic synthesis is currently supported, although adding support for spherical harmonic analysis should be trivial.

79 ASTRONOMY AND ASTROPHYSICS↗