A distributed-memory hierarchical solver for general sparse linear systems
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Chen, Chao (ORCID:0000000253853651)↗
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Recursive partitioned inversion of large (1500 x 1500) symmetric matrices
A recursive algorithm was designed to invert large, dense, symmetric, positive definite matrices using small amounts of computer core, i.e., a small fraction of the core needed to store the complete matrix. The described algorithm is a generalized Gaussian elimination technique. Other algorithms are also discussed for the Cholesky decomposition and step inversion techniques. The purpose of the inversion algorithm is to solve large linear systems of normal equations generated by working geodetic problems. The algorithm was incorporated into a computer program called SOLVE. In the past the SOLVE program has been used in obtaining solutions published as the Goddard earth models.
Putney, B. H.↗
Cluster decomposition of full configuration interaction wave functions: A tool for chemical interpretation of systems with strong correlation
Approximate full configuration interaction (FCI) calculations have recently become tractable for systems of unforeseen size, thanks to stochastic and adaptive approximations to the exponentially scaling FCI problem. The result of an FCI calculation is a weighted set of electronic configurations, which can also be expressed in terms of excitations from a reference configuration. The excitation amplitudes contain information on the complexity of the electronic wave function, but this information is contaminated by contributions from disconnected excitations, i.e., those excitations that are just products of independent lower-level excitations. The unwanted contributions can be removed via a cluster decomposition procedure, making it possible to examine the importance of connected excitations in complicated multireference molecules which are outside the reach of conventional algorithms. We present an implementation of the cluster decomposition analysis and apply it to both true FCI wave functions, as well as wave functions generated from the adaptive sampling CI algorithm. Furthermore, the cluster decomposition is useful for interpreting calculations in chemical studies, as a diagnostic for the convergence of various excitation manifolds, as well as as a guidepost for polynomially scaling electronic structure models. Applications are presented for (i) the double dissociation of water, (ii) the carbon dimer, (iii) the π space of polyacenes, and (iv) the chromium dimer. While the cluster amplitudes exhibit rapid decay with an increasing rank for the first three systems, even connected octuple excitations still appear important in Cr 2 , suggesting that spin-restricted single-reference coupled-cluster approaches may not be tractable for some problems in transition metal chemistry.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
Concurrent Algorithm For Particle-In-Cell Simulations
Separate decompositions used for particle-motion and field calculations. General Concurrent Particle-in-Cell (GCPIC) algorithm used to implement motions of individual plasma particles (ions and electrons) under influence of particle-in-cell (PIC) computer codes on concurrent processors. Simulates motions of individual plasma particles under influence of electromagnetic fields generated by particles themselves. Performed to study variety of nonlinear problems in plasma physics, including magnetic and inertial fusion, plasmas in outer space, propagation of electron and ion beams, free-electron lasers, and particle accelerators.
Liewer, Paulett C.↗
Efficient Quantum Circuit Decompositions via Intermediate Qudits
Many quantum algorithms make use of ancilla, additional qubits used to store temporary information during computation, to reduce the total execution time. Quantum computers will be resource-constrained for years to come so reducing ancilla requirements is crucial. In this work, we give a method to generate ancilia out of idle qubits by placing some in higher-value states, called qudits. Here, we show how to take a circuit with many O(n) ancilla and design an ancilla-free circuit with the same asymptotic depth. Using this, we give a circuit construction for an in-place adder and a constant adder both with O(log n) depth using temporary qudits and no ancilla.
97 MATHEMATICS AND COMPUTING↗
Nonlinear Matrix Approximation with Radial Basis Function Components
We introduce and investigate matrix approximation by decomposition into a sum of radial basis function (RBF) components. An RBF component is a generalization of the outer product between a pair of vectors, where an RBF function replaces the scalar multiplication between individual vector elements. Even though the RBF functions are positive definite, the summation across components is not restricted to convex combinations and allows us to compute the decomposition for any real matrix that is not necessarily symmetric or positive definite. We formulate the problem of seeking such a decomposition as an optimization problem with a nonlinear and non-convex loss function. Several modern versions of the gradient descent method, including their scalable stochastic counterparts, are used to solve this problem. We provide extensive empirical evidence of the effectiveness of the RBF decomposition and that of the gradient-based fitting algorithm. While being conceptually motivated by singular value decomposition (SVD), our proposed nonlinear counterpart outperforms SVD by drastically reducing the memory required to approximate a data matrix with the same L2 error for a wide range of matrix types. For example, it leads to 2 to 6 times memory save for Gaussian noise, graph adjacency matrices, and kernel matrices. Moreover, this proximity-based decomposition can offer additional interpretability in applications that involve, e.g., capturing the inner low-dimensional structure of the data, retaining graph connectivity structure, and preserving the acutance of images.
Rebrova, Elizaveta↗
Benders Decomposition Using Graph Modeling and Multi-Parametric Programming
Benders decomposition is a widely used method for solving large and structured optimization problems, but its performance is affected by the repeated solution of subproblems. We propose a flexible and modular algorithmic framework for accelerating Benders decomposition. Specifically, we express the problem structure by using a graph-theoretic modeling abstraction in which nodes represent optimization subproblems and edges represent connectivity between subproblems. A key innovation of our approach is that we embed multiparametric programming (mp) surrogates for node subproblems, which maps the exact analytical map of the subproblem solution space. The use of mp surrogates allows us to replace subproblem solves with fast look-ups and function evaluations for primal and dual variables during the iterative Benders process. We formally show the equivalence between classical Benders cuts and those derived from the mp solution. We implement our framework in the open-source PlasmoBenders.jl software package. To demonstrate the capabilities of the proposed framework, we apply it to a two-stage stochastic programming problem, which aims to make optimal capacity expansion decisions under market uncertainty. We evaluate both single-cut and multicut variants of Benders decomposition and show that the use of mp surrogates achieves substantial speedups in subproblem solve time, while preserving the convergence guarantees of Benders decomposition. We highlight advantages in solution analysis and interpretability that is enabled by mp critical region tracking; specifically, we show that these reveal how decisions evolve geometrically across the Benders search. Our results aim to demonstrate that combining surrogate modeling with graph modeling offers a promising and extensible foundation for structure-exploiting decomposition. In addition, by decomposing the problem into more tractable subproblems, the proposed approach also aims to overcome scalability issues of mp. Finally, the use of mp surrogates provides a unifying and modular optimization framework that enables the representation of heterogeneous node subproblems as modeling objects with a homogeneous structure.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
Scalable domain decomposition solvers for stochastic PDEs in high performance computing
Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolution in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming
Here, we present an asynchronous bundle-trust-region algorithm within the context of Lagrangian dual decomposition for stochastic mixed-integer programs. The approach solves the Lagrangian master problem by using a bundle method with a trust-region constraint. This scheme enables asynchronous computations and can thus help mitigate severe load imbalance issues (associated with the solution of scenario subproblems) and improve parallel efficiency. We provide a convergence analysis and an implementation of the proposed scheme. We also present extensive numerical results on eighty instances of a large-scale stochastic unit commitment problem, and demonstrate that the proposed approach provides significant reductions in solution time and achieves strong scaling.
97 MATHEMATICS AND COMPUTING↗
A Data-Driven Algorithm for Enabling Delay Tolerance in Resilient Microgrid Controls Using Dynamic Mode Decomposition
The increased implementation of smart grid technologies in the power distribution grid presents unique opportunities that enable resiliency, but also brings challenges motivating needs for novel solutions and mitigation techniques. The bi-directional power and data flow allow for the grid to operate with increased resiliency, which is the ability to avoid discontinuity of service to end-use loads during extreme events. However, in applications where control of the distribution grid or microgrid relies on communication networks, the degradation of communication systems in the form of loss or high latency can cause maloperation and result in loss of end-use loads. Here this paper presents a novel framework to enable delay tolerance of centralized microgrid control schemes to mitigate communication system latency impacts and guarantee successful control action. We demonstrate the delay tolerance on a control scheme that operates a battery energy storage system (BESS) to offset the sudden loss of generation and maintain system frequency. During periods of severely degraded communication system performance, the proposed delay-tolerant algorithm compensates for the latency by utilizing a data-driven model generated at the device level using dynamic mode decomposition (DMD) to determine the performance of the communications. The DMD technique predicts the system’s frequency using device-level terminal measurements and provides updated control signals. The HELICS cosimulation platform evaluates the cyber-physical interaction of the power system model in GridLAB-D, the centralized control agent in Python, and the discrete network model in NS-3. The framework is tested and validated on the IEEE-123 node system modified to represent a networked remote microgrid model, and the results show an improvement in the dynamic performance
24 POWER TRANSMISSION AND DISTRIBUTION↗
Low rank approximation in simulations of quantum algorithms
Simulating quantum algorithms on classical computers is challenging when the system size, i.e., the number of qubits used in the quantum algorithm, is moderately large. However, some quantum algorithms and the corresponding quantum circuits can be simulated efficiently on a classical computer if the input quantum state is a low rank tensor and all intermediate states of the quantum algorithm can be represented or approximated by low rank tensors. Here, in this paper, we examine the possibility of simulating a few quantum algorithms by using low-rank canonical polyadic (CP) decomposition to represent the input and all intermediate states of these algorithms. Two rank reduction algorithms are used to enable efficient simulation. We show that some of the algorithms preserve the low rank structure of the input state and can thus be efficiently simulated on a classical computer. However, the rank of the intermediate states in other quantum algorithms can increase rapidly, making efficient simulation more difficult. To some extent, such difficulty reflects the advantage or superiority of a quantum computer over a classical computer. As a result, understanding the low rank structure of a quantum algorithm allows us to identify algorithms that can benefit significantly from quantum computers.
97 MATHEMATICS AND COMPUTING↗
Implicit transient finite element structural computations on MIMD systems - FETI vs. direct solvers
A domain decomposition method for implicit schemes that require significantly less storage and is several times faster than factorization algorithms is proposed. The transient domain decomposition method is an extension of the finite element tearing and interconnecting (FETI) method for the solution of static problems. Serial and parallel performance results obtained using the CRAY Y-MP/8 and the iPSC-860/128 systems demonstrate that the FETI method is superior to both serial and parallel direct methods.
Crivelli, Luis↗
Quantum mereology: Factorizing Hilbert space into subsystems with quasiclassical dynamics
We study the question of how to decompose Hilbert space into a preferred tensor-product factorization without any preexisting structure other than a Hamiltonian operator, in particular the case of a bipartite decomposition into “system” and “environment.” Such a decomposition can be defined by looking for subsystems that exhibit quasiclassical behavior. The correct decomposition is one in which pointer states of the system are relatively robust against environmental monitoring (their entanglement with the environment does not continually and dramatically increase) and remain localized around approximately classical trajectories. We present an in-principle algorithm for finding such a decomposition by minimizing a combination of entanglement growth and internal spreading of the system. Both of these properties are related to locality in different ways. Furthermore, this formalism is relevant to questions in the foundations of quantum mechanics and the emergence of spacetime from quantum entanglement.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
A Hybrid Energy System Workflow for Energy Portfolio Optimization
This manuscript develops a workflow, driven by data analytics algorithms, to support the optimization of the economic performance of an Integrated Energy System. The goal is to determine the optimum mix of capacities from a set of different energy producers (e.g., nuclear, gas, wind and solar). A stochastic-based optimizer is employed, based on Gaussian Process Modeling, which requires numerous samples for its training. Each sample represents a time series describing the demand, load, or other operational and economic profiles for various types of energy producers. These samples are synthetically generated using a reduced order modeling algorithm that reads a limited set of historical data, such as demand and load data from past years. Numerous data analysis methods are employed to construct the reduced order models, including, for example, the Auto Regressive Moving Average, Fourier series decomposition, and the peak detection algorithm. All these algorithms are designed to detrend the data and extract features that can be employed to generate synthetic time histories that preserve the statistical properties of the original limited historical data. The optimization cost function is based on an economic model that assesses the effective cost of energy based on two figures of merit: the specific cash flow stream for each energy producer and the total Net Present Value. An initial guess for the optimal capacities is obtained using the screening curve method. The results of the Gaussian Process model-based optimization are assessed using an exhaustive Monte Carlo search, with the results indicating reasonable optimization results. The workflow has been implemented inside the Idaho National Laboratory’s Risk Analysis and Virtual Environment (RAVEN) framework. The main contribution of this study addresses several challenges in the current optimization methods of the energy portfolios in IES: First, the feasibility of generating the synthetic time series of the periodic peak data; Second, the computational burden of the conventional stochastic optimization of the energy portfolio, associated with the need for repeated executions of system models; Third, the inadequacies of previous studies in terms of the comparisons of the impact of the economic parameters. The proposed workflow can provide a scientifically defendable strategy to support decision-making in the electricity market and to help energy distributors develop a better understanding of the performance of integrated energy systems.
29 ENERGY PLANNING, POLICY, AND ECONOMY↗
Agile Multi-Scale Decompositions for Automatic Image Registration
In recent works, the first and third authors developed an automatic image registration algorithm based on a multiscale hybrid image decomposition with anisotropic shearlets and isotropic wavelets. This prototype showed strong performance, improving robustness over registration with wavelets alone. However, this method imposed a strict hierarchy on the order in which shearlet and wavelet features were used in the registration process, and also involved an unintegrated mixture of MATLAB and C code. In this paper, we introduce a more agile model for generating features, in which a flexible and user-guided mix of shearlet and wavelet features are computed. Compared to the previous prototype, this method introduces a flexibility to the order in which shearlet and wavelet features are used in the registration process. Moreover, the present algorithm is now fully coded in C, making it more efficient and portable than the MATLAB and C prototype. We demonstrate the versatility and computational efficiency of this approach by performing registration experiments with the fully-integrated C algorithm. In particular, meaningful timing studies can now be performed, to give a concrete analysis of the computational costs of the flexible feature extraction. Examples of synthetically warped and real multi-modal images are analyzed.
Science Data Processing↗
Agile Multi-Scale Decompositions for Automatic Image Registration
In recent works, the first and third authors developed an automatic image registration algorithm based on a multiscale hybrid image decomposition with anisotropic shearlets and isotropic wavelets. This prototype showed strong performance, improving robustness over registration with wavelets alone. However, this method imposed a strict hierarchy on the order in which shearlet and wavelet features were used in the registration process, and also involved an unintegrated mixture of MATLAB and C code. In this paper, we introduce a more agile model for generating features, in which a flexible and user-guided mix of shearlet and wavelet features are computed. Compared to the previous prototype, this method introduces a flexibility to the order in which shearlet and wavelet features are used in the registration process. Moreover, the present algorithm is now fully coded in C, making it more efficient and portable than the MATLAB and C prototype. We demonstrate the versatility and computational efficiency of this approach by performing registration experiments with the fully-integrated C algorithm. In particular, meaningful timing studies can now be performed, to give a concrete analysis of the computational costs of the flexible feature extraction. Examples of synthetically warped and real multi-modal images are analyzed.
Science Data Processing↗
Decomposition of Feynman integrals by multivariate intersection numbers
We present a detailed description of the recent idea for a direct decomposition of Feynman integrals onto a basis of master integrals by projections, as well as a direct derivation of the differential equations satisfied by the master integrals, employing multivariate intersection numbers. We discuss a recursive algorithm for the computation of multivariate intersection numbers, and provide three different approaches for a direct decomposition of Feynman integrals, which we dub the straight decomposition, the bottom-up decomposition, and the top-down decomposition. These algorithms exploit the unitarity structure of Feynman integrals by computing intersection numbers supported on cuts, in various orders, thus showing the synthesis of the intersection-theory concepts with unitarity-based methods and integrand decomposition. We perform explicit computations to exemplify all of these approaches applied to Feynman integrals, paving a way towards potential applications to generic multi-loop integrals.
72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
Limited‐memory adaptive snapshot selection for proper orthogonal decomposition
Summary Reduced order models are useful for accelerating simulations in many‐query contexts, such as optimization, uncertainty quantification, and sensitivity analysis. However, offline training of reduced order models (ROMs) can have prohibitively expensive memory and floating‐point operation costs in high‐performance computing applications, where memory per core is limited. To overcome this limitation for proper orthogonal decomposition, we propose a novel adaptive selection method for snapshots in time that limits offline training costs by selecting snapshots according an error control mechanism similar to that found in adaptive time‐stepping ordinary differential equation solvers. The error estimator used in this work is related to theory bounding the approximation error in time of proper orthogonal decomposition‐based ROMs, and memory usage is minimized by computing the singular value decomposition using a single‐pass incremental algorithm. Results for a viscous Burgers' test problem demonstrate convergence in the limit as the algorithm error tolerances go to zero; in this limit, the full‐order model is recovered to within discretization error. A parallel version of the resulting method can be used on supercomputers to generate proper orthogonal decomposition‐based ROMs, or as a subroutine within hyperreduction algorithms that require taking snapshots in time, or within greedy algorithms for sampling parameter space. Copyright © 2016 John Wiley & Sons, Ltd.
Oxberry, Geoffrey M.↗