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At least 37 records · Page 2

Numerical Solution of the Steady-State Network Flow Equations for a Non-Ideal Gas

Herein we formulate a steady-state network flow problem for non-ideal gas that relates injection rates and nodal pressures in the network to flows in pipes. For this problem, we present and prove a theorem on uniqueness of generalized solution for a broad class of non-ideal pressure-density relations that satisfy a monotonicity property. Further, we develop a Newton-Raphson algorithm for numerical solution of the steady-state problem, which is made possible by a systematic non-dimensionalization of the equations. The developed algorithm has been extensively tested on benchmark instances and shown to converge robustly to a generalized solution. Previous results [1]-[4], indicate that the steady-state network flow equations for an ideal gas are difficult to solve by the Newton-Raphson method because of its extreme sensitivity to the initial guess. In contrast, we find that non-dimensionalization of the steady-state problem is key to robust convergence of the Newton-Raphson method. We identify criteria based on the uniqueness of solutions under which the existence of a non-physical generalized solution found by a non-linear solver implies non-existence of a physical solution, i.e., infeasibility of the problem. Finally, we compare pressure and flow solutions based on ideal and non-ideal equations of state to demonstrate the need to apply the latter in practice. The solver developed in this article is open-source and is made available for both the academic and research communities as well as the industry.

97 MATHEMATICS AND COMPUTING↗

Reducing Disk Storage of Full-3D Seismic Waveform Tomography (F3DT) Through Lossy Online Compression

Full-3D seismic waveform tomography (F3DT) is the latest seismic tomography technique that can assimilate broadband, multi-component seismic waveform observations into high-resolution 3D subsurface seismic structure models. The main drawback in the current F3DT implementation, in particular the scattering-integral implementation (F3DT-SI), is the high disk storage cost and the associated I/O overhead of archiving the 4D space-time wavefields of the receiver- or source-side strain tensors. The strain tensor fields are needed for computing the data sensitivity kernels, which are used for constructing the Jacobian matrix in the Gauss-Newton optimization algorithm. In this study, we have successfully integrated a lossy compression algorithm into our F3DT SI workflow to significantly reduce the disk space for storing the strain tensor fields. The compressor supports a user-specified tolerance for bounding the error, and can be integrated into our finite-difference wave-propagation simulation code used for computing the strain fields. The decompressor can be integrated into the kernel calculation code that reads the strain fields from the disk and compute the data sensitivity kernels. During the wave-propagation simulations, we compress the strain fields before writing them to the disk. To compute the data sensitivity kernels, we read the compressed strain fields from the disk and decompress them before using them in kernel calculations. Experiments using a realistic dataset in our California statewide F3DT project have shown that we can reduce the strain-field disk storage by at least an order of magnitude with acceptable loss, and also improve the overall I/O performance of the entire F3DT-SI workflow significantly. The integration of the lossy online compressor may potentially open up the possibilities of the wide adoption of F3DT-SI in routine seismic tomography practices in the near future.

97 MATHEMATICS AND COMPUTING↗

ExaPF

ExaPF is a HPC package in Julia for solving power flow (PF) on a GPU. It currently solves PF using the Newton-Raphson algorithm on NVIDA GPUs.

SCHANEN, MICHEL↗

Internship Work Report

I worked on two projects during my summer internship at Sandia. My official title was “Intern - Mission Tech Electrical Eng./Computer Eng.- R&D Undergraduate Summer.” I worked at the central location, which is Albuquerque, New Mexico. The department you are placed in at Sandia doesn’t always correspond to the people you will be working with. For example, I only directly worked with one person from my department this summer. On one of my projects, I worked with a diverse team of engineers from many different departments. On my other project, I mainly worked with two departments, as the project had two distinct parts. As mentioned earlier, I worked on two projects during my summer at Sandia. The first project focused on a lightweight embedded controller in an advanced FPGA System-on-Chip for radar signal processing applications. The term “controller” refers to a hardware device that directs the flow of data between two entities. An FPGA is a reprogrammable integrated circuit (as opposed to an integrated circuit with one purpose). An FPGA was used on this project so in order to protype various ideas for our System-on-Chip. My role on the project was to implement designs on the fabric of the FPGA and design a state machine (written in C) for the processor. My second project was also heavily involved with embedded systems but had a different application. It focused on using a Newton-Raphson control algorithm to stabilize an inverted pendulum using a novel microcontroller. The pendulum dynamics were derived, and it was successfully simulated in MATLAB. I worked on integrating the microcontroller with the inverted pendulum machinery, and converting the Newton-Raphson control algorithm from MATLAB into C. The inverted pendulum was successfully stabilized using a simple PID controller and industry-standard microcontroller. The project is still ongoing, and the team is gearing up for more tests using the novel Newton-Raphson control algorithm and novel microcontroller

42 ENGINEERING↗

Real-Time Optimal Power Flow

Future power networks are expected to incorporate a large number of distributed energy resources, which introduce randomness and fluctuations as well as fast control capabilities. But traditional optimal power flow methods are only appropriate for applications that operate on a slow timescale. In this paper, we build on recent work to develop a real-time algorithm for AC optimal power flow, based on quasi-Newton methods. The algorithm uses second-order information to provide suboptimal solutions on a fast timescale, and can be shown to track the optimal power flow solution when the estimated second-order information is sufficiently accurate. We also give a specific implementation based on L-BFGS-B method, and show by simulation that the proposed algorithm has good performance and is computationally efficient.

Tang, Yujie↗

Ensemble Quasi-Newton HMC

We present a modification of the Hybrid Monte Carlo algorithm for tackling the critical slowing down of generating Markov chains of lattice gauge configurations towards the continuum limit. We propose a new method to exchange information within an ensemble of Markov chains, and use it to construct an approximate inverse Hessian matrix of the action inspired from quasi-Newton algorithms for optimization. The kinetic term of the molecular dynamics evolution includes the approximate Hessian for long distance couplings among the momenta. We show the result of applying the new algorithm to the U(1) gauge theory in two dimensions, and discuss our future plans.

Jin, Xiao-Yong↗

Modeling of diatomic molecule using the Morse potential and the Verlet algorithm

Performing molecular modeling usually uses special software for Molecular Dynamics (MD) such as: GROMACS, NAMD, JMOL etc. Molecular dynamics is a computational method to calculate the time dependent behavior of a molecular system. In this work, MATLAB was used as numerical method for a simple modeling of some diatomic molecules: HCl, H{sub 2} and O{sub 2}. MATLAB is a matrix based numerical software, in order to do numerical analysis, all the functions and equations describing properties of atoms and molecules must be developed manually in MATLAB. In this work, a Morse potential was generated to describe the bond interaction between the two atoms. In order to analyze the simultaneous motion of molecules, the Verlet Algorithm derived from Newton’s Equations of Motion (classical mechanics) was operated. Both the Morse potential and the Verlet algorithm were integrated using MATLAB to derive physical properties and the trajectory of the molecules. The data computed by MATLAB is always in the form of a matrix. To visualize it, Visualized Molecular Dynamics (VMD) was performed. Such method is useful for development and testing some types of interaction on a molecular scale. Besides, this can be very helpful for describing some basic principles of molecular interaction for educational purposes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

On the Derivation of Quasi-Newton Formulas for Optimization in Function Spaces

Newton’s method is usually preferred when solving optimization problems due to its superior convergence properties compared to gradient-based or derivative-free optimization algorithms. However, deriving and computing second-order derivatives needed by Newton’s method often is not trivial and, in some cases, not possible. In such cases quasi-Newton algorithms are a great alternative. In this paper, we provide a new derivation of well-known quasi-Newton formulas in an infinite-dimensional Hilbert space setting. Furthermore, it is known that quasi-Newton update formulas are solutions to certain variational problems over the space of symmetric matrices. In this paper, we formulate similar variational problems over the space of bounded symmetric operators in Hilbert spaces. By changing the constraints of the variational problem we obtain updates (for the Hessian and Hessian inverse) not only for the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method but also for Davidon–Fletcher–Powell (DFP), Symmetric Rank One (SR1), and Powell-Symmetric-Broyden (PSB). In addition, for an inverse problem governed by a partial differential equation (PDE), we derive DFP and BFGS “structured” secant formulas that explicitly use the derivative of the regularization and only approximates the second derivative of the misfit term. We show numerical results that demonstrate the desired mesh-independence property and superior performance of the resulting quasi-Newton methods.

97 MATHEMATICS AND COMPUTING↗

An inexact semismooth Newton method with application to adaptive randomized sketching for dynamic optimization

In many applications, one can only access the inexact gradients and inexact hessian times vector products. Thus it is essential to consider algorithms that can handle such inexact quantities with a guaranteed convergence to solution. An inexact adaptive and provably convergent semismooth Newton method is considered to solve constrained optimization problems. In particular, dynamic optimization problems, which are known to be highly expensive, are the focus. A memory efficient semismooth Newton algorithm is introduced for these problems. The source of efficiency and inexactness is the randomized matrix sketching. Further, applications to optimization problems constrained by partial differential equations are also considered.

97 MATHEMATICS AND COMPUTING↗

Superconvergence of Online Optimization for Model Predictive Control

We develop a one-Newton-step-per-horizon, online, lag-L, model predictive control (MPC) algorithm for solving discrete-time, equality-constrained, nonlinear dynamic programs. Based on recent sensitivity analysis results for the target problems class, we prove that the approach exhibits a behavior that we call superconvergence; that is, the tracking error with respect to the full horizon solution is not only stable for successive horizon shifts, but also decreases with increasing shift order to a minimum value that decays exponentially in the length of the receding horizon. The key analytical step is the decomposition of the one-step error recursion of our algorithm into algorithmic error and perturbation error. We show that the perturbation error decays exponentially with the lag between two consecutive receding horizons, while the algorithmic error, determined by Newton’s method, achieves quadratic convergence instead. Overall this approach induces our local exponential convergence result in terms of the receding horizon length for suitable values of L. In conclusion, numerical experiments validate our theoretical findings.

97 MATHEMATICS AND COMPUTING↗

A robust return-map algorithm for general multisurface plasticity

Three new contributions to the field of multisurface plasticity are presented for general situations with an arbitrary number of nonlinear yield surfaces with hardening or softening. A method for handling linearly dependent flow directions is described. A residual that can be used in a line search is defined. An algorithm that has been implemented and comprehensively tested is discussed in detail. Examples are presented to illustrate the computational cost of various components of the algorithm. The overall result is that a single Newton-Raphson iteration of the algorithm costs between 1.5 and 2 times that of an elastic calculation. Examples also illustrate the successful convergence of the algorithm in complicated situations. For example, without using the new contributions presented here, the algorithm fails to converge for approximately 50% of the trial stresses for a common geomechanical model of sedementary rocks, while the current algorithm results in complete success. Since it involves no approximations, the algorithm is used to quantify the accuracy of an efficient, pragmatic, but approximate, algorithm used for sedimentary-rock plasticity in a commercial software package. Furthermore, the main weakness of the algorithm is identified as the difficulty of correctly choosing the set of initially active constraints in the general setting.

15 GEOTHERMAL ENERGY↗

Efficient Projection onto the $\ell_{\infty,1}$ Mixed-Norm Ball Using a Newton Root Search Method

Mixed norms that promote structured sparsity have numerous applications in signal processing and machine learning problems. Here, we present a new algorithm, based on a Newton root search technique, for computing the projection onto the $\ell_{\infty,1}$ ball, which has found application in cognitive neuroscience and classification tasks. Numerical simulations show that our proposed method is between 8 and 10 times faster on average, and up to 20 times faster for very sparse solutions, than the previous state of the art. Lastly, tests on real functional magnetic resonance image data show that, for some data distributions, our algorithm can obtain speed improvements by a factor of between 10 and 100, depending on the implementation.

97 MATHEMATICS AND COMPUTING↗

On the Interpretation and Correlation of High-Temperature Ignition Delays in Reactors with Varying Thermodynamic Conditions

Ignition delay time (IDT) is a useful global metric for fuel performance screening and a major target for kinetic modeling. Measurements of IDT are conceptually straightforward, however interpretation could be complicated, especially for systems with changing temperature and pressure. Some experimental conditions in the high repetition rate miniature shock tube (HRRST) exhibit complex temperature and pressure state histories. To better interpret and correlate IDTs, especially those obtained in reactors with varying thermodynamic conditions, an inverse Livengood-Wu (L-W) integral technique is applied to de-convolve the constant condition IDTs from measured IDTs in the HRRST using information on the varying state history. In this paper, the approximate problem is demonstrated using only the measured pressure history leading up to ignition, where the temperature history is estimated based on an isentropic assumption. The IDTs of several fuels were first measured in the HRRST including isooctane and acetone to represent those fuels without strong low temperature chemistry effects. Based on the measured pressure and approximated temperature history, measurements of IDTs in the HRRST compare very favorably with those measured using more conventional techniques, including conventionally sized shock tubes, via the inverse L-W correlation with relaxed Newton iteration and Genetic Algorithm (GA). Furthermore, this study demonstrates the feasibility of using a high throughput ignition testing facility, like the HRRST to extract the constant state IDT measured in regular shock tubes, assisted by the inverse L-W correlation. It is expected with an independent temperature measurement available in the future, IDTs in a broader range of thermodynamic conditions and effects of heat loss could be better resolved.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Local practically safe extremum seeking with assignable rate of attractivity to the safe set

We present Assignably Safe Extremum Seeking (ASfES), an algorithm designed to minimize a measured, static objective function while maintaining a measured, static metric of safety (a control barrier function or CBF) to be positive in a practical sense. We ensure that for trajectories with safe initial conditions, the violation of safety can be made arbitrarily small through appropriately chosen design constants. We also guarantee an assignable “attractivity” rate: from unsafe initial conditions, the trajectories approach the safe set, in the sense of the measured CBF, at a rate no slower than a user-assigned rate. Similarly, from safe initial conditions, the trajectories approach the unsafe set, in the sense of the CBF, no faster than the assigned attractivity rate. The feature of assignable attractivity is not present in the semiglobal version of safe extremum seeking, where the semiglobality of convergence is achieved by slowing the adaptation. We also demonstrate local convergence of the parameter to a neighborhood of the minimum of a quadratic objective function constrained to the safe set with a linear CBF. The ASfES algorithm and analysis are multivariable, but we also extend the algorithm to a Newton-Based ASfES scheme which we show is only useful in the scalar case. The proven properties of the designs are illustrated through simulation examples.

42 ENGINEERING↗

Fully-Implicit Orthogonal Reconstructed Discontinuous Galerkin for Fluid Dynamics with Phase Change

A new reconstructed Discontinuous Galerkin (rDG) method, based on orthogonal basis/test functions, is developed for fluid flows on unstructured meshes. Orthogonality of basis functions is essential for enabling robust and efficient fully-implicit Newton-Krylov based time integration. The method is designed for generic partial differential equations, including transient, hyperbolic, parabolic or elliptic operators, which are attributed to many multiphysics problems. We demonstrate the method’s capabilities for solving compressible fluid-solid systems (in the low Mach number limit), with phase change (melting/solidification), as motivated by applications in Additive Manufacturing (AM). We focus on the method’s accuracy (in both space and time), as well as robustness and solvability of the system of linear equations involved in the linearization steps of Newton-based methods. The performance of the developed method is investigated for highly-stiff problems with melting/solidification, emphasizing the advantages from tight coupling of mass, momentum and energy conservation equations, as well as orthogonality of basis functions, which leads to better conditioning of the underlying (approximate) Jacobian matrices, and rapid convergence of the Krylov-based linear solver.

97 MATHEMATICS AND COMPUTING↗

Advancing attenuation estimation through integration of the Hessian in multiparameter viscoacoustic full-waveform inversion

Accurate seismic attenuation models of subsurface structures not only enhance subsequent migration processes by improving fidelity, resolution, and facilitating amplitude-compliant angle gather generation but also provide valuable constraints on subsurface physical properties. Leveraging full-wavefield information, multiparameter viscoacoustic full-waveform inversion ( Q-FWI) simultaneously estimates seismic velocity and attenuation ( Q) models. However, a major challenge in Q-FWI is the contamination of crosstalk artifacts, where inaccuracies in the velocity model are mistakenly mapped to the inverted attenuation model. While incorporating the Hessian is expected to mitigate these artifacts, the explicit implementation is prohibitively expensive due to its formidable computational cost. In this study, we formulate and develop a Q-FWI algorithm via the Newton-conjugate gradient (CG) framework, where the search direction at each iteration is determined through an internal CG loop. In particular, the Hessian is integrated into each CG step in a matrix-free fashion using the second-order adjoint-state method. We find through synthetic experiments that our Newton-CG Q-FWI significantly mitigates crosstalk artifacts compared with the limited-memory Broyden-Fletcher-Goldfarb-Shanno method and the CG method, albeit with a notable computational cost. In the discussion of several key implementation details, we also determine the significance of the approximate Gauss-Newton Hessian, the second-order adjoint-state method, and the two-stage inversion strategy.

Geochemistry & Geophysics↗

A Numerical Method for High Energy X-Ray Source Shape Reconstruction

Quantifying the source shape of a pulsed power X-ray imaging system is essential in determining a lower bound for the overall resolution of the system. A method of reconstructing the source shape involves solving an inverse problem with an operator matrix of size n x n, where n is the number of pixels in the image. Building and inverting such a large matrix quickly becomes intractable as n increases due to both memory and computational constraints, even in well-posed problems. The ill-posed nature of this problem adds further complications, making direct inversion unstable. Taking advantage of the structure of the operator matrix and utilizing the Projected Newton and Conjugate Gradient algorithms, we are able to perform reconstructions of images that are orders of magnitude larger than previously possible.

97 MATHEMATICS AND COMPUTING↗

A log-barrier Newton-CG method for bound constrained optimization with complexity guarantees

Abstract We describe an algorithm based on a logarithmic barrier function, Newton’s method and linear conjugate gradients that seeks an approximate minimizer of a smooth function over the non-negative orthant. We develop a bound on the complexity of the approach, stated in terms of the required accuracy and the cost of a single gradient evaluation of the objective function and/or a matrix-vector multiplication involving the Hessian of the objective. The approach can be implemented without explicit calculation or storage of the Hessian.

O’Neill, Michael↗