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A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media
A new computational method is proposed for efficient uncertainty quantification of multiphase flow in porous media with stochastic permeability. For pressure estimation, it combines the dimension-adaptive stochastic collocation method on Smolyak sparse grids and the Kronrod–Patterson–Hermite nested quadrature formulas. For saturation estimation, an additional stage is developed, in which the pressure and velocity samples are first generated by the sparse grid interpolation and then substituted into the transport equation to solve for the saturation samples, to address the low regularity problem of the saturation. Numerical examples are presented for multiphase flow with stochastic permeability fields to demonstrate accuracy and efficiency of the proposed two-stage adaptive stochastic collocation method on nested sparse grids.
Sparse-grid discontinuous Galerkin methods for the Vlasov–Poisson–Lenard–Bernstein model
Sparse-grid methods have recently gained interest in reducing the computational cost of solving high-dimensional kinetic equations. In this paper, we construct adaptive and hybrid sparse-grid methods for the Vlasov–Poisson–Lenard–Bernstein (VPLB) model. This model has applications to plasma physics and is simulated in two reduced geometries: a 0x3v space homogeneous geometry and a 1x3v slab geometry. Here we use the discontinuous Galerkin (DG) method as a base discretization due to its high-order accuracy and ability to preserve important structural properties of partial differential equations. We utilize a multiwavelet basis expansion to determine the sparse-grid basis and the adaptive mesh criteria. We analyze the proposed sparse-grid methods on a suite of three test problems by computing the savings afforded by sparse-grids in comparison to standard solutions of the DG method. The results are obtained using the adaptive sparse-grid discretization library ASGarD.
Scenario generation for stochastic optimization problems via the sparse grid method
We study the use of sparse grids in the scenario generation (or discretization) problem in stochastic programming problems where the uncertainty is modeled using a continuous multivariate distribution. We show that, under a regularity assumption on the random function involved, the sequence of optimal objective function values of the sparse grid approximations converges to the true optimal objective function values as the number of scenarios increases. The rate of convergence is also established. We treat separately the special case when the underlying distribution is an affine transform of a product of univariate distributions, and show how the sparse grid method can be adapted to the distribution by the use of quadrature formulas tailored to the distribution. We numerically compare the performance of the sparse grid method using different quadrature rules with classic quasi-Monte Carlo (QMC) methods, optimal rank-one lattice rules, and Monte Carlo (MC) scenario generation, using a series of utility maximization problems with up to 160 random variables. The results show that the sparse grid method is very efficient, especially if the integrand is sufficiently smooth. In such problems the sparse grid scenario generation method is found to need several orders of magnitude fewer scenarios than MC and QMC scenario generation to achieve the same accuracy. As a result, it is indicated that the method scales well with the dimension of the distribution--especially when the underlying distribution is an affine transform of a product of univariate distributions, in which case the method appears scalable to thousands of random variables.
LA17-V-InverseRadTransportProblem-PD2Kb. Final Project Report
In the inverse radiation transport problem, a radiation signal emanating from an unknown object is used to reconstruct geometric and material parameters of the object , e.g., the mass of special nuclear material (SNM), the isotopic composition of the SNM (e.g., the enrichment of 235U), the thickness of shielding, etc. The inverse radiation transport problem is one of the most fundamental and important in the emergency response mission, and has been addressed in previous NA-22 and NA-42/84 investments by using derivative-free optimization methods. Our project was aimed at (i) consolidating previous work by applying polynomial chaos expansion (PCE) for reducing significantly the number of forward model simulations required by derivative-free optimization methods; (ii) developing a general-purpose framework and stand-alone software for solving the inverse radiation transport problem by applying a new “predictive modeling” methodology (predictive modeling of coupled multi-physics systems, PM_CMPS) which enables the fusing of experimental and computational information; and (iii) developing several benchmarks (for unscattered gamma rays) for demonstrating the quantification of non-Gaussian features (e.g., skewness and kurtosis, which characterize asymmetries and long tails) of response distributions by deterministically and efficiently propagating parameter uncertainties (covariances and higher-order moments, where available) using high-order sensitivities computed by the recently developed comprehensive adjoint sensitivity analysis methodology (C-ASAM). With regard to (i), application of PCE, the most significant accomplishment of this project was an implementation of PCE into INVERSE that significantly reduced computation time for the DiffeRential Evolution Adaptive Metropolis (DREAM) and Differential Evolution (DE) methods. For inverse transport problems with measurements of neutron leakage, neutron multiplication, and neutron-induced gamma-rays, the solution times for the DREAM and DE methods were reduced by factors of 30-300, reducing run times from hours to minutes while maintaining the same accuracy as the standard (non-PCE) DREAM and DE. Speedups were further improved by exploring sparse grid quadrature sets using the Toolkit for Adaptive Stochastic Modeling and Non-Intrusive ApproximatioN (Tasmanian) toolset. An initial exploration of sparse grids indicated that further speedups factors of 5-10 are obtainable. The implementation of PCE in INVERSE is not in a form that users can easily access. With regard to (ii), solving the inverse problem using a predictive modeling paradigm, the most significant accomplishment of this project were the derivation and implementation of adjoint-based second derivatives in neutron and photon transport theory. There are two codes that compute these derivatives. SENSPG computes them for uncollided gamma rays and SENSMG computes them for neutron leakage. SENSMG is open-source code available on github. Other significant accomplishments included a stand-alone code, MULTI-PRED, that implements the predictive modeling paradigm, along with a detailed manual. The code was implemented in the existing INVERSE code for inverse problems, but a head-to-head comparison of inverse methods was not achieved. We also derived and implemented the capability to compute sensitivities for multiplicity measurements into the SENSMG code, and this capability was used in a data assimilation application, but it was not used for solving inverse problems. With regard to (iii), developing benchmarks to demonstrate the importance of high-order sensitivity and uncertainty analysis, the most significant accomplishment of this project were two test problems that showed how important second-order sensitivities are.
Feasibility of DEIM for retrieving the initial field via dimensionality reduction
When parameter estimation is solved in a high-dimensional space, the dimensionality reduction strategy becomes the primary consideration for alleviating the tremendous computational cost. Here, the discrete empirical interpolation method (DEIM) is explored to retrieve the initial condition (IC) by combining the polynomial chaos (PC) based ensemble Kalman filter (i.e. PC-EnKF), where a non-intrusive PC expansion is considered as a surrogate model in place of the forward model in the prediction step of the ensemble Kalman filter, resulting in fewer forward model integrations but with a comparable accuracy as Monte Carlo-based approaches. The DEIM acts as a hyper-reduction tool to provide the low-dimensional input for the high-dimensional initial field, which can be reconstructed using the information on the sparse interpolation grid points that is adaptively obtained through PC-EnKF data assimilation method. Thus an innovative framework to reconstruct the IC is developed. The detailed procedure at each assimilation iteration includes: the determination of the spatial interpolation points, the estimation of the initial values on the interpolation locations using the optimal observations, and the reconstruction of IC in the full space. The current study uses the reconstruction field of initial conditions of the Navier-Stokes equations as an example to illustrate the efficacy of our method. The experimental results demonstrate the proposed algorithm achieves a satisfactory reconstruction for the initial field. The proposed method helps to extend the applicable area of DEIM in solving inverse problems.
Multi-static Serial LiDAR for Surveillance and Identification of Marine Life at MHK Installations
Final Report for project DE-EE0006787: Multi-static Serial LiDAR for Surveillance and Identification of Marine Life at MHK Installations. This project developed and tested an optical monitoring system prototype that will be suitable for marine and hydrokinetic (MHK) full project lifecycle observation (baseline, commissioning, and decommissioning), with automated real-time classification of marine animals. This system can be deployed to collect pre-installation baseline species observations at a proposed deployment site with minimal post-processing overhead. To satisfy deployed MHK project species of concern (e.g. Endangered Species Act-listed) monitoring requirements, the system provides automated tracking and notification of the presence of managed animals within established perimeters of MHK equipment and provides high resolution imagery of their behavior through a wide range of conditions. During a project’s decommissioning stage, the system can remain installed to provide resource managers with post-installation data. Our technology, known as an Unobtrusive Multi-static Serial LiDAR Imager (UMSLI), is a technology transfer of underwater distributed LiDAR imaging technology that preserves the advantages of traditional optical and acoustic solutions while overcoming associated disadvantages for MHK environmental monitoring applications. This new approach is a purposefully-designed, reconfigurable adaptation of an existing technology that can be easily mounted on or around different classes of MHK equipment. The system uses low average power red (638nm) laser illumination to be invisible and eye-safe to marine animals and is compact and cost effective. The equipment is designed for long term, maintenance-free operations, to inherently generate a sparse primary dataset that only includes detected anomalies (animal presence information), and to allow robust real-time automated animal classification/identification with a low data bandwidth requirement. Advantages of the technology over others currently being used or being considered for MHK monitoring include: Unlike a conventional camera, the depth of field is near-infinite and limited by attenuation (approximately 5-8 m) rather than focal properties of a lens; Operation in an adaptive mode which can project a sparse grid of pulses with higher peak power for longer range detection (>10 meters) and track animals within a zone of interest with high resolution imagery for identification of marine life at closer range (<5m); System detection limit and Signal-to-Noise-Ratio is superior to a camera, due to rejection of both backscattering component and ambient solar background; Multiple wide-angle pulsed laser illuminators and bucket detectors can be flexibly configured to cover a 4pi steradian (i.e. omnidirectional) scene volume, while also retrieving 3D features of animal targets from timing information; Process and classification framework centered around a novel active learning and incremental classification classifier that enables accurate identification of a variety of marine animals automatically; A two-tiered monitoring architecture and invisible watermarking-based data archiving and retrieving approach ensures significant data reduction while preserving high fidelity monitoring. A methodology to train and optimize the classifier for target species of concern to optimize site monitoring effectiveness. This technological innovation addresses a high priority regulatory requirement to observe marine life interaction near MHK projects. Our solution improves resource manager confidence that any interactions between marine animals and equipment are observed in a cost-effective and automated manner. Without EERE funding, this novel application of multi-static LiDAR would not have been available to the MHK community for environmental monitoring.
Interactive solution-adaptive grid generation
TURBO-AD is an interactive solution-adaptive grid generation program under development. The program combines an interactive algebraic grid generation technique and a solution-adaptive grid generation technique into a single interactive solution-adaptive grid generation package. The control point form uses a sparse collection of control points to algebraically generate a field grid. This technique provides local grid control capability and is well suited to interactive work due to its speed and efficiency. A mapping from the physical domain to a parametric domain was used to improve difficulties that had been encountered near outwardly concave boundaries in the control point technique. Therefore, all grid modifications are performed on a unit square in the parametric domain, and the new adapted grid in the parametric domain is then mapped back to the physical domain. The grid adaptation is achieved by first adapting the control points to a numerical solution in the parametric domain using control sources obtained from flow properties. Then a new modified grid is generated from the adapted control net. This solution-adaptive grid generation process is efficient because the number of control points is much less than the number of grid points and the generation of a new grid from the adapted control net is an efficient algebraic process. TURBO-AD provides the user with both local and global grid controls.
Interactive solution-adaptive grid generation procedure
TURBO-AD is an interactive solution adaptive grid generation program under development. The program combines an interactive algebraic grid generation technique and a solution adaptive grid generation technique into a single interactive package. The control point form uses a sparse collection of control points to algebraically generate a field grid. This technique provides local grid control capability and is well suited to interactive work due to its speed and efficiency. A mapping from the physical domain to a parametric domain was used to improve difficulties encountered near outwardly concave boundaries in the control point technique. Therefore, all grid modifications are performed on the unit square in the parametric domain, and the new adapted grid is then mapped back to the physical domain. The grid adaption is achieved by adapting the control points to a numerical solution in the parametric domain using control sources obtained from the flow properties. Then a new modified grid is generated from the adapted control net. This process is efficient because the number of control points is much less than the number of grid points and the generation of the grid is an efficient algebraic process. TURBO-AD provides the user with both local and global controls.
Conditional Karhunen-Loève expansion for uncertainty quantification and active learning in partial differential equation models
We use a conditional Karhunen-Lo` eve (KL) model to quantify and reduce uncertainty in a stochastic partial differential equation (SPDE) problem with partially-known space-dependent coefficient, Y (x). We assume that a small number of Y (x) measurements are available and model Y (x) with a KL expansion. We achieve reduction in uncertainty by conditioning the KL expansion coefficients on measurements. We consider two approaches for conditioning the KL expansion: In Approach 1, we condition the KL model first and then truncate it. In Approach 2, we first truncate the KL expansion and then condition it. We employ the conditional KL expansion together with Monte Carlo and sparse grid collocation methods to compute the moments of the solution of the SPDE problem. Uncertainty of the problem is further reduced by adaptively selecting additional observation locations using two active learning methods. Method 1 minimizes the variance of the PDE coefficient, while Method 2 minimizes the variance of the solution of the PDE. We demonstrate that conditioning leads to dimension reduction of the KL representation of Y (x). For a linear diffusion SPDE with uncertain log-normal coefficient, we show that Approach 1 provides a more accurate approximation of the conditional log-normal coefficient and solution of the SPDE than Approach 2 for the same number of random dimensions in a conditional KL expansion. Furthermore, Approach 2 provides a good estimate for the number of terms of the truncated KL expansion of the conditional field of Approach 1. Finally, we demonstrate that active learning based on Method 2 is more efficient for uncertainty reduction in the SPDE’s states (i.e., it leads to a larger reduction of the variance) than active learning using Method 2.
Peer-to-Peer Communication Trade-Offs for Smart Grid Applications: Preprint
Peer-to-peer energy management systems for smart grids require developers to consider the trade-offs between the amount of communication traffic generated and the quality and speed of convergence of the control algorithms that are deployed. Employing a fully connected communication causes messages to scale exponentially with the number of nodes, while using a sparse connectivity causes less information dissemination leading to degradation of the algorithm performance. The best communication topology for a particular application lies somewhere in between and often requires empirical evaluation by application designers. Existing methods do not put focus on the needs for smart grid applications, which is information dissemination throughout the network and they do not provide a flexible solution for application developers to prototype and deploy different topologies without modifying the application code. This paper introduces a configurable virtual communication topology framework TopLinkMgr, allowing users to specify any chosen communication topology and deploy peer-to-peer applications using it. It also introduces a self-adaptive, fault-tolerant topology management algorithm, Bounded Path Dissemination that can ensure the dissemination of information to all peers within a specified threshold for a sparsely connected topology. Experiments show that the algorithm improves on convergence speed and accuracy over state-of-the-art methods and is also robust against node failures. The results indicate the possibility of achieving a close-to optimal convergence without overloading the network allowing the realization of peer-to-peer control platforms covering larger and more complex power systems.
A multiresolution adaptive wavelet method for nonlinear partial differential equations
We report the multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to solve partial differential equations (PDEs) with features evolving on a wide range of spatial and temporal scales. To meet these challenges, we present a multiresolution wavelet algorithm to solve PDEs with significant data compression and explicit error control. We discretize in space by projecting fields and spatial derivative operators onto wavelet basis functions. We provide error estimates for the wavelet representation of fields and their derivatives. Then, our estimates are used to construct a sparse multiresolution discretization which guarantees the prescribed accuracy. Additionally, we embed a predictor-corrector procedure within the temporal integration to dynamically adapt the computational grid and maintain the accuracy of the solution of the PDE as it evolves. We present examples to highlight the accuracy and adaptivity of our approach.
Adaptive enhanced sampling by force-biasing using neural networks
A machine learning assisted method is presented for molecular simulation of systems with rugged free energy landscapes. The method is general and can be combined with other advanced sampling techniques. In the particular implementation proposed here, it is illustrated in the context of an adaptive biasing force approach where, rather than relying on discrete force estimates, one can resort to a self-regularizing artificial neural network to generate continuous, estimated generalized forces. By doing so, the proposed approach addresses several shortcomings common to adaptive biasing force and other algorithms. Specifically, the neural network enables smooth estimates of generalized forces in sparsely sampled regions, force estimates in previously unexplored regions, and continuous force estimates with which to bias the simulation, as opposed to biases generated at specific points of a discrete grid. The usefulness of the method is illustrated with three different examples, chosen to highlight the wide range of applicability of the underlying concepts. In all three cases, the new method is found to enhance considerably the underlying traditional adaptive biasing force approach. Furthermore, the method is also found to provide improvements over previous implementations of neural network assisted algorithms.
A GPU-based compressible combustion solver for applications exhibiting disparate space and time scales
High-speed chemically active flows pose significant computational challenges due to their disparate space and time scales, with stiff chemistry often dominating simulation time. While modern scientific computing programs achieve exascale performance by leveraging graphics processing units (GPUs), existing GPU-based compressible combustion solvers face critical limitations in memory management, load balancing, and handling the highly localized nature of chemical reactions. To this end, we present a high-performance compressible reacting flow solver built on the AMReX framework and optimized for multi-GPU settings. Here, our approach addresses three GPU performance bottlenecks: memory access patterns through column-major storage optimization, computational workload variability via a bulk-sparse integration strategy for chemical kinetics, and multi-GPU load distribution for adaptive mesh refinement applications. The solver adapts existing matrix-based chemical kinetics formulations to multi-grid contexts. Using representative combustion applications, including 2D and 3D detonations and a 3D jet-in-crossflow configuration, we demonstrate 1.4–5× performance improvements over initial implementations on an in-house cluster of NVIDIA H100 GPUs, and near-ideal weak scaling on the Frontier supercomputer (Oak Ridge Leadership Computing Facility) with up to 1024 AMD Instinct MI250X GPUs. Roofline analysis reveals substantial improvements in arithmetic intensity for both convection (∼ 10 ×) and chemistry (∼ 4 ×) routines, confirming efficient utilization of GPU memory bandwidth and computational resources.
Volumetric Rendering on Wavelet-Based Adaptive Grid
Numerical modeling of physical phenomena frequently involves processes across a wide range of spatial and temporal scales. In the last two decades, the advancements in wavelet-based numerical methodologies to solve partial differential equations, combined with the unique properties of wavelet analysis to resolve localized structures of the solution on dynamically adaptive computational meshes, make it feasible to perform large-scale numerical simulations of a variety of physical systems on a dynamically adaptive computational mesh that changes both in space and time. Volumetric visualization of the solution is an essential part of scientific computing, yet the existing volumetric visualization techniques do not take full advantage of multi-resolution wavelet analysis and are not fully tailored for visualization of a compressed solution on the wavelet-based adaptive computational mesh. Our objective is to explore the alternatives for the visualization of time-dependent data on space-time varying adaptive mesh using volume rendering while capitalizing on the available sparse data representation. Two alternative formulations are explored. The first one is based on volumetric ray casting of multi-scale datasets in wavelet space. Rather than working with the wavelets at the finest possible resolution, a partial inverse wavelet transform is performed as a preprocessing step to obtain scaling functions on a uniform grid at a user-prescribed resolution. As a result, a solution in physical space is represented by a superposition of scaling functions on a coarse regular grid and wavelets on an adaptive mesh. An efficient and accurate ray casting algorithm is based just on these coarse scaling functions. Additional details are added during the ray tracing by taking an appropriate number of wavelets into account based on support overlap with the interpolation point, wavelet coefficient magnitude, and other characteristics, such as opacity accumulation (front to back ordering) and deviation from frontal viewing direction. The second approach is based on complementing of wavelet-based adaptive mesh to the traditional Adaptive Mesh Refinement (AMR) mesh. Both algorithms are illustrated and compared to the existing volume visualization software for Rayleigh-Benard thermal convection and electron density data sets in terms of rendering time and visual quality for different data compression of both wavelet-based and AMR adaptive meshes.
Ordering Unstructured Meshes for Sparse Matrix Computations on Leading Parallel Systems
The ability of computers to solve hitherto intractable problems and simulate complex processes using mathematical models makes them an indispensable part of modern science and engineering. Computer simulations of large-scale realistic applications usually require solving a set of non-linear partial differential equations (PDES) over a finite region. For example, one thrust area in the DOE Grand Challenge projects is to design future accelerators such as the SpaHation Neutron Source (SNS). Our colleagues at SLAC need to model complex RFQ cavities with large aspect ratios. Unstructured grids are currently used to resolve the small features in a large computational domain; dynamic mesh adaptation will be added in the future for additional efficiency. The PDEs for electromagnetics are discretized by the FEM method, which leads to a generalized eigenvalue problem Kx = AMx, where K and M are the stiffness and mass matrices, and are very sparse. In a typical cavity model, the number of degrees of freedom is about one million. For such large eigenproblems, direct solution techniques quickly reach the memory limits. Instead, the most widely-used methods are Krylov subspace methods, such as Lanczos or Jacobi-Davidson. In all the Krylov-based algorithms, sparse matrix-vector multiplication (SPMV) must be performed repeatedly. Therefore, the efficiency of SPMV usually determines the eigensolver speed. SPMV is also one of the most heavily used kernels in large-scale numerical simulations.
A Sparse Distributed Gigascale Resolution Material Point Method
In this paper, we present a four-layer distributed simulation system and its adaptation to the Material Point Method (MPM). The system is built upon a performance portable C++ programming model targeting major High-Performance-Computing (HPC) platforms. A key ingredient of our system is a hierarchical block-tile-cell sparse grid data structure that is distributable to an arbitrary number of Message Passing Interface (MPI) ranks. We additionally propose strategies for efficient dynamic load balance optimization to maximize the efficiency of MPI tasks. Our simulation pipeline can easily switch among backend programming models, including OpenMP and CUDA, and can be effortlessly dispatched onto supercomputers and the cloud. Finally, we construct benchmark experiments and ablation studies on supercomputers and consumer workstations in a local network to evaluate the scalability and load balancing criteria. We demonstrate massively parallel, highly scalable, and gigascale resolution MPM simulations of up to 1.01 billion particles for less than 323.25 seconds per frame with 8 OpenSSH-connected workstations.
Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations
We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov–Galerkin high-fidelity (“HiFi”) discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by the so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data assimilation and for Bayesian estimation. They also open a perspective for optimal experimental design.