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Semiannual report, 1 April - 30 September 1991

The major categories of the current Institute for Computer Applications in Science and Engineering (ICASE) research program are: (1) numerical methods, with particular emphasis on the development and analysis of basic numerical algorithms; (2) control and parameter identification problems, with emphasis on effective numerical methods; (3) computational problems in engineering and the physical sciences, particularly fluid dynamics, acoustics, and structural analysis; and (4) computer systems and software for parallel computers. Research in these areas is discussed.

Source record↗

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↗

Using adaptive grid in modeling rocket nozzle flow

The mechanical behavior of a rocket motor internal flow field results in a system of nonlinear partial differential equations which cannot be solved analytically. However, this system of equations called the Navier-Stokes equations can be solved numerically. The accuracy and the convergence of the solution of the system of equations will depend largely on how precisely the sharp gradients in the domain of interest can be resolved. With the advances in computer technology, more sophisticated algorithms are available to improve the accuracy and convergence of the solutions. An adaptive grid generation is one of the schemes which can be incorporated into the algorithm to enhance the capability of numerical modeling. It is equivalent to putting intelligence into the algorithm to optimize the use of computer memory. With this scheme, the finite difference domain of the flow field called the grid does neither have to be very fine nor strategically placed at the location of sharp gradients. The grid is self adapting as the solution evolves. This scheme significantly improves the methodology of solving flow problems in rocket nozzles by taking the refinement part of grid generation out of the hands of computational fluid dynamics (CFD) specialists and place it into the computer algorithm itself.

Chow, Alan S.↗

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↗

Adaptive Load-Balancing Algorithms Using Symmetric Broadcast Networks

In a distributed-computing environment, it is important to ensure that the processor workloads are adequately balanced. Among numerous load-balancing algorithms, a unique approach due to Dam and Prasad defines a symmetric broadcast network (SBN) that provides a robust communication pattern among the processors in a topology-independent manner. In this paper, we propose and analyze three novel SBN-based load-balancing algorithms, and implement them on an SP2. A thorough experimental study with Poisson-distributed synthetic loads demonstrates that these algorithms are very effective in balancing system load while minimizing processor idle time. They also compare favorably with several other existing load-balancing techniques. Additional experiments performed with real data demonstrate that the SBN approach is effective in adaptive computational science and engineering applications where dynamic load balancing is extremely crucial.

Das, Sajal K.↗

Hypercube matrix computation task

The Hypercube Matrix Computation (Year 1986-1987) task investigated the applicability of a parallel computing architecture to the solution of large scale electromagnetic scattering problems. Two existing electromagnetic scattering codes were selected for conversion to the Mark III Hypercube concurrent computing environment. They were selected so that the underlying numerical algorithms utilized would be different thereby providing a more thorough evaluation of the appropriateness of the parallel environment for these types of problems. The first code was a frequency domain method of moments solution, NEC-2, developed at Lawrence Livermore National Laboratory. The second code was a time domain finite difference solution of Maxwell's equations to solve for the scattered fields. Once the codes were implemented on the hypercube and verified to obtain correct solutions by comparing the results with those from sequential runs, several measures were used to evaluate the performance of the two codes. First, a comparison was provided of the problem size possible on the hypercube with 128 megabytes of memory for a 32-node configuration with that available in a typical sequential user environment of 4 to 8 megabytes. Then, the performance of the codes was anlyzed for the computational speedup attained by the parallel architecture.

Calalo, R.↗

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↗

Measurement updating using the U-D factorization

A new mechanization of the Kalman updating algorithm based on a U-D factorization of the estimate error covariance is introduced. Efficient and stable updating recursions are developed for the unit upper triangular factor U and the diagonal factor D, treating only the parameter estimation problem. Properties of the factorization update performed here include efficient one point at a time processing that requires little more computation than the optimal but numerically unstable conventional Kalman measurement update algorithm, and stability that compares with the square root filter.

Bierman, G. J.↗

Vision 2030 Aircraft Propulsion Grand Challenge Problem: Full-engine CFD Simulations with High Geometric Fidelity and Physics Accuracy

2014 NASA published the outcome of the 2030 CFD (Computational Fluid Dynamics) Vision study: “CFD Vision 2030: A path to Revolutionary Computational Aerosciences” . The study provided a comprehensive review of the state of the art of CFD in 2014 for aerospace applications including, but not limited to, numerical algorithms, physics models, MDAO (Multidisciplinary Design Analysis and Optimization) and HPC (High Performance Computing) hardware. The study also proposed four conceptual ideas of Grand Challenge problems that would build on and benefit from advances outlined in the roadmap. The proposed challenges were meant to foster more detailed descriptions of grand challenge problems for specific disciplines. One of the proposed challenges was in the gas turbine propulsion area, focusing on transient full engine simulations. The current paper addresses detailed technical aspects of that challenge, and proposes a plan to approach it in a gradual manner, which includes high fidelity modeling of components, component coupling, and targeted experimental campaigns relying on common research models.

turbine engine↗

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↗