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At least 415 records · Page 23

Quasi-Newton methods for parameter estimation in functional differential equations

A state-space approach to parameter estimation in linear functional differential equations is developed using the theory of linear evolution equations. A locally convergent quasi-Newton type algorithm is applied to distributed systems with particular emphasis on parameters that induce unbounded perturbations of the state. The algorithm is computationally implemented on several functional differential equations, including coefficient and delay estimation in linear delay-differential equations.

Brewer, Dennis W.↗

Determining Physical Parameters of Shielded Uranium using Gamma Spectroscopy and the Differential Evolution Adaptive Metropolis (DREAM) Method

Inverse radiation transport is a well-established method for determining unknown parameters within a system that exhibits particle leakage. Two significant challenges of solving inverse transport problems are (1) to determine multiple unknowns without false convergence on local minima and (2) to be able to quantify uncertainty. It was recently demonstrated that the Differential Evolution Adaptive Metropolis (DREAM) method effectively meets both of these challenges. In Bledsoe's 2014 article, the DREAM method was only applied to numerical test cases in which measured data were simulated using MCNP. This paper provides results of research conducted at Oak Ridge National Laboratory (ORNL) in which DREAM was applied to two-dimensional inverse transport problems using real-world measurements. The DREAM method uses a Markov chain Monte Carlo (MCMC) method to obtain a posterior distribution of unknown parameters. In this application, the posterior distribution is determined by using a uniform prior distribution and a likelihood function. The goal of the inverse problem is to find the regions in which the likelihood function is at or near its maximum. In the traditional MCMC approach, a single Markov chain is employed. In practice, MCMC approaches have a high acceptance rate to solutions that are near the current point of sampling, but they exhibit slow convergence to solutions far from the sampling point. The DREAM algorithm was designed to alleviate this issue by initiating multiple Markov chains and using the differential evolution algorithm to generate trial points for each chain. Solving for the mass of radioactive material within a voluminous source is a challenging problem for gamma-ray spectroscopy. Inverse gamma-ray transport can supply a range of possible material compositions, but reducing the differences between predicted and actual measurements can lead to false results. DREAM is a rapid technique for determining the most likely solution for several unknown parameters in an inverse transport problem. This work applies DREAM to a series of gamma spectroscopy experiments performed at ORNL.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Single- and Multiple-Objective Optimization with Differential Evolution and Neural Networks

Genetic and evolutionary algorithms have been applied to solve numerous problems in engineering design where they have been used primarily as optimization procedures. These methods have an advantage over conventional gradient-based search procedures became they are capable of finding global optima of multi-modal functions and searching design spaces with disjoint feasible regions. They are also robust in the presence of noisy data. Another desirable feature of these methods is that they can efficiently use distributed and parallel computing resources since multiple function evaluations (flow simulations in aerodynamics design) can be performed simultaneously and independently on ultiple processors. For these reasons genetic and evolutionary algorithms are being used more frequently in design optimization. Examples include airfoil and wing design and compressor and turbine airfoil design. They are also finding increasing use in multiple-objective and multidisciplinary optimization. This lecture will focus on an evolutionary method that is a relatively new member to the general class of evolutionary methods called differential evolution (DE). This method is easy to use and program and it requires relatively few user-specified constants. These constants are easily determined for a wide class of problems. Fine-tuning the constants will off course yield the solution to the optimization problem at hand more rapidly. DE can be efficiently implemented on parallel computers and can be used for continuous, discrete and mixed discrete/continuous optimization problems. It does not require the objective function to be continuous and is noise tolerant. DE and applications to single and multiple-objective optimization will be included in the presentation and lecture notes. A method for aerodynamic design optimization that is based on neural networks will also be included as a part of this lecture. The method offers advantages over traditional optimization methods. It is more flexible than other methods in dealing with design in the context of both steady and unsteady flows, partial and complete data sets, combined experimental and numerical data, inclusion of various constraints and rules of thumb, and other issues that characterize the aerodynamic design process. Neural networks provide a natural framework within which a succession of numerical solutions of increasing fidelity, incorporating more realistic flow physics, can be represented and utilized for optimization. Neural networks also offer an excellent framework for multiple-objective and multi-disciplinary design optimization. Simulation tools from various disciplines can be integrated within this framework and rapid trade-off studies involving one or many disciplines can be performed. The prospect of combining neural network based optimization methods and evolutionary algorithms to obtain a hybrid method with the best properties of both methods will be included in this presentation. Achieving solution diversity and accurate convergence to the exact Pareto front in multiple objective optimization usually requires a significant computational effort with evolutionary algorithms. In this lecture we will also explore the possibility of using neural networks to obtain estimates of the Pareto optimal front using non-dominated solutions generated by DE as training data. Neural network estimators have the potential advantage of reducing the number of function evaluations required to obtain solution accuracy and diversity, thus reducing cost to design.

Rai, Man Mohan↗

Evaluation of KDP Estimation Algorithm Performance in Rain Using a Known-Truth Framework

Accurate estimation of specific differential phase ( K DP ) is necessary for rain rate estimation, attenuation correction, and hydrometeor classification algorithms. There are numerous published methods to process polarimetric radar observations of propagation differential phase shift (Φ DP ) and estimate K DP , but the corresponding K DP estimate uncertainty is unquantified. This study provides guidance on how commonly used K DP estimation algorithms perform in various environments. Here, we create numerous synthetic (“true”) K DP profiles, integrate over them to obtain “smoothed” Φ DP , and then add noise typical of S-band operational weather radar measurements. Each algorithm is applied to our noisy Φ DP profiles and compared to the true K DP profile such that the errors and uncertainty are quantified. The synthetic K DP profiles are Gaussian in shape, which allows systematic variations in their magnitude and width to determine how each algorithm performs in smooth, slowly changing K DP profiles, as well as steep profiles. Results demonstrate that algorithm performance is dependent on the Φ DP field received. These results are further supported by an error analysis of each algorithm for two more complicated synthetic K DP profiles. Some K DP algorithms allow users to change various tuning parameters; a subset of these tuning parameters is tested to provide guidance on how changing these parameters impacts algorithm performance. We then provide evidence that our known-truth framework provides insight into algorithm performance in observed data through two case studies.

54 ENVIRONMENTAL SCIENCES↗

A Tensor Network-Based Quantum Algorithm for the Nonlinear 1D Burgers' Equation

In this work, we implement a tensor network-based quantum algorithm to solve unsteady, nonlinear partial differential equations (PDEs). The challenge lies in how to effectively represent, encode, process, and evolve the nonlinear system of PDEs on quantum computers. We will discuss the new techniques using the compressible 1-dimensional (1D) Burgers' equation as an example, because it represents the fundamental nonlinear feature and yet removes certain complexity in physics, allowing us to focus on the design of quantum algorithms. Previous attempts to solve nonlinear PDEs in quantum computation have often involved storing multiple copies of solutions or employing linearizations. Neither is practical due to exponential scaling with evolution time or insufficient solution accuracy. Our framework is based on matrix product states (MPSs) and matrix product operators (MPOs). For example, the velocity field is represented by MPS, whereas the linear and nonlinear spatial differential terms of the velocity field are processed by MPOs. Our primary focus herein is to verify and validate the various tensor network components of the algorithm using solutions obtained by the classical algorithms on high performance computing (HPC) architectures. We use a classical time marching method to demonstrate the functionality of the tensor network operations to model the PDE and their robustness with the time evolution of the system. Our classical simulation results demonstrate the utility of tensor network-based operations in modeling nonlinear PDEs and highlight the necessity as well as potential advantages of using quantum simulations for these techniques.

Gopalakrishnan Meena, Murali [ORNL] (ORCID:0000000↗

A computationally efficient method for tempered fractional differential equations with application

This paper investigates the numerical approximation of the tempered fractional integral by using the Sinc-collocation scheme. The algorithm is extended to solve a class of tempered fractional differential equations that converges to the solution with exponential rate. Several numerical examples compare the numerical approximations with the exact solutions. The behavioral responses of the lumped capacitance model with tempered fractional order for transient conduction are investigated. The efficiency and accuracy of the proposed scheme are analyzed in the perspective of the L{sub 2}-norm error and convergence order.

97 MATHEMATICS AND COMPUTING↗

AMReX: a framework for block-structured adaptive mesh refinement

AMReX is a C++ software framework that supports the development of block-structured adaptive mesh refinement (AMR) algorithms for solving systems of partial differential equations (PDEs) with complex boundary conditions on current and emerging architectures. AMR reduces the computational cost and memory footprint compared to a uniform mesh while preserving the local descriptions of different physical processes in complex multiphysics algorithms. Current AMReX-based application codes span a number of areas, including atmospheric modeling, astrophysics, combustion, cosmology, fluctuating hydrodynamics, multiphase flows, and particle accelerators. In particular, the AMReX-Astro GitHub repository holds a number of astrophysical modeling tools based on AMReX. The origins of AMReX trace back to the BoxLib software framework. AMReX supports a number of different time-stepping strategies and spatial discretizations. Solution strategies supported by AMReX range from level-by-level approaches (with or without subcycling in time) with multilevel synchronization to full-hierarchy approaches, and any combination thereof. User-defined kernels that operate on patches of data can be written in C++ or Fortran; there is also a Fortran-interface functionality which wraps the core C++ data structures and operations in Fortran wrappers so that an application code based on AMReX can be written entirely in Fortran.

97 MATHEMATICS AND COMPUTING↗

Using trees to compute approximate solutions to ordinary differential equations exactly

Some recent work is reviewed which relates families of trees to symbolic algorithms for the exact computation of series which approximate solutions of ordinary differential equations. It turns out that the vector space whose basis is the set of finite, rooted trees carries a natural multiplication related to the composition of differential operators, making the space of trees an algebra. This algebraic structure can be exploited to yield a variety of algorithms for manipulating vector fields and the series and algebras they generate.

Grossman, Robert↗

A high-order time-parallel scheme for solving wave propagation problems via the direct construction of an approximate time-evolution operator

Our manuscript demonstrates a technique for efficiently solving the classical wave equation, the shallow water equations, and, more generally, equations of the form ∂u/∂t=Lu∂u/∂t=Lu, where LL is a skew-Hermitian differential operator. The idea is to explicitly construct an approximation to the time-evolution operator exp(τL)exp(τL) for a relatively large time-step ττ. Recently developed techniques for approximating oscillatory scalar functions by rational functions, and accelerated algorithms for computing functions of discretized differential operators are exploited. Principal advantages of the proposed method include: stability even for large time-steps, the possibility to parallelize in time over many characteristic wavelengths and large speed-ups over existing methods in situations where simulation over long times are required. Numerical examples involving the 2D rotating shallow water equations and the 2D wave equation in an inhomogenous medium are presented, and the method is compared to the 4th order Runge–Kutta (RK4) method and to the use of Chebyshev polynomials. The new method achieved high accuracy over long-time intervals, and with speeds that are orders of magnitude faster than both RK4 and the use of Chebyshev polynomials.

97 MATHEMATICS AND COMPUTING↗

Optimal Multistage Algorithm for Adjoint Computation

We reexamine the work of Stumm and Walther on multistage algorithms for adjoint computation. We provide an optimal algorithm for this problem when there are two levels of checkpoints, in memory and on disk. Previously, optimal algorithms for adjoint computations were known only for a single level of checkpoints with no writing and reading costs; a well-known example is the binomial checkpointing algorithm of Griewank and Walther. Stumm and Walther extended that binomial checkpointing algorithm to the case of two levels of checkpoints, but they did not provide any optimality results. We bridge the gap by designing the first optimal algorithm in this context. We experimentally compare our optimal algorithm with that of Stumm and Walther to assess the difference in performance.

97 MATHEMATICS AND COMPUTING↗

Adaptive Wavelet Decomposition of Matrix Flows

Adaptive algorithms for constructing spline-wavelet decompositions of matrix flows from a linear space of matrices over a normed field are presented. The algorithms suggested provides for an a priori prescribed estimate of the deviation of the basic flow from the initial one. Comparative bounds of the volumes of data in the basic flow for various irregularity characteristics of the initial flow are obtained in the cases of pseudo-equidistant and adaptive grids. Limit characteristics of the above-mentioned volumes are given in the cases where the initial flow is generated by differentiable functions.

97 MATHEMATICS AND COMPUTING↗

An efficient and robust algorithm for two dimensional time dependent incompressible Navier-Stokes equations: High Reynolds number flows

An algorithm is presented for unsteady two-dimensional incompressible Navier-Stokes calculations. This algorithm is based on the fourth order partial differential equation for incompressible fluid flow which uses the streamfunction as the only dependent variable. The algorithm is second order accurate in both time and space. It uses a multigrid solver at each time step. It is extremely efficient with respect to the use of both CPU time and physical memory. It is extremely robust with respect to Reynolds number.

Goodrich, John W.↗

An efficient and robust algorithm for two dimensional time dependent incompressible Navier-Stokes equations - High Reynolds number flows

An algorithm is presented for unsteady two-dimensional incompressible Navier-Stokes calculations. This algorithm is based on the fourth order partial differential equation for incompressible fluid flow which uses the streamfunction as the only dependent variable. The algorithm is second order accurate in both time and space. It uses a multigrid solver at each time step. It is extremely efficient with respect to the use of both CPU time and physical memory. It is extremely robust with respect to Reynolds number.

Goodrich, John W.↗

Optimal sensor network design for multi-scale, time-varying differential algebraic equation systems: Application to an entrained-flow gasifier refractory brick

An algorithm for optimal sensor network design for multi-scale, time-varying differential algebraic equation systems with non-separable dynamics is presented. As the process is time-varying, an integral normalized posterior error covariance of a multi-scale filter is minimized to obtain the optimal sensor locations. For reducing the computational cost, an adaptive sampling rate approach is considered for the slowly-varying variables. The algorithm is applied to a smart refractory brick with embedded sensors as part of an entrained-flow gasifier. Thermistors and interdigital capacitors are considered as candidate measurement technologies for estimating temperature and slag penetration profile along the gasifier wall. Finally, when the optimal set of sensors obtained from the algorithm is used for estimating temperature and slag penetration profiles in a multi-scale Kalman filter framework, satisfactory estimates are obtained despite high measurement noise and model mismatch.

42 ENGINEERING↗

The solution of the point kinetics equations via converged accelerated Taylor series (CATS)

This paper deals with finding accurate solutions of the point kinetics equations including non-linear feedback, in a fast, efficient and straightforward way. A truncated Taylor series is coupled to continuous analytical continuation to provide the recurrence relations to solve the ordinary differential equations of point kinetics. Non-linear (Wynn-epsilon) and linear (Romberg) convergence accelerations are employed to provide highly accurate results for the evaluation of Taylor series expansions and extrapolated values of neutron and precursor densities at desired edits. The proposed Converged Accelerated Taylor Series, or CATS, algorithm automatically performs successive mesh refinements until the desired accuracy is obtained, making use of the intermediate results for converged initial values at each interval. Numerical performance is evaluated using case studies available from the literature. Nearly perfect agreement is found with the literature results generally considered most accurate. Benchmark quality results are reported for several cases of interest including step, ramp, zigzag and sinusoidal prescribed insertions and insertions with adiabatic Doppler feedback. A larger than usual (9) number of digits is included to encourage honest benchmarking. The benchmark is then applied to the enhanced piecewise constant algorithm (EPCA) currently being developed by the second author. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

End-to-End Differentiable Modeling and Management of the Environment

Focal Area: (2) Data acquisition and assimilation enabled by machine learning, AI, and advanced methods including experimental/network design/optimization. We emphasize the importance of leveraging optimization techniques from AI/machine learning (ML) to solve challenging problems in Earth system modeling. Science Challenge: Automatic differentiation has had a transformative effect on ML by allowing the calculation of gradients of arbitrary functions in an incredibly large class of models. We can potentially realize similar improvements in parameter estimation and control for Earth system models (ESMs) by reimplementing them in computational frameworks from ML. Practitioners working with large (>10 7 parameters) models in ML and AI can obtain good predictive performance in a range of spatiotemporal tasks by making use of optimization via stochastic gradient descent and incorporating prior knowledge at multiple levels. We propose writing ESMs in open-source computational frameworks such as Torch, Tensorflow, and JAX to greatly expand the scope of environmental forecasting and management challenges, which can be addressed by leveraging automatic differentiation and gradient descent-like algorithms. We do not call for a wholesale replacement of physical models with data-driven surrogates, but rather advocate for interleaving physical and empirical equations in a manner that is most faithful to the extent of our scientific knowledge and observational data. Central to this topic is the merging of differentiable physical simulations with differentiable optimization layers, which are now both beginning to come to the forefront.

54 ENVIRONMENTAL SCIENCES↗