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At least 487 records · Page 27

Asymmetric collapse by dissolution or melting in a uniform flow

An advection-diffusion-limited dissolution model of an object being eroded by a two-dimensional potential flow is presented. By taking advantage of the conformal invariance of the model, a numerical method is introduced that tracks the evolution of the object boundary in terms of a time-dependent Laurent series. Simulations of a variety of dissolving objects are shown, which shrink and collapse to a single point in finite time. The simulations reveal a surprising exact relationship, whereby the collapse point is the root of a non-Analytic function given in terms of the flow velocity and the Laurent series coefficients describing the initial shape. This result is subsequently derived using residue calculus. The structure of the non-Analytic function is examined for three different test cases, and a practical approach to determine the collapse point using a generalized Newton-Raphson root-finding algorithm is outlined. These examples also illustrate the possibility that the model breaks down in finite time prior to complete collapse, due to a topological singularity, as the dissolving boundary overlaps itself rather than breaking up into multiple domains (analogous to droplet pinch-off in fluid mechanics). In conclusion, the model raises fundamental mathematical questions about broken symmetries in finite-Time singularities of both continuous and stochastic dynamical systems.

42 ENGINEERING↗

A generalized multi-resolution expansion for uncertainty propagation with application to cardiovascular modeling

Computational models are used in a variety of fields to improve our understanding of complex physical phenomena. Recently, the realism of model predictions has been greatly enhanced by transitioning from deterministic to stochastic frameworks, where the effects of the intrinsic variability in parameters, loads, constitutive properties, model geometry and other quantities can be more naturally included. A general stochastic system may be characterized by a large number of arbitrarily distributed and correlated random inputs, and a limited support response with sharp gradients or event discontinuities. This motivates continued research into novel adaptive algorithms for uncertainty propagation, particularly those handling high dimensional, arbitrarily distributed random inputs and non-smooth stochastic responses. Here, we generalize a previously proposed multi-resolution approach to uncertainty propagation to develop a method that improves computational efficiency, can handle arbitrarily distributed random inputs and non-smooth stochastic responses, and naturally facilitates adaptivity, i.e., the expansion coefficients encode information on solution refinement. Our approach relies on partitioning the stochastic space into elements that are subdivided along a single dimension, or, in other words, progressive refinements exhibiting a binary tree representation. We also show how these binary refinements are particularly effective in avoiding the exponential increase in the multi-resolution basis cardinality and significantly reduce the regression complexity for moderate to high dimensional random inputs. The performance of the approach is demonstrated through previously proposed uncertainty propagation benchmarks and stochastic multi-scale finite element simulations in cardiovascular flow.

59 BASIC BIOLOGICAL SCIENCES↗

Generative AI models for learning flow maps of stochastic dynamical systems in bounded domains

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary interactions. Despite the success of machine learning-based methods in learning SDEs, existing learning methods are not applicable to SDEs in bounded domains because they cannot accurately capture the particle exit dynamics. We present a unified hybrid data-driven approach that combines a conditional diffusion model with an exit prediction neural network to capture both interior stochastic dynamics and boundary exit phenomena. Our ML model consists of two major components: a neural network that learns exit probabilities using binary cross-entropy loss with rigorous convergence guarantees, and a training-free diffusion model that generates state transitions for non-exiting particles using closed-form score functions. The two components are integrated through a probabilistic sampling algorithm that determines particle exit at each time step and generates appropriate state transitions. Here, the performance of the proposed approach is demonstrated via three test cases: a one-dimensional simplified problem for theoretical verification, a two-dimensional advection-diffusion problem in a bounded domain, and a three-dimensional problem of interest to magnetically confined fusion plasmas.

Bounded domains↗

Application of Sequential Design of Experiments (SDoE) to Large Pilot-Scale Solvent-Based CO2 Capture Process at Technology Centre Mongstad (TCM)

The United States Department of Energy’s Carbon Capture Simulation for Industry Impact (CCSI2) program has developed a framework for sequential design of experiments (SDoE) that aims to maximize knowledge gained from budget- and schedule-limited pilot scale testing. SDoE was applied to the planning and execution of campaigns for testing CO2 capture systems at pilot-scale in order to optimally allocate resources available for the testing. In this methodology, a stochastic process model is developed by quantifying the parametric uncertainty in submodels of interest; for a solvent-based CO2 capture system, these may include physical properties and equipment performance submodels (e.g., mass transfer, interfacial area). This uncertainty is propagated through the full process model, over variable operating conditions, for estimating the resulting uncertainty in key model outputs (e.g., percentage of CO2 capture, solvent regeneration energy requirement). In developing a data collection plan, the predicted output uncertainty is incorporated into an algorithm that seeks simultaneously to select process operating conditions for which the predicted uncertainty is relatively high and to ensure that the entire space of operation is well represented. This test plan is then used to guide operation of the pilot plant at varying steady-state conditions, with resulting process data incorporated into the existing model using Bayesian inference to refine parameter distributions. The updated stochastic model, with reduced parametric uncertainty from data collected, is then used to guide additional data collection, thus the sequential nature of the experimental design. The SDoE process was implemented at the pilot test unit (12 MWe in scale) at Norway’s Technology Centre Mongstad (TCM) in a summer 2018 test campaign with aqueous monoethanolamine (MEA). During the test campaign, the varied operating conditions included the flowrates of circulated solvent, flue gas, and reboiler steam and the CO2 concentration in the flue gas. The process data were used to update probability distributions of mass transfer and interfacial area parameters of a stochastic process model developed by the CCSI2 team. Two iterations of the SDoE process were executed, resulting in the uncertainty in model predicted CO2 capture percentage decreasing by an average of 58.0 ± 4.7% over the full input space of interest. This work demonstrates the potential of the SDoE process for model refinement through reduction in process model parametric uncertainty, and ultimately risk in scale-up, in CO2 capture technology performance.

carbon capture↗

Reconfiguring Power Systems to Minimize Cascading Failures: Models and Algorithms

The main goal of this project was to develop new scientific tools, based on optimization techniques, with the purpose of controlling and modeling cascading failures of electrical power transmission systems. We have developed a high-quality tool for simulating cascading failures. The problem of how to control a cascade was addressed, with the aim of stopping the cascade with a minimum of load lost. Yet another aspect of cascade is the investigation of which events would trigger a cascade, or more appropriately the computation of the most harmful initiating event given some constraint on the severity of the event. One common feature of the cascade models described (indeed, of several of the cascade models found in the literature) is that we study thermally-induced line tripping. We have produced a study that accounts for exogenous randomness (e.g. wind and ambient temperature) that could affect the thermal behavior of a line, with a focus on controlling the power flow of the line while maintaining safe probability of line overload. This was done by means of a rigorous analysis of a stochastic version of the heat equation. We incorporated a model of randomness in the behavior of wind power output; again modeling an OPF-like problem that uses chance-constraints to maintain low probability of line overloads; this work has been continued so as to account for generator dynamics as well.

24 POWER TRANSMISSION AND DISTRIBUTION↗

An improved multilevel Monte Carlo method for estimating probability distribution functions in stochastic oil reservoir simulations

In this paper, we develop an improved multilevel Monte Carlo (MLMC) method for estimating cumulative distribution functions (CDFs) of a quantity of interest, coming from numerical approximation of large-scale stochastic subsurface simulations. Compared with Monte Carlo (MC) methods, that require a significantly large number of high-fidelity model executions to achieve a prescribed accuracy when computing statistical expectations, MLMC methods were originally proposed to significantly reduce the computational cost with the use of multifidelity approximations. The improved performance of the MLMC methods depends strongly on the decay of the variance of the integrand as the level increases. However, the main challenge in estimating CDFs is that the integrand is a discontinuous indicator function whose variance decays slowly. To address this difficult task, we approximate the integrand using a smoothing function that accelerates the decay of the variance. In addition, we design a novel a posteriori optimization strategy to calibrate the smoothing function, so as to balance the computational gain and the approximation error. The combined proposed techniques are integrated into a very general and practical algorithm that can be applied to a wide range of subsurface problems for high-dimensional uncertainty quantification, such as a fine-grid oil reservoir model considered in this effort. The numerical results reveal that with the use of the calibrated smoothing function, the improved MLMC technique significantly reduces the computational complexity compared to the standard MC approach. Finally, we discuss several factors that affect the performance of the MLMC method and provide guidance for effective and efficient usage in practice.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Quinoa, Version 0.2

Quinoa is a set of computational tools that enables research and numerical analysis in fluid dynamics. At this time it remains a test-bed to experiment with various algorithms using fully asynchronous runtime systems. Currently, Quinoa consists of the following tools: (1) Walker, a numerical integrator for systems of stochastic differential equations in time. It is a mathematical tool to analyze and design the behavior of stochastic differential equations. It allows the estimation of arbitrary coupled statistics and probability density functions and is currently used for the design of statistical moment approximations for multiple mixing materials in variable-density turbulence. (2) Inciter, an overdecomposition-aware finite element field solver for partial differential equations using 3D unstructured grids. Inciter is used to research asynchronous mesh-based algorithms and to experiment with coupling asynchronous to bulk-synchronous parallel code. Two planned new features of Inciter, compared to the previous release (LA-CC-16-015), to be implemented in 2017, are (a) a simple Navier-Stokes solver for ideal single-material compressible gases, and (b) solution-adaptive mesh refinement (AMR), which enables dynamically concentrating compute resources to regions with interesting physics. Using the NS-AMR problem we plan to explore how to scale such high-load-imbalance simulations, representative of large production multiphysics codes, to very large problems on very large computers using an asynchronous runtime system. (3) RNGTest, a test harness to subject random number generators to stringent statistical tests enabling quantitative ranking with respect to their quality and computational cost. (4) UnitTest, a unit test harness, running hundreds of tests per second, capable of testing serial, synchronous, and asynchronous functions. (5) MeshConv, a mesh file converter that can be used to convert 3D tetrahedron meshes from and to either of the following formats: Gmsh, http://www.geuz.org/gmsh, Netgen, http://sourceforge.net/apps/mediawiki/netgen-mesher, ExodusII, http://sourceforge.net/projects/exodusii, HyperMesh, http://www.altairhyperworks.com/product/HyperMesh.

Bakosi, Jozsef↗

Analysis of the track- and dose-averaged LET and LET spectra in proton therapy using the GEANT4 Monte Carlo code

Purpose: The motivation of this study was to find and eliminate the cause of errors in dose-averaged linear energy transfer (LET) calculations from therapeutic protons in small targets, such as biological cell layers, calculated using the GEANT 4 Monte Carlo code. Furthermore, the purpose was also to provide a recommendation to select an appropriate LET quantity from GEANT 4 simulations to correlate with biological effectiveness of therapeutic protons. Methods: The authors developed a particle tracking step based strategy to calculate the average LET quantities (track-averaged LET, LET{sub t} and dose-averaged LET, LET{sub d}) using GEANT 4 for different tracking step size limits. A step size limit refers to the maximally allowable tracking step length. The authors investigated how the tracking step size limit influenced the calculated LET{sub t} and LET{sub d} of protons with six different step limits ranging from 1 to 500 μm in a water phantom irradiated by a 79.7-MeV clinical proton beam. In addition, the authors analyzed the detailed stochastic energy deposition information including fluence spectra and dose spectra of the energy-deposition-per-step of protons. As a reference, the authors also calculated the averaged LET and analyzed the LET spectra combining the Monte Carlo method and the deterministic method. Relative biological effectiveness (RBE) calculations were performed to illustrate the impact of different LET calculation methods on the RBE-weighted dose. Results: Simulation results showed that the step limit effect was small for LET{sub t} but significant for LET{sub d}. This resulted from differences in the energy-deposition-per-step between the fluence spectra and dose spectra at different depths in the phantom. Using the Monte Carlo particle tracking method in GEANT 4 can result in incorrect LET{sub d} calculation results in the dose plateau region for small step limits. The erroneous LET{sub d} results can be attributed to the algorithm to determine fluctuations in energy deposition along the tracking step in GEANT 4. The incorrect LET{sub d} values lead to substantial differences in the calculated RBE. Conclusions: When the GEANT 4 particle tracking method is used to calculate the average LET values within targets with a small step limit, such as smaller than 500 μm, the authors recommend the use of LET{sub t} in the dose plateau region and LET{sub d} around the Bragg peak. For a large step limit, i.e., 500 μm, LET{sub d} is recommended along the whole Bragg curve. The transition point depends on beam parameters and can be found by determining the location where the gradient of the ratio of LET{sub d} and LET{sub t} becomes positive.

60 APPLIED LIFE SCIENCES↗

Real-Time Krylov Theory for Quantum Computing Algorithms

Quantum computers provide new avenues to access ground and excited state properties of systems otherwise difficult to simulate on classical hardware. New approaches using subspaces generated by real-time evolution have shown efficiency in extracting eigenstate information, but the full capabilities of such approaches are still not understood. In recent work, we developed the variational quantum phase estimation (VQPE) method, a compact and efficient real-time algorithm to extract eigenvalues on quantum hardware. Here we build on that work by theoretically and numerically exploring a generalized Krylov scheme where the Krylov subspace is constructed through a parametrized real-time evolution, which applies to the VQPE algorithm as well as others. We establish an error bound that justifies the fast convergence of our spectral approximation. We also derive how the overlap with high energy eigenstates becomes suppressed from real-time subspace diagonalization and we visualize the process that shows the signature phase cancellations at specific eigenenergies. We investigate various algorithm implementations and consider performance when stochasticity is added to the target Hamiltonian in the form of spectral statistics. To demonstrate the practicality of such real-time evolution, we discuss its application to fundamental problems in quantum computation such as electronic structure predictions for strongly correlated systems.

97 MATHEMATICS AND COMPUTING↗

Stochastic Fitting of Specular X-ray Reflectivity Data Using StochFit

Specular X-ray reflectivity data provide detailed information on the electron density distribution at an interface. Typical modeling methods involve choosing a generic electron density distribution based on an initial speculation of the electron density profile from the physical parameters of the experimental system. This can lead to a biased set of solutions. StochFit provides stochastic model-independent and model-dependent methods for analyzing X-ray reflectivities of thin films at an interface. StochFit divides an electron density profile into many small boxes and stochastically varies the electron density of these boxes to locate the best fit to a measured reflectivity. Additionally, it provides the ability to perform model-dependent fitting with a stochastic search of the parameter space in order to locate the best possible fit. While model-independent profile search algorithms have been described previously, they are difficult to implement because of the heavy computational requirements, and there is a dearth of software available to the general scientific public utilizing these techniques. Several cases that illustrate the usefulness of these techniques are presented, with a demonstration of how they can be used in tandem.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A COUPLED 2 × 2D BABCOCK–LEIGHTON SOLAR DYNAMO MODEL. II. REFERENCE DYNAMO SOLUTIONS

In this paper we complete the presentation of a new hybrid 2 × 2D flux transport dynamo (FTD) model of the solar cycle based on the Babcock–Leighton mechanism of poloidal magnetic field regeneration via the surface decay of bipolar magnetic regions (BMRs). This hybrid model is constructed by allowing the surface flux transport (SFT) simulation described in Lemerle et al. to provide the poloidal source term to an axisymmetric FTD simulation defined in a meridional plane, which in turn generates the BMRs required by the SFT. A key aspect of this coupling is the definition of an emergence function describing the probability of BMR emergence as a function of the spatial distribution of the internal axisymmetric magnetic field. We use a genetic algorithm to calibrate this function, together with other model parameters, against observed cycle 21 emergence data. We present a reference dynamo solution reproducing many solar cycle characteristics, including good hemispheric coupling, phase relationship between the surface dipole and the BMR-generating internal field, and correlation between dipole strength at cycle maximum and peak amplitude of the next cycle. The saturation of the cycle amplitude takes place through the quenching of the BMR tilt as a function of the internal field. The observed statistical scatter about the mean BMR tilt, built into the model, acts as a source of stochasticity which dominates amplitude fluctuations. The model thus can produce Dalton-like epochs of strongly suppressed cycle amplitude lasting a few cycles and can even shut off entirely following an unfavorable sequence of emergence events.

79 ASTRONOMY AND ASTROPHYSICS↗

Scalable molecular dynamics with NAMD on the Summit system

According to the article, NAnoscale Molecular Dynamics (NAMD) is a parallel molecular dynamics application that has been used to make breakthroughs in understanding the structure and dynamics of large biomolecular complexes, such as viruses like HIV and various types of influenza. State-of-the-art biomolecular simulations often require integration of billions of timesteps, computing all interatomic forces for each femtosecond timestep. Molecular dynamics simulation of large biomolecular systems and long-timescale biological phenomena requires tremendous computing power. NAMD harnesses the power of thousands of heterogeneous processors to meet this demand. In this paper, we present algorithmic improvements and performance optimizations that enable NAMD to achieve high performance on the IBM Newell platform (with IBM POWER9 processors and NVIDIA Volta V100 GPUs), which underpins the Oak Ridge National Laboratory's Summit and Lawrence Livermore National Laboratory's Sierra supercomputers. The Top-500 supercomputers November 2018 list shows Summit at the number one spot, with 200 petaflop/s peak performance, and Sierra second with 125 petaflop/s. Optimizations for NAMD on Summit include: data layout changes for GPU acceleration and CPU vectorization, improving GPU offload efficiency, increasing performance with Parallel Active Messaging Interface support in Charm++, improving efficiency of fast Fourier transform calculations, improving load balancing, enabling better CPU vectorization and cache performance, and providing an alternative thermostat through stochastic velocity rescaling. We also present performance scaling results on early Newell systems.

Computer Science↗

A novel SPH method for sedimentation in a turbulent fluid

A novel method for simulating sedimentation is described and applied to the sedimentation of dust in a turbulent fluid. We assume the dust grains are sufficiently numerous that they may be treated as a fluid and modelled by SPH particles. A different set of SPH particles describes the fluid. The equations of motion are therefore similar to those of Monaghan and Kocharyan [14] with the exception that the sedimentation of dust onto a solid surface is treated as if the surface mimics a sink for the dust fluid. The continuity equation for the dust then contains a sink term that can be modelled in the SPH formulation by allowing the mass of each SPH dust particle to decrease when it is sufficiently close to the boundary. We apply this method both to sedimentation in a nearly static fluid, and to sedimentation in a turbulent fluid. In the latter case we produce the turbulence by both a mechanical stirrer and by a stochastic algorithm. Our results agree very closely with the experiments of Martin and Nokes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

On Social Optima of Non-Cooperative Mean Field Games

This paper studies the social optima in noncooperative mean-field games for a large population of agents with heterogeneous stochastic dynamic systems. Each agent seeks to maximize an individual utility functional, and utility functionals of different agents are coupled through a mean field term that depends on the mean of the population states/controls. The paper has the following contributions. First, we derive a set of control strategies for the agents that possess *-Nash equilibrium property, and converge to the mean-field Nash equilibrium as the population size goes to infinity. Second, we study the social optimal in the mean field game. We derive the conditions, termed the socially optimal conditions, under which the *-Nash equilibrium of the mean field game maximizes the social welfare. Third, a primal-dual algorithm is proposed to compute the *-Nash equilibrium of the mean field game. Since the *-Nash equilibrium of the mean field game is socially optimal, we can compute the equilibrium by solving the social welfare maximization problem, which can be addressed by a decentralized primal-dual algorithm. Numerical simulations are presented to demonstrate the effectiveness of the proposed approach.

Li, Sen↗

DiaMonD: An Integrated Multifaceted Approach to Mathematics at the Interfaces of Data, Models, and Decisions

For many problems in computational science and engineering, the so-called forward problem—solution of the underlying mathematical model to yield output quantities of interest, given input parameters—is difficult enough for frontier complex models, which are often characterized by coupled multiphysics and possibly stochastic behavior over a wide range of length and time scales. However, we face the need to move beyond the forward problem, to address what is often the ultimate goal of CS&E: decision making. This requires us to tackle a spectrum of mathematical problems that subsume, and are thus even more difficult than, the forward problem. First, given experimental data, we wish to estimate unknown parameters characterizing a model of a natural or engineered system by solving an inverse problem. Second, we seek the optimal configuration of the system (or experiments) by solving an optimal design problem. Third, the optimal operation of the system must be determined by solving an optimal control problem. And fourth, we must quantify uncertainties as they propagate through all of the preceding problems, from data to model inference to prediction and finally to optimal design and control. Optimal mathematical methods and algorithms for such end-to-end, data-to-decisions modeling and simulation of complex problems—requiring integrated solution of forward, inverse, optimization, and UQ problems for large, multiphysics, multiscale models—entails challenges of the highest order, while also presenting great opportunities for applied mathematics research. Unfortunately, research on forward, inverse, optimization, and UQ problems has all-too-often progressed in isolation. This has led to mathematical methods that perform well when considering the forward simulation in isolation, but are prohibitive or suboptimal or unstable when combined with other methods within the framework of inversion, optimization, or UQ. The reverse is also true: general-purpose methods developed within the inversion, optimization, and UQ fields often become prohibitive when applied to complex CS&E problems since they do not exploit their structure.

58 GEOSCIENCES↗

A continuation multilevel Monte Carlo algorithm

Here, we propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the required error tolerance is satisfied. CMLMC assumes discretization hierarchies that are defined a priori for each level and are geometrically refined across levels. Moreover, the actual choice of computational work across levels is based on parametric models for the average cost per sample and the corresponding variance and weak error. These parameters are calibrated using Bayesian estimation, taking particular notice of the deepest levels of the discretization hierarchy, where only few realizations are available to produce the estimates. The resulting CMLMC estimator exhibits a non-trivial splitting between bias and statistical contributions. We also show the asymptotic normality of the statistical error in the MLMC estimator and justify in this way our error estimate that allows prescribing both required accuracy and confidence in the final result. Our numerical results substantiate the above results and illustrate the corresponding computational savings in examples that are described in terms of differential equations either driven by random measures or with random coefficients.

97 MATHEMATICS AND COMPUTING↗