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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 55 records · Page 3
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Multilevel Monte Carlo methods for the Grad-Shafranov free boundary problem

The equilibrium configuration of a plasma in an axially symmetric reactor is described mathematically by a free boundary problem associated with the celebrated Grad-Shafranov equation. The presence of uncertainty in the model parameters introduces the need to quantify the variability in the predictions. This is often done by computing a large number of model solutions on a computational grid for an ensemble of parameter values and then obtaining estimates for the statistical properties of solutions. In this study, we explore the savings that can be obtained using multilevel Monte Carlo methods, which reduce costs by performing the bulk of the computations on a sequence of spatial grids that are coarser than the one that would typically be used for a simple Monte Carlo simulation. We examine this approach using both a set of uniformly refined grids and a set of adaptively refined grids guided by a discrete error estimator. Numerical experiments show that multilevel methods dramatically reduce the cost of simulation, with cost reductions typically on the order of 60 or more and possibly as large as 200. Furthermore, adaptive griding results in more accurate computation of geometric quantities such as x-points associated with the model.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo

In this work we develop a new hierarchical multilevel approach to generate Gaussian random field realizations in an algorithmically scalable manner that is well suited to incorporating into multilevel Markov chain Monte Carlo (MCMC) algorithms. This approach builds off of other partial differential equation (PDE) approaches for generating Gaussian random field realizations; in particular, a single field realization may be formed by solving a reaction-diffusion PDE with a spatial white noise source function as the right-hand side. While these approaches have been explored to accelerate forward uncertainty quantification tasks, e.g., multilevel Monte Carlo, the previous constructions are not directly applicable to multilevel MCMC frameworks which build fine-scale random fields in a hierarchical fashion from coarse-scale random fields. Our new hierarchical multilevel method relies on a hierarchical decomposition of the white noise source function in $L^2$ which allows us to form Gaussian random field realizations across multiple levels of discretization in a way that fits into multilevel MCMC algorithmic frameworks. After presenting our main theoretical results and numerical scaling results to showcase the utility of this new hierarchical PDE method for generating Gaussian random field realizations, this method is tested on a four-level MCMC algorithm to explore its feasibility.

algebraic multigrid↗
DOE OSTI2022

Weighted relaxation for multigrid reduction in time

Current trends in computer architectures now mean that faster computation speed must come primarily from increased concurrency, not faster clock speeds, which are stagnating. Thus, this situation creates bottlenecks for serial algorithms, including the well-known bottleneck for sequential time-integration, where each individual time-value (i.e., time-step) is computed sequentially. One approach to alleviate this and achieve parallelism in time is with multigrid. Here, in this work, we consider multigrid-reduction-in-time (MGRIT), a multilevel method applied to the time dimension that computes multiple time-steps in parallel. Like all multigrid methods, MGRIT relies on the complementary relationship between relaxation on a fine-grid and a correction from the coarse grid to solve the problem. All current MGRIT implementations are based on unweighted-Jacobi relaxation; here we introduce the concept of weighted relaxation to MGRIT. We derive new convergence bounds for weighted relaxation, and use this analysis to guide the selection of relaxation weights. Numerical results then demonstrate that by choosing appropriate non-unitary relaxation weights, one can achieve faster convergence rates and lower iteration counts for MGRIT when compared with unweighted relaxation. In most cases, weighted relaxation yields a 10%–20% saving in iterations, which is significant when using large high-performance computers. For A-stable integration schemes, results also illustrate that under-relaxation can restore convergence in some cases where unweighted relaxation is not convergent.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Block Preconditioners for Stable Mixed Nodal and Edge finite element Representations of Incompressible Resistive MHD

The scalable iterative solution of strongly coupled three-dimensional incompressible resistive magnetohydrodynamics (MHD) equations is quite challenging because disparate time scales arise from the electromagnetics, the hydrodynamics, as well as the coupling between these systems. This study considers a mixed finite element discretization of a dual saddle point formulation of the incompressible resistive MHD equations using a stable nodal (Q2/Q1) discretization for the hydrodynamics and a stable edge-node discretization of a reduced form of the Maxwell equations. This paper introduces new approximate block factorization preconditioners for this system which reduce the system to approximate Schur complement systems that can be solved using algebraic multilevel methods. These preconditioners include a new augmentation-based approximation for the magnetic induction saddle point system as well as efficient approximations of the Schur complements that arise from the complex coupling between the Navier--Stokes equations and the Maxwell equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Generalized Bootstrap AMG and AIR-AMG for coupled PDE systems with a focus on spacetime discretizatoins

The Pennsylvania State University (“Subcontractor”) has worked on the design of new algebraic, parallel, multilevel methods that obtain the full space and time solution of systems of PDEs. In particular, the PI and his collaborators explored semi-intrusive approaches based on algebraic multigrid (AMG). The focus of the research has been on the development of these techniques for the Euler equations in 1d and 2d. The overall research focused on the development of adaptive AIR (approximate ideal restriction) AMG solvers for these problems. The PI also explored the use of smoothed aggregation and root-node energy-based AMG solvers for these problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Block smoothers and generalized ideal interpolation in AMG (Final Report)

The Pennsylvania State University (“Subcontractor”) worked on developing new parallel algebraic multilevel methods suitable for solving PDEs. Specifically, work on the design of multigrid solvers for coupled systems of partial differential equations arising in numerical modeling of various applications was completed. A main emphasis was on the design of new ideal algebraic multigrid interpolation for problems such as Maxwell’s equations where block smoothers are needed and the standard form of ideal interpolation is not an effective choice.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1998

On Managing the Use of Surrogates in General Nonlinear Optimization and MDO

This paper is concerned with a trust region approximation management framework (AMF) for solving the nonlinear programming problem in general and multidisciplinary optimization problems in particular The intent of the AMF methodology is to facilitate the solution of optimization problems with high-fidelity models. While such models are designed to approximate the physical phenomena they describe to a high degree of accuracy, their use in a repetitive procedure, for example, iterations of an optimization or a search algorithm, make such use prohibitively expensive. An improvement in design with lower-fidelity, cheaper models, however, does not guarantee a corresponding improvement for the higher-fidelity problem. The AMF methodology proposed here is based on a class of multilevel methods for constrained optimization and is designed to manage the use of variable-fidelity approximations or models in a systematic way that assures convergence to critical points of the original high-fidelity problem.

Alexandrov, Natalia M.↗
DOE OSTI2016

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↗
DOE OSTI2020

Advanced Multilevel Monte Carlo Methods

This article reviews the application of some advanced Monte Carlo techniques in the context of multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations, which can be biassed in some sense, for instance, by using the discretization of an associated probability law. The MLMC approach works with a hierarchy of biassed approximations, which become progressively more accurate and more expensive. Additionally, using a telescoping representation of the most accurate approximation, the method is able to reduce the computational cost for a given level of error versus i.i.d. sampling from this latter approximation. All of these ideas originated for cases where exact sampling from couples in the hierarchy is possible. This article considers the case where such exact sampling is not currently possible. We consider some Markov chain Monte Carlo and sequential Monte Carlo methods, which have been introduced in the literature, and we describe different strategies that facilitate the application of MLMC within these methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

An efficient Bayesian data-worth analysis using a multilevel Monte Carlo method

Improving the understanding of subsurface systems and thus reducing prediction uncertainty requires collection of data. As the collection of subsurface data is costly, it is important that the data collection scheme is cost-effective. Design of a cost-effective data collection scheme, i.e., data-worth analysis, requires quantifying model parameter, prediction, and both current and potential data uncertainties. Assessment of these uncertainties in large-scale stochastic subsurface hydrological model simulations using standard Monte Carlo (MC) sampling or surrogate modeling is extremely computationally intensive, sometimes even infeasible. In this paper, we propose an efficient Bayesian data-worth analysis using a multilevel Monte Carlo (MLMC) method. Compared to the standard MC that requires a significantly large number of high-fidelity model executions to achieve a prescribed accuracy in estimating expectations, the MLMC can substantially reduce computational costs using multifidelity approximations. Since the Bayesian data-worth analysis involves a great deal of expectation estimation, the cost saving of the MLMC in the assessment can be outstanding. While the proposed MLMC-based data-worth analysis is broadly applicable, we use it for a highly heterogeneous two-phase subsurface flow simulation to select an optimal candidate data set that gives the largest uncertainty reduction in predicting mass flow rates at four production wells. Finally, the choices made by the MLMC estimation are validated by the actual measurements of the potential data, and consistent with the standard MC estimation. But compared to the standard MC, the MLMC greatly reduces the computational costs.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Zero-Cost Closed-Loop Discharging Method for Modular Multilevel Converter Submodules Without External Circuits

A novel submodule capacitor discharging control strategy is introduced and implemented for modular multilevel converters (MMCs). By sequentially controlling the arm currents of anMMC,all submodule capacitors are discharged rapidly through internal arm resistors without additional devices and circuits, resulting in improved performance and reduced cost. A closed-loop control method is explored for the effectiveness of the new control strategy.Acomparison study is evaluated between the proposed method and the traditional methods using bleeding resistors, auxiliary resistors, and load resistors. Confirmed by the simulation and experiment, the proposed method has the maximum benefits including zero hardware cost, fast discharging time, and negligible load current impact

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
DOE OSTI2025

Scalable multilevel Monte Carlo methods exploiting parallel redistribution on coarse levels

Here, we study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the number of MPI processes used on the finest level. The overall procedure generates coarse elements (general unstructured unions of fine grid elements) within the framework of element-based algebraic multigrid methods (or AMGe) studied previously. The AMGe-generated coarse spaces have the ability to exhibit approximation properties of the same order as the fine-level spaces since by construction they contain the piecewise polynomials of the same order as on the fine level. These approximation properties are key for the successful use of AMGe in multilevel solvers for nonlinear partial differential equations as well as for multilevel Monte Carlo (MLMC) simulations. The ability to coarsen without being constrained by the number of MPI processes, as described in the present paper, allows to improve the scalability of these solvers as well as the overall MLMC method. The paper illustrates this latter fact with detailed scalability study of MLMC simulations applied to model Darcy equations with a stochastic log-normal permeability field.

AMGe↗
NASA NTRS1993

A multilevel adaptive projection method for unsteady incompressible flow

There are two main requirements for practical simulation of unsteady flow at high Reynolds number: the algorithm must accurately propagate discontinuous flow fields without excessive artificial viscosity, and it must have some adaptive capability to concentrate computational effort where it is most needed. We satisfy the first of these requirements with a second-order Godunov method similar to those used for high-speed flows with shocks, and the second with a grid-based refinement scheme which avoids some of the drawbacks associated with unstructured meshes. These two features of our algorithm place certain constraints on the projection method used to enforce incompressibility. Velocities are cell-based, leading to a Laplacian stencil for the projection which decouples adjacent grid points. We discuss features of the multigrid and multilevel iteration schemes required for solution of the resulting decoupled problem. Variable-density flows require use of a modified projection operator--we have found a multigrid method for this modified projection that successfully handles density jumps of thousands to one. Numerical results are shown for the 2D adaptive and 3D variable-density algorithms.

Howell, Louis H.↗
DOE OSTI2016

Active phase locking of thirty fiber channels using multilevel phase dithering method

An active phase locking of a large-scale fiber array with thirty channels has been demonstrated experimentally. In the experiment, the first group of thirty phase controllers is used to compensate the phase noises between the elements and the second group of thirty phase modulators is used to impose additional phase disturbances to mimic the phase noises in the high power fiber amplifiers. A multi-level phase dithering algorithm using dual-level rectangular-wave phase modulation and time division multiplexing can achieve the same phase control as single/multi-frequency dithering technique, but without coherent demodulation circuit. The phase locking efficiency of 30 fiber channels is achieved about 98.68%, 97.82%, and 96.50% with no additional phase distortion, modulated phase distortion I (±1 rad), and phase distortion II (±2 rad), corresponding to the phase error of λ/54, λ/43, and λ/34 rms. The contrast of the coherent combined beam profile is about 89%. Experimental results reveal that the multi-level phase dithering technique has great potential in scaling to a large number of laser beams.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗
NASA NTRS1986

An improved multilevel optimization approach for the design of complex engineering systems

Multilevel optimization methods are being considered for the design of complex systems on distributed networks of computers or even parallel processors. An obstacle to the use of multilevel methods is that they can be computationally expensive because of the cycling necessary to account for the coupling between the subproblems. This research effort aims at increasing the efficiency of multilevel optimization by adapting two techniques that are widely used in conventional one-level optimization: constraint approximation and temporary constraint deletion. These improvements are implemented and tested on three-, ten- and 52-bar planar truss designs. The results show that for larger problems (approximately 100 design variables and larger), the cost of analysis dominates the total cost so that multilevel optimization is no more expensive than one-level optimization. If parallel processing is used or the analysis process itself is decomposed, then multilevel optimization stands to become more economical than one-level optimization.

Barthelemy, J.-F. M.↗