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At least 55 records · Page 3

Solving high-dimensional inverse problems using amortized likelihood-free inference with noisy and incomplete data

Here, we present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an inference network for parameter estimation. The summary network encodes raw observations into a fixed-size vector of summary features, while the inference network generates samples of the approximate posterior distribution of the model parameters based on these summary features. The posterior samples are produced in a deep generative fashion by sampling from a latent Gaussian distribution and passing these samples through an invertible transformation. We construct this invertible transformation by sequentially alternating conditional invertible neural network and conditional neural spline flow layers. The summary and inference networks are trained simultaneously. We apply the proposed method to an inversion problem in groundwater hydrology to estimate the posterior distribution of the log-conductivity field conditioned on spatially sparse time-series observations of the system’s hydraulic head responses. The conductivity field is represented with 706 degrees of freedom in the considered problem. Comparison with the likelihood-based iterative ensemble smoother PEST-IES method demonstrates that the proposed method accurately estimates the parameter posterior distribution and the observations’ predictive posterior distribution at a fraction of the inference time of PEST-IES.

conditional invertible neural network

Sequential Kalman tuning of the t -preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems

Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models. However, when applied to the Bayesian inverse problem EKI is only exact in the regime of Gaussian target measures and linear forward models. Here, in this work we propose embedding EKI and Flow Annealed Kalman Inversion, its normalizing flow (NF) preconditioned variant, within a Bayesian annealing scheme as part of an adaptive implementation of the t-preconditioned Crank-Nicolson (tpCN) sampler. The tpCN sampler differs from standard pCN in that its proposal is reversible with respect to the multivariate t-distribution. The more flexible tail behaviour allows for better adaptation to sampling from non-Gaussian targets. Within our Sequential Kalman Tuning (SKT) adaptation scheme, EKI is used to initialize and precondition the tpCN sampler for each annealed target. The subsequent tpCN iterations ensure particles are correctly distributed according to each annealed target, avoiding the accumulation of errors that would otherwise impact EKI. We demonstrate the performance of SKT for tpCN on three challenging numerical benchmarks, showing significant improvements in the rate of convergence compared to adaptation within standard SMC with importance weighted resampling at each temperature level, and compared to similar adaptive implementations of standard pCN. The SKT scheme applied to tpCN offers an efficient, practical solution for solving the Bayesian inverse problem when gradients of the forward model are not available. Code implementing the SKT schemes for tpCN is available at https://github.com/RichardGrumitt/KalmanMC.

97 MATHEMATICS AND COMPUTING

Coefficient-to-Basis Network: a fine-tunable operator learning framework for inverse problems with adaptive discretizations and theoretical guarantees

We propose a Coefficient-to-Basis Network (C2BNet), a novel framework for solving inverse problems within the operator learning paradigm. C2BNet efficiently adapts to different discretizations through fine-tuning, using a pre-trained model to significantly reduce computational cost while maintaining high accuracy. Unlike traditional approaches that require retraining from scratch for new discretizations, our method enables seamless adaptation without sacrificing predictive performance. Furthermore, we establish theoretical approximation and generalization error bounds for C2BNet by exploiting low-dimensional structures in the underlying datasets. Our analysis demonstrates that C2BNet adapts to low-dimensional structures without relying on explicit encoding mechanisms, highlighting its robustness and efficiency. To validate our theoretical findings, we conducted extensive numerical experiments that showcase the superior performance of C2BNet on several inverse problems. The results confirm that C2BNet effectively balances computational efficiency and accuracy, making it a promising tool to solve inverse problems in scientific computing and engineering applications.

97 MATHEMATICS AND COMPUTING

An Empirical Quantile Estimation Approach for Chance-Constrained Nonlinear Optimization Problems

We investigate an empirical quantile estimation approach to solve chance-constrained nonlinear optimization problems. Our approach is based on the reformulation of the chance constraint as an equivalent quantile constraint to provide stronger signals on the gradient. In this approach, the value of the quantile function is estimated empirically from samples drawn from the random parameters, and the gradient of the quantile function is estimated via a finite-difference approximation on top of the quantile-function-value estimation. We establish a convergence theory of this approach within the framework of an augmented Lagrangian method for solving general nonlinear constrained optimization problems. The foundation of the convergence analysis is a concentration property of the empirical quantile process, and the analysis is divided based on whether or not the quantile function is differentiable. In contrast to the sampling-and-smoothing approach used in the literature, the method developed in this paper does not involve any smoothing function and hence the quantile-function gradient approximation is easier to implement and there are less accuracy-control parameters to tune. Furthermore, we demonstrate the effectiveness of this approach and compare it with a smoothing method for the quantile-gradient estimation. Numerical investigation shows that the two approaches are competitive for certain problem instances.

Applied Probability

Progressive Hedging Decomposition for Solutions of Large-Scale Process Family Design Problems

Rapid, wide-scale deployment of green process systems, such as carbon capture or water desalination systems, is essential for combatting climate change. Methods relying on traditional design or modularity fail to capture the benefits of both economies of numbers and economies of scale. We have proposed process family design, which designs a family of processes simultaneously exploiting opportunities for common elements. In previous work, we explored different optimization formulations to solve this problem. In this work, we develop a decomposition approach to tackle larger problems efficiently. We solve a water desalination case study, which is too large to solve within a reasonable timeframe with the discretization formulation. We exploit the block angular structure of the discretization problem to decompose and solve using Progressive Hedging (PH). We use the open-source Python package mpi-sppy to execute PH which allows us to leverage parallelization and a HPC cluster to further improve solution time.

Stinchfield, Georgia

The latent variable proximal point algorithm for variational problems with inequality constraints

The latent variable proximal point (LVPP) algorithm is a framework for solving infinite-dimensional variational problems with pointwise inequality constraints. The algorithm is a saddle point reformulation of the Bregman proximal point algorithm. At the continuous level, the two formulations are equivalent, but the saddle point formulation is more amenable to discretization because it introduces a structure-preserving transformation between a latent function space and the feasible set. Working in this latent space is much more convenient for enforcing inequality constraints than the feasible set, as discretizations can employ general linear combinations of suitable basis functions, and nonlinear solvers can involve general additive updates. LVPP yields numerical methods with observed mesh-independence for obstacle problems, contact, fracture, plasticity, and others besides; in many cases, for the first time. The framework also extends to more complex constraints, providing means to enforce convexity in the Monge–Ampère equation and handling quasi-variational inequalities, where the underlying constraint depends implicitly on the unknown solution. Here, in this paper, we describe the LVPP algorithm in a general form and apply it to ten problems from across mathematics.

Inequality constraints

Fast meta-solvers for 3D complex-shape scatterers using neural operators trained on a non-scattering problem

Three-dimensional target identification using scattering techniques requires high accuracy solutions and very fast computations for real-time predictions in some critical applications. We first train a deep neural operator (DeepONet) to solve wave propagation problems described by the Helmholtz equation in a domain without scatterers but at different wavenumbers and with a complex absorbing boundary condition. We then design two classes of fast meta-solvers by combining DeepONet with either relaxation methods, such as Jacobi and Gauss-Seidel, or with Krylov methods, such as GMRES and BiCGStab, using the trunk basis of DeepONet as a coarse-scale preconditioner. We leverage the spectral bias of neural networks to account for the lower part of the spectrum in the error distribution while the upper part is handled inexpensively using relaxation methods or fine-scale preconditioners. The meta-solvers are then applied to solve scattering problems with different shape of scatterers, at no extra training cost. We first demonstrate that the resulting meta-solvers are shape-agnostic, fast, and robust, whereas the standard standalone solvers may even fail to converge without the DeepONet. We then apply both classes of meta-solvers to scattering from a submarine, a complex three-dimensional problem. We achieve very fast solutions, especially with the DeepONet-Krylov methods, which require orders of magnitude fewer iterations than any of the standalone solvers.

97 MATHEMATICS AND COMPUTING

Assessment of the hydromechanical higher-order MPM for the simulation of geotechnical problems

The Material Point Method (MPM) has been increasingly used to simulate large strain deformations. Linear interpolation functions are commonly used to perform the spatial integration. It is well-known that the discontinuities in the interpolation function derivatives induce shock-like artifacts known as ‘cell-crossing’ error. These errors compound with volumetric locking errors when used with hydromechanical formulations for porous media, where different velocity fields are used for each phase. The capabilities of higher-order MPM frameworks have not been explored for real-scale geotechnical problems. As such, this paper aims to assess, validate, and further discuss a higher-order B-spline MPM (BS-MPM) framework. First, the BS-MPM framework is verified against the large-strain oedometer consolidation problem. Second, the framework is validated against a real-scale slope failure experiment triggered by pore water pressure recharge. Landslide features that are captured using the higher-order framework are specifically highlighted, and results (e.g., pore water pressure and deformation) are validated with field measurements. A generally convergent numerical solution is observed when using cubic interpolation functions. Third, a footing penetration problem is simulated using the multi-patch BS-MPM. Trends are examined with respect to penetration velocity and variation in hydraulic conductivity. The BS-MPM framework ultimately presents a stabilized numerical solution that captures plausible hydromechanical interaction trends important in geotechnical engineering applications.

36 MATERIALS SCIENCE

On the role of Battery Energy Storage Systems in the day-ahead Contingency-Constrained Unit Commitment problem under renewable penetration

The integration of variable Renewable Energy Sources (vRES) to alleviate greenhouse gas emissions has introduced significant challenges for power systems operations. These challenges include high levels of uncertainty due to the intermittence associated with vRES and therefore impose the need to devise a reliable and cost-effective day-ahead unit commitment and power and reserves scheduling for real-time operations. Also, this increasing penetration of vRES requires higher ramping capabilities from units originally designed for other purposes (e.g., base-load generation), which might be exacerbated during contingency states. Hence, in this work, we propose a methodology to address the day-ahead Contingency-Constrained Unit Commitment (CCUC) problem that leverages the participation of Battery Energy Storage Systems (BESSs) to address load-following and post-contingency management, therefore alleviating the ramping burden on conventional thermal generators. To do so, we formulate a three-level optimization problem that represents the decision-making process of obtaining the least-cost commitment, generation and reserves scheduling, while restricting the Conditional Value-at-Risk (CVaR) of the system imbalance at real-time operations to user-defined tolerance levels. In addition, we devise a computationally efficient solution approach for the proposed problem based on the Column-and Constraint Generation (CCG) algorithmic framework. Two numerical experiments are conducted to empirically illustrate the benefits of the proposed methodology. Key results indicate a reduction in real-time ramping needs and a better usage of the system resources, with a reduction in the overall system commitment levels and reserve scheduling costs when compared to a benchmark case in which storage is not available.

Moreira, Alexandre

A block-spectral adaptive H-/$p$-refinement strategy for shock-dominated problems

An adaptive H-/p-refinement strategy using a novel sensor is devised and tested in a block-spectral compressible Euler code equipped with adaptive-mesh refinement (AMR) and high-order flux-reconstruction numerics. At each Gauss quadrature point (or solution point) within each spectral block (or mesh element) the discrete velocity jump ΔU = ∂U/∂y 1 Δy 1 + ∂V/∂y 2 Δy 2 + ∂W/∂y 3 Δy 3 is calculated and normalized by the local speed of sound, a. Here, the grid spacing, Δx i , is calculated in each direction as the distance between auxiliary Gauss-Lobatto points, staggered relative to the solution points. The polynomial order is increased from p = 0 to p = p max in regions of weak compression, (ΔU/a) crit < ΔU/a < 0 and kept at p = p max in regions of flow expansion ΔU/a ≥ 0, while staying at the H = 0 base mesh level. Regions experiencing strong compressions, i.e. ΔU/a < (ΔU/a) crit , are H-refined up to H = H max where H max is applied at the location of maximum compression, ΔU/a = min(ΔU/a) in the domain, while keeping p = 0 to guarantee robustness and monotonicity of the solution in the H refined region. The critical value of (ΔU/a) crit = -0.06 is found to effectively separate smooth and non-smooth solution regions, supported by a 1D detonation initiation test case in ideal gas and a shock-to-detonation transition in high explosives. Using this value, the Sod shock tube, Shu-Osher problem, double Mach reflection and a 2D detonation in a high-explosive are simulated with the proposed adaptive H-/p-refinement. In the Sod shock tube case, p-refinement resolves the (weak) contact discontinuity while H-refinement enhances the grid resolution in the shock exploiting the monotonicity of the p = 0 reconstruction. For the Shu-Osher problem, p-refinement captures the small-scale oscillations trailing the shock that would be otherwise attenuated, while H-refinement triggered by the ΔU-sensor appropriately tracks the shock. In the double Mach reflection problem, H-refinement confines the numerical diffusion around the reflected shock while p-refinement recaptures many physical features trailing the shock. Finally, in the 2D high-explosive detonation case, H-refinement follows the leading shock and resolves the curvature of the detonation wave, while p-refinement adds resolution to the trailing reaction zone. Finally, the proposed methodology is tested in a detonation-wave propagation test case in high-explosives with numerical predictions comparing favorably against experiments.

97 MATHEMATICS AND COMPUTING

Encoding of linear kinetic plasma problems in quantum circuits via data compression

We propose an algorithm for encoding linear kinetic plasma problems in quantum circuits. The focus is on modelling electrostatic linear waves in a one-dimensional Maxwellian electron plasma. The waves are described by the linearized Vlasov–Ampère system with a spatially localized external current that drives plasma oscillations. This system is formulated as a boundary-value problem and cast in the form of a linear vector equation Aψ = b to be solved by using the quantum signal processing algorithm. The latter requires encoding of matrix A in a quantum circuit as a sub-block of a unitary matrix. We propose how to encode A in a circuit in a compressed form and discuss how the resulting circuit scales with the problem size and the desired precision.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY

Boosting Barlow Twins Reduced Order Modeling for Machine Learning‐Based Surrogate Models in Multiphase Flow Problems

Abstract We present an innovative approach called boosting Barlow Twins reduced order modeling (BBT‐ROM) to enhance the reliability of machine learning surrogate models for multiphase flow problems. BBT‐ROM builds upon Barlow Twins reduced order modeling that leverages self‐supervised learning to effectively handle linear and nonlinear manifolds by constructing well‐structured latent spaces of input parameters and output quantities. To address the challenge of high contrast data in multiphase flow problems due to injection wells and faults, we employ a boosting algorithm within BBT‐ROM. This algorithm sequentially trains a set of weak models (i.e., inaccurate models), improving prediction accuracy through ensemble learning. To evaluate the performance of BBT‐ROM, we conduct three three‐dimensional multiphase flow problems, including waterflooding and geologic carbon storage (GCS), with varying numbers of input parameter cases and model domain features. The results demonstrate that BBT‐ROM excels at predicting non‐wetting phase saturation (e.g., oil or saturation) and fluid pressure, with average relative errors ranging from 0.5% to 3%. Importantly, BBT‐ROM showcases robustness when faced with limited input parameter space during GCS testing.

58 GEOSCIENCES

Solving k –SAT problems with generalized quantum measurement

We generalize the projection–based quantum measurement–driven k –SAT algorithm of Benjamin, Zhao, and Fitzsimons to arbitrary strength quantum measurements, including the limit of continuous monitoring. In doing so, we clarify that this algorithm is a particular case of the measurement–driven quantum control strategy elsewhere referred to as “Zeno dragging”. We argue that the algorithm is most efficient with finite time and measurement resources in the continuum limit, where measurements have an infinitesimal strength and duration. Moreover, for solvable k -SAT problems, the dynamics generated by the algorithm converge deterministically towards target dynamics in the long–time (Zeno) limit, implying that the algorithm can successfully operate autonomously via Lindblad dissipation, without detection. We subsequently study both the conditional and unconditional dynamics of the algorithm implemented via generalized measurements, quantifying the advantages of detection for heralding errors. These strategies are investigated first in a computationally–trivial 2-qubit 2-SAT problem to build intuition, and then we consider the scaling of the algorithm on 3-SAT problems encoded with 4–10 qubits. We numerically investigate the scaling of 3-SAT with respect to algorithmic runtime and find that the optimized time to solution scales with qubit number n as λ n , where λ is slightly larger than $\sqrt{2}$ for unconditional dynamics and less than $\sqrt{2}$ for conditional dynamics. We assess the implications for using this analog measurement–driven approach to quantum computing in practice.

quantum information

Benchmarking machine learning strategies for phase-field problems

Abstract We present a comprehensive benchmarking framework for evaluating machine-learning approaches applied to phase-field problems. This framework focuses on four key analysis areas crucial for assessing the performance of such approaches in a systematic and structured way. Firstly, interpolation tasks are examined to identify trends in prediction accuracy and accumulation of error over simulation time. Secondly, extrapolation tasks are also evaluated according to the same metrics. Thirdly, the relationship between model performance and data requirements is investigated to understand the impact on predictions and robustness of these approaches. Finally, systematic errors are analyzed to identify specific events or inadvertent rare events triggering high errors. Quantitative metrics evaluating the local and global description of the microstructure evolution, along with other scalar metrics representative of phase-field problems, are used across these four analysis areas. This benchmarking framework provides a path to evaluate the effectiveness and limitations of machine-learning strategies applied to phase-field problems, ultimately facilitating their practical application.

36 MATERIALS SCIENCE

Inverse problem in the large momentum effective theory framework

One proposal to compute parton distributions from first principles is the large momentum effective theory (LaMET), which requires the Fourier transform of matrix elements computed nonperturbatively. Lattice quantum chromodynamics (QCD) provides calculations of these matrix elements over a finite range of Fourier harmonics that are often noisy or unreliable in the largest computed harmonics. It has been suggested that enforcing an exponential decay of the missing harmonics helps alleviate this issue. Using nonperturbative data, we show that the uncertainty introduced by this inverse problem in a realistic setup remains significant without very restrictive assumptions, and that the importance of the exact asymptotic behavior is minimal for values of 𝑥 where the framework is currently applicable. We show that the crux of the inverse problem lies in harmonics of the order of 𝜆 = 𝑧⁢𝑃 𝑧 ∼ 5–15, where the signal in the lattice data is often barely existent in current studies, and the asymptotic behavior is not firmly established. We stress the need for more sophisticated techniques to account for this inverse problem, whether in the LaMET or related frameworks like the short-distance factorization. We also address a misconception that, with available lattice methods, the LaMET framework allows a “direct” computation of the 𝑥-dependence, whereas the alternative short-distance factorization only gives access to moments or fits of the 𝑥-dependence.

Dutrieux, Hervé [Aix-Marseille Université, Marseil

Large-momentum effective theory’s asymptotic extrapolation vs the inverse problem

Large-momentum effective theory is a physics-guided systematic expansion to calculate light-cone parton distributions, including collinear (PDFs) and transverse-momentum-dependent ones, at any fixed momentum fraction 𝑥 within a range of [𝑥 min , 𝑥 max ]. It theoretically solves the ill-posed inverse problem that afflicts other theoretical approaches to collinear PDFs, such as short-distance factorizations. Recently, Dutrieux et al. raised practical concerns about whether current or even future lattice data will have sufficient precision in the subasymptotic correlation region to support an error-controlled extrapolation—and if not, whether it becomes an inverse problem where the relevant uncertainties cannot be properly quantified. While we agree that not all current lattice data have the desired precision to qualify for an asymptotic extrapolation, some calculations do, and more are expected in the future. We comment on the analysis and results in Dutrieux et al. and argue that a physics-based systematic extrapolation still provides the most reliable error estimates, even when the data quality is not ideal. In contrast, reframing the long-distance asymptotic extrapolation as a data-driven-only inverse problem with ad hoc mathematical conditioning could lead to unnecessarily conservative errors.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS

Cost of emulating a small quantum annealing problem in the circuit model

Demonstrations of quantum advantage for certain sampling problems have generated considerable excitement for quantum computing and have further spurred the development of circuit-model quantum computers, which represent quantum programs as a sequence of quantum gates acting on a finite number of qubits. Amongst this excitement, analog quantum computation has become less prominent, with the expectation that circuit-model quantum computers will eventually be sufficient for emulating analog quantum computation and thus rendering analog quantum computation obsolete. In this work we explore the basic requirements for emulating a specific analog quantum computation in the circuit model: the preparation of a biased superposition of degenerate ground states of an Ising Hamiltonian using an adiabatic evolution. We show that the overhead of emulation is substantial even for this simple problem. This supports using analog quantum computation for solving time-dependent Hamiltonian dynamics in the short term and midterm, assuming analog errors can be made low enough and coherence times long enough to solve problems of practical interest.

Quantum algorithms & computation

Multilevel Parareal Algorithm with Averaging for Oscillatory Problems

The present study is an extension of the work done by Peddle, Haut, and Wingate and Haut and Wingate, where a two-level Parareal method with mapping and averaging is examined. The method proposed in this paper is a multilevel Parareal method with arbitrarily many levels, which is not restricted to the two-level case. We give an asymptotic error estimate which reduces to the two-level estimate for the case when only two levels are considered. Introducing more than two levels has important consequences for the averaging procedure, as we choose separate averaging windows for each of the different levels, which is an additional new feature of the present study. The different averaging windows make the proposed method especially appropriate for nonlinear multiscale problems, because we can introduce a level for each intrinsic scale of the problem and adapt the averaging procedure such that we reproduce the behavior of the model on the particular scale resolved by the level. The method is applied to nonlinear differential equations. The nonlinearities can generate a range of frequencies in the problem. The computational cost of the new method is investigated and studied on several examples.

97 MATHEMATICS AND COMPUTING