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We describe and test the mathematical background for using checksum methods to validate results returned by a numerical subroutine operating in a fault- prone environment that causes unpredictable errors in data.
During the 70's and 80's, considerable effort was devoted to developing efficient and reliable time stepping procedures for transient structural analysis. Mathematically, the equations governing this type of problems are generally stiff, i.e., they exhibit a wide spectrum in the linear range. The algorithms best suited to this type of applications are those which accurately integrate the low frequency content of the response without necessitating the resolution of the high frequency modes. This means that the algorithms must be unconditionally stable, which in turn rules out explicit integration. The most exciting possibility in the algorithms development area in recent years has been the advent of parallel computers with multiprocessing capabilities. So, this work is mainly concerned with the development of parallel algorithms in the area of structural dynamics. A primary objective is to devise unconditionally stable and accurate time stepping procedures which lend themselves to an efficient implementation in concurrent machines. Some features of the new computer architecture are summarized. A brief survey of current efforts in the area is presented. A new class of concurrent procedures, or Group Implicit algorithms is introduced and analyzed. The numerical simulation shows that GI algorithms hold considerable promise for application in coarse grain as well as medium grain parallel computers.
Two pressure-velocity coupling schemes, both of which solve the fully implicit discretized equations governing the flow of fluids were examined, and the capability of performing large Reynolds number, low Mach number compressible flow calculations were assessed. The semi-implicit iterative SIMPLE algorithm is extended to handle transient compressible flow calculations. This extension takes into account a strong coupling between the pressure and temperature through a correction procedure, based on the equations of state. Results obtained from the extended SIMPLE algorithm are then compared to similar results obtained from the non-iterative PISO algorithm. Both time-dependent and steady state calculations were performed using an axisymmetric 2:1 pipe expansion geometry and laminar flow conditions corresponding to Reynolds number of 1000 and Mach number of 2.0. For calculations simulating a time-dependent compression/expansion process, both schemes exhibit transient features in excellent agreement with each other, and moreover, the PISO method shows a significant computational time reduction of 60 percent over the SIMPLE scheme, regardless of the time step size or grid size employed. The effects of numerical diffusion are shown to be significant in these calculations. For steady state compressible flows, however, the SIMPLE algorithm displays increasing computational efficiency over the PISO method as the time step sizes employed to reach steady state conditions are decreased.
A weak-interaction solution algorithm is established for aerodynamic flow field prediction about an isolated airfoil. It requires numerical solution of differential equations governing potential flow, viscous and turbulent boundary layer flow, and the turbulent wake flow downstream of a trailing edge. The algorithm accounts for computed viscous displacement effects on the potential flow. These in turn alter the viscous flow through imposed pressure gradients. Closure for turbulence is accomplished using a second order model. Numerical evaluations assess factors affecting solution accuracy, convergence and stability for the combined potential, boundary layer, and parabolic Navier-Stokes equation systems as solved using a finite element algorithm.
In modular Bayesian analyses, complex models are composed of distinct modules, each representing different aspects of the data or prior information. In this context, fully Bayesian approaches can sometimes lead to undesirable feedback between modules, compromising the integrity of the inference. The “cut-distribution” prevents unwanted influence between modules by “cutting” feedback. The direct sampling (DS) algorithm is standard practice for approximating the cut-distribution, but it can be computationally intensive, especially when the number of imputations required is large. An enhanced method is proposed, the Emulating the Conditional Posterior (ECP) algorithm, which leverages emulation to increase the number of imputations. Through numerical experiment it is demonstrated that the ECP algorithm outperforms the traditional DS approach in terms of accuracy and computational efficiency, particularly when resources are constrained. Here, it is also shown how the DS algorithm can be improved using ideas from design of experiments. Some practical recommendations are given for algorithm choice in modular Bayesian analyses.
A simplified aerodynamic force model based on the physical principle of Prandtl's lifting line theory and trailing vortex concept has been developed to account for unsteady aerodynamic effects in aircraft dynamics. Longitudinal equations of motion have been modified to include these effects. The presence of convolution integrals in the modified equations of motion led to a frequency domain analysis utilizing Fourier transforms. This reduces the integro-differential equations to relatively simple algebraic equations, thereby reducing computation time significantly. A parameter extraction program based on the maximum likelihood estimation technique is developed in the frequency domain. The extraction algorithm contains a new scheme for obtaining sensitivity functions by using numerical differentiation. The paper concludes with examples using computer generated and real flight data
The stochastic, infinite time, discrete output feedback problem for time invariant linear systems is examined. Two sets of sufficient conditions for the existence of a stable, globally optimal solution are presented. An expression for the total change in the cost function due to a change in the feedback gain is obtained. This expression is used to show that a sequence of gains can be obtained by an algorithm, so that the corresponding cost sequence is monotonically decreasing and the corresponding sequence of the cost gradient converges to zero. The algorithm is guaranteed to obtain a critical point of the cost function. The computational steps necessary to implement the algorithm on a computer are presented. The results are applied to a digital outer loop flight control problem. The numerical results for this 13th order problem indicate a rate of convergence considerably faster than two other algorithms used for comparison.
Here, we introduce a hierarchical distributed algorithm to solve optimal power flow (OPF) problems that aim at dispatching controllable distributed energy resources (DERs) for voltage regulation at minimum cost. The proposed algorithm highlights unprecedented scalability to large multi-phase distribution networks by jointly exploring the tree/subtrees structure of a large radial distribution network and the structure of the linearized distribution power flow (LinDistFlow) model to derive a hierarchical, distributed implementation of the primal-dual gradient algorithm that solves OPF. The proposed implementation significantly reduces the computation loads compared to the centrally coordinated implementation of the same primal-dual algorithm without compromising optimality. Numerical findings on a 4,521-node test feeder show that the designed algorithm achieves more than 10-fold acceleration in the speed of convergence compared to the centrally coordinated primal-dual algorithm through reducing and distributing computational loads.
Abstract Cyclotron radiation emission spectroscopy (CRES) is a modern approach for determining charged particle energies via high-precision frequency measurements of the emitted cyclotron radiation. For CRES experiments with gas within the fiducial volume, signal and noise dynamics can be modelled by a hidden Markov model. We introduce a novel application of the Viterbi algorithm in order to derive informational limits on the optimal detection of cyclotron radiation signals in this class of gas-filled CRES experiments, thereby providing concrete limits from which future reconstruction algorithms, as well as detector designs, can be constrained. The validity of the resultant decision rules is confirmed using both Monte Carlo and Project 8 data.
The central importance of large-scale eigenvalue problems in scientific computation necessitates the development of massively parallel algorithms for their solution. Recent advances in dense numerical linear algebra have enabled the routine treatment of eigenvalue problems with dimensions on the order of hundreds of thousands on the world’s largest supercomputers. In cases where dense treatments are not feasible, Krylov subspace methods offer an attractive alternative due to the fact that they do not require storage of the problem matrices. However, demonstration of scalability of either of these classes of eigenvalue algorithms on computing architectures capable of expressing massive parallelism is non-trivial due to communication requirements and serial bottlenecks, respectively. In this work, we introduce the SISLICE method: a parallel shift-invert algorithm for the solution of the symmetric self-consistent field (SCF) eigenvalue problem. The SISLICE method drastically reduces the communication requirement of current parallel shift-invert eigenvalue algorithms through various shift selection and migration techniques based on density of states estimation and k-means clustering, respectively. This work demonstrates the robustness and parallel performance of the SISLICE method on a representative set of SCF eigenvalue problems and outlines research directions that will be explored in future work.
Existing algorithms to solve alternating-current optimal power flow (AC-OPF) often exploit linear approximations to simplify system models and accelerate computations. In this paper, we improve a recent hierarchical OPF algorithm, which rested on primal-dual gradients evaluated in a linearized distribution power flow model. Specifically, we identify a risk of voltage violation arising from the model linearization, and propose a more accurate gradient evaluation method to eliminate that risk. We further develop a hierarchical primal-dual algorithm to solve OPF based on the proposed gradient evaluation method. Numerical results on IEEE networks show that our algorithm can enhance voltage safety with satisfactory computational efficiency.
There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank, nonnegative CPD model to Poisson-distributed count data is of particular interest. Several popular algorithms use local search methods to approximate the global maximum likelihood estimator from local minima. Simultaneously, a recent trend in theoretical computer science and numerical linear algebra leverages randomization to solve very large, hard problems. The typical approach is to use randomization for a fast approximation and determinism for refinement to yield effective algorithms with theoretical guarantees. Two popular algorithms for Poisson CPD reflect that emergent dichotomy: CP Alternating Poisson Regression is a deterministic algorithm and Generalized Canonical Polyadic decomposition makes use of stochastic algorithms in several variants. This work extends recent work to develop two new methods that leverage randomized and deterministic algorithms for improved accuracy and performance.
The numerical integration of constitutive models in computational solid mechanics codes allows for the solution of boundary value problems involving complex material behavior. Metal plasticity models, in particular, have been instrumental in the development of these codes. Here, most plasticity models implemented in computational codes use an isotropic von Mises yield surface. The von Mises, of J 2 , yield surface has a simple predictor-corrector algorithm - the radial return algorithm - to integrate the model.
A two-dimensional Eulerian finite difference code is developed for solving the non-ideal magnetohydrodynamic (MHD) equations including the effects of self-consistent magnetic field, thermal conduction, resistivity, gravity, and radiation transfer, which when combined with specified pulse current models and plasma equations of state, can be used as a unified lightning return stroke solver. The differential equations are written in the covariant form in the cylindrical geometry and kept in the conservative form which enables some high-accuracy shock capturing schemes to be equipped in the lightning channel configuration naturally. In this code, the 5-order weighted essentially non-oscillatory scheme combined with Lax-Friedrichs flux splitting method is introduced for computing the convection terms of the MHD equations. The 3-order total variation diminishing Runge-Kutta integral operator is also equipped to keep the time-space accuracy of consistency. The numerical algorithms for non-ideal terms, e.g., artificial viscosity, resistivity, and thermal conduction, are introduced in the code via operator splitting method. This code assumes the radiation is in local thermodynamic equilibrium with plasma components and the flux limited diffusion algorithm with grey opacities is implemented for computing the radiation transfer. The transport coefficients and equation of state in this code are obtained from detailed particle population distribution calculation, which makes the numerical model is self-consistent. This code is systematically validated via the Sedov blast solutions and then used for lightning return stroke simulations with the peak current being 20 kA, 30 kA, and 40 kA, respectively. The results show that this numerical model consistent with observations and previous numerical results. The population distribution evolution and energy conservation problems are also discussed.
QMCPACK is open source scientific software designed to perform Quantum Monte Carlo (QMC) simulation, a first-principles method for describing many-body systems. The evaluation of each Monte Carlo move requires finding the determinant of a dense matrix in the wave functions. This calculation forms a key computational kernel in QMCPACK. After each accepted event, the wave function matrix undergoes a rank-one update to represent a single particle move within the system. The matrix inverse is updated via the Sherman-Morrison formula; occasionally, the explicit inverse must be recomputed to maintain numerical stability.; We propose an alternate approach to this kernel that utilizes QR factorization to maintain stability without refactorization. In addition, algorithms based on a novel delayed update scheme are explored in this effort. This strategy enables probability evaluation for multiple successive Monte Carlo moves, with application of accepted moves to the wave function matrix delayed until an event is denied, or a predetermined limit on acceptances p is reached. Accepted events grouped in this manner are then applied to the matrix en bloc with enhanced arithmetic intensity and computational efficiency. Delayed update Sherman-Morrison probability evaluation algorithms with CPU and GPU-accelerated implementations are tested, profiled, and analyzed. A QR based delayed update algorithm remains in development. Results are evaluated against existing methods for numerical stability and efficiency; emphasis is placed on large systems, for which acceleration is critical.
Shales will play an important role in the successful transition of energy from fossil-based resources to renewables in the coming decades. Aside from being a significant source of low-carbon intensity fuels, like natural gas, they also serve as geologic seals of subsurface formations that may be used to isolate nuclear waste, sequester CO 2 , or store intermittent energy (e.g., solar hydrogen). Despite their importance, shales pose significant engineering and environmental challenges due to their nanoporous structure and extreme heterogeneity that spans at least ~10 orders of magnitude in spatial scale. Two challenges inhibit a system-level understanding: (1) the physics of fluid flow and phase behavior in shales are poorly understood due to the dominant molecular interactions between minerals and fluids under confinement, and (2) the apparent lack of scale separation that prevents a reliable (closed) description of the physics at any single scale of observation. In this review, we focus on the latter issue and discuss scale translation, which in its broadest sense is transforming data or simulations from one spatiotemporal scale to another. While effective scale translation is not exclusive to shales, but all geologic porous media, the need for it is especially acute in shales given their high degree of heterogeneity. Classical theories like homogenization, while indispensable, fail when scales are not separated. Other methods, like numerical upscaling, scale-translate in only one direction: small to large, but not the reverse, called downscaling. However, the confluence of advances in three areas are bringing challenging problems such as shales within reach: increased computational power and scalable algorithms; high-resolution imaging and multi-modal data acquisition; and machine learning to process massive amounts of data. While these advances equip geoscientists with a wide array of experimental and computational tools, no individual tool can probe the entire gamut of heterogeneity in shales. Their effective use, therefore, requires an ability to bridge between various data types obtained at different scales. The aim of this review is to present a coherent account of computational and experimental methods that may be used to achieve just that, i.e., to perform scale translation. We provide a broader definition of scale translation, one that transcends classical homogenization and upscaling methods, but is consistent with them and accommodates notions like downscaling and data translation. After a brief introduction to homogenization, we review hybrid methods, numerical upscaling and its recent extensions, multiscale computing, high-resolution imaging, and machine learning. We place particular emphasis on multiscale computing and propose an algorithmic framework to bridge between the pore (micro) and Darcy (macro) scales. Throughout the paper, we draw comparisons between the various methods and highlight their (often hidden) similarities, differences, benefits, and pitfalls. We finally conclude with two case studies on shales that exemplify some of the methods presented.
Many large-scale computational problems are based on unstructured computational domains. Primary examples are unstructured grid calculations based on finite volume methods in computational fluid dynamics, or structural analysis problems based on finite element approximations. The question of how to distribute such unstructured computational domains over a large number of processors in a MIMD machine with distributed memory is addressed. A graph theoretical framework for these problems is established. Based on this framework three decomposition algorithms are introduced. In particular a new decomposition algorithm is discussed, which is based on the computation of an eigenvector of the Laplacian matrix associated with the graph. Numerical comparisons on large-scale two- and three-dimensional problems demonstrate the superiority of the new spectral bisection algorithm.
The accuracy of the numerical algorithm depends not only on the formal order of approximation but also on the distribution of grid points in the computational domain. Grid adaptation is a procedure which allows optimal grid redistribution as the solution progresses. It offers the prospect of accurate flow field simulations without the use of an excessively timely, computationally expensive, grid. Grid adaptive schemes are divided into two basic categories: differential and algebraic. The differential method is based on a variational approach where a function which contains a measure of grid smoothness, orthogonality and volume variation is minimized by using a variational principle. This approach provided a solid mathematical basis for the adaptive method, but the Euler-Lagrange equations must be solved in addition to the original governing equations. On the other hand, the algebraic method requires much less computational effort, but the grid may not be smooth. The algebraic techniques are based on devising an algorithm where the grid movement is governed by estimates of the local error in the numerical solution. This is achieved by requiring the points in the large error regions to attract other points and points in the low error region to repel other points. The development of a fast, efficient, and robust algebraic adaptive algorithm for structured flow simulation applications is presented. This development is accomplished in a three step process. The first step is to define an adaptive weighting mesh (distribution mesh) on the basis of the equidistribution law applied to the flow field solution. The second, and probably the most crucial step, is to redistribute grid points in the computational domain according to the aforementioned weighting mesh. The third and the last step is to reevaluate the flow property by an appropriate search/interpolate scheme at the new grid locations. The adaptive weighting mesh provides the information on the desired concentration of points to the grid redistribution scheme. The evaluation of the weighting mesh is accomplished by utilizing the weight function representing the solution variation and the equidistribution law. The selection of the weight function plays a key role in grid adaptation. A new weight function utilizing a properly weighted boolean sum of various flowfield characteristics is defined. The redistribution scheme is developed utilizing Non-Uniform Rational B-Splines (NURBS) representation. The application of NURBS representation results in a well distributed smooth grid by maintaining the fidelity of the geometry associated with boundary curves. Several algebraic methods are applied to smooth and/or nearly orthogonalize the grid lines. An elliptic solver is utilized to smooth the grid lines if there are grid crossings. Various computational examples of practical interest are presented to demonstrate the success of these methods.