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At least 613 records · Page 34

The compressed state Kalman filter for nonlinear state estimation: Application to large-scale reservoir monitoring

Reservoir monitoring aims to provide snapshots of reservoir conditions and their uncertainties to assist operation management and risk analysis. These snapshots may contain millions of state variables, e.g., pressures and saturations, which can be estimated by assimilating data in real time using the Kalman filter (KF). However, the KF has a computational cost that scales quadratically with the number of unknowns, m, due to the cost of computing and storing the covariance and Jacobian matrices, along with their prod-ucts. The compressed state Kalman filter (CSKF) adapts the KF for solving large-scale monitoring problems. The CSKF uses N preselected orthogonal bases to compute an accurate rank-N approximation of the covari-ance that is close to the optimal spectral approximation given by SVD. The CSKF has a computational cost that scales linearly in m and uses an efficient matrix-free approach that propagates uncertainties using N + 1 forward model evaluations, where N << m. Here in this paper we present a generalized CSKF algorithm for nonlin-ear state estimation problems such as CO 2 monitoring. For simultaneous estimation of multiple types of state variables, the algorithm allows selecting bases that represent the variability of each state type. Through synthetic numerical experiments of CO 2 monitoring, we show that the CSKF can reproduce the Kal-man gain accurately even for large compression ratios (m/N). For a given computational cost, the CSKF uses a robust and flexible compression scheme that gives more reliable uncertainty estimates than the ensemble Kalman filter, which may display loss of ensemble variability leading to suboptimal uncertainty estimates.

97 MATHEMATICS AND COMPUTING↗

Fast-forwarding quantum simulation with real-time quantum Krylov subspace algorithms

Quantum subspace diagonalization (QSD) algorithms have emerged as a competitive family of algorithms that avoid many of the optimization pitfalls associated with parameterized quantum circuit algorithms. While the vast majority of the QSD algorithms have focused on solving the eigenpair problem for ground, excited-state, and thermal observable estimation, there has been a lot less work in considering QSD algorithms for the problem of quantum dynamical simulation. In this work, we propose several quantum Krylov fast-forwarding (QKFF) algorithms capable of predicting long-time dynamics well beyond the coherence time of current quantum hardware. Our algorithms use real-time evolved Krylov basis states prepared on the quantum computer and a multi-reference subspace method to ensure convergence towards high-fidelity, long-time dynamics. In particular, we show that the proposed multi-reference methodology provides a systematic way of trading off circuit depth with classical post-processing complexity. Further, we also demonstrate the efficacy of our approach through numerical implementations for several quantum chemistry problems including the calculation of the auto-correlation and dipole moment correlation functions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Twelve Ways to Fool the Masses When Giving Parallel-in-Time Results

Getting good speedup—let alone high parallel efficiency—for parallel-in-time (PinT) integration examples can be frustratingly difficult. The high complexity and large number of parameters in PinT methods can easily (and unintentionally) lead to numerical experiments that overestimate the algorithm’s performance. In the tradition of Bailey’s article “Twelve ways to fool the masses when giving performance results on parallel computers”, we discuss and demonstrate pitfalls to avoid when evaluating the performance of PinT methods. Despite being written in a light-hearted tone, this paper is intended to raise awareness that there are many ways to unintentionally fool yourself and others and that by avoiding these fallacies more meaningful PinT performance results can be obtained.

97 MATHEMATICS AND COMPUTING↗

Tensor integrand reduction via Laurent expansion

We introduce a new method for the application of one-loop integrand reduction via the Laurent expansion algorithm, as implemented in the public C++ library Ninja. We show how the coefficients of the Laurent expansion can be computed by suitable contractions of the loop numerator tensor with cut-dependent projectors, making it possible to interface Ninja to any one-loop matrix element generator that can provide the components of this tensor. We implemented this technique in the Ninja library and interfaced it to MadLoop, which is part of the public MadGraph5_aMC@NLO framework. We performed a detailed performance study, comparing against other public reduction tools, namely CutTools, Samurai, IREGI, PJFry++ and Golem95. We find that Ninja out-performs traditional integrand reduction in both speed and numerical stability, the latter being on par with that of the tensor integral reduction tool Golem95 which is however more limited and slower than Ninja. Lastly, we considered many benchmark multi-scale processes of increasing complexity, involving QCD and electro-weak corrections as well as effective non-renormalizable couplings, showing that Ninja’s performance scales well with both the rank and multiplicity of the considered process.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Non-abelian symmetries in tensor networks: A quantum symmetry space approach

A general framework for non-abelian symmetries is presented for matrix-product and tensor-network states in the presence of well-defined orthonormal local as well as effective basis sets. The two crucial ingredients, the Clebsch-Gordan algebra for multiplet spaces as well as the Wigner-Eckart theorem for operators, are accounted for in a natural, well-organized, and computationally straightforward way. The unifying tensor-representation for quantum symmetry spaces, dubbed QSpace, is particularly suitable to deal with standard renormalization group algorithms such as the numerical renormalization group (NRG), the density matrix renormalization group (DMRG), or also more general tensor networks such as the multi-scale entanglement renormalization ansatz (MERA). In this paper, the focus is on the application of the non-abelian framework within the NRG. A detailed analysis is presented for a fully screened spin- 3/2 three-channel Anderson impurity model in the presence of conservation of total spin, particle-hole symmetry, and SU(3) channel symmetry. The same system is analyzed using several alternative symmetry scenarios based on combinations of U(1){sub charge}, SU(2){sub spin}, SU(2){sub charge}, SU(3){sub channel}, as well as the enveloping symplectic Sp(6) symmetry. These are compared in detail, including their respective dramatic gain in numerical efficiency. In the Appendix, finally, an extensive introduction to non-abelian symmetries is given for practical applications, together with simple self-contained numerical procedures to obtain Clebsch-Gordan coefficients and irreducible operators sets. The resulting QSpace tensors can deal with any set of abelian symmetries together with arbitrary non-abelian symmetries with compact, i.e. finite-dimensional, semi-simple Lie algebras. - Highlights: Black-Right-Pointing-Pointer We introduce a transparent framework for non-abelian symmetries in tensor networks. Black-Right-Pointing-Pointer The framework was successfully applied within the numerical renormalization group. Black-Right-Pointing-Pointer Combinations of SU(N{<=}3) and Sp(6) are implemented and discussed in detail. Black-Right-Pointing-Pointer Non-abelian symmetries allow to speed up calculations by orders of magnitude. Black-Right-Pointing-Pointer The framework is equally applicable to other tensor networks such as DMRG or MERA.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Ab initio molecular dynamics on quantum computers

Ab initio molecular dynamics (AIMD) is a valuable technique for studying molecules and materials at finite temperatures where the nuclei evolve on potential energy surfaces obtained from accurate electronic structure calculations. In this work, we present an approach to running AIMD simulations on noisy intermediate-scale quantum (NISQ)-era quantum computers. The electronic energies are calculated on a quantum computer using the variational quantum eigensolver (VQE) method. Algorithms for computation of analytical gradients entirely on a quantum computer require quantum fault-tolerant hardware, which is beyond NISQ-era. Therefore, we compute the energy gradients numerically using finite differences, the Hellmann-Feynman theorem, and a correlated sampling technique. This method only requires additional classical calculations of electron integrals for each degree of freedom without any additional computations on a quantum computer beyond the initial VQE run. As a proof of concept, AIMD simulations are demonstrated for the H-2 molecule on IBM quantum devices. In addition, we demonstrate the validity of the method for larger molecules using full configuration interaction wave functions. As quantum hardware and noise mitigation techniques continue to improve, the method can be utilized for studying larger molecular systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Kernels for scalable data analysis in science: Towards an architecture-portable future

In this paper, we pose and address some of the unique challenges in the analysis of scientific Big Data on supercomputing platforms. Our approach identifies, implements and scales numerical kernels that are critical to the instantiation of theory-inspired analytic workflows on modern computing architectures. We present the benefits of scalable kernels towards constructing algorithms such as principal component analysis and non-negative matrix factorization on an image-analysis use case at the Oak Ridge Leadership Computing Facility (OLCF). Based on experience with the use-case, we conclude that piecing scalable analytic kernels into user-defined analytic workflows are a flexible, modular and agile way to enable architecture-portable productivity for the data-intensive sciences.

Sukumar, Sreenivas R.↗

Distributed Solution Approach for a Stackelberg Pricing Game of Aggregated Demand Response

Demand-side management is a fundamental up-to-date strategy that transforms the traditional power grid to a modern smart grid where the flexible pricing mechanisms play a critical role in its successful implementation. In this paper, the pricing-demand response between a distribution system operator (DSO) and load aggregators (LAs) is modeled as a Stackelberg game, where the DSO is the price maker that adjusts its strategy based on observed responses from LAs. With the concerns of computational cost and privacy protection, two distributed solution approaches, particle swarm optimization and pattern search algorithm, are conducted and compared with the classical centralized backward induction approach. Numerical results on a small case study demonstrate the effectiveness of the proposed distributed solution approaches in leveraging flexible demand response potential.

Chen, Yang↗

The computer-based model of quantum measurements

Quantum theory of measurements is an extremely important part of quantum mechanics. Currently perturbations by quantum measurements of observable quantities of atomic systems are rarely taken into account in computing algorithms and calculations. In the previous studies of the authors, constructive model of quantum measurements has been developed and implemented in the form of symbolic and numerical calculations for the hydrogen-like atoms. This work describes a generalization of these results to the alkali metal atoms.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Robust Containment Queries over Collections of Rational Parametric Curves via Generalized Winding Numbers

Point containment queries for regions bound by watertight geometric surfaces, i.e., closed and without self-intersections, can be evaluated straightforwardly with a number of well-studied algorithms. When this assumption on domain geometry is not met, such methods are either unusable, or prone to misclassifications that can lead to cascading errors in downstream applications. More robust point classification schemes based on generalized winding numbers have been proposed, as they are indifferent to these imperfections. However, existing algorithms are limited to point clouds and collections of linear elements. We extend this methodology to encompass more general curved shapes with an algorithm that evaluates the winding number scalar field over unstructured collections of rational parametric curves. In particular, we evaluate the winding number for each curve independently, making the derived containment query robust to how the curves are arranged. We ensure geometric fidelity in our queries by treating each curve as equivalent to an adaptively constructed polyline that provably has the same generalized winding number at the point of interest. Our algorithm is numerically stable for points that are arbitrarily close to the model, and explicitly treats points that are coincident with curves. We demonstrate the improvements in computational performance granted by this method over conventional techniques as well as the robustness induced by its application.

97 MATHEMATICS AND COMPUTING↗

Qualitative Analysis, Structure-Preserving Discretizations and Scalable Solvers for Multiphysics Problems. Final Technical Report

Many problems in physics, engineering, meteorology, computer science, and other fields involve a certain level of coupling between different physical quantities. With the development of advanced computational modeling, simulation, and hardware, simulations for many important multiphysics/multiscale coupling effects are now more tractable. In this project, we have developed robust, efficient, and practical numerical algorithms for such simulation software that are capable of tackling these complex mathematical models in many fundamental ways such as stability, wellposedness, and consistency. We expect that such an integrated theoretical and algorithmic framework will have a substantial impact on numerous multiscale and multiphysics modeling and simulations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Bilevel Parameter Optimization for Nonlocal Image Denoising Models

We propose a bilevel optimization approach for the determination of parameters in nonlocal image denoising. We consider both spatial weights in front of the fidelity term, as well as weights within the kernel of the nonlocal operator. In both cases we investigate the differentiability of the solution operator in function spaces and derive a first order optimality system that characterizes local minima. For the numerical solution of the problems, we propose a second-order optimization algorithm in combination with a finite element discretization of the nonlocal denoising models and a computational strategy for the solution of the resulting dense linear systems. Several experiments are run in order to show the suitability of our approach.

97 MATHEMATICS AND COMPUTING↗

Apprentice for Event Generator Tuning

Apprentice is a tool developed for event generator tuning. It contains a range of conceptual improvements and extensions over the tuning tool Professor. Its core functionality remains the construction of a multivariate analytic surrogate model to computationally expensive Monte-Carlo event generator predictions. The surrogate model is used for numerical optimization in chi-square minimization and likelihood evaluation. Apprentice also introduces algorithms to automate the selection of observable weights to minimize the effect of mis-modeling in the event generators. We illustrate our improvements for the task of MC-generator tuning and limit setting.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

An in-line burn-up algorithm: proposal and preliminary analysis

A new burn-up algorithm is proposed for coupling neutronics and isotopic depletion. The algorithm is analogous to those proposed for enforcing xenon equilibrium and converging neutronics and thermal-hydraulics. During the corrector step of standard predictor-corrector methods, the corrector nuclide density is updated as neutronics converges. This is expected to improve stability while reducing computational expense compared to other implicit algorithms. The stability of the algorithm is investigated by Fourier analysis for a simple case whose results have been successfully compared with numerical experiments.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians

In this study, we consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, and Hessian are inaccessible, while one can compute their stochastic estimates by, for example, subsampling. We propose a stochastic algorithm based on sequential quadratic programming (SQP) that uses a differentiable exact augmented Lagrangian as the merit function. To motivate our algorithm design, we first revisit and simplify an old SQP method Lucidi developed for solving deterministic problems, which serves as the skeleton of our stochastic algorithm. Based on the simplified deterministic algorithm, we then propose a non-adaptive SQP for dealing with stochastic objective, where the gradient and Hessian are replaced by stochastic estimates but the stepsizes are deterministic and prespecified. Finally, we incorporate a recent stochastic line search procedure Paquette and Scheinberg into the non-adaptive stochastic SQP to adaptively select the random stepsizes, which leads to an adaptive stochastic SQP. The global "almost sure" convergence for both non-adaptive and adaptive SQP methods is established. Numerical experiments on nonlinear problems in CUTEst test set demonstrate the superiority of the adaptive algorithm.

97 MATHEMATICS AND COMPUTING↗

Infinite quantum signal processing

Quantum signal processing (QSP) represents a real scalar polynomial of degree d using a product of unitary matrices of size 2 × 2 , parameterized by ( d + 1 ) real numbers called the phase factors. This innovative representation of polynomials has a wide range of applications in quantum computation. When the polynomial of interest is obtained by truncating an infinite polynomial series, a natural question is whether the phase factors have a well defined limit as the degree d → ∞ . While the phase factors are generally not unique, we find that there exists a consistent choice of parameterization so that the limit is well defined in the ℓ 1 space. This generalization of QSP, called the infinite quantum signal processing, can be used to represent a large class of non-polynomial functions. Our analysis reveals a surprising connection between the regularity of the target function and the decay properties of the phase factors. Our analysis also inspires a very simple and efficient algorithm to approximately compute the phase factors in the ℓ 1 space. The algorithm uses only double precision arithmetic operations, and provably converges when the ℓ 1 norm of the Chebyshev coefficients of the target function is upper bounded by a constant that is independent of d . This is also the first numerically stable algorithm for finding phase factors with provable performance guarantees in the limit d → ∞ .

Dong, Yulong [Department of Mathematics, Universit↗

A simple introduction to the SiMPL method for density-based topology optimization

We introduce a novel method for solving density-based topology optimization problems: Sigmoidal Mirror descent with a Projected Latent variable (SiMPL). The SiMPL method (pronounced as “the simple method”) optimizes a design using only first-order derivative information of the objective function. The bound constraints on the density field are enforced with the help of the (negative) Fermi–Dirac entropy, which is also used to define a non-symmetric distance function called a Bregman divergence on the set of admissible designs. This Bregman divergence leads to a simple update rule that is further simplified with the help of a so-called latent variable. Because the SiMPL method involves discretizing the latent variable, it produces a sequence of pointwise-feasible iterates, even when high-order finite elements are used in the discretization. Numerical experiments demonstrate that the method outperforms other popular first-order optimization algorithms. In conclusion, to outline the general applicability of the technique, we include examples with (self-load) compliance minimization and compliant mechanism optimization problems.

Calculus of Variations and Optimization↗

High order explicit local time stepping methods for hyperbolic conservation laws

In this paper we present and analyze a general framework for constructing high order explicit local time stepping (LTS) methods for hyperbolic conservation laws. In particular, we consider the model problem discretized by Runge-Kutta discontinuous Galerkin (RK-DG) methods and design LTS algorithms based on the strong stability preserving Runge-Kutta (SSP-RK) schemes, that allow spatially variable time step sizes to be used for time integration in different regions of the computational domain. The proposed algorithms are of predictor-corrector type, in which the interface information along the time direction is first predicted based on the SSP-RK approximations and Taylor expansions, and then the fluxes over the region of the interface are corrected to conserve mass exactly at each time step. Following the proposed framework, we detail the corresponding LTS schemes with accuracy up to the fourth order, and prove their conservation property and nonlinear stability for the scalar conservation laws. Numerical experiments are also presented to demonstrate excellent performance of the proposed LTS algorithms.

58 GEOSCIENCES↗