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At least 775 records · Page 43

Weighted greedy-optimal design of computer experiments for kernel-based and Gaussian process model emulation and calibration

This article is concerned with the approximation of high-dimensional functions by kernel-based methods. Motivated by uncertainty quantification, which often necessitates the construction of approximations that are accurate with respect to a probability density function of random variables, we aim at minimizing the approximation error with respect to a weighted $L^p$-norm. We present a greedy procedure for designing computer experiments based upon a weighted modification of the pivoted Cholesky factorization. The method successively generates nested samples with the goal of minimizing error in regions of high probability. Numerical experiments validate that this new importance sampling strategy is superior to other sampling approaches, especially when used with non-product probability density functions. We also show how to use the proposed algorithm to efficiently generate surrogates for inferring unknown model parameters from data.

97 MATHEMATICS AND COMPUTING↗

Advanced System Thermal Fluids Solver Development for SAM

This work summarizes a feasibility study on testing numerical algorithms that are suitable and efficient for advanced system analysis code development under the mutli-physics framework, MOOSE. The key is the implementation of a high-order one-dimensional staggered-grid finite volume method (SG-FVM), and its direct interaction with the linear/nonlinear solver, PETSc. Leveraging the existing capabilities of the SAM code, significant code coverages were established in the finite volume method code. This in turn allows for a suite of test problems with different problem sizes and levels of complexity to be used to quantify the performance improvement of the finite volume method code. As evidently shown in this study, the implemented SG-FVM demonstrated superior performance improvement against a direct finite element method implementation through MOOSE for the wide range of selected problems. On two computer systems, the speedup was observed to be significant, with at least one order of magnitude of solving time reduction. In addition, for a complex reactor model, transient simulation was performed using the finite volume method code, the results of which agree very well with the reference results from the finite element method code. Overall, this study demonstrates a successful feasibility study on the proposed numerical algorithms and software structure to support advanced system analysis tool development. In this work, short-term priority development and testing items were identified, and long-term code adoption and integration plans were made for the eventual deployment of the finite volume method in the SAM code.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Adaptive Sampling-Based Bi-Fidelity Stochastic Trust Region Method for Stochastic Derivative-Free Optimization

Bi-fidelity stochastic optimization has gained increasing attention as an efficient approach to reduce computational costs by leveraging a low-fidelity (LF) model to optimize an expensive high-fidelity (HF) objective. In this paper, we propose ASTRO-BFDF, an adaptive sampling trust-region method specifically designed for unconstrained bi-fidelity stochastic derivative-free optimization problems. In ASTRO-BFDF, the LF function serves two purposes: (i) to identify better iterates for the HF function when the optimization process indicates a high correlation between them and (ii) to reduce the variance of the HF function estimates using bi-fidelity Monte Carlo (BFMC). The algorithm dynamically determines sample sizes while adaptively choosing between crude Monte Carlo and BFMC to balance the trade-off between optimization and sampling errors. We prove that the iterates generated by ASTRO-BFDF converge to a first-order stationary point almost surely. Additionally, we demonstrate the effectiveness of the proposed algorithm through numerical experiments on synthetic benchmarks and simulation optimization problems involving discrete event systems.

97 MATHEMATICS AND COMPUTING↗

A Range and Performance Optimized Version of the Computer-Aided Speckle Interferometry Algorithm for Real-Time Displacement-Strain Field Monitoring

Abstract This work presents an optimized implementation of the Computer-Aided Speckle Interferometry algorithm which enables full-field determination of displacements and strains on commodity Graphics Processing Units at high resolution and frame rates. By combining careful control of the average speckle size in a laser speckle pattern with a simple sampling rate conversion scheme, a compact representation of the optical speckle is achieved. This allows for optimal use of Graphics Processing Unit architecture with robust range extension. The optimal mapping of the Computer-Aided Speckle Interferometry algorithm to Graphics Processing Unit architecture is shown in detail, and a straightforward method for disambiguating large displacements is illustrated. Lastly, this paper demonstrates a two-step subimage-tapering modification to the original algorithm that enables robust range enhancement while maintaining resolution. Results from numerical simulations on synthetic speckle patterns are shown, and runtime performance metrics are provided, with performance ranging up to 60 frames per second in some cases. The method is suitable for interactive experimental mechanics research, process and testing or any application where real-time high-resolution displacement-strain monitoring is needed. A .NET Framework class library enabling the incorporation of the algorithm into 3rd -party applications is available for download.

42 ENGINEERING↗

An efficient global optimization algorithm for maximizing the sum of two generalized Rayleigh quotients

Maximizing the sum of two generalized Rayleigh quotients (SRQ) can be reformulated as a one-dimensional optimization problem, where the function value evaluations are reduced to solving semi-definite programming (SDP) subproblems. In this paper, we first use the dual SDP subproblem to construct an explicit overestimation and then propose a branch-and-bound algorithm to globally solve (SRQ). Numerical results demonstrate that it is even more efficient than the recent SDP-based heuristic algorithm.

97 MATHEMATICS AND COMPUTING↗

Data-Driven Distributed Algorithms for Estimating Eigenvalues and Eigenvectors of Interconnected Dynamical Systems

Here, the paper presents data-driven algorithms to estimate in a distributed manner the eigenvalues, right and left eigenvectors of an unknown linear (or linearized) interconnected dynamic system. In particular, the proposed algorithms do not require the identification of the system model in advance before performing the estimation. As a first step, we consider interconnected dynamical system with distinct eigenvalues. The proposed strategy first estimates the eigenvalues using the well-known Prony method. The right and left eigenvectors are then estimated by solving distributively a set of linear equations. One important feature of the proposed algorithms is that the topology of communication network used to perform the distributed estimation can be chosen arbitrarily, given that it is connected, and is also independent of the structure or sparsity of the system (state) matrix. The proposed distributed algorithms are demonstrated via a numerical example.

97 MATHEMATICS AND COMPUTING↗

Online Adaptive Algorithm for Constraint Energy Minimizing Generalized Multiscale Discontinuous Galerkin Method

Here in this research, we propose an online basis enrichment strategy within the framework of a recently developed constraint energy minimizing generalized multiscale discontinuous Galerkin method. Combining the technique of oversampling, one makes use of the information of the current residuals to adaptively construct basis functions in the online stage to reduce the error of multiscale approximation. A complete analysis of the method is presented, which shows the proposed online enrichment leads to a fast convergence from multiscale approximation to the fine-scale solution. The error reduction can be made sufficiently large by suitably selecting oversampling regions and the number of oversampling layers. Further, the convergence rate of the enrichment algorithm depends on a factor of exponential decay regarding the number of oversampling layers and a user-defined parameter. Numerical results are provided to demonstrate the effectiveness and efficiency of the proposed online adaptive algorithm.

97 MATHEMATICS AND COMPUTING↗

Collaborative Proposal: Transforming How Climate System Models are Used: A Global, Multi-Resolution Approach

Despite the great interest in regional modeling for both weather and climate applications, regional modeling is not yet at the stage that it can be used routinely and effectively for climate modeling of the ocean. The overarching goal of this project is to transform how climate models are used by developing and implementing a robust, efficient, and accurate global approach to regional ocean modeling. To achieve this goal, we will use theoretical and computational means to resolve several basic modeling and algorithmic issues.

54 ENVIRONMENTAL SCIENCES↗

SU-F-I-10: Spatially Local Statistics for Adaptive Image Filtering

Purpose: To facilitate adaptive image filtering operations, addressing spatial variations in both noise and signal. Such issues are prevalent in cone-beam projections, where physical effects such as X-ray scattering result in spatially variant noise, violating common assumptions of homogeneous noise and challenging conventional filtering approaches to signal extraction and noise suppression. Methods: We present a computational mechanism for probing into and quantifying the spatial variance of noise throughout an image. The mechanism builds a pyramid of local statistics at multiple spatial scales; local statistical information at each scale includes (weighted) mean, median, standard deviation, median absolute deviation, as well as histogram or dynamic range after local mean/median shifting. Based on inter-scale differences of local statistics, the spatial scope of distinguishable noise variation is detected in a semi- or un-supervised manner. Additionally, we propose and demonstrate the incorporation of such information in globally parametrized (i.e., non-adaptive) filters, effectively transforming the latter into spatially adaptive filters. The multi-scale mechanism is materialized by efficient algorithms and implemented in parallel CPU/GPU architectures. Results: We demonstrate the impact of local statistics for adaptive image processing and analysis using cone-beam projections of a Catphan phantom, fitted within an annulus to increase X-ray scattering. The effective spatial scope of local statistics calculations is shown to vary throughout the image domain, necessitating multi-scale noise and signal structure analysis. Filtering results with and without spatial filter adaptation are compared visually, illustrating improvements in imaging signal extraction and noise suppression, and in preserving information in low-contrast regions. Conclusion: Local image statistics can be incorporated in filtering operations to equip them with spatial adaptivity to spatial signal/noise variations. An efficient multi-scale computational mechanism is developed to curtail processing latency. Spatially adaptive filtering may impact subsequent processing tasks such as reconstruction and numerical gradient computations for deformable registration. NIH Grant No. R01-184173.

60 APPLIED LIFE SCIENCES↗

Validating quantum-classical programming models with tensor network simulations

The exploration of hybrid quantum-classical algorithms and programming models on noisy near-term quantum hardware has begun. As hybrid programs scale towards classical intractability, validation and benchmarking are critical to understanding the utility of the hybrid computational model. In this paper, we demonstrate a newly developed quantum circuit simulator based on tensor network theory that enables intermediate-scale verification and validation of hybrid quantum-classical computing frameworks and programming models. We present our tensor-network quantum virtual machine (TNQVM) simulator which stores a multi-qubit wavefunction in a compressed (factorized) form as a matrix product state, thus enabling single-node simulations of larger qubit registers, as compared to brute-force statevector simulators. Our simulator is designed to be extensible in both the tensor network form and the classical hardware used to run the simulation (multicore, GPU, distributed). The extensibility of the TNQVM simulator with respect to the simulation hardware type is achieved via a pluggable interface for different numerical backends (e.g., ITensor and ExaTENSOR numerical libraries). We demonstrate the utility of our TNQVM quantum circuit simulator through the verification of randomized quantum circuits and the variational quantum eigensolver algorithm, both expressed within the eXtreme-scale ACCelerator (XACC) programming model.

97 MATHEMATICS AND COMPUTING↗

A Leray regularized ensemble-proper orthogonal decomposition method for parameterized convection-dominated flows

Abstract Partial differential equations (PDEs) are often dependent on input quantities that are uncertain. To quantify this uncertainty PDEs must be solved over a large ensemble of parameters. Even for a single realization this can be a computationally intensive process. In the case of flows governed by the Navier–Stokes equations, an efficient method has been devised for computing an ensemble of solutions. To further reduce the computational cost of this method, an ensemble-proper orthogonal decomposition (POD) method was recently proposed. The main contribution of this work is the introduction of POD spatial filtering for ensemble-POD methods. The POD spatial filter makes possible the construction of the Leray ensemble-POD model, which is a regularized-reduced order model for the numerical simulation of convection-dominated flows of moderate Reynolds number. The Leray ensemble-POD model employs the POD spatial filter to smooth (regularize) the convection term in the Navier–Stokes equations, and diminishes the numerical inaccuracies produced by the ensemble-POD method in the numerical simulation of convection-dominated flows. Specifically, for the numerical simulation of a convection-dominated two-dimensional flow between two offset cylinders, we show that the Leray ensemble-POD method better reflects the dynamics of the benchmark results than the ensemble-POD scheme. The second contribution of this work is a new numerical discretization of the variable viscosity ensemble algorithm in which the average viscosity is replaced with the maximum viscosity. It is shown that this new numerical discretization is significantly more stable than those in current use. Furthermore, error estimates for the novel Leray ensemble-POD algorithm with this new numerical discretization are also proven.

Mathematics↗

Mixed-precision iterative refinement using tensor cores on GPUs to accelerate solution of linear systems

Double-precision floating-point arithmetic (FP64) has been the de facto standard for engineering and scientific simulations for several decades. Problem complexity and the sheer volume of data coming from various instruments and sensors motivate researchers to mix and match various approaches to optimize compute resources, including different levels of floating-point precision. In recent years, machine learning has motivated hardware support for half-precision floating-point arithmetic. A primary challenge in high-performance computing is to leverage reduced-precision and mixed-precision hardware. We show how the FP16/FP32 Tensor Cores on NVIDIA GPUs can be exploited to accelerate the solution of linear systems of equations Ax = b without sacrificing numerical stability. The techniques we employ include multiprecision LU factorization, the preconditioned generalized minimal residual algorithm (GMRES), and scaling and auto-adaptive rounding to avoid overflow. We also show how to efficiently handle systems with multiple right-hand sides. On the NVIDIA Quadro GV100 (Volta) GPU, we achieve a 4×-5× performance increase and 5× better energy efficiency versus the standard FP64 implementation while maintaining an FP64 level of numerical stability.

GMRES↗

Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions

Here we propose a manifold sampling algorithm for minimizing a nonsmooth composition $f= h\circ F$, where we assume $h$ is nonsmooth and may be inexpensively computed in closed form and $F$ is smooth but its Jacobian may not be available. We additionally assume that the composition $h\circ F$ defines a continuous selection. Manifold sampling algorithms can be classified as model-based derivative-free methods, in that models of $F$ are combined with particularly sampled information about $h$ to yield local models for use within a trust-region framework. We demonstrate that cluster points of the sequence of iterates generated by the manifold sampling algorithm are Clarke stationary. We consider the tractability of three particular subproblems generated by the manifold sampling algorithm and the extent to which inexact solutions to these subproblems may be tolerated. Numerical results demonstrate that manifold sampling as a derivative-free algorithm is competitive with state-of-the-art algorithms for nonsmooth optimization that utilize first-order information about $f$.

97 MATHEMATICS AND COMPUTING↗

Efficient tree decomposition of high-rank tensors [Efficient decomposition of high-rank tensors]

Tensors are a natural way to express correlations among many physical variables, but storing tensors in a computer naively requires memory which scales exponentially in the rank of the tensor. This is not optimal, as the required memory is actually set not by the rank but by the mutual information amongst the variables in question. Representations such as the tensor tree perform near-optimally when the tree decomposition is chosen to reflect the correlation structure in question, but making such a choice is non-trivial and good heuristics remain highly context-specific. In this work I present two new algorithms for choosing efficient tree decompositions, independent of the physical context of the tensor. The first is a brute-force algorithm which in most cases produces optimal decompositions but is generally impractical for high-rank tensors, as the number of possible choices grows exponentially in rank. Here, the second is a greedy algorithm, and while it is not optimal it performs extremely well in numerical experiments while having runtime which makes it practical even for tensors of very high rank.

97 MATHEMATICS AND COMPUTING↗

A Themodynamically Consistent Fractional Visco-Elasto-Plastic Model with Memory-Dependent Damage for Anomalous Materials

We develop a thermodynamically consistent, fractional visco-elastoplastic model coupled with damage for anomalous materials. The model utilizes Scott-Blair rheological elements for both visco- elastic/plastic parts. The constitutive equations are obtained through Helmholtz free-energy potentials for Scott-Blair elements, together with a memory-dependent fractional yield function and dissipation inequalities. A memory-dependent Lemaitre-type damage is introduced through fractional damage energy release rates. For time-fractional integration of the resulting nonlinear system of equations, we develop a first-order semi-implicit fractional return-mapping algorithm. We also develop a finite-difference discretization for the fractional damage energy release rate, which results into Hankel-type matrix-vector operations for each time-step, allowing us to reduce the computational complexity from O(N 3 ) to O(N 2 ) through the use of Fast Fourier Transforms. Our numerical results demonstrate that the fractional orders for visco-elasto-plasticity play a crucial role in damage evolution, due to the competition between the anomalous plastic slip and bulk damage energy release rates.

36 MATERIALS SCIENCE↗

Adaptive sparse polynomial chaos expansion based on least angle regression

Polynomial chaos (PC) expansions are used in stochastic finite element analysis to represent the random model response by a set of coefficients in a suitable (so-called polynomial chaos) basis. The number of terms to be computed grows dramatically with the size of the input random vector, which makes the computational cost of classical solution schemes (may it be intrusive (i.e. of Galerkin type) or non intrusive) unaffordable when the deterministic finite element model is expensive to evaluate. To address such problems, the paper describes a non intrusive method that builds a sparse PC expansion. First, an original strategy for truncating the PC expansions, based on hyperbolic index sets, is proposed. Then an adaptive algorithm based on least angle regression (LAR) is devised for automatically detecting the significant coefficients of the PC expansion. Beside the sparsity of the basis, the experimental design used at each step of the algorithm is systematically complemented in order to avoid the overfitting phenomenon. The accuracy of the PC metamodel is checked using an estimate inspired by statistical learning theory, namely the corrected leave-one-out error. As a consequence, a rather small number of PC terms are eventually retained (sparse representation), which may be obtained at a reduced computational cost compared to the classical 'full' PC approximation. The convergence of the algorithm is shown on an analytical function. Then the method is illustrated on three stochastic finite element problems. The first model features 10 input random variables, whereas the two others involve an input random field, which is discretized into 38 and 30 - 500 random variables, respectively.

97 MATHEMATICS AND COMPUTING↗

Low-synch Gram–Schmidt with delayed reorthogonalization for Krylov solvers

The parallel strong-scaling of iterative methods is often determined by the number of global reductions at each iteration. Low-synch Gram-Schmidt algorithms are applied here to the Arnoldi algorithm to reduce the number of global reductions and therefore to improve the parallel strong-scaling of iterative solvers for nonsymmetric matrices such as the GMRES and the Krylov-Schur iterative methods. In the Arnoldi context, the factorization is "left-looking" and processes one column at a time. Among the methods for generating an orthogonal basis for the Arnoldi algorithm, the classical Gram-Schmidt algorithm, with reorthogonalization (CGS2) requires three global reductions per iteration. A new variant of CGS2 that requires only one reduction per iteration is presented and applied to the Arnoldi algorithm. Delayed CGS2 (DCGS2) employs the minimum number of global reductions per iteration (one) for a one-column at-a-time algorithm. The main idea behind the new algorithm is to group global reductions by rearranging the order of operations. DCGS2 must be carefully integrated into an Arnoldi expansion or a GMRES solver. Numerical stability experiments assess robustness for Krylov-Schur eigenvalue computations. Performance experiments on the ORNL Summit supercomputer then establish the superiority of DCGS2 over CGS2.

97 MATHEMATICS AND COMPUTING↗

Model-based and Model-free Designs for an Extended Continuous-time LQR with Exogenous Inputs

We present an extended linear quadratic regulator (LQR) design for continuous-time linear time-invariant (LTI) systems in the presence of exogenous inputs. We first propose a model-based solution with cost minimization guarantees for states and inputs using dynamic programming (DP). The control law consists of a combination of the optimal state feedback and an additional optimal term dependent on the exogenous inputs. The control gains for the two components are obtained by solving a set of matrix differential equations. We provide these solutions for both finite horizons and steady-state cases. In the second part of the paper, we formulate a reinforcement learning (RL) based algorithm which does not need any model information except the input matrix, and can compute an approximate steady-state LQR gain using measurements of the states, the control inputs, and the exogenous inputs. Both model-based and data-driven optimal control algorithms are tested with a numerical example under different exogenous inputs showcasing the effectiveness of the designs.

Mukherjee, Sayak↗