Integrated Optimization By Multilevel Decomposition
Report presents method of integrated optimization of structure and its control system by multilevel decomposition.
Zeiler, Thomas A.↗
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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↗
New hybridized mixed methods for linear elasticity and optimal multilevel solvers
Not provided.
Mathematics↗
Domain decomposition: A bridge between nature and parallel computers
Domain decomposition is an intuitive organizing principle for a partial differential equation (PDE) computation, both physically and architecturally. However, its significance extends beyond the readily apparent issues of geometry and discretization, on one hand, and of modular software and distributed hardware, on the other. Engineering and computer science aspects are bridged by an old but recently enriched mathematical theory that offers the subject not only unity, but also tools for analysis and generalization. Domain decomposition induces function-space and operator decompositions with valuable properties. Function-space bases and operator splittings that are not derived from domain decompositions generally lack one or more of these properties. The evolution of domain decomposition methods for elliptically dominated problems has linked two major algorithmic developments of the last 15 years: multilevel and Krylov methods. Domain decomposition methods may be considered descendants of both classes with an inheritance from each: they are nearly optimal and at the same time efficiently parallelizable. Many computationally driven application areas are ripe for these developments. A progression is made from a mathematically informal motivation for domain decomposition methods to a specific focus on fluid dynamics applications. To be introductory rather than comprehensive, simple examples are provided while convergence proofs and algorithmic details are left to the original references; however, an attempt is made to convey their most salient features, especially where this leads to algorithmic insight.
Keyes, David E.↗
Scalable hierarchical PDE sampler for generating spatially correlated random fields using nonmatching meshes: Scalable hierarchical PDE sampler using nonmatching meshes
This work describes a domain embedding technique between two nonmatching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is to apply the multilevel Monte Carlo (MLMC) method for the quantification of output uncertainties of PDEs with random input coefficients on general and unstructured computational domains. We propose a highly scalable, hierarchical sampling method to generate realizations of a Gaussian random field on a given unstructured mesh by solving a reaction–diffusion PDE with a stochastic right-hand side. The stochastic PDE is discretized using the mixed finite element method on an embedded domain with a structured mesh, and then, the solution is projected onto the unstructured mesh. This work describes implementation details on how to efficiently transfer data from the structured and unstructured meshes at coarse levels, assuming that this can be done efficiently on the finest level. We investigate the efficiency and parallel scalability of the technique for the scalable generation of Gaussian random fields in three dimensions. An application of the MLMC method is presented for quantifying uncertainties of subsurface flow problems. Here, we demonstrate the scalability of the sampling method with nonmatching mesh embedding, coupled with a parallel forward model problem solver, for large-scale 3D MLMC simulations with up to 1.9·109 unknowns.
97 MATHEMATICS AND COMPUTING↗
Scalable Multilevel Uncertainty Quantification Concepts for Extreme-Scale Multiscale Problems
Our work in this project is aimed at making fundamental advances in multilevel and multiscale methods for problems with uncertainties related to flows in porous media. The main thrust of this research is to develop a systematic multiscale, multilevel parallel approaches for problems with uncertainties and use them in the uncertainty quantification. A key emphasis is on problems without an apparent scale separation in space, time, and uncertainty spaces. Multiscale solution methods are currently under active investigation. However, the develop- ment of multiscale methods for problems with uncertainties where the scales and uncertainties are tightly coupled is a research area that is less explored. During this project, we have made some significant contributions to the developments of multiscale methods, the uncertainty quantification for multiscale methods, multiscale model learning, uncertainty quantification in inverse problems, and applications.
97 MATHEMATICS AND COMPUTING↗
Implicit Extrapolation Methods for Variable Coefficient Problems
Implicit extrapolation methods for the solution of partial differential equations are based on applying the extrapolation principle indirectly. Multigrid tau-extrapolation is a special case of this idea. In the context of multilevel finite element methods, an algorithm of this type can be used to raise the approximation order, even when the meshes are nonuniform or locally refined. Here previous results are generalized to the variable coefficient case and thus become applicable for nonlinear problems. The implicit extrapolation multigrid algorithm converges to the solution of a higher order finite element system. This is obtained without explicitly constructing higher order stiffness matrices but by applying extrapolation in a natural form within the algorithm. The algorithm requires only a small change of a basic low order multigrid method.
Jung, M.↗
Method of Green’s Potentials for Elliptic PDEs in Domains with Random Apertures
Problems with topological uncertainties appear in many fields ranging from nano-device engineering to the design of bridges. In many of such problems, a part of the domains boundaries is subjected to random perturbations making inefficient conventional schemes that rely on discretization of the whole domain. Here, we study elliptic PDEs in domains with boundaries comprised of a deterministic part and random apertures, and apply the method of modified potentials with Green’s kernels defined on the deterministic part of the domain. This approach allows to reduce the dimension of the original differential problem by reformulating it as a boundary integral equation posed on the random apertures only. The multilevel Monte Carlo method is then applied to this modified integral equation and its optimal ϵ -2 asymptotical complexity is shown. Finally, we provide the qualitative analysis of the proposed technique and support it with numerical results.
97 MATHEMATICS AND COMPUTING↗
Synthesis of frameworks under multilevel performance constraints
A method for the minimum weight design of practical planar frameworks under both service and ultimate loading conditions is presented. Acceptable elastic stresses and displacements are ensured at the service load level while, simultaneously, adequate safety against plastic collapse is ensured at the ultimate load level. The features of the design method for an industrial steel mill building are illustrated.
Grierson, D. E.↗
A Note on Multigrid Theory for Non-nested Grids and/or Quadrature
We provide a unified theory for multilevel and multigrid methods when the usual assumptions are not present. For example, we do not assume that the solution spaces or the grids are nested. Further, we do not assume that there is an algebraic relationship between the linear algebra problems on different levels. What we provide is a computationally useful theory for adaptively changing levels. Theory is provided for multilevel correction schemes, nested iteration schemes, and one way (i.e., coarse to fine grid with no correction iterations) schemes. We include examples showing the applicability of this theory: finite element examples using quadrature in the matrix assembly and finite volume examples with non-nested grids. Our theory applies directly to other discretizations as well.
Douglas, C. C.↗
Parallel Anisotropic Unstructured Grid Adaptation
Computational Fluid Dynamics (CFD) has become critical to the design and analysis of aerospace vehicles. Parallel grid adaptation that resolves multiple scales with anisotropy is identified as one of the challenges in the CFD Vision 2030 Study to increase the capacity and capability of CFD simulation. The Study also cautions that computer architectures are undergoing a radical change and dramatic increases in algorithm concurrency will be required to exploit full performance. This paper reviews four different methods to parallel anisotropic grid generation. They cover both ends of the spectrum: (i) using existing state-of-the-art software optimized for a single core and modifying it for parallel platforms and (ii) designing and implementing scalable software with incomplete, but rapidly maturating functionality. A brief overview for each grid adaptation system is presented in the context of a telescopic approach for multilevel concurrency. These methods employ different approaches to enable parallel execution, which provides a unique opportunity to illustrate the relative behavior of each approach. Qualitative and quantitative metric evaluations are used to draw lessons for future developments in this critical area for parallel CFD simulation.
Tsolakis, Christos↗
Using Machine Learning to Discern Eruption in Noisy Environments: A Case Study Using CO2-Driven Cold-Water Geyser in Chimayó, New Mexico
In this paper, we present an approach based on machine learning (ML) to distinguish eruption and precursory signals of Chimayó geyser (New Mexico, U.S.A.) under noisy environmental conditions. This geyser can be considered a natural analog of CO 2 intrusion into shallow water aquifers. By studying this geyser, we can understand upwelling of CO 2 -rich fluids from depth, which has relevance to leak monitoring in a CO 2 sequestration project. ML methods such as random forests (RFs) are known to be robust multiclass classifiers and perform well under unfavorable, noisy conditions. However, the extent of the RF method’s accuracy is poorly understood for this CO 2 -driven geysering application. The current study aims to quantify the performance of RF classifiers to discern the geyser state. Toward this goal, we first present the data collected from the seismometer that is installed near the Chimayó geyser. The seismic signals collected at this site contain different types of noises such as daily temperature variations, animal movement near the geyser, and human activity. First, we filter the signals from these noises by combining the Butterworth high-pass (BH) filter and an autoregressive (AR) method in a multilevel fashion. We show that by combining these filtering techniques in a hierarchical fashion leads to a reduction in noise in the seismic data without removing the precursors and eruption event signals. We then use RF on the filtered data to classify the state of geyser into three classes: remnant noise, precursor, and eruption states. RF classifier is constructed based on the comprehensive features extracted using the Tsfresh Python package. We show that the classification accuracy using RF on the filtered data is greater than 90%. We also evaluate the accuracy of other classical time-series methods such as dynamic time warping (DTW) on filtered data along with RF on partially filtered data in which we remove the daily trends. Classification accuracy shows that DTW performs poorly (44%) and RF on partially filtered data performs decently (87%). Denoising seismic signals from both daily trends and human activity enhances RF classifier performance by 7%. Finally, these aspects make the proposed ML framework attractive for event discrimination and signal enhancement under noisy conditions, with strong potential for application to monitor leaks in CO 2 sequestration.
58 GEOSCIENCES↗
Integrated structure/control law design by multilevel optimization
A new approach to integrated structure/control law design based on multilevel optimization is presented. This new approach is applicable to aircraft and spacecraft and allows for the independent design of the structure and control law. Integration of the designs is achieved through use of an upper level coordination problem formulation within the multilevel optimization framework. The method requires the use of structure and control law design sensitivity information. A general multilevel structure/control law design problem formulation is given, and the use of Linear Quadratic Gaussian (LQG) control law design and design sensitivity methods within the formulation is illustrated. Results of three simple integrated structure/control law design examples are presented. These results show the capability of structure and control law design tradeoffs to improve controlled system performance within the multilevel approach.
Gilbert, Michael G.↗
Integrated structure/control law design by multilevel optimization
A new approach to integrated structure/control law design based on multilevel optimization is presented. This new approach is applicable to aircraft and spacecraft and allows for the independent design of the structure and control law. Integration of the designs is achieved through use of an upper level coordination problem formulation within the multilevel optimization framework. The method requires the use of structure and control law design sensitivity information. A general multilevel structure/control law design problem formulation is given, and the use of Linear Quadratic Gaussian (LQG) control law design and design sensitivity methods within the formulation is illustrated. Results of three simple integrated structure/control law design examples are presented. These results show the capability of structure and control law design tradeoffs to improve controlled system performance within the multilevel approach.
Gilbert, Michael G.↗
Wilson loops with neural networks
Wilson loops are essential objects in QCD and have been pivotal in scale setting and demonstrating confinement. Various generalizations are crucial for computations needed in effective field theories. In lattice gauge theory, Wilson loop calculations face challenges, including excited-state contamination at short times and the signal-to-noise ratio issue at longer times. To address these problems, we develop a new method by using neural networks to parametrize interpolators for the static quark-antiquark pair. We construct gauge-equivariant layers for the network and train it to find the ground state of the system. The trained network itself is then treated as our new observable for the inference. Our results demonstrate a significant improvement in the signal compared to traditional Wilson loops, performing as well as Coulomb-gauge Wilson-line correlators while maintaining gauge invariance. Additionally, we present an example where the optimized ground state is used to measure the static force directly, as well as another example combining this method with the multilevel algorithm. Finally, we extend the formalism to find excited-state interpolators for static quark-antiquark systems. To our knowledge, this work is the first study of neural networks with a physically motivated loss function for Wilson loops.
Bellscheidt, Verena [Massachusetts Inst. of Techno↗
Improved calculation of optimum design sensitivity
Optimum design parameter sensitivity analysis has become an important topic in recent years. The principal reasons for obtaining optimum design sensitivity information with respect to various problem parameters are (l) to predict revised optimum designs, associated with specified perturbations of the problem parameters, without re-optimizing the problem and, (2) to provide sensitivity information in multilevel optimization strategies. Methods for calculating these derivatives were proposed by several authors. The most important drawback in estimating parameter sensitivities by the current methods is that they do not allow for changes in the active constraint set. Changes in the active constraint set produce discontinuities in the optimum design sensitivities, and therefore, a correct formulation has to be cast in terms of directional derivatives. Optimum design parameter sensitivity analysis is addressed in terms of directional derivatives so as to include possible discontinuities and it also presents a method for estimating optimum design sensitivities using finite differences.
Sepulveda, Abdon E.↗
Electromagnetic Launch Vehicle Fairing and Acoustic Blanket Model of Received Power Using FEKO
Evaluating the impact of radio frequency transmission in vehicle fairings is important to sensitive spacecraft. This paper employees the Multilevel Fast Multipole Method (MLFMM) feature of a commercial electromagnetic tool to model the fairing electromagnetic environment in the presence of an internal transmitter. This work is an extension of the perfect electric conductor model that was used to represent the bare aluminum internal fairing cavity. This fairing model includes typical acoustic blanketing commonly used in vehicle fairings. Representative material models within FEKO were successfully used to simulate the test case.
Trout, Dawn H.↗
Electromagnetic Launch Vehicle Fairing and Acoustic Blanket Model of Received Power Using FEKO
Evaluating the impact of radio frequency transmission in vehicle fairings is important to electromagnetically sensitive spacecraft. This study employs the multilevel fast multipole method (MLFMM) from a commercial electromagnetic tool, FEKO, to model the fairing electromagnetic environment in the presence of an internal transmitter with improved accuracy over industry applied techniques. This fairing model includes material properties representative of acoustic blanketing commonly used in vehicles. Equivalent surface material models within FEKO were successfully applied to simulate the test case. Finally, a simplified model is presented using Nicholson Ross Weir derived blanket material properties. These properties are implemented with the coated metal option to reduce the model to one layer within the accuracy of the original three layer simulation.
Trout, Dawn H.↗