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At least 91 records · Page 5

Optimal Multistage Algorithm for Adjoint Computation

We reexamine the work of Stumm and Walther on multistage algorithms for adjoint computation. We provide an optimal algorithm for this problem when there are two levels of checkpoints, in memory and on disk. Previously, optimal algorithms for adjoint computations were known only for a single level of checkpoints with no writing and reading costs; a well-known example is the binomial checkpointing algorithm of Griewank and Walther. Stumm and Walther extended that binomial checkpointing algorithm to the case of two levels of checkpoints, but they did not provide any optimality results. We bridge the gap by designing the first optimal algorithm in this context. We experimentally compare our optimal algorithm with that of Stumm and Walther to assess the difference in performance.

97 MATHEMATICS AND COMPUTING↗

Fission matrix capability for MCNP, Part I - Theory

The theory underlying the fission matrix method is derived using a rigorous Green's function approach. The method is then used to investigate fundamental properties of the transport equation for a continuous-energy physics treatment. We provide evidence that an infinite set of discrete, real eigenvalues and eigenfunctions exist for the continuous-energy problem, and that the eigenvalue spectrum converges smoothly as the spatial mesh for the fission matrix is refined. We also derive equations for the adjoint solution. We show that if the mesh is sufficiently refined so that both forward and adjoint solutions are valid, then the adjoint fission matrix is identical to the transpose of the forward matrix. While the energy-dependent transport equation is strictly bi-orthogonal, we provide surprising results that the forward modes are very nearly self-adjoint for a variety of continuous-energy problems. A companion paper (Part II - Applications) describes the initial experience and results from implementing this fission matrix capability into the MCNP Monte Carlo code. (authors)

97 MATHEMATICS AND COMPUTING↗

Adjoint-Based Constant-Mass Partial Derivatives

It is well known that the adjoint equation in transport theory provides an economical means of computing derivatives of a system response to system parameters. It is also well known, though not often remarked on, that adjoint-based partial derivatives with respect to mass density are constant-volume derivatives. Likewise, adjoint-based partial derivatives with respect to dimensions (i.e., internal interface locations and the outer system boundary) are constant-density derivatives. In this paper, we derive a formula for the constant-mass partial derivative of a response with respect to internal interface locations and the outer system boundary. The formula uses the partial derivatives for density and dimensions, which may be adjoint-based. This paper includes numerical comparisons for a two-dimensional (r-z) cylinder that also demonstrate the correctness of the regular adjoint-based derivatives for surface locations. Adjoint-based derivatives for the neutron problems were computed using the new SENSMG code at Los Alamos National Laboratory.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Adjoint DSMC for nonlinear Boltzmann equation constrained optimization

Applications for kinetic equations such as optimal design and inverse problems often involve finding unknown parameters through gradient-based optimization algorithms. Based on the adjoint-state method, we derive two different frameworks for approximating the gradient of an objective functional constrained by the nonlinear Boltzmann equation. While the forward problem can be solved by the DSMC method, it is difficult to efficiently solve the high-dimensional continuous adjoint equation obtained by the “optimize-then-discretize” approach. This challenge motivates us to propose an adjoint DSMC method following the “discretize-then-optimize” approach for Boltzmann-constrained optimization. We also analyze the properties of the two frameworks and their connections. Here, several numerical examples are presented to demonstrate their accuracy and efficiency.

97 MATHEMATICS AND COMPUTING↗

On the spin- 1/2 Aharonov–Bohm problem in conical space: Bound states, scattering and helicity nonconservation

In this work the bound state and scattering problems for a spin- 1/2 particle undergone to an Aharonov–Bohm potential in a conical space in the nonrelativistic limit are considered. The presence of a δ-function singularity, which comes from the Zeeman spin interaction with the magnetic flux tube, is addressed by the self-adjoint extension method. One of the advantages of the present approach is the determination of the self-adjoint extension parameter in terms of physics of the problem. Expressions for the energy bound states, phase-shift and S matrix are determined in terms of the self-adjoint extension parameter, which is explicitly determined in terms of the parameters of the problem. The relation between the bound state and zero modes and the failure of helicity conservation in the scattering problem and its relation with the gyromagnetic ratio g are discussed. Also, as an application, we consider the spin- 1/2 Aharonov–Bohm problem in conical space plus a two-dimensional isotropic harmonic oscillator. -- Highlights: •Planar dynamics of a spin- 1/2 neutral particle. •Bound state for Aharonov–Bohm systems. •Aharonov–Bohm scattering. •Helicity nonconservation. •Determination of the self-adjoint extension parameter.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Fission Matrix Convergence Diagnostic of the Iterated Fission Probability Method

Monte Carlo methods have been applied to reactor problems in order to solve for adjoint-weighted quantities. The Iterated Fission Probability (IFP) method allows adjoint-weighted tallies to be recorded during a forward Monte-Carlo simulation. A key parameter in the IFP method is the number of generations that must pass before the progeny neutrons of a progenitor neutron are tallied. A convergence diagnostic for the IFP is developed using a deterministic code. In particular, a discrete ordinates code is used as a surrogate to demonstrate the theoretical properties of the proposed Monte Carlo convergence diagnostic. The diagnostic is applied to 1-D slab problems and quantifies the error associated with tallying the neutron progeny before an asymptotic distribution is achieved. The results show that the default value of 10 for the number of generations used in MCNP is acceptable for most classes of problems. (authors)

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Monte Carlo Perturbation Theory Estimates of Sensitivities to System Dimensions

Here, Monte Carlo methods are developed using adjoint-based perturbation theory and the differential operator method to compute the sensitivities of the k-eigenvalue, linear functions of the flux (reaction rates), and bilinear functions of the forward and adjoint flux (kinetics parameters) to system dimensions for uniform expansions or contractions. The calculation of sensitivities to system dimensions requires computing scattering and fission sources at material interfaces using collisions occurring at the interface—which is a set of events with infinitesimal probability. Kernel density estimators are used to estimate the source at interfaces using collisions occurring near the interface. The methods for computing sensitivities of linear and bilinear ratios are derived using the differential operator method and adjoint-based perturbation theory and are shown to be equivalent to methods previously developed using a collision history–based approach. The methods for determining sensitivities to system dimensions are tested on a series of fast, intermediate, and thermal critical benchmarks as well as a pressurized water reactor benchmark problem with iterated fission probability used for adjoint-weighting. The estimators are shown to agree within 5% and 3σ of reference solutions obtained using direct perturbations with central differences for the majority of test problems.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Low-Rank Solution Methods for Stochastic Eigenvalue Problems

In this report, we study efficient solution methods for stochastic eigenvalue problems arising from discretization of self-adjoint partial differential equations with random data, where the underlying operators depend linearly on the random parameters. With the stochastic Galerkin approach, the solutions are represented as generalized polynomial chaos expansions. When these solutions can be approximated well by low-rank objects, we introduce a low-rank variant of the inverse subspace iteration algorithm for computing one or several minimal eigenvalues and corresponding eigenvectors of parameter-dependent matrices. In the algorithm, the iterates are approximated by low-rank matrices, which leads to significant cost savings. Furthermore, the algorithm is tested on two benchmark problems, a stochastic diffusion problem with some poorly separated eigenvalues, and an operator derived from a discrete stochastic Stokes problem whose minimal eigenvalue is related to the inf-sup stability constant. Numerical experiments show that the low-rank algorithm produces accurate solutions compared to the Monte Carlo method, and it uses much less computational time than the original algorithm without low-rank approximation.

97 MATHEMATICS AND COMPUTING↗

Reduction by symmetries in singular quantum-mechanical problems: General scheme and application to Aharonov-Bohm model

We develop a general technique for finding self-adjoint extensions of a symmetric operator that respects a given set of its symmetries. Problems of this type naturally arise when considering two- and three-dimensional Schrödinger operators with singular potentials. The approach is based on constructing a unitary transformation diagonalizing the symmetries and reducing the initial operator to the direct integral of a suitable family of partial operators. We prove that symmetry preserving self-adjoint extensions of the initial operator are in a one-to-one correspondence with measurable families of self-adjoint extensions of partial operators obtained by reduction. The general scheme is applied to the three-dimensional Aharonov-Bohm Hamiltonian describing the electron in the magnetic field of an infinitely thin solenoid. We construct all self-adjoint extensions of this Hamiltonian, invariant under translations along the solenoid and rotations around it, and explicitly find their eigenfunction expansions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Consistent Adjoint Driven Importance Sampling using Space, Energy and Angle

For challenging radiation transport problems, hybrid methods combine the accuracy of Monte Carlo methods with the global information present in deterministic methods. One of the most successful hybrid methods is CADIS Consistent Adjoint Driven Importance Sampling. This method uses a deterministic adjoint solution to construct a biased source distribution and consistent weight windows to optimize a specific tally in a Monte Carlo calculation. The method has been implemented into transport codes using just the spatial and energy information from the deterministic adjoint and has been used in many applications to compute tallies with much higher figures-of-merit than analog calculations. CADIS also outperforms user-supplied importance values, which usually take long periods of user time to develop. This work extends CADIS to develop weight windows that are a function of the position, energy, and direction of the Monte Carlo particle. Two types of consistent source biasing are presented: one method that biases the source in space and energy while preserving the original directional distribution and one method that biases the source in space, energy, and direction. Seven simple example problems are presented which compare the use of the standard space/energy CADIS with the new space/energy/angle treatments.

Peplow, Douglas E.↗

Improved Sensitivity Relations in State Constrained Optimal Control

Sensitivity relations in optimal control provide an interpretation of the costate trajectory and the Hamiltonian, evaluated along an optimal trajectory, in terms of gradients of the value function. While sensitivity relations are a straightforward consequence of standard transversality conditions for state constraint free optimal control problems formulated in terms of control-dependent differential equations with smooth data, their verification for problems with either pathwise state constraints, nonsmooth data, or for problems where the dynamic constraint takes the form of a differential inclusion, requires careful analysis. In this paper we establish validity of both ‘full’ and ‘partial’ sensitivity relations for an adjoint state of the maximum principle, for optimal control problems with pathwise state constraints, where the underlying control system is described by a differential inclusion. The partial sensitivity relation interprets the costate in terms of partial Clarke subgradients of the value function with respect to the state variable, while the full sensitivity relation interprets the couple, comprising the costate and Hamiltonian, as the Clarke subgradient of the value function with respect to both time and state variables. These relations are distinct because, for nonsmooth data, the partial Clarke subdifferential does not coincide with the projection of the (full) Clarke subdifferential on the relevant coordinate space. We show for the first time (even for problems without state constraints) that a costate trajectory can be chosen to satisfy the partial and full sensitivity relations simultaneously. The partial sensitivity relation in this paper is new for state constraint problems, while the full sensitivity relation improves on earlier results in the literature (for optimal control problems formulated in terms of Lipschitz continuous multifunctions), because a less restrictive inward pointing hypothesis is invoked in the proof, and because it is validated for a stronger set of necessary conditions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Release of MCNP6.2 and WHISPER-1.1 - Guidance for NCS users

In 2017, a new version of the MCNP6 Monte Carlo code package was released: MCNP6.2. This is the first version of MCNP to include the WHISPER package to support sensitivity-uncertainty based nuclear criticality safety validation. The coding changes to MCNP6.2 physics are relatively insignificant. Corrections to the S(α,β) thermal scattering numerics are generally negligible relative to problem statistics (or, in rare cases, prevent aborts). Similarly, the changes to adjoint-weighting for computing kinetics parameters may result in small differences, generally negligible compared to problem statistics. The change to the MCNP6.2 geometry treatment to correctly handle coincident surfaces in problems with universe/fill features will produce different round-off in the geometry tracking. This will produce differences in results relative to previous versions, but those differences should be small relative to problem statistics, and are not a concern. An immediate benefit of using MCNP6.2 (rather than MCNP6.1) is that the new version is typically 1.5-2 times faster.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Data-Driven Machine Learning for Wind Plant Flow Modeling

In this study, we introduce a data-driven machine learning framework for improving the accuracy of wind plant flow models by learning turbulence model corrections based on data from higher-fidelity simulations. First, a high-dimensional PDE-constrained optimization problem is solved using gradient-based optimization with adjoints to determine optimal eddy viscosity fields that improve the agreement of a medium-fidelity Reynolds-Averaged Navier Stokes (RANS) model with large eddy simulations (LES). A supervised learning problem is then constructed to find general, predictive representations of the optimal turbulence closure. A machine learning technique using Gaussian process regression is trained to predict the eddy viscosity field based on local RANS flow field information like velocities, pressures, and their gradients. The Gaussian process is trained on LES simulations of a single turbine and implemented in a wind plant simulation with 36 turbines. We show improvement over the baseline RANS model with the machine learning correction, and demonstrate the ability to provide accurate confidence levels for the corrections that enable future uncertainty quantification studies.

17 WIND ENERGY↗

Extension of the DIF3D Code for Molten Salt Reactor Analysis

The molten salt reactor (MSR) with the fuel dissolved into the liquid salt has been selected as one of the six Generation-IV reactors due to its excellent characteristics in the aspects of sustainability, economy, passive safety, and resource utilization. In a MSR, the fuel salt is circulated throughout the whole system and thus some of delayed neutron precursors generated in the core decay in position of low importance or even out of the core. As a result, the multiplication factor (k-eff) of MSR is smaller than that of a reactor of stationary fuel when all the other conditions are same. Therefore, the neutronics code developed for stationary fuel cannot be applied directly to MSR analysis. In this paper, we describe the extension and application of the DIF3D code to MSR neutronics analysis. The DIF3D code system is a multi-group steady-state neutron diffusion and transport theory solver. It provides three flux solution options: finite-difference diffusion theory, nodal diffusion theory, and variational nodal transport theory methods. Eigenvalue, adjoint, fixed source and criticality (concentration) search problems are permitted. The DIF3D code has recently been modified to model the flowing fuel. To verify the new capability of DIF3D, the MSFR [4] core was analyzed with a wide range of velocity field of fuel salt and time spent outside of the core.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Constraining DALECv2 using multiple data streams and ecological constraints: analysis and application

We use a variational method to assimilate multiple data streams into the terrestrial ecosystem carbon cycle model DALECv2 (Data Assimilation Linked Ecosystem Carbon). Ecological and dynamical constraints have recently been introduced to constrain unresolved components of this otherwise ill-posed problem. We recast these constraints as a multivariate Gaussian distribution to incorporate them into the variational framework and we demonstrate their advantage through a linear analysis. By using an adjoint method we study a linear approximation of the inverse problem: firstly we perform a sensitivity analysis of the different outputs under consideration, and secondly we use the concept of resolution matrices to diagnose the nature of the ill-posedness and evaluate regularisation strategies. We then study the non-linear problem with an application to real data. Finally, we propose a modification to the model: introducing a spin-up period provides us with a built-in formulation of some ecological constraints which facilitates the variational approach.

58 GEOSCIENCES↗

An autoencoder compression approach for accelerating large-scale inverse problems

Abstract Partial differential equation (PDE)-constrained inverse problems are some of the most challenging and computationally demanding problems in computational science today. Fine meshes required to accurately compute the PDE solution introduce an enormous number of parameters and require large-scale computing resources such as more processors and more memory to solve such systems in a reasonable time. For inverse problems constrained by time-dependent PDEs, the adjoint method often employed to compute gradients and higher order derivatives efficiently requires solving a time-reversed, so-called adjoint PDE that depends on the forward PDE solution at each timestep. This necessitates the storage of a high-dimensional forward solution vector at every timestep. Such a procedure quickly exhausts the available memory resources. Several approaches that trade additional computation for reduced memory footprint have been proposed to mitigate the memory bottleneck, including checkpointing and compression strategies. In this work, we propose a close-to-ideal scalable compression approach using autoencoders to eliminate the need for checkpointing and substantial memory storage, thereby reducing the time-to-solution and memory requirements. We compare our approach with checkpointing and an off-the-shelf compression approach on an earth-scale ill-posed seismic inverse problem. The results verify the expected close-to-ideal speedup for the gradient and Hessian-vector product using the proposed autoencoder compression approach. To highlight the usefulness of the proposed approach, we combine the autoencoder compression with the data-informed active subspace (DIAS) prior showing how the DIAS method can be affordably extended to large-scale problems without the need for checkpointing and large memory.

Mathematics↗

Fast multiscale contrast independent preconditioners for linear elastic topology optimization problems

The goal of this work is to present a fast and viable approach for the numerical solution of the high-contrast state problems arising in topology optimization. The optimization process is iterative, and the gradients are obtained by an adjoint analysis, which requires the numerical solution of large high-contrast linear elastic problems with features spanning several length scales. The size of the discretized problems forces the utilization of iterative linear solvers with solution time dependent on the quality of the preconditioner. The lack of clear separation between the scales, as well as the high-contrast, imposes severe challenges on the standard preconditioning techniques. Thus, here we propose new methods for the high-contrast elasticity equation with performance independent of the high-contrast and the multi-scale structure of the elasticity problem. The solvers are based on two-levels domain decomposition techniques with a carefully constructed coarse level to deal with the high-contrast and multi-scale nature of the problem. The construction utilizes spectral equivalence between scalar diffusion and each displacement block of the elasticity problems and, in contrast to previous solutions proposed in the literature, is able to select the appropriate dimension of the coarse space automatically. The new methods inherit the advantages of domain decomposition techniques, such as easy parallelization and scalability. Finally, the presented numerical experiments demonstrate the excellent performance of the proposed methods.

97 MATHEMATICS AND COMPUTING↗

Adjoint sensitivity analysis of chaotic dynamical systems with non-intrusive least squares shadowing

This paper presents a discrete adjoint version of the recently developed non-intrusive least squares shadowing (NILSS) algorithm, which circumvents the instability that conventional adjoint methods encounter for chaotic systems. The NILSS approach involves solving a smaller minimization problem than other shadowing approaches and can be implemented with only minor modifications to preexisting tangent and adjoint solvers. Adjoint NILSS is demonstrated on a small chaotic ODE, a one-dimensional scalar PDE, and a direct numerical simulation (DNS) of the minimal flow unit, a turbulent channel flow on a small spatial domain. This is the first application of an adjoint shadowing-based algorithm to a three-dimensional turbulent flow. - Highlights: • A discrete adjoint non-intrusive least squares shadowing (NILSS) is presented. • The NILSS approach is closely related to multiple shooting shadowing (MSS). • Adjoint NILSS prevents exponential growth in time of the adjoint field. • Adjoint NILSS is demonstrated on a simulation of wall-bounded turbulent flow.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗