Search NASA⌕ Search

SEARCH · Search NASA

Results for “Newton algorithm”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 127 records · Page 7

Machine Learning Algorithms for Matching Theories, Simulations, and Observations in Cosmology (Final Project)

The search for simple and elegant equations to explain and predict observable natural phenomena has been a driving force in scientific theory for several centuries. The great successes of Newton's laws, Maxwell's equations, the Schrodinger equation, and the theory of General Relativity have encouraged this perspective, and perhaps a beautiful equation comprising a “theory of everything” remains to be discovered. But now scientists are grappling with systems of ever-increasing complexity, fraught with nonlinearity, and with the quantities of interest often only indirectly observed. Nature may resist a simple description, and the most important discoveries of the next century may be complex theories with countless variables and parameters. The era of big data opens up a promising new approach to scientific discovery in this setting. The predictions of modern theories, even if complex or nonlinear, can be examined through detailed and computationally-intensive simulations that take days or weeks to run and fill petabytes of disk space. The upcoming generation of scientific instruments will provide petabytes of observations at unprecedented resolution and depth. The challenge is to compare data to simulations so as to test theories and identify those that best match the observations. The data are numerous and rich but are subject to noise and various systematic biases. The simulations are large and detailed but are so costly that the effective sample size is small. Moreover, the mapping from data to simulation to the parameters of interest is typically complicated and ill-conditioned. Although these challenges, and the solutions we propose, apply across the sciences, we will ground our efforts by focusing on cosmology. Here, we are truly entering the era of big data in several senses. Ever larger experiments survey larger and larger cosmological volumes, resulting in enormous amounts of pixel data to process and extract the information of cosmological interest. These include large imaging surveys, which collect all the light in broad wavelength ranges over significant fractions of the sky, and spectroscopic surveys, which measure the light as a function of wavelength to map out 3D distances. These experiments are designed to shed light on the big unanswered questions in cosmology. Distilling the petabytes of data into observed quantities for comparison with theory is a daunting task. But these large experiments do not only result in large amounts of data to analyze: if we wish to compare to theories of physics, then we need increasingly extensive predictions for the observed quantities as well, which requires ever-larger cosmological simulations that take substantial -- and at times prohibitive -- computational resources to produce. Our goal is to develop statistical and machine learning methods for using observed and simulated data to advance machine learning with applications cosmology. In particular, we focus our research efforts on the following tasks: The challenge for automated science is that it is computationally impossible and statistically dangerous to consider every possible model in order to find the best one. We will develop Bayesian Optimization based active-learning methods that accelerate both the execution of the simulations and the search for best-fitting parameters. The key idea is to make the simulations adaptive -- across resolutions, time, and parameters -- using the data to search as the simulation runs; Most ML methods operate on simple finite dimensional feature vectors. However, many cosmology and other science applications require ML methods that can operate on more complex objects as inputs or outputs such as functions, distributions, or sets and point clouds. Our goal is to develop efficient ML methods for this problem and demonstrate their applicability in Cosmology, Astrophysics, and other science problems.

79 ASTRONOMY AND ASTROPHYSICS↗

Compact representations of structured BFGS matrices

For general large-scale optimization problems compact representations exist in which recursive quasi-Newton update formulas are represented as compact matrix factorizations. For problems in which the objective function contains additional structure, recent structured quasi-Newton methods exploit available second-derivative information and approximate unavailable second derivatives. Here, this article develops the compact representations of two structured Broyden-Fletcher-Goldfarb-Shanno update formulas. The compact representations enable efficient limited memory and initialization strategies. Two limited memory line search algorithms are described for which extensive numerical results demonstrate the efficacy of the algorithms, including comparisons to IPOPT on large machine learning problems, and to L-BFGS on a real world large scale ptychographic imaging application.

97 MATHEMATICS AND COMPUTING↗

An adaptive scalable fully implicit algorithm based on stabilized finite element for reduced visco-resistive MHD

The magnetohydrodynamics (MHD) equations are continuum models used in the study of a wide range of plasma physics systems, including the evolution of complex plasma dynamics in tokamak disruptions. However, efficient numerical solution methods for MHD are extremely challenging due to disparate time and length scales, strong hyperbolic phenomena, and nonlinearity. Additionally, therefore the development of scalable, implicit MHD algorithms and high-resolution adaptive mesh refinement strategies is of considerable importance. In this work, we develop a high-order stabilized finite-element algorithm for the reduced visco-resistive MHD equations based on the MFEM finite element library (mfem.org). The scheme is fully implicit, solved with the Jacobian-free Newton-Krylov (JFNK) method with a physics-based preconditioning strategy. Our preconditioning strategy is a generalization of the physics-based preconditioning methods in Chacón et al. (2002) to adaptive, stabilized finite elements. Algebraic multigrid methods are used to invert sub-block operators to achieve scalability. A parallel adaptive mesh refinement scheme with dynamic load-balancing is implemented to efficiently resolve the multi-scale spatial features of the system. Our implementation uses the MFEM framework, which provides arbitrary-order polynomials and flexible adaptive conforming and non-conforming meshes capabilities. Results demonstrate the accuracy, efficiency, and scalability of the implicit scheme in the presence of large scale disparity. The potential of the AMR approach is demonstrated on an island coalescence problem in the high Lundquist-number regime (≥ 10 7 ) with the successful resolution of plasmoid instabilities and thin current sheets.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multilevel well modeling in aggregation-based nonlinear multigrid for multiphase flow in porous media

A full approximation scheme (FAS) nonlinear multigrid solver for two-phase flow and transport problems driven by wells with multiple perforations is developed here. It is an extension to our previous work on FAS solvers for diffusion and transport problems. The solver is applicable to discrete problems defined on unstructured grids as the coarsening algorithm is aggregation-based and algebraic. To construct coarse basis that can better capture the radial flow near wells, coarse grids in which perforated well cells are not near the coarse-element interface are desired. This is achieved by an aggregation algorithm proposed in this paper that makes use of the location of well cells in the cell-connectivity graph. Numerical examples in which the FAS solver is compared against Newton's method on benchmark problems are given. In particular, for a refined version of the SAIGUP model, the FAS solver is at least 35% faster than Newton's method for time steps with a CFL number greater than 10.

58 GEOSCIENCES↗

Pre-conditioned BFGS-based uncertainty quantification in elastic full-waveform inversion

SUMMARY Full-waveform inversion has become an essential technique for mapping geophysical subsurface structures. However, proper uncertainty quantification is often lacking in current applications. In theory, uncertainty quantification is related to the inverse Hessian (or the posterior covariance matrix). Even for common geophysical inverse problems its calculation is beyond the computational and storage capacities of the largest high-performance computing systems. In this study, we amend the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm to perform uncertainty quantification for large-scale applications. For seismic inverse problems, the limited-memory BFGS (L-BFGS) method prevails as the most efficient quasi-Newton method. We aim to augment it further to obtain an approximate inverse Hessian for uncertainty quantification in FWI. To facilitate retrieval of the inverse Hessian, we combine BFGS (essentially a full-history L-BFGS) with randomized singular value decomposition to determine a low-rank approximation of the inverse Hessian. Setting the rank number equal to the number of iterations makes this solution efficient and memory-affordable even for large-scale problems. Furthermore, based on the Gauss–Newton method, we formulate different initial, diagonal Hessian matrices as pre-conditioners for the inverse scheme and compare their performances in elastic FWI applications. We highlight our approach with the elastic Marmousi benchmark model, demonstrating the applicability of pre-conditioned BFGS for large-scale FWI and uncertainty quantification.

58 GEOSCIENCES↗

Solving Eco-Driving Problems Using Indirect Collocation Method and Smooth Representation

Here, we discuss the eco-driving problem, considering both electric and conventional powertrains, and presents a pathway to solving it numerically using an indirect collocation method. Despite the low-order system dynamics, the piecewise fuel/efficiency map, gear shifting, and real-world traffic/road situations bring system discontinuities/switchings and pure state constraints into the problem formulation, which make the problem highly nonlinear and nontrivial to solve. This letter introduces smooth approximations to convert the original problem to an unconstrained (and penalized) smooth boundary-value problem. This approach eliminates the discussion of the switching structure and leads to a lightweight Newton-method-based solution procedure.

42 ENGINEERING↗

Efficient and robust stability analysis in the internal energy, volume, and moles (UVN) space

Hydrodynamic simulation of fluids in vessels is often based on the internal energy (U), volume (V), and the number of moles of all components ( re N = N 1 , N 2 , ..., N n ) as the working variables to determine the thermodynamic state by finding the global maximum of entropy. The procedure of finding the equilibrium state may be divided into two steps: stability analysis and phase-split computations. Stability analysis is performed first, and the phase-split computation proceeds if the system is unstable. Most of the past work on UVN space has been based on phase-split computations, while the stability analysis is barely investigated. Furthermore, previous studies for the stability analysis use only Newton's method to solve the non-linear algebraic equations. We present an efficient and robust approach for stability analysis where UVN is specified. The successive substitution iteration (SSI) is used to provide good initial guesses for Newton's method. The proposed approach results in a reduced number of unknowns and does not require a large number of iterations to achieve convergence in Newton's method. Overall, our proposed formulation is compatible with different equations of state and is applicable to both pure component and multi-components. The robustness and efficiency of the algorithm for stability analysis are demonstrated in various examples.

02 PETROLEUM↗

A fast algorithm for parabolic PDE-based inverse problems based on Laplace transforms and flexible Krylov solvers

We consider the problem of estimating parameters in large-scale weakly nonlinear inverse problems for which the underlying governing equations is a linear, time-dependent, parabolic partial differential equation. A major challenge in solving these inverse problems using Newton-type methods is the computational cost associated with solving the forward problem and with repeated construction of the Jacobian, which represents the sensitivity of the measurements to the unknown parameters. Forming the Jacobian can be prohibitively expensive because it requires repeated solutions of the forward and adjoint time-dependent parabolic partial differential equations corresponding to multiple sources and receivers. We propose an efficient method based on a Laplace transform-based exponential time integrator combined with a flexible Krylov subspace approach to solve the resulting shifted systems of equations efficiently. Our proposed solver speeds up the computation of the forward and adjoint problems, thus yielding significant speedup in total inversion time. We consider an application from Transient Hydraulic Tomography (THT), which is an imaging technique to estimate hydraulic parameters related to the subsurface from pressure measurements obtained by a series of pumping tests. The algorithms discussed are applied to a synthetic example taken from THT to demonstrate the resulting computational gains of this proposed method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Fracture Network and Fluid Flow Imaging for Enhanced Geothermal Systems Applications from Multi-Dimensional Electrical Resistivity Structure

We have developed an algorithm for the inversion of magnetotelluric (MT) data to a 3D earth resistivity model based upon the finite element method. Hexahedral edge finite elements are implemented to accommodate discontinuities in the electric field across resistivity boundaries, and to accurately simulate topographic variations. All matrices are reduced and solved using direct solution modules which avoids ill-conditioning endemic to iterative solvers such as conjugate gradients, principally PARDISO for the finite element system and PLASMA for the parameter step estimate. Large model parameterizations can be handled by transforming the Gauss-Newton estimator to data-space form. Accuracy of the forward problem and jacobians has been checked by comparison to integral equations results and by limiting asymptotes. Inverse accuracy and performance has been verified against the public Dublin Secret Test Model 2 and the well-known Mount St Helens 3D MT data set. This algorithm we believe is the most capable yet for forming 3D images of earth resistivity structure and their implications for geothermal fluids and pathways.

15 GEOTHERMAL ENERGY↗

An Early Investigation of the HHL Quantum Linear Solver for Scientific Applications

In this paper, we explore using the Harrow–Hassidim–Lloyd (HHL) algorithm to address scientific and engineering problems through quantum computing, utilizing the NWQSim simulation package on a high-performance computing platform. Focusing on domains such as power-grid management and climate projection, we demonstrate the correlations of the accuracy of quantum phase estimation, along with various properties of coefficient matrices, on the final solution and quantum resource cost in iterative and non-iterative numerical methods such as the Newton–Raphson method and finite difference method, as well as their impacts on quantum error correction costs using the Microsoft Azure Quantum resource estimator. We summarize the exponential resource cost from quantum phase estimation before and after quantum error correction and illustrate a potential way to reduce the demands on physical qubits. This work lays down a preliminary step for future investigations, urging a closer examination of quantum algorithms’ scalability and efficiency in domain applications.

hybrid software for QC-HPC↗

Fast GPU 3D diffeomorphic image registration

3D image registration is one of the most fundamental and computationally expensive operations in medical image analysis. Here, we present a mixed-precision, Gauss–Newton–Krylov solver for diffeomorphic registration of two images. Our work extends the publicly available CLAIRE library to GPU architectures. Despite the importance of image registration, only a few implementations of large deformation diffeomorphic registration packages support GPUs. Our contributions are new algorithms to significantly reduce the run time of the two main computational kernels in CLAIRE: calculation of derivatives and scattered-data interpolation. Additionally, we deploy (i) highly-optimized, mixed-precision GPU-kernels for the evaluation of scattered-data interpolation, (ii) replace Fast-Fourier-Transform (FFT)-based first-order derivatives with optimized 8th-order finite differences, and (iii) compare with state-of-the-art CPU and GPU implementations. As a highlight, we demonstrate that we can register clinical images in less than 6 s on a single NVIDIA Tesla V100. This amounts to over 20 speed-up over the current version of CLAIRE and over 30 speed-up over existing GPU implementations.

97 MATHEMATICS AND COMPUTING↗

An improved hyperbolic embedding algorithm

Because hyperbolic space has properties that make it amenable to graph representations, there is significant interest in scalable hyperbolic-space embedding methods. These embeddings enable constant-time approximation of shortest-path distances, and so are significantly more efficient than full shortest-path computations. In this article, we improve on existing landmark-based hyperbolic embedding algorithms for large-scale graphs. Whereas previous methods compute the embedding by using the derivative-free Nelder–Mead simplex optimization method, our approach uses the limited-memory BFGS (LBFGS) method, which is quasi-Newton optimization, with analytic gradients. Our method is not only significantly faster but also produces higher-quality embeddings. Moreover, we are able to include the hyperbolic curvature as a variable in the optimization. We compare our hyperbolic embedding method implementation in Python (called Hypy) against the best publicly available software, Rigel. Our method is an order of magnitude faster and shows significant improvements in the accuracy of the shortest-path distance calculations. Furthermore, tests are performed on a variety of real-world networks, and we show the scalability of our method by embedding a graph with 1.8 billion edges and 65 million nodes.

97 MATHEMATICS AND COMPUTING↗

Development of the finite slab geometry in the NORA code

In this work we develop the complete linearization formalism for the radiation transfer equation in slab geometry. This development was motivated by an observed convergence instability arising from the NORA code’s inner boundary while modeling a suite of simple test problems in slab geometry presented at the Line Transfer Workshop held in LLNL in May of 2019. The convergence issue was seen to emerge early on in Newton-Raphson iterations. These test problems required parameters in the former NORA inner boundary to achieve the asymptotic limit of zero incoming intensity. In this work we derive the limiting case directly to gain insight into the former algorithm’s pathology.

97 MATHEMATICS AND COMPUTING↗

Reduced‐cost sparsity‐exploiting algorithm for solving coupled‐cluster equations

We present an algorithm for reducing the computational work involved in coupled‐cluster (CC) calculations by sparsifying the amplitude correction within a CC amplitude update procedure. We provide a theoretical justification for this approach, which is based on the convergence theory of inexact Newton iterations. We demonstrate by numerical examples that, in the simplest case of the CCD equations, we can sparsify the amplitude correction by setting, on average, roughly 90% nonzero elements to zeros without a major effect on the convergence of the inexact Newton iterations.

Brabec, Jiri↗

A Scalable Interior‐Point Gauss–Newton Method for PDE‐Constrained Optimization With Bound Constraints

Here, we present a scalable approach to solve a class of partial differential equation (PDE)‐constrained optimization problems with bound constraints. This approach utilizes a robust full‐space interior‐point (IP)‐Gauss–Newton optimization method. To cope with the poorly‐conditioned IP‐Gauss–Newton saddle‐point linear systems that need to be solved approximately, once per optimization step, we propose two spectrally related preconditioners. These preconditioners leverage the limited informativeness of data in regularized PDE‐constrained optimization problems. A block Gauss–Seidel preconditioner is proposed for the GMRES‐based solution of the IP‐Gauss–Newton linear systems. It is shown, for a large‐class of PDE‐ and bound‐constrained optimization problems, that the spectrum of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix is asymptotically independent of discretization and is not impacted by the ill‐conditioning that notoriously plagues interior‐point methods. We exploit symmetry of the IP‐Gauss–Newton linear systems and propose a regularization and log‐barrier Hessian preconditioner for the preconditioned conjugate gradient (PCG)‐based solution of the equivalent IP‐Gauss–Newton–Schur complement linear systems. The eigenvalues of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix, that are not equal to one, are identical to the eigenvalues of the regularization and log‐barrier Hessian preconditioned Schur complement matrix. The scalability of the approach is demonstrated on two example problems. The numerical solution of these optimization problems is shown to require a discretization independent number of IP‐Gauss–Newton linear solves. Furthermore, the linear systems are solved in a discretization and IP ill‐conditioning independent number of preconditioned Krylov subspace iterations. The parallel scalability of the preconditioner, achieved via algebraic multigrid component solvers when applicable, and the aforementioned algorithmic scalability permits a parallel scalable means to compute solutions of a large class of PDE‐ and bound‐constrained problems.

PDE-constrained optimization↗

Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization

Here, we consider unconstrained stochastic optimization problems with no available gradient information. Such problems arise in settings from derivative-free simulation optimization to reinforcement learning. We propose an adaptive sampling quasi-Newton method where we estimate the gradients using finite differences of stochastic function evaluations within a common random number framework. We develop modified versions of a norm test and an inner product quasi-Newton test to control the sample sizes used in the stochastic approximations and provide global convergence results to the neighborhood of a locally optimal solution. We present numerical experiments on simulation optimization problems to illustrate the performance of the proposed algorithm. When compared with classical zeroth-order stochastic gradient methods, we observe that our strategies of adapting the sample sizes significantly improve performance in terms of the number of stochastic function evaluations required.

97 MATHEMATICS AND COMPUTING↗

Robust Time-Varying Parameter Identification for Composite Load Modeling

With the increasing integration of uncertain resources, e.g., renewables, electric vehicles, and demand responses, it is imperative to understand the characteristics of loads for power system analysis and control. Challenges of load modeling come from a variety of load components and time-varying compositions. In addition, the existence of outliers in measurements further complicates the problem. This paper proposes a robust time-varying parameter identification technique for composite ZIP and induction motor load models. A batch-model regression form, including time-varying parameters, is established based on state transition models and observation models with current observations and previous predictions to guarantee data redundancy. To deal with outliers, down-weighting coefficients of measurements are calculated with a projection statistics approach. Based on the batch-model regression and the down-weighting coefficients, parameter identification at each sample time is formulated as a weighted least squares optimization, which is solved by the Newton-Raphson approach with the previous estimated parameters as the initial iteration values. In addition, parameters' sensitivities to different outliers in measurements are analyzed. Results on the IEEE 57-bus system and IEEE 118-bus system show that the proposed algorithm can robustly identify time-varying parameters for the composite load models.

Composite load model↗

Adaptive Beam Loading Compensation in Room Temperature Bunching Cavities

In this paper we present the design, simulation, and proof of principle results of an optimization based adaptive feedforward algorithm for beam-loading compensation in a high impedance room temperature cavity. We begin with an overview of prior developments in beam loading compensation. Then we discuss different techniques for adaptive beam loading compensation and why the use of Newton?s Method is of interest for this application. This is followed by simulation and initial experimental results of this method.

43 PARTICLE ACCELERATORS↗