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FuSED Users Manual, 5.24

The Fusion of Simulation, Experiment, and Data (FuSED) team provides a set of tools for solving inverse problems in structural dynamics and thermal physics, and also sensor placement optimization via Optimal Experimental Design (OED). These methods are used for designing experiments, model calibration, and verification/validation analysis of systems. This document provides a user’s guide to the input for the three apps that are supported for these methods. Details of input specifications, output options, and optimization parameters are included.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Optimal-Order Preconditioners for Linear Systems Arising in the Semismooth Newton Solution of a Class of Control-Constrained Problems

We present a new multigrid preconditioner for the linear systems arising in the semismooth Newton method solution of certain control-constrained, quadratic distributed optimal control problems. Using a piecewise constant discretization of the control space, each semismooth Newton iteration essentially requires inverting a principal submatrix of the matrix entering the normal equations of the associated unconstrained optimal control problem, the rows (and columns) of the submatrix representing the constraints deemed inactive at the current iteration. Previously developed multigrid preconditioners for the aforementioned submatrices were based on constructing a sequence of conforming coarser spaces and proved to be of suboptimal quality for the class of problems considered. Instead, the multigrid preconditioner introduced in this work uses nonconforming coarse spaces, and it is shown that, under reasonable geometric assumptions on the constraints that are deemed inactive, the preconditioner approximates the inverse of the desired submatrix to optimal order. The preconditioner is tested numerically on a classical elliptic-constrained optimal control problem and further on a constrained image-deblurring problem.

97 MATHEMATICS AND COMPUTING↗

Invertible Neural Networks for Airfoil Design

We report the airfoil design problem, in which an engineer seeks a shape with desired performance characteristics, is fundamental to aerodynamics. Design workflows traditionally rely on iterative optimization methods using low-fidelity integral boundary-layer methods as higher-fidelity adjoint-based computational fluid dynamics methods are computationally expensive. Surrogate-based approaches can accelerate the design process but still rely on some iterative inverse design procedure. In this work, we leverage emerging invertible neural network (INN) tools to enable the rapid inverse design of airfoil shapes for wind turbines. INNs are specialized deep-learning models with well-defined inverse mappings. When trained appropriately, INN surrogate models are capable of forward prediction of aerodynamic and structural quantities for a given airfoil shape as well as inverse recovery of airfoil shapes with specified aerodynamic and structural characteristics. The INN approach offers a roughly 100 times speed-up compared to adjoint-based methods for inverse design. We demonstrate the INN tool for inverse design on three test cases of 100 airfoils each that satisfy the performance characteristics close to those of airfoils used in wind-turbine blades. All generated shapes satisfy the desired aerodynamic characteristics, demonstrating the success of the INN approach for inverse design of airfoils.

17 WIND ENERGY↗

Turning statistical physics models into materials design engines

Despite the success statistical physics has enjoyed at predicting the properties of materials for given parameters, the inverse problem, identifying which material parameters produce given, desired properties, is only beginning to be addressed. Recently, several methods have emerged across disciplines that draw upon optimization and simulation to create computer programs that tailor material responses to specified behaviors. However, so far the methods developed either involve black-box techniques, in which the optimizer operates without explicit knowledge of the material's configuration space, or require carefully tuned algorithms with applicability limited to a narrow subclass of materials. Here we introduce a formalism that can generate optimizers automatically by extending statistical mechanics into the realm of design. The strength of this approach lies in its capability to transform statistical models that describe materials into optimizers to tailor them. Here, by comparing against standard black-box optimization methods, we demonstrate how optimizers generated by this formalism can be faster and more effective, while remaining straightforward to implement. The scope of our approach includes possibilities for solving a variety of complex optimization and design problems concerning materials both in and out of equilibrium.

36 MATERIALS SCIENCE↗

Optimal experimental design for prediction based on push-forward probability measures

Incorporating experimental data is essential for increasing the credibility of simulation-aided decision making and design. This paper presents a method which uses a computational model to guide the optimal acquisition of experimental data to produce data-informed predictions of quantities of interest (QoI). Many strategies for optimal experimental design (OED) select data that maximize some utility that measures the reduction in uncertainty of uncertain model parameters, for example the expected information gain between prior and posterior distributions of these parameters. In this paper, we seek to maximize the expected information gained from the pushforward of an initial (prior) density to the push-forward of the updated (posterior) density through the parameter-to-prediction map. The formulation presented is based upon the solution of a specific class of stochastic inverse problems which seeks a probability density that is consistent with the model and the data in the sense that the push-forward of this density through the parameter-to-observable map matches a target density on the observable data. While this stochastic inverse problem forms the mathematical basis for our approach, we develop a one-step algorithm, focused on push-forward probability measures, that leverages inference-for-prediction to bypass constructing the solution to the stochastic inverse problem. A number of numerical results are presented to demonstrate the utility of this optimal experimental design for prediction and facilitate comparison of our approach with traditional OED.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A greedy Galerkin method to efficiently select sensors for linear dynamical systems

A key challenge in inverse problems is the selection of sensors to gather the most effective data. In this paper, we consider the problem of inferring the initial condition to a linear dynamical system and develop an efficient control-theoretical approach for greedily selecting sensors. Our method employs a Galerkin projection to reduce the size of the inverse problem, resulting in a computationally efficient algorithm for sensor selection. As a byproduct of our algorithm, we obtain a preconditioner for the inverse problem that enables the rapid recovery of the initial condition. Here, we analyze the theoretical performance of our greedy sensor selection algorithm as well as the performance of the associated preconditioner. Finally, we verify our theoretical results on various inverse problems involving partial differential equations.

97 MATHEMATICS AND COMPUTING↗

FuSED – Users Manual – (V.5.26)

The Fusion of Simulation, Experiment, and Data (FuSED) team provides a set of tools for solving inverse problems in structural dynamics (InverseSD) and thermal physics (InverseAria), a sensor placement optimization tool via Optimal Experimental Design (OED), and a decision boundary tool using SVMs (TRACE). These methods are used for designing experiments, model calibration, and verification/validation analysis of systems. This document provides a user’s guide.

97 MATHEMATICS AND COMPUTING↗

Analytic continuation of noisy data using Adams Bashforth residual neural network

We propose a data-driven learning framework for the analytic continuation problem in numerical quantum many-body physics. Designing an accurate and efficient framework for the analytic continuation of imaginary time using computational data is a grand challenge that has hindered meaningful links with experimental data. The standard Maximum Entropy (MaxEnt)-based method is limited by the quality of the computational data and the availability of prior information. Also, the MaxEnt is not able to solve the inversion problem under high level of noise in the data. Here we introduce a novel learning model for the analytic continuation problem using a Adams-Bashforth residual neural network (AB-ResNet). Additionally, the advantage of this deep learning network is that it is model independent and, therefore, does not require prior information concerning the quantity of interest given by the spectral function. More importantly, the ResNet-based model achieves higher accuracy than MaxEnt for data with higher level of noise. Finally, numerical examples show that the developed AB-ResNet is able to recover the spectral function with accuracy comparable to MaxEnt where the noise level is relatively small.

97 MATHEMATICS AND COMPUTING↗

Large-Scale Optimization with Linear Equality Constraints Using Reduced Compact Representation

For optimization problems with linear equality constraints, we prove that the (1,1) block of the inverse KKT matrix remains unchanged when projected onto the nullspace of the constraint matrix. In this work, we develop reduced compact representations of the limited-memory inverse BFGS Hessian to compute search directions efficiently when the constraint Jacobian is sparse. Orthogonal projections are implemented by a sparse QR factorization or a preconditioned LSQR iteration. In numerical experiments two proposed trust-region algorithms improve in computation times, often significantly, compared to previous implementations of related algorithms and compared to IPOPT.

97 MATHEMATICS AND COMPUTING↗

A geometric projection method for designing three-dimensional open lattices with inverse homogenization

Topology optimization is a methodology for assigning material or void to each point in a design domain in a way that extremizes some objective function, such as the compliance of a structure under given loads, subject to various imposed constraints, such as an upper bound on the mass of the structure. Geometry projection is a means to parameterize the topology optimization problem, by describing the design in a way that is independent of the mesh used for analysis of the design's performance; it results in many fewer design parameters, necessarily resolves the ill-posed nature of the topology optimization problem, and provides sharp descriptions of the material interfaces. We extend previous geometric projection work to 3 dimensions and design unit cells for lattice materials using inverse homogenization. We perform a sensitivity analysis of the geometric projection and show it has smooth derivatives, making it suitable for use with gradient-based optimization algorithms. The technique is demonstrated by designing unit cells comprised of a single constituent material plus void space to obtain light, stiff materials with cubic and isotropic material symmetry. Here, we also design a single-constituent isotropic material with negative Poisson's ratio and a light, stiff material comprised of 2 constituent solids plus void space.

42 ENGINEERING↗

SU-F-T-342: Dosimetric Constraint Prediction Guided Automatic Mulit-Objective Optimization for Intensity Modulated Radiotherapy

Purpose: For intensity modulated radiotherapy, the plan optimization is time consuming with difficulties of selecting objectives and constraints, and their relative weights. A fast and automatic multi-objective optimization algorithm with abilities to predict optimal constraints and manager their trade-offs can help to solve this problem. Our purpose is to develop such a framework and algorithm for a general inverse planning. Methods: There are three main components contained in this proposed multi-objective optimization framework: prediction of initial dosimetric constraints, further adjustment of constraints and plan optimization. We firstly use our previously developed in-house geometry-dosimetry correlation model to predict the optimal patient-specific dosimetric endpoints, and treat them as initial dosimetric constraints. Secondly, we build an endpoint(organ) priority list and a constraint adjustment rule to repeatedly tune these constraints from their initial values, until every single endpoint has no room for further improvement. Lastly, we implement a voxel-independent based FMO algorithm for optimization. During the optimization, a model for tuning these voxel weighting factors respecting to constraints is created. For framework and algorithm evaluation, we randomly selected 20 IMRT prostate cases from the clinic and compared them with our automatic generated plans, in both the efficiency and plan quality. Results: For each evaluated plan, the proposed multi-objective framework could run fluently and automatically. The voxel weighting factor iteration time varied from 10 to 30 under an updated constraint, and the constraint tuning time varied from 20 to 30 for every case until no more stricter constraint is allowed. The average total costing time for the whole optimization procedure is ∼30mins. By comparing the DVHs, better OAR dose sparing could be observed in automatic generated plan, for 13 out of the 20 cases, while others are with competitive results. Conclusion: We have successfully developed a fast and automatic multi-objective optimization for intensity modulated radiotherapy. This work is supported by the National Natural Science Foundation of China (No: 81571771)

60 APPLIED LIFE SCIENCES↗

Minimizing Optimal Transport for Functions with Fixed-Size Nodal Sets

Consider the class of zero-mean functions with fixed L ∞ and L 1 norms and exactly N ϵ N nodal points. Which functions f minimize W p (f + ,f – ), the Wasserstein distance between the measures whose densities are the positive and negative parts? We provide a complete solution to this minimization problem on the line and the circle, which provides sharp constants for previously proven “uncertainty principle”-type inequalities, i.e., lower bounds on N • W p (f + ,f – ). We further show that, while such inequalities hold in many metric measure spaces, they are no longer sharp when the non-branching assumption is violated; indeed, for metric star-graphs, the optimal lower bound on W p (f + ,f – ) is not inversely proportional to the size of the nodal set, N. Here, based on similar reductions, we make connections between the analogous problem of minimizing W p (f + ,f – ) for f defined on Ω C R d with an equivalent optimal domain partition problem.

97 MATHEMATICS AND COMPUTING↗

Forward and inverse modeling of fault transmissibility in subsurface flows

Characterizing physical properties of faults, such as their transmissibility, is crucial for performing predictive numerical simulation of subsurface flows, such as those encountered in petroleum engineering and remediation of subsurface contamination. Here, this paper provides a complete investigation of the inverse problem for fault transmissibility in subsurface flow models, under appropriate assumptions on fault structure. In particular, the following aspects are considered: 1) fault modeling and well-posedness of the forward problem; 2) finite element (FEM) discretizations of the forward problem and their rigorous a priori convergence analysis; 3) Well-posedness of the Bayesian inverse problem, FEM discretization of the infinite dimensional Bayesian inverse formulation, and its rigorous a priori analysis. Moreover, computation of the maximum a posteriori (MAP) point via fast inexact Newton-conjugate gradient optimization and a Laplace approximation of the Bayesian posterior are also presented. Numerical results illustrate the use of the proposed fault model in forward and inverse problems for subsurface flows in two dimensional domains with multiple faults.

97 MATHEMATICS AND COMPUTING↗

Learning viscoelasticity models from indirect data using deep neural networks

In this study, we propose a novel approach to model viscoelasticity materials, where rate-dependent and non-linear constitutive relationships are approximated with deep neural networks. We assume that inputs and outputs of the neural networks are not directly observable, and therefore common training techniques with input–output pairs for the neural networks are inapplicable. To that end, we develop a novel computational approach to both calibrate parametric and learn neural-network-based constitutive relations of viscoelasticity materials from indirect displacement data in the context of multiple-physics systems. We show that limited displacement data holds sufficient information to quantify the viscoelasticity behavior. We formulate the inverse computation – modeling viscoelasticity properties from observed displacement data – as a PDE-constrained optimization problem and minimize the error functional using a gradient-based optimization method. The gradients are computed by a combination of automatic differentiation and implicit function differentiation rules. The effectiveness of our method is demonstrated through numerous benchmark problems in geomechanics and porous media transport.

97 MATHEMATICS AND COMPUTING↗

Sequential ensemble transform for Bayesian inverse problems

In this work, we present the Sequential Ensemble Transform (SET) method, an approach for generating approximate samples from a Bayesian posterior distribution. The method explores the posterior distribution by solving a sequence of discrete optimal transport problems to produce a series of transport plans which map prior samples to posterior samples. We prove that the sequence of Dirac mixture distributions produced by the SET method converges weakly to the true posterior as the sample size approaches infinity. Furthermore, our numerical results indicate that, when compared to standard Sequential Monte Carlo (SMC) methods, the SET approach is more robust to the choice of Markov mutation kernels and requires less computational efforts to reach a similar accuracy when used to explore complex posterior distributions. Finally, we describe adaptive schemes that allow to completely automate the use of the SET method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Closed-Form Approximation of the Total Variation Proximal Operator

Total variation (TV) is a widely used function for regularizing imaging inverse problems that is particularly appropriate for images whose underlying structure is piecewise constant. TV regularized optimization problems are typically solved using proximal methods, but the way in which they are applied is constrained by the absence of a closed-form expression for the proximal operator of the TV function. A closed-form approximation of the TV proximal operator has previously been proposed, but its accuracy was not theoretically explored in detail. Here, we address this gap by making several new theoretical contributions, proving that the approximation leads to a proximal operator of some convex function, it is equivalent to a gradient descent step on a smoothed version of TV, and that its error can be fully characterized and controlled with its scaling parameter. We experimentally validate our theoretical results on image denoising and sparse-view computed tomography (CT) image reconstruction.

97 MATHEMATICS AND COMPUTING↗

Transient and Steady-State Inverse Problems in Sierra/Aria

Inverse problems arise in a wide range of applications, whenever unknown model parameters cannot be measured directly. Instead, the unknown parameters are estimated using experimental data and forward simulations. Thermal inverse problems, such as material characterization problems, are often large-scale and transient. Therefore, they require intrusive adjoint-based gradient implementations in order to be solved efficiently. The capability to solve large-scale transient thermal inverse problems using an adjoint-based approach was recently implemented in SNL Sierra Mechanics, a massively parallel capable multiphysics code suite. This report outlines the theory, optimization formulation, and path taken to implement thermal inverse capabilities in Sierra within a unit test framework. The capability utilizes Sierra/Aria and Sierra/Fuego data structures, the Rapid Optimization Library, and an interface to the Sierra/InverseOpt library. The existing Sierra/Aria time integrator is leveraged to implement a time-dependent adjoint solver.

97 MATHEMATICS AND COMPUTING↗