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At least 19 records

Demonstrating Computational Equivalence Between Continuous and Discrete Adjoint Methods by Calculating Time-Dependent Adjoint Solutions with Neutron Diffusion Models

The continuous adjoint method and the discrete adjoint method are two alternative approaches used to calculate adjoint solutions for adjoint systems. The continuous adjoint method derives adjoint equations analytically from continuous forward equations and then solves the adjoint equations either analytically or numerically in a discretized form whereas the discrete adjoint method calculates the adjoint solutions directly from the discretized forward equations. With regard to the methodology development and calculation procedure, distinct differences are well recognized between the two methods. For certain reasons, both methods are exclusively preferred and commonly used by different computational communities, but limited studies clarify the connections between the two adjoint methods from either of the communities. Herein, this paper demonstrates the computational equivalence between the continuous and discrete adjoint methods by investigating time-dependent adjoint solutions to the two-group neutron diffusion model in nuclear reactor analysis problems using both methods. Adjoint solutions can be used to estimate system parameters for reactor safety analysis. Appropriate final state conditions for the adjoint systems are specified in both of the methods, and the conditions are clarified with proper physical explanations. With the help of an event-based case study on neutron diffusion models, the accuracy of the time-dependent adjoint fluxes obtained from both methods is verified, and the pros and cons of both adjoint methods are examined. More importantly, the computational equivalence of both methods is demonstrated when they are applied to multigroup neutron diffusion systems. The advantage of calculating time-dependent adjoint fluxes by directly solving time-dependent adjoint systems rather than taking steady-state approximations as in common practice is also demonstrated.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

PETSc TSAdjoint: A Discrete Adjoint ODE Solver for First-Order and Second-Order Sensitivity Analysis

Here, we present a new software system PETSc TSAdjoint for first-order and second order adjoint sensitivity analysis of time-dependent nonlinear differential equations. The derivative calculation in PETSc TSAdjoint is essentially a high-level algorithmic differentiation process. The adjoint models are derived by differentiating the timestepping algorithms and implementing them based on the parallel infrastructure in PETSc. Full differentiation of the library code, including MPI routines, is avoided, and users do not need to derive their own adjoint models for their specific applications. PETSc TSAdjoint can compute the first-order derivative, that is, the gradient of a scalar functional, and the Hessian-vector product, which carries second-order derivative information, while requiring minimal input (a few callbacks) from the users. The adjoint model employs optimal checkpointing schemes in a manner that is transparent to users. Finally, usability, efficiency, and scalability are demonstrated through examples from a variety of applications.

79 ASTRONOMY AND ASTROPHYSICS↗

Probability of Initiation in Neutron Transport

We discuss the numerical solution of the nonlinear integro-differential equation for the probability of a divergent neutron chain in a stationary system (i.e., the probability of initiation (POI)). We follow the development described in Bell’s classic paper on the stochastic theory of neutron transport. As noted by Bell, the linearized form of this equation resembles the linear adjoint neutron transport equation. A matrix formalism for the discretized steady state (or forward) neutron equation in slab geometry is first developed and is then used to derive the discrete adjoint equation. A main advantage of this discrete development is that the resulting discrete adjoint equation does not depend upon how the multigroup cross sections for the forward problem are obtained. That is, we derive the discrete adjoint directly from the discrete forward equations rather than discretizing directly the adjoint equation. This also guarantees that the discrete adjoint operator is consistent with the inner product used to define the adjoint operator. We discuss three approaches for the numerical solution of the POI equations, and present numerical results on several test problems. The three solution methods are a simple fixed-point iteration, a second approach that is akin to a nonlinear Power iteration, and a third approach which uses a Newton-Krylov nonlinear solver. We also give sufficient conditions to guarantee the existence and uniqueness of nontrivial solutions to our discrete POI equations when the discrete system is supercritical, and that only the trivial solution exists when the discrete system is subcritical. Our approach is modeled after the analysis presented for the continuous POI equations by Mokhtar-Kharroubi and Jarmouni-Idrissi, and by Pazy and Rabinowitz.

42 ENGINEERING↗

Parallelizable adjoint stencil computations using transposed forward-mode algorithmic differentiation

Algorithmic differentiation (AD) is a tool for generating discrete adjoint solvers, which efficiently compute gradients of functions with many inputs, for example for use in gradient-based optimization. AD is often applied to large computations such as stencil operators, which are an important part of most structured-mesh PDE solvers. Stencil computations are often parallelized, for example by using OpenMP, and optimized by using techniques such as cache-blocking and tiling to fully utilize multicore CPUs and many-core accelerators and GPUs. Differentiating these codes with conventional reverse-mode AD results in adjoint codes that cannot be expressed as stencil operations and may not be easily parallelizable. They thus leave most of the compute power of modern architectures unused. We present a method that combines forward-mode AD and loop transformation to generate adjoint solvers that use the same memory access pattern as the original computation that they are derived from and can benefit from the same optimization techniques. The effectiveness of this method is demonstrated by generating a scalable adjoint CFD solver for multicore CPUs and Xeon Phi accelerators.

algorithmic differentiation↗

Optimal checkpointing for adjoint multistage time-stepping schemes

Here, we consider checkpointing strategies that minimize the number of recomputations needed when performing discrete adjoint computations using multistage time-stepping schemes that require computing several substeps within one complete time step. Specifically, we propose two algorithms that can generate optimal checkpoint-ing schedules under weak assumptions. The first is an extension of the seminal Revolve algorithm adapted to multistage schemes. The second algorithm, named CAMS, is developed based on dynamic programming, and it requires the least number of recomputations when compared with other algorithms. The CAMS algorithm is made publicly available in a library with bindings to C and Python. Numerical results show that the proposed algorithms can deliver up to two times the speedup compared with that of classical Revolve. Moreover, we discuss the utilization of the CAMS library in mature scientific computing libraries and demonstrate the ease of using it in an adjoint workflow. The proposed algorithms have been adopted by the PETSc TSAdjoint library. Their performance has been demonstrated with a large-scale PDE-constrained optimization problem on a leadership-class supercomputer. This work is a significant extension of the authors' conference paper.

97 MATHEMATICS AND COMPUTING↗

A non-intrusive parallel-in-time adjoint solver with the XBraid library

In this paper, an adjoint solver for the multigrid-in-time software library XBraid is presented. XBraid provides a non-intrusive approach for simulating unsteady dynamics on multiple processors while parallelizing not only in space but also in the time domain (XBraid: Parallel multigrid in time, http://llnl.gov/casc/xbraid). It applies an iterative multigrid reduction in time algorithm to existing spatially parallel classical time propagators and computes the unsteady solution parallel in time. Techniques from Automatic Differentiation are used to develop a consistent discrete adjoint solver which provides sensitivity information of output quantities with respect to design parameter changes. The adjoint code runs backwards through the primal XBraid actions and accumulates gradient information parallel in time. It is highly non-intrusive as existing adjoint time propagators can easily be integrated through the adjoint interface. The adjoint code is validated on advection-dominated flow with periodic upstream boundary condition. We report it provides similar strong scaling results as the primal XBraid solver and offers great potential for speeding up the overall computational costs for sensitivity analysis using multiple processors.

97 MATHEMATICS AND COMPUTING↗

Multi-scale topology optimization of multi-material structures with controllable geometric complexity — Applications to heat transfer problems

This study presents a topology optimization method to design assemblies of periodic cellular materials with controllable geometric complexity. The framework is based on a novel multi-scale and multi-material design model in which the structure, the layout of the material subdomains, and their micro-structures are optimized concurrently. To allow a tight control over its geometrical complexity, the layout at the macro-scale is described by level-set fields, parameterized by geometric primitives. The micro-scale geometry is represented through a density approach. A nonlinear programming algorithm drives the optimization process using design sensitivities computed by the discrete adjoint method. The proposed design framework is studied with heat transfer problems. Practical design problems, such as a heat sink and a thermal storage unit with phase change are discussed. The macro-scale analysis model relies on a generalized transient diffusion equation. At the micro-scale, homogenization is used to compute equivalent material properties. The numerical examples in this study show that the optimized multi-scale multi-material layouts outperform the corresponding mono-scale structures while maintaining geometric simplicity at the macro-scale level.

42 ENGINEERING↗

Computing the shape gradient of stellarator coil complexity with respect to the plasma boundary

Coil complexity is a critical consideration in stellarator design. The traditional two-step optimization approach, in which the plasma boundary is optimized for physics properties and the coils are subsequently optimized to be consistent with this boundary, can result in plasma shapes which cannot be produced with sufficiently simple coils. To address this challenge, we propose a method to incorporate considerations of coil complexity in the optimization of the plasma boundary. Coil complexity metrics are computed from the current potential solution obtained with the REGCOIL code (Landreman, Nucl. Fusion , vol. 57, 2017, 046003). While such metrics have previously been included in derivative-free fixed-boundary optimization (Drevlak et al. , Nucl. Fusion , vol. 59, 2018, 016010), we compute the local sensitivity of these metrics with respect to perturbations of the plasma boundary using the shape gradient (Landreman & Paul, Nucl. Fusion , vol. 58, 2018, 076023). We extend REGCOIL to compute derivatives of these metrics with respect to parameters describing the plasma boundary. In keeping with previous research on winding surface optimization (Paul et al. , Nucl. Fusion , vol. 58, 2018, 076015), the shape derivatives are computed with a discrete adjoint method. In contrast with the previous work, derivatives are computed with respect to the plasma surface parameters rather than the winding surface parameters. To further reduce the resolution required to compute the shape gradient, we present a more efficient representation of the plasma surface which uses a single Fourier series to describe the radial distance from a coordinate axis and a spectrally condensed poloidal angle. This representation is advantageous over the standard cylindrical representation used in the VMEC code (Hirshman & Whitson, Phys. Fluids , vol. 26, 1983, pp. 3553–3568), as it provides a uniquely defined poloidal angle, eliminating a null space in the optimization of the plasma surface. In comparison with previous spectral condensation methods (Hirshman & Breslau, Phys. Plasmas , vol. 5, 1998, p. 2664), the modified poloidal angle is obtained algebraically rather than through the solution of a nonlinear optimization problem. The resulting shape gradient highlights features of the plasma boundary that are consistent with simple coils and can be used to couple coil and fixed-boundary optimization.

Physics↗

Coupled Time-Lapse Full-Waveform Inversion for Subsurface Flow Problems Using Intrusive Automatic Differentiation

We describe a novel framework for estimating subsurface properties, such as rock permeability and porosity, from time-lapse observed seismic data by coupling full-waveform inversion (FWI), subsurface flow processes, and rock physics models. For the inverse modeling, we handle the back propagation of gradients by an intrusive automatic differentiation strategy that offers three levels of user control: (1) At the wave physics level, we adopted the discrete adjoint method in order to use our existing high-performance FWI code; (2) at the rock physics level, we used built-in automatic differentiation operators from the TensorFlow backend; (3) at the flow physics level, we implemented customized partial differential equation (PDE) operators for the multiphase flow equations. The three-level coupled inversion strategy strikes a good balance between computational efficiency and programming efforts, and when the gradients are chained together, it constitutes a coupled inverse system. Our numerical experiments demonstrate that the three-level coupled inverse problem is superior in terms of accuracy to a traditional decoupled inversion strategy. Additionally, our method is able to simultaneously invert for parameters in empirical relationships such as the rock physics models. Our proposed inverted model can be used for reservoir performance prediction and reservoir management/optimization purposes.

54 ENVIRONMENTAL SCIENCES↗

Juqbox.jl

The Juqbox.jl package implements functionality for solving the quantum optimal control problem for realizing logical gates in closed quantum systems. The dynamics of the quantum system is modeled by Schroedinger's equation, which takes to form of a linear system of ordinary differential equations (ODE). Juqbox.jl solves this ODE by numerical time stepping and applies a gradient-based optimization technique to determine control pulses for driving an initial state to a final state, according to the desired logical gate transformation. To evaluate the gradient, Juqbox.jl applies the ``first discretize, then optimize'' approach based on a discrete adjoint time stepping technique. The actual optimization is performed by the open source Ipopt libaray. Juqbox.jl is written in the Julia programming language which, among many other features, provides a convenient interface to the Ipopt library.

PETERSSON, NILSA.↗

Quandary

Quandary numerically simulates and optimizes the time-evolution of open quantum systems. The underlying dynamics are modelled by Lindblad's master equation, a linear ordinary differential equation (ODE) describing quantum systems interacting with the environment. Quandary solves this ODE numerically by applying a time-stepping integration scheme, and utilizes a gradient-based optimization approach to determine optimal control pulses that drive the quantum system to a desired target state. Two optimization objectives are considered: (a) Unitary gate optimization that finds controls to realize a unitary gate transformation, and (b) optimal reset that aims to drive the quantum system to the ground states. Gradient-based optimization schemes utilizing Petsc's Tao optimization package are applied to generate control pulses that minimize the respective measure. To evaluate the gradient of the objective function, the discrete adjoint method is used while leveraging techniques from Algorithmic Differentiation to produce exact and consistent gradients. To mitigate excessive execution run times, the software can be build together with the XBraid software library which provides a parallelization strategy to distribute the time-evolution of the underlying dynamics onto multiple processor.

Petersson, NilsA.↗

Linearization errors in discrete goal-oriented error estimation

This paper is concerned with goal-oriented a posteriori error estimation for nonlinear functionals in the context of nonlinear variational problems solved with continuous Galerkin finite element discretizations. A two-level, or discrete, adjoint-based approach for error estimation is considered. The traditional method to derive an error estimate in this context requires linearizing both the nonlinear variational form and the nonlinear functional of interest which introduces linearization errors into the error estimate. In this paper, we investigate these linearization errors. In particular, we develop a novel discrete goal-oriented error estimate that accounts for traditionally neglected nonlinear terms at the expense of greater computational cost. We demonstrate how this error estimate can be used to drive mesh adaptivity. Here, we show that accounting for linearization errors in the error estimate can improve its effectivity for several nonlinear model problems and quantities of interest. We also demonstrate that an adaptive strategy based on the newly proposed estimate can lead to more accurate approximations of the nonlinear functional with fewer degrees of freedom when compared to uniform refinement and traditional adjoint-based approaches.

42 ENGINEERING↗

Topology optimization of finite strain viscoplastic systems under transient loads [Dynamic topology optimization based on finite strain visco-plasticity]

In this paper, a transient finite strain viscoplastic model is implemented in a gradient-based topology optimization framework to design impact mitigating structures. The model's kinematics relies on the multiplicative split of the deformation gradient, and the constitutive response is based on isotropic hardening viscoplasticity. To solve the mechanical balance laws, the implicit Newmark-beta method is used together with a total Lagrangian finite element formulation. The optimization problem is regularized using a partial differential equation filter and solved using the method of moving asymptotes. Sensitivities required to solve the optimization problem are derived using the adjoint method. To demonstrate the capability of the algorithm, several protective systems are designed, in which the absorbed viscoplastic energy is maximized. Finally, the numerical examples demonstrate that transient finite strain viscoplastic effects can successfully be combined with topology optimization.

42 ENGINEERING↗

Plastic work constrained elastoplastic topology optimization

An elastoplastic topology optimization framework for limiting plastic work generation while maximizing stiffness is presented. The kinematics and constitutive model are based on finite strain linear isotropic hardening plasticity, and the balance laws are solved using a total Lagrangian finite element formulation. Aggregation of the specific plastic work combined with an adaptive normalization scheme efficiently constrains the maximum specific plastic work. The optimization problem is regularized using an augmented partial differential equation filter, and is solved by the method of moving asymptotes where path-dependent sensitivities are derived using the adjoint method. The numerical examples show a clear dependence on the optimized maximum stiffness structures for different levels of constrained specific plastic work. It is also shown that due to the history dependency of the plasticity, the load path significantly influences the structural performance and optimized topology.

42 ENGINEERING↗

SENSMG: First-Order Sensitivities of Neutron Reaction Rates, Reaction-Rate Ratios, Leakage, k eff , and α Using PARTISN

SENSMG is a tool for calculating the first-order sensitivities of reaction-rate ratios, k eff , and α in critical problems and reaction-rate ratios, reaction rates, and leakage in fixed-source problems to multigroup cross sections, isotope densities, material mass densities, and interface locations using the PARTISN multigroup discrete-ordinates code by implementing Generalized Perturbation Theory. SENSMG can be used for one-dimensional spherical and slab (r) and two-dimensional cylindrical (r-z) geometries. For fixed-source (leakage) problems, SENSMG relies on the MISC and/or SOURCES4C codes to compute neutron source rate densities from spontaneous fission and (α,n) sources. SENSMG is a combination of Python and Fortran and was developed under Linux. This computer code abstract describes all user inputs, the input file, and output files. Furthermore, this computer code abstract describes how SENSMG can be modified to support different computer platforms, PARTISN versions, or cross-section availability. Several verification problems are presented in which SENSMG results are compared with MCNP6, SCALE6.2, and direct perturbations (central differences).

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Automatic Differentiation for Adjoint Stencil Loops

Stencil loops are a common motif in computations including convolutional neural networks, structured-mesh solvers for partial differential equations, and image processing. Stencil loops are easy to parallelise, and their fast execution is aided by compilers, libraries, and domain-specific languages. Reverse-mode automatic differentiation, also known as algorithmic differentiation, autodiff, adjoint differentiation, or back-propagation, is sometimes used to obtain gradients of programs that contain stencil loops. Unfortunately, conventional automatic differentiation results in a memory access pattern that is not stencil-like and not easily parallelisable. In this paper we present a novel combination of automatic differentiation and loop transformations that preserves the structure and memory access pattern of stencil loops, while computing fully consistent derivatives. The generated loops can be parallelised and optimised for performance in the same way and using the same tools as the original computation. We have implemented this new technique in the Python tool PerforAD, which we release with this paper along with test cases derived from seismic imaging and computational fluid dynamics applications.

Automatic Differentiation↗

Multipoint Aerostructural Optimization of Wind Turbine Rotors Using a Coupled Blade‐Resolved Aerostructural Solver

Physics‐based design optimization workflows thread the needle between computational cost limitations and simulation complexity, often compromising between modeling detail and the range of operating design conditions. Multipoint aerostructural optimization of wind turbine rotors has so far been confined to low‐fidelity analyses or to high‐fidelity studies with simplified structural models, leaving the most complex design trade‐offs unexplored. We close this gap by performing the first tightly coupled gradient‐based multipoint aerostructural rotor optimization using 3D aerodynamic and structural solvers with discrete coupled adjoints. The optimizer simultaneously varies blade planform, airfoil shapes, and structural thickness through more than 270 design variables, minimizing a weighted combination of rotor mass and power across multiple wind speeds. Applied to a modified DTU 10‐MW benchmark under conservative structural and aerodynamic constraints, our multipoint optimization reduces rotor mass by up to 36% and increases power by 12%–15% across the main operating conditions; biasing the objective toward power yields power gains up to 18% and a 17% mass reduction. For a nominal wind distribution, 3‐point rotor designs accounting for low RPM and high thrust conditions capture dominant trade‐offs and outperform single‐point designs. Adding two off‐design points changes individual‐condition power by less than 3% but leaves the weighted average within 0.5%, and the mass‐power bias has a stronger effect on the final design than the operating‐point weighting itself. Our framework extends naturally to richer load cases and site‐specific wind distributions, providing a basis for high‐fidelity multipoint design earlier in industrial workflows.

17 WIND ENERGY↗