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Multilevel CMFD Method Development in MPACT
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Multilevel Monte Carlo methods for the Grad-Shafranov free boundary problem
The equilibrium configuration of a plasma in an axially symmetric reactor is described mathematically by a free boundary problem associated with the celebrated Grad-Shafranov equation. The presence of uncertainty in the model parameters introduces the need to quantify the variability in the predictions. This is often done by computing a large number of model solutions on a computational grid for an ensemble of parameter values and then obtaining estimates for the statistical properties of solutions. In this study, we explore the savings that can be obtained using multilevel Monte Carlo methods, which reduce costs by performing the bulk of the computations on a sequence of spatial grids that are coarser than the one that would typically be used for a simple Monte Carlo simulation. We examine this approach using both a set of uniformly refined grids and a set of adaptively refined grids guided by a discrete error estimator. Numerical experiments show that multilevel methods dramatically reduce the cost of simulation, with cost reductions typically on the order of 60 or more and possibly as large as 200. Furthermore, adaptive griding results in more accurate computation of geometric quantities such as x-points associated with the model.
Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo
In this work we develop a new hierarchical multilevel approach to generate Gaussian random field realizations in an algorithmically scalable manner that is well suited to incorporating into multilevel Markov chain Monte Carlo (MCMC) algorithms. This approach builds off of other partial differential equation (PDE) approaches for generating Gaussian random field realizations; in particular, a single field realization may be formed by solving a reaction-diffusion PDE with a spatial white noise source function as the right-hand side. While these approaches have been explored to accelerate forward uncertainty quantification tasks, e.g., multilevel Monte Carlo, the previous constructions are not directly applicable to multilevel MCMC frameworks which build fine-scale random fields in a hierarchical fashion from coarse-scale random fields. Our new hierarchical multilevel method relies on a hierarchical decomposition of the white noise source function in $L^2$ which allows us to form Gaussian random field realizations across multiple levels of discretization in a way that fits into multilevel MCMC algorithmic frameworks. After presenting our main theoretical results and numerical scaling results to showcase the utility of this new hierarchical PDE method for generating Gaussian random field realizations, this method is tested on a four-level MCMC algorithm to explore its feasibility.
Weighted relaxation for multigrid reduction in time
Current trends in computer architectures now mean that faster computation speed must come primarily from increased concurrency, not faster clock speeds, which are stagnating. Thus, this situation creates bottlenecks for serial algorithms, including the well-known bottleneck for sequential time-integration, where each individual time-value (i.e., time-step) is computed sequentially. One approach to alleviate this and achieve parallelism in time is with multigrid. Here, in this work, we consider multigrid-reduction-in-time (MGRIT), a multilevel method applied to the time dimension that computes multiple time-steps in parallel. Like all multigrid methods, MGRIT relies on the complementary relationship between relaxation on a fine-grid and a correction from the coarse grid to solve the problem. All current MGRIT implementations are based on unweighted-Jacobi relaxation; here we introduce the concept of weighted relaxation to MGRIT. We derive new convergence bounds for weighted relaxation, and use this analysis to guide the selection of relaxation weights. Numerical results then demonstrate that by choosing appropriate non-unitary relaxation weights, one can achieve faster convergence rates and lower iteration counts for MGRIT when compared with unweighted relaxation. In most cases, weighted relaxation yields a 10%–20% saving in iterations, which is significant when using large high-performance computers. For A-stable integration schemes, results also illustrate that under-relaxation can restore convergence in some cases where unweighted relaxation is not convergent.
Generalized Bootstrap AMG and AIR-AMG for coupled PDE systems with a focus on spacetime discretizatoins
The Pennsylvania State University (“Subcontractor”) has worked on the design of new algebraic, parallel, multilevel methods that obtain the full space and time solution of systems of PDEs. In particular, the PI and his collaborators explored semi-intrusive approaches based on algebraic multigrid (AMG). The focus of the research has been on the development of these techniques for the Euler equations in 1d and 2d. The overall research focused on the development of adaptive AIR (approximate ideal restriction) AMG solvers for these problems. The PI also explored the use of smoothed aggregation and root-node energy-based AMG solvers for these problems.
Block smoothers and generalized ideal interpolation in AMG (Final Report)
The Pennsylvania State University (“Subcontractor”) worked on developing new parallel algebraic multilevel methods suitable for solving PDEs. Specifically, work on the design of multigrid solvers for coupled systems of partial differential equations arising in numerical modeling of various applications was completed. A main emphasis was on the design of new ideal algebraic multigrid interpolation for problems such as Maxwell’s equations where block smoothers are needed and the standard form of ideal interpolation is not an effective choice.
Scalable multilevel Monte Carlo methods exploiting parallel redistribution on coarse levels
Here, we study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the number of MPI processes used on the finest level. The overall procedure generates coarse elements (general unstructured unions of fine grid elements) within the framework of element-based algebraic multigrid methods (or AMGe) studied previously. The AMGe-generated coarse spaces have the ability to exhibit approximation properties of the same order as the fine-level spaces since by construction they contain the piecewise polynomials of the same order as on the fine level. These approximation properties are key for the successful use of AMGe in multilevel solvers for nonlinear partial differential equations as well as for multilevel Monte Carlo (MLMC) simulations. The ability to coarsen without being constrained by the number of MPI processes, as described in the present paper, allows to improve the scalability of these solvers as well as the overall MLMC method. The paper illustrates this latter fact with detailed scalability study of MLMC simulations applied to model Darcy equations with a stochastic log-normal permeability field.
High-order accurate solutions of the point kinetics equations with the spectral deferred correction method
Solving initial value problems with higher-order methods can improve the accuracy of the simulation results or the efficiency of the calculation. In this paper, we apply the spectral deferred correction (SDC) method to solve the initial value problem of the point kinetics equations (PKE). SDC is a stable, robust, and efficient high-order time-integration method capable of an arbitrary order of accuracy. For our implementation we show that it is A-stable for orders up to 8 and the order of accuracy is verified for PKE problems with a range of different reactivities. A 5.-order SDC method was then implemented to solve the exact PKE (EPKE) in the Transient Multilevel (TML) method of MPACT. The error from solutions of the EPKE is shown to be negligible. (authors)
A two-level GPU-accelerated incomplete LU preconditioner for general sparse linear systems
This paper presents a parallel preconditioning approach based on incomplete LU (ILU) factorizations in the framework of Domain Decomposition (DD) for general sparse linear systems. We focus on distributed memory parallel architectures, specifically, those that are equipped with graphic processing units (GPUs). In addition to block-Jacobi, we present general purpose two-level ILU Schur complement-based approaches, where different strategies are presented to solve the coarse-level reduced system. These strategies are combined with modified ILU methods in the construction of the coarse-level operator, in order to effectively remove smooth errors by targeting an algebraically smooth vector. We leverage available GPU-based sparse matrix kernels to accelerate the setup and the solve phases of the proposed ILU preconditioner. We evaluate the efficiency of the proposed methods as a smoother for algebraic multigrid (AMG) and as a preconditioner for Krylov subspace methods on challenging anisotropic diffusion problems and a collection of general sparse matrices.
Biomechanical Analysis of Multilevel Posterior Cervical Spinal Fusion Constructs
Study Design: Controlled Laboratory Study Objective: To compare multilevel posterior cervical fusion (PCF) constructs stopping at C7, T1, and T2 under cyclic load to determine the range of motion (ROM) between the lowest instrumented level and lowest instrumented-adjacent level (LIV-1). Summary of Background Data: PCF is a mainstay of treatment for various cervical spine conditions. The transition between the flexible cervical spine and rigid thoracic spine can lead to construct failure at the cervicothoracic junction. There is little evidence to determine the most appropriate level at which to stop a multilevel PCF. Methods: Fifteen human cadaveric cervicothoracic spines were randomly assigned to 1 of 3 treatment groups: PCF stopping at C7, T1, or T2. Specimens were tested in their native state, following a simulated PCF, and after cyclic loading. Specimens were loaded in flexion-extension), lateral bending, and axial rotation. Three-dimensional kinematics were recorded to evaluate ROM. Results: The C7 group had greater flexion-extension motion than the T1 and T2 groups following instrumentation (10.17±0.83 degree vs. 2.77±1.66 degree and 1.06±0.55 degree, P <0.001), and after cyclic loading (10.42±2.30 degree vs. 2.47±0.64 degree and 1.99±1.23 degree, P <0.001). There was no significant difference between the T1 and T2 groups. The C7 group had greater lateral bending ROM than both thoracic groups after instrumentation (8.81±3.44 degree vs. 3.51±2.52 degree, P =0.013 and 1.99±1.99 degree, P =0.003) and after cyclic loading. The C7 group had greater axial rotation motion than the thoracic groups (4.46±2.27 degree vs. 1.26±0.69 degree, P =0.010; and 0.73±0.74 degree, P =0.003) following cyclic loading. Conclusion: Motion at the cervicothoracic junction is significantly greater when a multilevel PCF stops at C7 rather than T1 or T2. This is likely attributable to the transition from a flexible cervical spine to a rigid thoracic spine. Although this does not account for in vivo fusion, surgeons should consider extending multilevel PCF constructs to T1 when feasible. Level of Evidence: Not applicable.
Estimating posterior quantity of interest expectations in a multilevel scalable framework
Scalable approaches for uncertainty quantification are necessary for characterizing prediction confidence in large-scale subsurface flow simulations with uncertain permeability. To this end we explore a multilevel Monte Carlo approach for estimating posterior moments of a particular quantity of interest, where we employ an element-agglomerated algebraic multigrid (AMG) technique to generate the hierarchy of coarse spaces with guaranteed approximation properties for both the generation of spatially correlated random fields and the forward simulation of Darcy's law to model subsurface flow. In both these components (sampling and forward solves), we exploit solvers that rely on state-of-the-art scalable AMG. To illustrate the applicability of this approach, numerical tests are performed on two 3D examples-a unit cube and an egg-shaped domain with an irregular boundary-where the scalability of each simulation as well as the scalability of the overall algorithm are demonstrated.
Multilevel-in-width training for deep neural network regression
A common challenge in regression is that for many problems, the degrees of freedom required for a high-quality solution also allows for overfitting. Regularization is a class of strategies that seek to restrict the range of possible solutions so as to discourage overfitting while still enabling good solutions, and different regularization strategies impose different types of restrictions. In this paper, we present a multilevel regularization strategy that constructs and trains a hierarchy of neural networks, each of which has layers that are wider versions of the previous network's layers. Here, we draw intuition and techniques from the field of Algebraic Multigrid (AMG), traditionally used for solving linear and nonlinear systems of equations, and specifically adapt the Full Approximation Scheme (FAS) for nonlinear systems of equations to the problem of deep learning. Training through V-cycles then encourage the neural networks to build a hierarchical understanding of the problem. We refer to this approach as multilevel-in-width to distinguish from prior multilevel works which hierarchically alter the depth of neural networks. The resulting approach is a highly flexible framework that can be applied to a variety of layer types, which we demonstrate with both fully connected and convolutional layers. We experimentally show with PDE regression problems that our multilevel training approach is an effective regularizer, improving the generalize performance of the neural networks studied.
Hybrid multilevel Monte Carlo polynomial chaos method for global sensitivity analysis.
Abstract not provided.
Urban Flood Modeling: Uncertainty Quantification and Physics‐Informed Gaussian Processes Regression Forecasting
Abstract Estimating uncertainty in flood model predictions is important for many applications, including risk assessment and flood forecasting. We focus on uncertainty in physics‐based urban flooding models. We consider the effects of the model's complexity and uncertainty in key input parameters. The effect of rainfall intensity on the uncertainty in water depth predictions is also studied. As a test study, we choose the Interconnected Channel and Pond Routing (ICPR) model of a part of the city of Minneapolis. The uncertainty in the ICPR model's predictions of the floodwater depth is quantified in terms of the ensemble variance using the multilevel Monte Carlo (MC) simulation method. Our results show that uncertainties in the studied domain are highly localized. Model simplifications, such as disregarding the groundwater flow, lead to overly confident predictions, that is, predictions that are both less accurate and uncertain than those of the more complex model. We find that for the same number of uncertain parameters, increasing the model resolution reduces uncertainty in the model predictions (and increases the MC method's computational cost). We employ the multilevel MC method to reduce the cost of estimating uncertainty in a high‐resolution ICPR model. Finally, we use the ensemble estimates of the mean and covariance of the flood depth for real‐time flood depth forecasting using the physics‐informed Gaussian process regression method. We show that even with few measurements, the proposed framework results in a more accurate forecast than that provided by the mean prediction of the ICPR model.
Multilevel Parareal Algorithm with Averaging for Oscillatory Problems
The present study is an extension of the work done by Peddle, Haut, and Wingate and Haut and Wingate, where a two-level Parareal method with mapping and averaging is examined. The method proposed in this paper is a multilevel Parareal method with arbitrarily many levels, which is not restricted to the two-level case. We give an asymptotic error estimate which reduces to the two-level estimate for the case when only two levels are considered. Introducing more than two levels has important consequences for the averaging procedure, as we choose separate averaging windows for each of the different levels, which is an additional new feature of the present study. The different averaging windows make the proposed method especially appropriate for nonlinear multiscale problems, because we can introduce a level for each intrinsic scale of the problem and adapt the averaging procedure such that we reproduce the behavior of the model on the particular scale resolved by the level. The method is applied to nonlinear differential equations. The nonlinearities can generate a range of frequencies in the problem. The computational cost of the new method is investigated and studied on several examples.
Wilson loops with neural networks
Wilson loops are essential objects in QCD and have been pivotal in scale setting and demonstrating confinement. Various generalizations are crucial for computations needed in effective field theories. In lattice gauge theory, Wilson loop calculations face challenges, including excited-state contamination at short times and the signal-to-noise ratio issue at longer times. To address these problems, we develop a new method by using neural networks to parametrize interpolators for the static quark-antiquark pair. We construct gauge-equivariant layers for the network and train it to find the ground state of the system. The trained network itself is then treated as our new observable for the inference. Our results demonstrate a significant improvement in the signal compared to traditional Wilson loops, performing as well as Coulomb-gauge Wilson-line correlators while maintaining gauge invariance. Additionally, we present an example where the optimized ground state is used to measure the static force directly, as well as another example combining this method with the multilevel algorithm. Finally, we extend the formalism to find excited-state interpolators for static quark-antiquark systems. To our knowledge, this work is the first study of neural networks with a physically motivated loss function for Wilson loops.