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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.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

ASGarD: Adaptive Sparse Grid Discretization

Many areas of science exhibit physical processes that are described by high dimensional partial differential equations (PDEs), e.g., the 4D, 5D and 6D models describing magnetized fusion plasmas, models describing quantum chemistry, or derivatives pricing. Such problems are affected by the so-called “curse of dimensionality” where the number of degrees of freedom (or unknowns) required to be solved for scales as N D where N is the number of grid points in any given dimension D. A simple, albeit naive, 6D example is demonstrated in the left panel of Figure 1. With N = 1000 grid points in each dimension, the memory required just to store the solution vector, not to mention forming the matrix required to advance such a system in time, would exceed an exabyte - and also the available memory on the largest of supercomputers available today. The right panel of Figure 1 demonstrates potential savings for a range of problem dimensionalities and grid resolution. While there are methods to simulate such high-dimensional systems, they are mostly based on Monte-Carlo methods, which rely on a statistical sampling such that the resulting solutions include noise. Since the noise in such methods can only be reduced at a rate proportional to $\sqrt{N_p}$ where N p is the number of Monte-Carlo samples, there is a need for continuum, or grid/mesh-based methods for high-dimensional problems, which both do not suffer from noise and bypass the curse of dimensionality. We present a simulation framework that provides such a method using adaptive sparse grids.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Adaptive Sparse Grid Construction in a Context of Local Anisotropy and Multiple Hierarchical Parents

We consider general strategy for hierarchical multidimensional interpolation based on sparse grids, where the interpolation nodes and locally supported basis functions are constructed from tensors of a one dimensional hierarchical rule. We consider four different hierarchies that are tailored towards general functions, high or low order polynomial approximation, or functions that satisfy homogeneous boundary conditions. The main advantage of the locally supported basis is the ability to choose a set of functions based on the observed behavior of the target function. We present an alternative to the classical surplus refinement techniques, where we exploit local anisotropy and refine using functions with not strictly decreasing support. The more flexible refinement strategy improves stability and reduces the total number of expensive simulations, resulting in significant computational saving. We demonstrate the advantages of the different hierarchies and refinement techniques by application to series of simple functions as well as a system of ordinary differential equations given by the Kermack-McKendrick SIR model.

Stoyanov, Miroslav K.↗
DOE OSTI2019

Adaptive Sparse Grid Discretization (ASGarD)

This code solves the Vlasov-Poisson equations in 6-dimensions without approximation. It uses sparse grid discretization to solve the high-dimensional PDEs. The code functions as a discontinuous Galerkin finite element solver. Advantages/benefits include no approximations, supports high-dimensionality, leadership-scale capability, and implicit time advance.

Hahn, Steven [Oak Ridge National Laboratory (ORNL)↗
DOE OSTI2015

A Hyperspherical Adaptive Sparse-Grid Method for High-Dimensional Discontinuity Detection

This study proposes and analyzes a hyperspherical adaptive hierarchical sparse-grid method for detecting jump discontinuities of functions in high-dimensional spaces. The method is motivated by the theoretical and computational inefficiencies of well-known adaptive sparse-grid methods for discontinuity detection. Our novel approach constructs a function representation of the discontinuity hypersurface of an N-dimensional discontinuous quantity of interest, by virtue of a hyperspherical transformation. Then, a sparse-grid approximation of the transformed function is built in the hyperspherical coordinate system, whose value at each point is estimated by solving a one-dimensional discontinuity detection problem. Due to the smoothness of the hypersurface, the new technique can identify jump discontinuities with significantly reduced computational cost, compared to existing methods. In addition, hierarchical acceleration techniques are also incorporated to further reduce the overall complexity. Rigorous complexity analyses of the new method are provided as are several numerical examples that illustrate the effectiveness of the approach.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Adaptive Sparse-Grid Stochastic Collocation Uncertainty Quantification Convergence for Multigroup Diffusion

Advanced methods in uncertainty quantification for numerical models in computational physics continue to gain acceptance in nuclear modeling. Previously, the efficiency of sparse-grid stochastic collocation in comparison with Monte Carlo for uncertainty quantification through convergence studies was demonstrated. An adaptive method for anisotropic sparse grid collocation and its convergence compared to previous efforts is considered. The physical system in consideration is a two-dimensional quarter-core reactor, consisting of 5 materials distributed in 121 regions. The two-group neutron diffusion criticality approximation is solved. Vacuum boundaries are applied on the top and right, and reflecting boundaries on the bottom and left. The material cross sections, neutron multiplication factors, and diffusion coefficients are potential sources of uncertainty. Uniformly-distributed uncertainty within 5% of the reference values is introduced for material properties. The distribution of the uncertain parameters make up the uncertainty space Γ included in R{sup N}, where N is the number of uncertain parameters. The input parameter uncertainties are independently distributed. As expected, the convergence of Monte Carlo on the benchmark as a function of computational solves is nearly linear and lethargic compared to the other methods. The static isotropic index set, in which each input dimension is treated with equal importance, converges much more efficiently than Monte Carlo, but lacks the benefit of emphasizing some dimensions over others. The anisotropic case is most efficient, where first-order sensitivity information was used to determine anisotropic weights for polynomials to use in the polynomial chaos expansion. Interestingly, the adaptive algorithm converges slightly less efficiently than the anisotropic case, while still performing better than the isotropic case. Because the adaptive case has to determine the importance of each input dimension, it occasionally predicts inaccurately and wastes computation solves compared to the more ideal anisotropic case. However, in circumstances when an ideal anisotropy is not understood a priori, the adaptive algorithm may be optimally efficient in representing the original model. Given the potential loss of efficiency when using a poorly-chosen anisotropic weighting, the adaptive algorithm may be an effective choice for initial uncertainty quantification in problems with a low-dimensionality input space. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2021

A Sparse-Grid Probabilistic Scheme for Approximation of the Runaway Probability of Electrons in Fusion Tokamak Simulation

Runaway electrons (RE) generated during magnetic disruptions present a major threat to the safe operation of plasma nuclear fusion reactors. A critical aspect of understanding RE dynamics is to calculate the runaway probability, i.e., the probability that an electron in the phase space will runaway on, or before, a prescribed time. Such probability can be obtained by solving the adjoint equation of the underlying Fokker-Planck equation that controls the electron dynamics. In this effort, we present a sparse-grid probabilistic scheme for computing the runaway probability. The key ingredient of our approach is to represent the solution of the adjoint equation as a conditional expectation, such that discretizing the differential operator reduces to the approximation of a set of integrals. Adaptive sparse grid interpolation is utilized to approximate the map from the phase space to the runaway probability. The main novelties of this effort are the integration of the sparse-grid method into the probabilistic numerical scheme for computing escape probability, and the application of the proposed method in computing RE probabilities. Two numerical examples are given to illustrate that the proposed method can achieve O(Δt) convergence, and that the local anisotropic adaptive refinement strategy (M. Stoyanov, Adaptive sparse grid construction in a context of local anisotropy and multiple hierarchical parents. In: Sparse Grids and Applications-Miami 2016, Springer, Berlin, 2018, pp. 175–199) can effectively handle the sharp transition layer between the runaway and non-runaway regions.

Yang, Minglei↗
DOE OSTI2016

Hyperspherical Sparse Approximation Techniques for High-Dimensional Discontinuity Detection

This work proposes a hyperspherical sparse approximation framework for detecting jump discontinuities in functions in high-dimensional spaces. The need for a novel approach results from the theoretical and computational inefficiencies of well-known approaches, such as adaptive sparse grids, for discontinuity detection. Our approach constructs the hyperspherical coordinate representation of the discontinuity surface of a function. Then sparse approximations of the transformed function are built in the hyperspherical coordinate system, with values at each point estimated by solving a one-dimensional discontinuity detection problem. Due to the smoothness of the hypersurface, the new technique can identify jump discontinuities with significantly reduced computational cost, compared to existing methods. Several approaches are used to approximate the transformed discontinuity surface in the hyperspherical system, including adaptive sparse grid and radial basis function interpolation, discrete least squares projection, and compressed sensing approximation. Moreover, hierarchical acceleration techniques are also incorporated to further reduce the overall complexity. In conclusion, rigorous complexity analyses of the new methods are provided, as are several numerical examples that illustrate the effectiveness of our approach.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Adaptive Bayesian Inference for Prediction

Performing rigorous predictive simulation necessitates that all available data be incorporated into the modeling process in order to accurately quantify uncertainties in predictions of the model. Statistical Bayesian inference is the most commonly used approach for incorporating data into uncertainty estimates. Statistical Bayesian inference uses data and an assumed error model to inform posterior distributions of model input variables and model discrepancies. An explicit characterization of the posterior distribution is not formed, but rather methods such as Markov chain Monte-Carlo (MCMC) are used to draw samples from the posterior. These samples are then used to evaluate statistics, such as integrals, of predicted quantities of interest (QoI). Recently the authors have developed an alternative reformulation of Bayesian inference based upon a measure-theoretic inversion technique. Unlike traditional statistical Bayesian inference, this reformulation allows us to directly interrogate the posterior distribution and, consequently, to generate samples from the posterior without MCMC. In this work we use forward propagation uncertainty quantification techniques to reduce the cost of approximating the posterior distribution. Specifically we investigate goal-oriented adaptive sparse grid approximation methods. These adaptive methods concentrate high-fidelity model evaluations in regions of the parameter space that both significantly contribute to the uncertainty in specified QoI and are informed by the available data. Numerical results are presented to compare our approach with the standard statistical Bayesian approach and to demonstrate the effectiveness of the goal-oriented adaptivity.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1996

A Multilevel Algorithm for the Solution of Second Order Elliptic Differential Equations on Sparse Grids

A multilevel algorithm is presented that solves general second order elliptic partial differential equations on adaptive sparse grids. The multilevel algorithm consists of several V-cycles. Suitable discretizations provide that the discrete equation system can be solved in an efficient way. Numerical experiments show a convergence rate of order Omicron(1) for the multilevel algorithm.

Pflaum, Christoph↗
DOE OSTI2022

A general framework for quantifying uncertainty at scale

Abstract In many fields of science, comprehensive and realistic computational models are available nowadays. Often, the respective numerical calculations call for the use of powerful supercomputers, and therefore only a limited number of cases can be investigated explicitly. This prevents straightforward approaches to important tasks like uncertainty quantification and sensitivity analysis. This challenge can be overcome via our recently developed sensitivity-driven dimension-adaptive sparse grid interpolation strategy. The method exploits, via adaptivity, the structure of the underlying model (such as lower intrinsic dimensionality and anisotropic coupling of the uncertain inputs) to enable efficient and accurate uncertainty quantification and sensitivity analysis at scale. Here, we demonstrate the efficiency of this adaptive approach in the context of fusion research, in a realistic, computationally expensive scenario of turbulent transport in a magnetic confinement tokamak device with eight uncertain parameters, reducing the effort by at least two orders of magnitude. In addition, we show that this refinement method intrinsically provides an accurate surrogate model that is nine orders of magnitude cheaper than the high-fidelity model.

Farcaş, Ionuţ-Gabriel (ORCID:0000000238841580)↗
DOE OSTI2018

An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk

Many physical systems are modeled using partial differential equations (PDEs) with uncertain or random inputs. For such systems, naively propagating a fixed number of samples of the input probability law (or an approximation thereof) through the PDE is often inadequate to accurately quantify the "risk" associated with critical system responses. In this paper, we develop a goal-oriented, adaptive sampling and local reduced basis approximation for PDEs with random inputs. Our method determines a set of samples and an associated (implicit) Voronoi partition of the parameter domain on which we build local reduced basis approximations of the PDE solution. The samples are selected in an adaptive manner using an a posteriori error indicator. A notable advantage of the proposed approach is that the computational cost of the approximation during the adaptive process remains constant. We provide theoretical error bounds for our approximation and numerically demonstrate the performance of our method when compared to widely used adaptive sparse grid techniques. In addition, we tailor our approach to accurately quantify the risk of quantities of interest that depend on the PDE solution. We demonstrate our method on an advection-diffusion example and a Helmholtz example. Keywords: stochastic partial differential equation, adaptive sampling, reduced basis, a posteriori error estimation, coherent risk measure, conditional value-at-risk.

42 ENGINEERING↗
DOE OSTI2019

An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids

We present a new approach to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed: (1) stochastic collocation based on dimension-adaptive sparse grids (SGs), which approximates the stochastic objective function with a limited number of quadrature nodes, and (2) projection-based reduced-order models (ROMs), which generate efficient approximations to PDE solutions. These two sources of inexactness lead to inexact objective function and gradient evaluations, which are managed by a trust-region method that guarantees global convergence by adaptively refining the SG and ROM until a proposed error indicator drops below a tolerance specified by trust-region convergence theory. A key feature of the proposed method is that the error indicator---which accounts for errors incurred by both the SG and ROM---must be only an asymptotic error bound, i.e., a bound that holds up to an arbitrary constant that need not be computed. This allows the approach to be applicable to a wide range of problems, including those where sharp, computable error bounds are not available; this distinguishes the proposed method from previous works. Numerical experiments performed on a model problem from optimal flow control under uncertainty verify global convergence of the method and demonstrate the method's ability to outperform previously proposed alternatives.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media

A new computational method is proposed for efficient uncertainty quantification of multiphase flow in porous media with stochastic permeability. For pressure estimation, it combines the dimension-adaptive stochastic collocation method on Smolyak sparse grids and the Kronrod–Patterson–Hermite nested quadrature formulas. For saturation estimation, an additional stage is developed, in which the pressure and velocity samples are first generated by the sparse grid interpolation and then substituted into the transport equation to solve for the saturation samples, to address the low regularity problem of the saturation. Numerical examples are presented for multiphase flow with stochastic permeability fields to demonstrate accuracy and efficiency of the proposed two-stage adaptive stochastic collocation method on nested sparse grids.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2024

Sparse-grid discontinuous Galerkin methods for the Vlasov–Poisson–Lenard–Bernstein model

Sparse-grid methods have recently gained interest in reducing the computational cost of solving high-dimensional kinetic equations. In this paper, we construct adaptive and hybrid sparse-grid methods for the Vlasov–Poisson–Lenard–Bernstein (VPLB) model. This model has applications to plasma physics and is simulated in two reduced geometries: a 0x3v space homogeneous geometry and a 1x3v slab geometry. Here we use the discontinuous Galerkin (DG) method as a base discretization due to its high-order accuracy and ability to preserve important structural properties of partial differential equations. We utilize a multiwavelet basis expansion to determine the sparse-grid basis and the adaptive mesh criteria. We analyze the proposed sparse-grid methods on a suite of three test problems by computing the savings afforded by sparse-grids in comparison to standard solutions of the DG method. The results are obtained using the adaptive sparse-grid discretization library ASGarD.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2015

Scenario generation for stochastic optimization problems via the sparse grid method

We study the use of sparse grids in the scenario generation (or discretization) problem in stochastic programming problems where the uncertainty is modeled using a continuous multivariate distribution. We show that, under a regularity assumption on the random function involved, the sequence of optimal objective function values of the sparse grid approximations converges to the true optimal objective function values as the number of scenarios increases. The rate of convergence is also established. We treat separately the special case when the underlying distribution is an affine transform of a product of univariate distributions, and show how the sparse grid method can be adapted to the distribution by the use of quadrature formulas tailored to the distribution. We numerically compare the performance of the sparse grid method using different quadrature rules with classic quasi-Monte Carlo (QMC) methods, optimal rank-one lattice rules, and Monte Carlo (MC) scenario generation, using a series of utility maximization problems with up to 160 random variables. The results show that the sparse grid method is very efficient, especially if the integrand is sufficiently smooth. In such problems the sparse grid scenario generation method is found to need several orders of magnitude fewer scenarios than MC and QMC scenario generation to achieve the same accuracy. As a result, it is indicated that the method scales well with the dimension of the distribution--especially when the underlying distribution is an affine transform of a product of univariate distributions, in which case the method appears scalable to thousands of random variables.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

LA17-V-InverseRadTransportProblem-PD2Kb. Final Project Report

In the inverse radiation transport problem, a radiation signal emanating from an unknown object is used to reconstruct geometric and material parameters of the object , e.g., the mass of special nuclear material (SNM), the isotopic composition of the SNM (e.g., the enrichment of 235U), the thickness of shielding, etc. The inverse radiation transport problem is one of the most fundamental and important in the emergency response mission, and has been addressed in previous NA-22 and NA-42/84 investments by using derivative-free optimization methods. Our project was aimed at (i) consolidating previous work by applying polynomial chaos expansion (PCE) for reducing significantly the number of forward model simulations required by derivative-free optimization methods; (ii) developing a general-purpose framework and stand-alone software for solving the inverse radiation transport problem by applying a new “predictive modeling” methodology (predictive modeling of coupled multi-physics systems, PM_CMPS) which enables the fusing of experimental and computational information; and (iii) developing several benchmarks (for unscattered gamma rays) for demonstrating the quantification of non-Gaussian features (e.g., skewness and kurtosis, which characterize asymmetries and long tails) of response distributions by deterministically and efficiently propagating parameter uncertainties (covariances and higher-order moments, where available) using high-order sensitivities computed by the recently developed comprehensive adjoint sensitivity analysis methodology (C-ASAM). With regard to (i), application of PCE, the most significant accomplishment of this project was an implementation of PCE into INVERSE that significantly reduced computation time for the DiffeRential Evolution Adaptive Metropolis (DREAM) and Differential Evolution (DE) methods. For inverse transport problems with measurements of neutron leakage, neutron multiplication, and neutron-induced gamma-rays, the solution times for the DREAM and DE methods were reduced by factors of 30-300, reducing run times from hours to minutes while maintaining the same accuracy as the standard (non-PCE) DREAM and DE. Speedups were further improved by exploring sparse grid quadrature sets using the Toolkit for Adaptive Stochastic Modeling and Non-Intrusive ApproximatioN (Tasmanian) toolset. An initial exploration of sparse grids indicated that further speedups factors of 5-10 are obtainable. The implementation of PCE in INVERSE is not in a form that users can easily access. With regard to (ii), solving the inverse problem using a predictive modeling paradigm, the most significant accomplishment of this project were the derivation and implementation of adjoint-based second derivatives in neutron and photon transport theory. There are two codes that compute these derivatives. SENSPG computes them for uncollided gamma rays and SENSMG computes them for neutron leakage. SENSMG is open-source code available on github. Other significant accomplishments included a stand-alone code, MULTI-PRED, that implements the predictive modeling paradigm, along with a detailed manual. The code was implemented in the existing INVERSE code for inverse problems, but a head-to-head comparison of inverse methods was not achieved. We also derived and implemented the capability to compute sensitivities for multiplicity measurements into the SENSMG code, and this capability was used in a data assimilation application, but it was not used for solving inverse problems. With regard to (iii), developing benchmarks to demonstrate the importance of high-order sensitivity and uncertainty analysis, the most significant accomplishment of this project were two test problems that showed how important second-order sensitivities are.

07 ISOTOPE AND RADIATION SOURCES↗