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Efficient GPU Implementation of Automatic Differentiation for Computational Fluid Dynamics

Many scientific and engineering applications require repeated calculations of derivatives of output functions with respect to input parameters. Automatic Differentiation (AD) is a method that automates derivative calculations and can significantly speed up code development. In Computational Fluid Dynamics (CFD), derivatives of flux functions with respect to state variables (Jacobian) are needed for efficient solutions of the nonlinear governing equations. AD of flux functions on graphics processing units (GPUs) is challenging as flux computations involve many intermediate variables that create high register pressure and require significant memory traffic because of the need to store the derivatives. This paper presents a forward-mode AD method based on multivariate dual numbers that addresses these challenges and simultaneously reduces the floating-point operation count. The dimension of the multivariate dual numbers is optimized for performance. The flux computations are restructured to minimize the number of temporary variables and reduce register pressure. For effective utilization of memory bandwidth, shared memory is used to store the local flux Jacobian. This AD implementation is compared with several other Jacobian implementations on an NVIDIA V100 GPU (V100). For three-dimensional perfect-gas compressible-flow equations implemented in a practical CFD code, the AD implementation of a flux Jacobian based on multivariate dual numbers of dimension 5 outperforms all other GPU AD implementations on V100. Its performance is comparable with the optimized hand-differentiated version. Finally, the implementation achieves 75% of the peak floating-point throughput and 61 % of the peak global device memory bandwidth usage.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Automatic Differentiation in MetaPhysicL and Its Applications in MOOSE

Efficient solution via Newton’s method of nonlinear systems of equations requires an accurate representation of the Jacobian, corresponding to the derivatives of the component residual equations with respect to the degrees of freedom. In practice these systems of equations often arise from spatial discretization of partial differential equations used to model physical phenomena. These equations may involve domain motion or material equations that are complex functions of the systems’ degrees of freedom. Computing the Jacobian by hand in these situations is arduous and prone to error. Finite difference approximations of the Jacobian or its action are prone to truncation error, especially in multiphysics settings. Symbolic differentiation packages may be used, but often result in an excessive number of terms in realistic model scenarios. An alternative to symbolic and numerical differentiation is automatic differentiation (AD), which propagates derivatives with every elementary operation of a computer program, corresponding to continual application of the chain rule. Automatic differentiation offers the guarantee of an exact Jacobian at a relatively small overhead cost. In this work, we outline the adoption of AD in the Multiphysics Object Oriented Simulation Environment (MOOSE) via the MetaPhysicL package. We describe the application of MOOSE’s AD capability to several sets of physics that were previously infeasible to model via hand-coded or Jacobian-free simulation techniques, including arbitrary Lagrangian-Eulerian and level-set simulations of laser melt pools, phase-field simulations with free energies provided through neural networks, and metallic nuclear fuel simulations that require inner Newton loop calculation of nonlinear material properties.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Ground and excited state gradients with end-to-end differentiable semiempirical quantum chemistry

Accurate and efficient gradients of molecular energy with respect to nuclear degrees of freedom are essential for geometry optimization and molecular dynamics, including simulations that go beyond the Born–Oppenheimer regime. A common approach involves deriving analytical formulas for new electronic structure methods, which is often conceptually difficult and requires tedious coding. Here, we implement analytical, semi-numerical, and automatic differentiation (AD)-based gradient pathways for semiempirical Hamiltonian models in the PYSEQM software package, leveraging both graphics processing unit (GPU) and central processing unit (CPU) architectures. We further extend these capabilities to excited states calculated using the configuration interaction singles and time-dependent Hartree–Fock ansätze. We benchmark wall time, peak memory usage, and accuracy across three molecular families of varying chemical complexity, including systems of up to a thousand atoms. For ground-state simulations, analytical and AD gradients achieve near-identical GPU runtimes, while semi-numerical gradients are slower on GPU but remain competitive on CPU. For excited states, both analytical and custom AD approaches using implicit differentiation show similar performance and low memory requirements, whereas gradients with full AD are memory-limited. AD gradients match analytical ones in accuracy across all tested systems, aided by a quaternion-based diatomic frame rotation for two-center quantities that ensures smooth energy surfaces. Overall, automatic differentiation emerges as a practical alternative to analytical gradients in semiempirical quantum chemistry, offering high accuracy while allowing seamless integration in AI-driven workflows and popular packages, such as PyTorch and JAX. Our results provide actionable guidance for selecting optimal gradient strategies in large-scale ground- and excited-state molecular dynamics simulations.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Towards reverse mode automatic differentiation of Kokkos-based codes

Derivative computation is a key component of optimization, sensitivity analysis, uncertainty quantification, and the solving of nonlinear problems. Automatic differentiation (AD) is a powerful technique for evaluating such derivatives, and in recent years, has been integrated into programming environments such as Jax, PyTorch, and TensorFlow to support derivative computations needed for training of machine learning models, facilitating wide-spread use of these technologies. The C++ language has become the de facto standard for scientific computing due to numerous factors, yet language complexity has made the wide-spread adoption of AD technologies for C++ difficult, hampering the incorporation of powerful differentiable programming approaches into C++ scientific simulations. This is exacerbated by the increasing emergence of architectures, such as GPUs, with limited memory capabilities and requiring massive thread-level concurrency. C++ AD tools must effectively use these environments to bring novel scientific simulations to next-generation DOE experimental and observational facilities. In this project, we investigated source transformation-based automatic differentiation using LLVM compiler infrastructure to automatically generate portable and efficient gradient computations of Kokkos-based code. We have demonstrated that our proposed strategy is feasible by investigating the usage of a prototype LLVM-based source transformation tool to generate gradients of simple functions made of sequences of simple Kokkos parallel regions. Speedups of up to 500x compared to Sacado were observed on NVIDIA V100 GPU.

97 MATHEMATICS AND COMPUTING↗

JuTrack: A Julia package for auto-differentiable accelerator modeling and particle tracking

Efficient accelerator modeling and particle tracking are key for the design and configuration of modern particle accelerators. In this work, we present JuTrack, a nested accelerator modeling package developed in the Julia programming language and enhanced with compiler-level automatic differentiation (AD). With the aid of AD, JuTrack enables rapid derivative calculations in accelerator modeling, facilitating sensitivity analyses and optimization tasks. Here we demonstrate the effectiveness of AD-derived derivatives through several practical applications, including sensitivity analysis of space-charge-induced emittance growth, nonlinear beam dynamics analysis for a synchrotron light source, and lattice parameter tuning of the future Electron-Ion Collider (EIC). Through the incorporation of automatic differentiation, this package opens up new possibilities for accelerator physicists in beam physics studies and accelerator design optimization.

43 PARTICLE ACCELERATORS↗

Qualitative and quantitative enhancement of parameter estimation for model-based diagnostics using automatic differentiation with an application to inertial fusion

Parameter estimation using observables is a fundamental concept in the experimental sciences. Mathematical models that represent the physical processes can enable reconstructions of the experimental observables and greatly assist in parameter estimation by turning it into an optimization problem which can be solved by gradient-free or gradient-based methods. In this work, the recent rise in flexible frameworks for developing differentiable scientific computing programs is leveraged in order to dramatically accelerate data analysis of a common experimental diagnostic relevant to laser–plasma and inertial fusion experiments, Thomson scattering. A differentiable Thomson-scattering data analysis tool is developed that uses reverse-mode automatic differentiation (AD) to calculate gradients. By switching from finite differencing to reverse-mode AD, three distinct outcomes are achieved. First, gradient descent is accelerated dramatically to the extent that it enables near real-time usage in laser–plasma experiments. Second, qualitatively novel quantities which require $\mathcal{O}(10^3)$ parameters can now be included in the analysis of data which enables unprecedented measurements of small-scale laser–plasma phenomena. Third, uncertainty estimation approaches that leverage the value of the Hessian become accurate and efficient because reverse-mode AD can be used for calculating the Hessian.

97 MATHEMATICS AND COMPUTING↗

ZEUS: An Efficient GPU Optimization Method Integrating PSO, BFGS, and Automatic Differentiation

We introduce a novel, efficient computational method, ZEUS, for numerical optimization, and provide an open-source implementation. It has four key ingredients: (1) particle swarm optimization (PSO), (2) the use of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) method, (3) automatic differentiation (AD), and (4) GPUs. Our approach addresses the computational challenges inherent in high-dimensional, non-convex optimization problems. In the first phase of the algorithm, we get a potentially good set of starting points using PSO. Thereafter, we run BFGS independently in parallel from these starting points. BFGS is one of the best-performing algorithms for numerical optimization. However, it requires the gradient of the function being optimized. ZEUS integrates automatic differentiation into BFGS thus avoiding the need for the user to calculate derivatives explicitly. The use of GPUs allows ZEUS to speed up the calculations substantially. We carry out systematic studies to explore the trade-offs between the number of PSO iterations taken, starting points, and BFGS iteration depth. We show that a handful of iterations of PSO can improve global convergence when combined with BFGS. We also present performance studies using common test functions. The source code can be found at https://github.com/fnal-numerics/global-optimizer-gpu.

Soos, Dominik [Old Dominion U.]↗

Degrees of rate control and AutoDiff-driven direct sensitivity analysis in heterogeneous catalysis

Despite the wide application and benefits of the degree of rate control (DRC) analysis, several details remain argued, particularly about the conservation of DRCs at transient (TR) and steady-state (SS) conditions, especially for complex reaction networks. This work argues that previous proofs about the conservation properties of DRCs have been incomplete, and we provide new mathematical proofs at TR and SS conditions. In addition, we use both analytical (automatic differentiation) and numerical (finite difference) approaches to compute DRCs for the case study of ethane hydrogenolysis (EH) over Pt(111). This work confirms that at both TR and SS conditions, the sum of all DRCs, i.e., sum of the degrees of kinetic (DKRC) and thermodynamic rate control (DTRC), is conserved at zero. At SS conditions, the sum of DKRC is conserved at 1 while the sum of DTRC is conserved at −1. In corroboration of previous works, we show that the DTRC for any adsorbate at SS is equal to the product of the species coverage and a constant. In contrast, at TR conditions, the individual sums of both DTRC and DKRC are not conserved and can be any real number, with potential implications for the novel field of dynamic catalysis. Finally, we show that the conventional finite difference (FD) approach, only useful at SS, is prone to inaccuracy and very sensitive to the value of the differential change applied. The optimal differential value also varies significantly with system and rate definition. Consequently, we describe and illustrate in this work the application of the automatic differentiation (AD) approach for the more accurate determination of DRCs at both TR and SS conditions.

Automatic differentiation↗

Fitting Matérn smoothness parameters using automatic differentiation

The Mat$\acute{e}$rn covariance function is ubiquitous in the application of Gaussian processes to spatial statistics and beyond. Perhaps the most important reason for this is that the smoothness parameter $\nu$ gives complete control over the mean-square differentiability of the process, which has significant implications for the behavior of estimated quantities such as interpolants and forecasts. Unfortunately, derivatives of the Mat$\acute{e}$rn covariance function with respect to $\nu$ require derivatives of the modified second-kind Bessel function $K$ $\nu$ with respect to $\nu$. While closed form expressions of these derivatives do exist, they are prohibitively difficult and expensive to compute. For this reason, many software packages require fixing $\nu$ as opposed to estimating it, and all existing software packages that attempt to offer the functionality of estimating $\nu$ use finite difference estimates for $\partial$ $\nu$ $K$ $\nu$ . In this work, we introduce a new implementation of $K$$\nu$ that has been designed to provide derivatives via automatic differentiation (AD), and whose resulting derivatives are significantly faster and more accurate than those computed using finite differences. Here, we provide comprehensive testing for both speed and accuracy and show that our AD solution can be used to build accurate Hessian matrices for second-order maximum likelihood estimation in settings where Hessians built with finite difference approximations completely fail.

97 MATHEMATICS AND COMPUTING↗

Calibration of elastoplastic constitutive model parameters from full-field data with automatic differentiation-based sensitivities

Here, we present a framework for calibration of parameters in elastoplastic constitutive models that is based on the use of automatic differentiation (AD). The model calibration problem is posed as a partial differential equation-constrained optimization problem where a finite element (FE) model of the coupled equilibrium equation and constitutive model evolution equations serves as the constraint. The objective function quantifies the mismatch between the displacement predicted by the FE model and full-field digital image correlation data, and the optimization problem is solved using gradient-based optimization algorithms. Forward and adjoint sensitivities are used to compute the gradient at considerably less cost than its calculation from finite difference approximations. Through the use of AD, we need only to write the constraints in terms of AD objects, where all of the derivatives required for the forward and inverse problems are obtained by appropriately seeding and evaluating these quantities. We present three numerical examples that verify the correctness of the gradient, demonstrate the AD approach's parallel computation capabilities via application to a large-scale FE model, and highlight the formulation's ease of extensibility to other classes of constitutive models.

42 ENGINEERING↗

Dimensionality reduction for uncertainty quantification of nuclear engineering models.

The task of uncertainty quantification consists of relating the available information on uncertainties in the model setup to the resulting variation in the outputs of the model. Uncertainty quantification plays an important role in complex simulation models of nuclear engineering, where better understanding of uncertainty results in greater confidence in the model and in the improved safety and efficiency of engineering projects. In our previous work, we have shown that the effect of uncertainty can be approximated by polynomial regression with derivatives (PRD): a hybrid regression method that uses first-order derivatives of the model output as additional fitting conditions for a polynomial expansion. Numerical experiments have demonstrated the advantage of this approach over classical methods of uncertainty analysis: in precision, computational efficiency, or both. To obtain derivatives, we used automatic differentiation (AD) on the simulation code; hand-coded derivatives are acceptable for simpler models. We now present improvements on the method. We use a tuned version of the method of snapshots, a technique based on proper orthogonal decomposition (POD), to set up the reduced order representation of essential information on uncertainty in the model inputs. The automatically obtained sensitivity information is required to set up the method. Dimensionality reduction in combination with PRD allows analysis on a larger dimension of the uncertainty space (>100), at modest computational cost.

42 ENGINEERING↗

A set of parallel, implicit methods for a reconstructed discontinuous Galerkin method for compressible flows on 3D hybrid grids

A set of implicit methods are proposed for a third-order hierarchical WENO reconstructed discontinuous Galerkin method for compressible flows on 3D hybrid grids. An attractive feature in these methods are the application of the Jacobian matrix based on the P1 element approximation, resulting in a huge reduction of memory requirement compared with DG (P2). Also, three approaches -- analytical derivation, divided differencing, and automatic differentiation (AD) are presented to construct the Jacobian matrix respectively, where the AD approach shows the best robustness. A variety of compressible flow problems are computed to demonstrate the fast convergence property of the implemented flow solver. Furthermore, an SPMD (single program, multiple data) programming paradigm based on MPI is proposed to achieve parallelism. The numerical results on complex geometries indicate that this low-storage implicit method can provide a viable and attractive DG solution for complicated flows of practical importance.

97 MATHEMATICS AND COMPUTING↗

Bison Robustness and Performance Improvements

In last year’s Bison robustness report, the authors demonstrated that improving the Jacobian matrix can drastically increase solution convergence rates. The development of an automatic differentiation (AD) capability in the MOOSE framework has created the possibility of having exact Jacobian matrices for all of our material models. A large focus in this year’s report is the application of AD to MOOSE physics modules, such as the tensor mechanics module, and the application to Bison fuel and cladding material models. A second main focus in this year’s report is the investigation of a set of algorithmic solver changes to improve the robustness and performance of Bison LWR simulations. Beyond providing increased solver robustness, the ability to solve strongly coupled multiphysics problems, and solving large deformation problems with ease, these automatically generated perfect Jacobians also drastically reduce development time for new models. In models converted to AD, Jacobian computation made up the majority of the code base. With this code removed, both readability and maintainability of the MOOSE/Bison code base are improved. The work documented here significantly improved the robustness of the Bison LWR assessment case suite. Through algorithmic changes in solver infrastructure, such as the application of predictors and improvements in timestepping, tangible improvements in performance were observed. These improvements are documented using a new standard set of metrics that are collected in all assessment cases, and a suite of statistical analysis tools developed for this report.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Efficient ptychographic phase retrieval via a matrix-free Levenberg-Marquardt algorithm

The phase retrieval problem, where one aims to recover a complex-valued image from far-field intensity measurements, is a classic problem encountered in a range of imaging applications. Modern phase retrieval approaches usually rely on gradient descent methods in a nonlinear minimization framework. Calculating closed-form gradients for use in these methods is tedious work, and formulating second order derivatives is even more laborious. Additionally, second order techniques often require the storage and inversion of large matrices of partial derivatives, with memory requirements that can be prohibitive for data-rich imaging modalities. We use a reverse-mode automatic differentiation (AD) framework to implement an efficient matrix-free version of the Levenberg-Marquardt (LM) algorithm, a longstanding method that finds popular use in nonlinear least-square minimization problems but which has seen little use in phase retrieval. Furthermore, we extend the basic LM algorithm so that it can be applied for more general constrained optimization problems (including phase retrieval problems) beyond just the least-square applications. Since we use AD, we only need to specify the physics-based forward model for a specific imaging application; the first and second-order derivative terms are calculated automatically through matrix-vector products, without explicitly forming the large Jacobian or Gauss-Newton matrices typically required for the LM method. We demonstrate that this algorithm can be used to solve both the unconstrained ptychographic object retrieval problem and the constrained “blind” ptychographic object and probe retrieval problems, under the popular Gaussian noise model as well as the Poisson noise model. We compare this algorithm to state-of-the-art first order ptychographic reconstruction methods to demonstrate empirically that this method outperforms best-in-class first-order methods: it provides excellent convergence guarantees with (in many cases) a superlinear rate of convergence, all with a computational cost comparable to, or lower than, the tested first-order algorithms.

36 MATERIALS SCIENCE↗

Optimized finite-build stellarator coils using automatic differentiation

A new stellarator coil design code is introduced that optimizes the position and winding pack orientation of finite-build coils. The new code, called flexible optimized curves in space using automatic differentiation (AD) and finite build (FOCUSADD), performs gradient-based optimization in a high-dimensional, non-convex space. The derivatives with respect to parameters of finite-build coils are easily and efficiently computed using AD. FOCUSADD parametrizes coil positions in free space using a Fourier series and uses a multi-filament approximation to the coil winding pack. The orientation of the winding pack is parametrized with a Fourier series and can be optimized as well. Optimized finite-build coils for a Wendelstein 7-X (W7-X)-like stellarator are found, and compared with filamentary coil results. The final positions of optimized finite-build W7-X-like coils are shifted, on average, by approximately 2.5 mm relative to optimized filamentary coils. These results suggest that finite-build effects should be accounted for in the optimization of stellarators with low coil tolerances.

43 PARTICLE ACCELERATORS↗

MapsTorch : automatic differentiation for X-ray fluorescence data analysis

X-ray fluorescence (XRF) is a popular spectroscopy technique for elemental analysis. Spectrum fitting and parameter tuning are at the core of XRF analysis and are conventionally manually intensive, especially for synchrotron experiments involving large amounts of diverse samples. This work introduces the automatic differentiation (AD) technique to XRF and an open-source package called MapsTorch. By transforming an analytical model of the XRF spectrum into a differentiable computation graph with AD, MapsTorch enables robust optimization of parameters and elemental intensities. We evaluate MapsTorch by conducting computational experiments on a large number of historical synchrotron XRF datasets and compare its performance with the currently practiced fitting tool NLopt. The results show that MapsTorch consistently achieves high-quality fits and often leads to better fitting quality than NLopt, particularly in tasks such as initial spectrum fitting and elemental intensity refinement. The robust performance of MapsTorch paves the way for developing automated and high-throughput XRF data analysis workflows to handle the increasing data volumes expected from next-generation synchrotron facilities.

X-ray fluorescence↗

Automatic Differentiation of C++ Codes on Emerging Manycore Architectures with Sacado

Automatic differentiation (AD) is a well-known technique for evaluating analytic derivatives of calculations implemented on a computer, with numerous software tools available for incorporating AD technology into complex applications. However, a growing challenge for AD is the efficient differentiation of parallel computations implemented on emerging manycore computing architectures such as multicore CPUs, GPUs, and accelerators as these devices become more pervasive. In this work, we explore forward mode, operator overloading-based differentiation of C++ codes on these architectures using the widely available Sacado AD software package. In particular, we leverage Kokkos, a C++ tool providing APIs for implementing parallel computations that is portable to a wide variety of emerging architectures. Here we describe the challenges that arise when differentiating code for these architectures using Kokkos, and two approaches for overcoming them that ensure optimal memory access patterns as well as expose additional dimensions of fine-grained parallelism in the derivative calculation. We describe the results of several computational experiments that demonstrate the performance of the approach on a few contemporary CPU and GPU architectures. We then conclude with applications of these techniques to the simulation of discretized systems of partial differential equations.

97 MATHEMATICS AND COMPUTING↗

Particle-image Velocimetry Sensitivity through Automatic Differentiation

A commonly encountered difficulty in modern experimental fluid dynamics experiments is the need for full-flow visualization and measurement; traditional techniques such as hot-wire probes and laser Doppler velocimetry cannot provide such information without difficult scanning procedures. Particle-image velocimetry (PIV) is a measurement technique which can overcome this spatial limitation to provide real-time three-dimensional fluid velocity vectors for an entire plane within the flow, as opposed to a single point that is provided by other measurement techniques. To accomplish this, a PIV system seeds the fluid flow with tracer particles; these must have nearly the same density as that of the fluid and a high drag coefficient to ensure that they follow the fluid flow without deviation. A laser is sent through optics to expand its beam into a sheet which illuminates the plane of interest in the fluid. The particles reflect more light than the fluid, and their image is recorded using a high speed camera. Due to limitations in bandwidth, video cannot be taken fast enough to be useful, and instead pairs of images are captured with a known separation in time. The illuminated particles will move between the two images taken by the camera, and their relative motion can be used to compute the fluid velocity at that point. When a single camera is used, only two-dimensional velocity vectors can be computed, but with the addition of another camera this can be improved to full three-dimensional vectors. The flow's time evolution can be measured by taking series of image pairs and processing each pair to get the velocity field at the time between each image pair. Only the two-dimensional version will be considered in this work. To compute the velocity vectors of the flow, the images are broken up into interrogation regions, usually in a uniform grid. In the most basic PIV algorithm, corresponding regions in the image pairs are cross-correlated to compute the most likely displacement from one image to the next. This is used since the cross correlation will achieve a maximum value when the two interrogation regions line up the best. The location of the peak in the correlation map and scaling information for the optical setup is used to compute the particle displacement from one image to the next. This process is similar to holding two semi-transparent images and moving one until they match as well as possible. Sub-pixel displacements between images can be obtained by fitting a Gaussian function to the correlation peak. Knowing the displacement vector for each set of interrogation regions in the image pair, it is a simple matter to divide by the time gap between the two images to compute the fluid velocity at the point in time and space. Since there are many interrogation regions in each image pair, the velocity field for a sheet is sampled according to the arrangement of the interrogation regions. The sensitivity of the final computed vector to the input images is difficult to compute, and has led most considerations of uncertainty in the PIV field to apply Monte Carlo methods and correlations to quantify the systematic and random errors which result from application of various PIV algorithms. In this work, automatic differentiation (AD) has been used to trace the dependence of velocity vectors computed using the correlation-peak PIV algorithm back to the input values given to an artificial image generator. These initial results form the foundation for continued work in the application of AD to algorithms in PIV. They demonstrate that AD methods can be successfully applied to PIV algorithms without undue complexity. The derivatives of each individual vector with regard to the coefficients of the velocity field used to create the artificial images can be computed and the statistics of them considered collectively, or correlated between each other to quantify the effectiveness of a PIV algorithm. With the initial implementation complete, adding extra algorithms is relatively simple and considerable data can be generated for analysis. It is hoped that application of these methods can lead to improved PIV algorithms which demonstrate better sensitivity to small variations in particle displacement. While these methods can be used as an analysis tool for refinement of new algorithms, computation of actual resultant vector sensitivities to input images' individual pixels is the next logical step of this work. Such information will be analyzed with experimental data to produce a better understanding of how output vectors' uncertainty relates to the actual image pairs, and lead to automatic bad vector removal. (authors)

42 ENGINEERING↗