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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↗

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↗

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↗

On Properties of Adjoint Systems for Evolutionary PDEs

We investigate the geometric structure of adjoint systems associated with evolutionary partial differential equations at the fully continuous, semi-discrete, and fully discrete levels and the relations between these levels. We show that the adjoint system associated with an evolutionary partial differential equation has an infinite-dimensional Hamiltonian structure, which is useful for connecting the fully continuous, semi-discrete, and fully discrete levels. We subsequently address the question of discretize-then-optimize versus optimize-then-discrete for both semi-discretization and time integration, by characterizing the commutativity of discretize-then-optimize methods versus optimize-then-discretize methods uniquely in terms of an adjoint-variational quadratic conservation law. For Galerkin semi-discretizations and one-step time integration methods in particular, we explicitly construct these commuting methods by using structure-preserving discretization techniques.

97 MATHEMATICS AND COMPUTING↗

A time-parallel multiple-shooting method for large-scale quantum optimal control

Quantum optimal control plays a crucial role in quantum computing by providing the interface between compiler and hardware. Solving the optimal control problem is particularly challenging for multi-qubit gates, due to the exponential growth in computational complexity with the system's dimensionality and the deterioration of optimization convergence. To ameliorate the computational complexity of time-integration, this paper introduces a multiple-shooting approach in which the time domain is divided into multiple windows and the intermediate states at window boundaries are treated as additional optimization variables. Further, this enables parallel computation of state evolution across time-windows, significantly accelerating objective function and gradient evaluations. Since the initial state matrix in each window is only guaranteed to be unitary upon convergence of the optimization algorithm, the conventional gate trace infidelity is replaced by a generalized infidelity that is convex for non-unitary state matrices. Continuity of the state across window boundaries is enforced by equality constraints. A quadratic penalty optimization method is used to solve the constrained optimal control problem, and an efficient adjoint technique is employed to calculate the gradients in each iteration. We demonstrate the effectiveness of the proposed method through numerical experiments on quantum Fourier transform gates in systems with 2, 3, and 4 qubits, noting a speedup of 80x for evaluating the gradient in the 4-qubit case, highlighting the method's potential for optimizing control pulses in multi-qubit quantum systems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Adaptive immersed isogeometric level-set topology optimization

Here, this paper presents for the first time an adaptive immersed approach for level-set topology optimization using higher-order truncated hierarchical B-spline discretizations for design and state variable fields. Boundaries and interfaces are represented implicitly by the iso-contour of one or multiple level-set functions. An immersed finite element method, the eXtended IsoGeometric Analysis, is used to predict the physical response. The proposed optimization framework affords different adaptively refined higher-order B-spline discretizations for individual design and state variable fields. The increased continuity of higher-order B-spline discretizations together with local refinement enables direct control over the accuracy of the representation of each field while simultaneously reducing computational cost compared to uniformly refined discretizations. A flexible mesh adaptation strategy enables local refinement based on geometric measures or physics-based error indicators. These adaptive discretization and analysis approaches are integrated into gradient-based optimization schemes, evaluating the design sensitivities using the adjoint method. Numerical studies illustrate the features of the proposed framework with static, linear elastic, multi-material, two- and three-dimensional problems. The examples provide insight into the effect of refining the design variable field on the optimization result and the convergence rate of the optimization process. Using coarse higher-order B-spline discretizations for level-set fields promotes the development of smooth designs and suppresses the emergence of small features. Moreover, adaptive mesh refinement for state variable fields results in a reduction of overall computational cost. Higher-order B-spline discretizations are especially interesting when evaluating gradients of state variable fields due to their higher inter-element continuity.

36 MATERIALS SCIENCE↗

Adapting CLUTCH methodology to multigroup TSUNAMI-3D for eigenvalue sensitivity calculations

The sensitivity of the eigenvalue to uncertainties in nuclear data and its evaluation are important for nuclear criticality safety. TSUNAMI-3D sequences within the SCALE code system offer several options to the user community for calculating eigenvalue sensitivity coefficients with multigroup (MG) and continuous energy (CE) 3D transport capabilities. TSUNAMI-3D sequences implement the adjoint-based perturbation theory with MG KENO code, the Contributon Linked eigenvalue sensitivity/Uncertainty estimation via Track length importance CHaracterization (CLUTCH) method with CE KENO code, and the Iterated Fission Probability (IFP) method with CE KENO and Shift codes. Each method has benefits and limitations depending on the problem that is run. The work presented here aims to adapt the CLUTCH method, which enables the Contributon method's mesh-free, memory-efficient approach for calculating adjoint-weighted tallies for sensitivity calculations, to the MG TSUNAMI-3D sequence. This application would eliminate the explicit adjoint KENO calculation, as well as the memory-consuming mesh flux moment tallies required by the conventional MG TSUNAMI-3D. Smaller memory footprints in the CLUTCH methodology and relatively shorter runtimes in MG KENO transport can make MG TSUNAMI-3D a viable method for some complex problems. Moreover, this adaptation allows MG sensitivity calculations with Shift, ORNL's next-generation high-performance Monte Carlo transport code, which currently does not offer any sensitivity capabilities with MG particle transport simulations. Initial implementation of the new MG TSUNAMI-3D sequence and its preliminary results with a selected critical benchmark experiment in the Verified, Archived Library of Inputs and Data (VALID) are presented in this study.

KENO↗

Deterministic-Monte Carlo Hybrid Methods for Eigenvalue Sensitivity Coefficient Calculations [Slides]

Hybrid method was developed based on a need to generate accurate sensitivities for specified systems with CLUTCH. This new method provides improved sensitivities with HMF-028-001, specifically with 238 U in the large reflector region. With the importance of each voxel predetermined with the adjoint flux, the hybrid method is able to generate more accurate sensitivities. More testing is needed for other types of systems and materials (i.e., thermal and intermediate energy ranges and different moderators and reflectors). Initial results are very promising and continual development of the new hybrid method is currently in progress.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

An Analytic Benchmark for Neutron Boltzmann Transport with Downscattering—Part IV: PFNS and $\bar{ν}$ Uncertainty Propagation

An analytic benchmark with continuous-energy cross sections was previously derived to validate criticality calculations. Here, to extend the utility of the analytic benchmark to verify the implementation of $\bar{ν}$ and prompt fission neutron spectrum (PFNS) uncertainty propagation methods, new simplified forms that are dependent on the incident (fission-causing) neutron energy, as well as the outgoing neutron energy for the PFNS, are introduced in this work. The analytical forms for the flux and adjoint flux are derived for the extended benchmark and used to determine the 𝑘-eigenvalue sensitivity to $\bar{ν}$ and PFNS. The 𝑘-eigenvalue uncertainty due to $\bar{ν}$ and PFNS is calculated for the analytic benchmark using simplified$\bar{ν}$ and PFNS representations based on the ENDF-B/VIII.0 239 Pu evaluation. Because of the low sensitivity of the analytic benchmark to the physical PFNS, a nonphysical high-sensitivity PFNS is also presented.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Deterministic-Monte Carlo Hybrid Methods for Eigenvalue Sensitivity Coefficient Calculations

The TSUNAMI suite within the SCALE code package includes several methods for generating sensitivity data, including multigroup (MG) and continuous-energy (CE) capabilities. For generating sensitivities with CE data, three methods are available in SCALE 6.3.0: (1) the iterated fission probability (IFP) method with the KENO Monte Carlo transport solver, (2) IFP with the Shift Monte Carlo transport solver, and (3) the Contributon-Linked eigenvalue sensitivity/Uncertainty estimation via Tracklength importance Characterization (CLUTCH) with the KENO Monte Carlo transport solver. Currently, it is difficult to generate accurate sensitivities with large reflectors when using the CLUTCH method, specifically with fissionable and hydrogenous materials. To address this issue, the work presented herein examines a methodology to calculate the adjoint flux externally with the 3D deterministic SN transport code DENOVO in SCALE; the result is then read directly into the CLUTCH-TSUNAMI sequence. This hybridization method replaces the Monte Carlo F*(r) calculation in CLUTCH while still utilizing the forward calculation. The critical benchmark HEU-MET-FAST-028-001 is used to generate sensitivities based on the inability of CLUTCH to generate accurate sensitivities. Results from the hybrid method appear to generate sensitivity values that are in excellent agreement with direct perturbations. Although further testing is needed, the method provides promising results for the development and utility of a hybrid method for use in TSUNAMI.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Differentiable Multiphysics Codes: A Breakthrough Technology for Simulation and Computing

This document summarizes the findings of a strategic planning exercise commissioned by the Weapons Simulation and Computing, Computational Physics (WSC/CP) program at the Lawrence Livermore National Laboratory (LLNL) in FY24. During the year, the committee met with multiple stakeholder communities to gather input, opinions, suggestions and concerns which have been incorporated throughout this document. The key findings from this exercise are summarized: • The development of multiphysics modelling and simulation (mod/sim) codes and software technologies, their deployment on exascale compute platforms, and their broad adoption across the NNSA is a major success of the Advanced Simulation and Computing (ASC) program and the Exascale Computing Project (ECP). Sustained investment in these core technologies is essential. • Today’s state of the art involves running ensembles of O(100K) simulations to perform uncertainty quantification (UQ) and design studies using multiple statistical methods such as Bayesian optimization to understand sensitivities of our models and explore parameterized design spaces. Even with exascale computing, we are practically limited to O(10) parameters in these studies since the number of simulations required to sample the space scales exponentially with the number of design parameters. • The data from these simulation ensembles is increasingly being used to train machine learned (ML) surrogates (or reduced order models, ROMs) which can then be used for optimization or real time design exploration. However, the trained surrogates are still limited in the number of parameters they can represent due to the sampling limitations previously noted. • Augmenting our suite of integrated multiphysics simulation codes, both current and emerging, with the ability to compute gradients (solution derivatives) of arbitrary simulation outputs with respect to (some or all) simulation inputs would be a breakthrough technology, opening the door to a new era of efficient and automated inverse design based on verified and validated mod/sim capabilities. • This capability, which we refer to as differentiable multiphysics codes (DMCs), would revolutionize both UQ and optimization studies by breaking the curse of dimensionality that presently limits our “gradient-free” ensemble based computing approach. A similar breakthrough occurred in the AI/ML community once the ability to compute gradients of arbitrary loss functions using back-propagation became commonplace. Gradient information from the multiphysics codes can also be used to dramatically improve the efficiency and scale of training of ML/ROM surrogates for rapid assessments. • Achieving this in our suite of codes will be a grand challenge, similar to the amount of effort that was required to transition from CPU to GPU computing. It will require buy-in from the entire WSC/CP program and beyond, including all integrated codes, physics and engineering models, third-party library dependencies and performance portability abstractions. It will also require investment in research and development of numerical methods for computing adjoints of coupled physics across multiple adaptively refined moving meshes and of stochastic (Monte Carlo) and mesh free (SPH) methods. • New software and numerical techniques, largely pioneered by the AI/ML community, make this feasible. Chief among these is automatic differentiation (AD), the ability to employ AD at point-wise locations in a physics calculation (instead of traditional black-box approaches) and the ability to perform “back-propagation in time” (or reverse mode AD) for non-linear partial differential equations (PDEs). Fundamentally, the conclusion of this strategic planning exercise is that the time is right to undertake a large scale effort in WSC, centered on the existing integrated codes, to continue the natural evolution of mod/sim in the age of AI/ML. Instead of attempting to replace mod/sim with purely data driven AI/ML models, we believe the key to success is to integrate AI/ML by building on top of the decades of hard-won knowledge and the verified/validated multiphysics modelling capability that is the hallmark of the ASC program.

97 MATHEMATICS AND COMPUTING↗