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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↗

When ancient numerical demons meet physics-informed machine learning: adjoint-based gradients for implicit differentiable modeling

Recent advances in differentiable modeling, a genre of physics-informed machine learning that trains neural networks (NNs) together with process-based equations, have shown promise in enhancing hydrological models' accuracy, interpretability, and knowledge-discovery potential. Current differentiable models are efficient for NN-based parameter regionalization, but the simple explicit numerical schemes paired with sequential calculations (operator splitting) can incur numerical errors whose impacts on models' representation power and learned parameters are not clear. Implicit schemes, however, cannot rely on automatic differentiation to calculate gradients due to potential issues of gradient vanishing and memory demand. Here we propose a “discretize-then-optimize” adjoint method to enable differentiable implicit numerical schemes for the first time for large-scale hydrological modeling. The adjoint model demonstrates comprehensively improved performance, with Kling–Gupta efficiency coefficients, peak-flow and low-flow metrics, and evapotranspiration that moderately surpass the already-competitive explicit model. Therefore, the previous sequential-calculation approach had a detrimental impact on the model's ability to represent hydrological dynamics. Furthermore, with a structural update that describes capillary rise, the adjoint model can better describe baseflow in arid regions and also produce low flows that outperform even pure machine learning methods such as long short-term memory networks. The adjoint model rectified some parameter distortions but did not alter spatial parameter distributions, demonstrating the robustness of regionalized parameterization. Despite higher computational expenses and modest improvements, the adjoint model's success removes the barrier for complex implicit schemes to enrich differentiable modeling in hydrology.

58 GEOSCIENCES↗

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↗

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↗

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↗

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↗

OpenSn: A massively parallel, open-source simulation environment for discrete ordinates radiation transport

OpenSn is an open-source, massively parallel deterministic radiation transport code for solving the discrete-ordinates ( S N ) form of the Boltzmann transport equation on unstructured, arbitrary polyhedral meshes. It supports high-fidelity simulations involving steady-state, eigenvalue, and adjoint problems for neutral particles (e.g., neutrons, photons, multi-particles), using the multigroup approximation in energy. OpenSn combines angular discretization via discrete ordinates with a discontinuous Galerkin finite element method (DGFEM) in space, enabling accurate resolution of transport physics on arbitrary polyhedral cells, included locally refined spatial grids. It includes multiple angular quadrature types, including locally refined angular quadratures. Written in modern C++ with a Python API, OpenSn runs efficiently on platforms ranging from laptops to supercomputers. The transport sweep algorithm is implemented using a task-based, directed-acyclic-graph (DAG) approach for each angle and supports asynchronous parallelism across thousands of MPI ranks. Group-set aggregation improves compute intensity, and synthetic acceleration techniques (e.g., diffusion synthetic acceleration, second-moment method) enhance solver convergence. OpenSn has been verified on reactor physics problems and demonstrated excellent weak and strong scaling performance on more than 32,768 processes, making it a versatile and robust platform for large-scale transport simulations in complex geometries.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Improvements to the Griffin Transport Solvers

Griffin is a Multiphysics Object-Oriented Simulation Environment (MOOSE) based reactor multiphysics analysis application jointly developed by Idaho National Laboratory and Argonne National Laboratory. The code includes a variety of steady-state solvers for fixed-source, k-eigenvalue, adjoint, and subcritical multiplication, as well as transient solvers for point-kinetics, improved quasi-static, and spatial dynamics. This document summarizes the transport solver development efforts pursued during Fiscal Year 2022. We added the multiphysics transient capability for the coarse-mesh finite difference accelerated Richardson iteration for discontinuous finite element method discrete ordinates (DFEM-SN) scheme to support high-order heterogeneous transport simulations. HFEM (hybrid finite element method) - PN (spherical harmonics expansion) was completed and red-black iteration was added for solving the HFEM-PN system with both preconditioned Jacobian-free Newton Krylov and Richardson iteration solvers. The HFEM-PN scheme, as one of the low-order transport schemes, is expected for supporting routine design simulations. Pin power reconstruction capability was also designed and implemented with the Griffin ISOXML module to enhance all the low-order transport solvers for more accurate multiphysics simulations. Numerical results are presented for demonstrating the capabilities and verifying their performance, and future works are discussed.

97 MATHEMATICS AND COMPUTING↗

Fast and Scalable FFT-Based GPU-Accelerated Algorithms for Block-Triangular Toeplitz Matrices with Application to Linear Inverse Problems Governed by Autonomous Dynamical Systems

In this work, we present an efficient and scalable algorithm for performing matrix-vector multiplications (matvecs) for block Toeplitz matrices. Such matrices, which are shift-invariant with respect to their blocks, arise in the context of solving inverse problems governed by autonomous systems, and time-invariant systems in particular. In this article, we consider inverse problems that infer unknown parameters from observational data of a linear time-invariant dynamical system given in the form of partial differential equations (PDEs). Matrix-free Newton-conjugate-gradient methods are often the gold standard for solving these inverse problems, but they require numerous actions of the Hessian on a vector. Matrix-free adjoint-based Hessian matvecs require solution of a pair of linearized forward/adjoint PDE solves per Hessian action, which may be prohibitive for large-scale inverse problems. Time invariance of the forward PDE problem leads to a block Toeplitz structure of the discretized parameter-to-observable (p2o) map defining the mapping from inputs (parameters) to outputs (observables) of the PDEs. This block Toeplitz structure enables us to exploit two key properties: (1) compact storage of the p2o map and its adjoint, and (2) efficient fast Fourier transform–based Hessian matvecs. The proposed algorithm is mapped onto large multi-GPU clusters and achieves more than 80% of peak bandwidth on NVIDIA A100 GPUs. Excellent weak scaling is shown for up to 48 A100 GPUs. For the targeted problems, the implementation executes Hessian matvecs within fractions of a second, which is orders of magnitude faster than can be achieved by conventional matrix-free Hessian matvecs via forward/adjoint PDE solves.

97 MATHEMATICS AND COMPUTING↗

MrHyDE v.1.0

SAND2024-01324O MrHyDE, which stands for Multi-resolution Hybridized Differential Equations, is a general-purpose C++ package for the solution of coupled multiphysics and multiscale systems on massively parallel computing systems. MrHyDE is designed to enable moving beyond forward simulation for multiscale applications which includes optimization, control, uncertainty quantification, and stochastic inversion. The framework provides interfaces to several packages within the Trilinos framework and leverages automatic differentiation to enable adjoint capabilities for large-scale, gradient-based optimization. MrHyDE provides automated multiscale capabilities through a subgrid model interface and multiscale Dirichlet-to-Neumann maps. For extreme-scale applications, MrHyDE provides in situ data-compression algorithms to reduce memory requirements while maintaining performance. MrHyDE is a general-purpose, computational framework for the solution of multiscale and multiphysics applications. It uses a combination of structure-preserving, physics-compatible discretizations, fully implicit methods, multi-resolution schemes, or fully explicit methods. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

SciDAC↗

Accelerated Deterministic Phonon Transport With Consistent Material Temperature and Intensities

Abstract We present a method for deterministically solving the frequency and temperature dependent phonon radiative transport (PRT) equation in the single-mode relaxation time (SMRT) approximation in the self-adjoint angular flux (SAAF) form. To handle the nonlinear coupling between the phonon intensities and the material temperature, we apply a linearization approach that is similar to one in thermal radiative transport. This procedure leads to the PRT equation with pseudo-scattering. The method presented includes acceleration of both the inner pseudo-scattering source iterations and outer temperature iteration with a gray diffusion synthetic acceleration (DSA) and Anderson acceleration, respectively. We use the finite-element method to discretize the PRT equation in space and the method of discrete ordinates (SN) for angular discretization. The proposed method is verified by a gray method of manufactured solutions problem and demonstrated on a problem using temperature and direction dependent multigroup data from lithium aluminate (LiAlO2). The iterative performance of the acceleration method in each test is then compared to the unaccelerated method.

Engineering↗

A note on the reliability of goal-oriented error estimates for Galerkin finite element methods with nonlinear functionals

Here, we consider estimating the discretization error in a nonlinear functional J (u) in the setting of an abstract variational problem: find u ϵ $\mathscr{V}$ such that B (u, φ) = L (φ) ∀φ ϵ $\mathscr{V}$, as approximated by a Galerkin finite element method. Here, $\mathscr{V}$ is a Hilbert space, B (. , .) is a bilinear form, and L (∙) is a linear functional. We consider well-known error estimates η of the form J (u) - J (u h ) ≈ η = L (z) - B (u h , z), where u h denotes a finite element approximation to u, and z denotes the solution to an auxiliary adjoint variational problem. We show that there exist nonlinear functionals for which error estimates of this form are not reliable, even in the presence of an exact adjoint solution z. An estimate η is said to be reliable if there exists a constant C ϵ $\mathbb{R}$ >0 independent of u h such that |J (u) - J (u h )| ≤ C|η|. We present several example pairs of bilinear forms and nonlinear functionals where reliability of η is not achieved.

A posteriori↗

PDE-constrained high-order mesh optimization

Here, we present a novel framework for PDE-constrained r-adaptivity of high-order meshes. The proposed method formulates mesh movement as an optimization problem, with an objective function defined as a convex combination of a mesh quality metric and a measure of the accuracy of the PDE solution obtained via finite element discretization. The proposed formulation achieves optimized, well-defined high-order meshes by integrating mesh quality control, PDE solution accuracy, and robust gradient regularization. We adopt the Target-Matrix Optimization Paradigm to control geometric properties across the mesh, independent of the PDE of interest. To incorporate the accuracy of the PDE solution, we introduce error measures that control the finite element discretization error. The implicit dependence of these error measures on the mesh nodal positions is accurately captured by adjoint sensitivity analysis. Additionally, a convolution-based gradient regularization strategy is used to ensure stable and effective adaptation of high-order meshes. We demonstrate that the proposed framework can improve mesh quality and reduce the error by up to 10 times for the solution of Poisson and linear elasto-static problems. The approach is general with respect to the dimensionality, the order of the mesh, the types of mesh elements, and can be applied to any PDE that admits well-defined adjoint operators.

Computer science↗

Fluoride-Cooled High-Temperature Pebble-Bed Reactor Reference Plant Model

In this report we present work performed in Fiscal Year 2022 that demonstrates the modeling and simulation of a fully coupled neutronics thermal hydraulics reference plant model for a fluoride-cooled high-temperature pebble-bed reactor. The multiphysics model is developed on the Nuclear Regulatory Commission’s Comprehensive Reactor Analysis Bundle (BlueCRAB) available on the Idaho National Laboratory’s high-performance computer, which natively and seamlessly couples Griffin, Pronghorn, and the BISON Multiphysics Object-Oriented Simulation Environment based applications. Griffin provides reactor physics capabilities, including depletion to the equilibrium core, k-eigenvalue, adjoint, and transient. The unique direct equilibrium core capability in Griffin is based on a streamline methodology to spatially deplete the pebbles into burnup groups. Pronghorn solves the porous medium equations for the fluid regions and conduction in the solid regions and incorporates a fluidic diode model to simulate the transition from forced to natural convection during accident scenarios. MOOSE modules solves thermal conduction problems for the pebbles and tristructural isotropic in the pebble-bed core, thus providing the fuel and moderator spatial fields for each pebble burnup group. The neutronics feedback relies primarily on fuel, moderator, and reflector temperatures as as well as the FLiBe salt density. Here, we present results for the uncoupled equilibrium core and perform comparisons to equivalent Monte Carlo models. The power distributions and kinetic parameters obtained with Griffin are consistent with those computed with Griffin. We demonstrate a noticeable improvement with the use of discrete ordinates method (SN) transport. The coupled steady-state equilibrium core provides the initial condition for two time-dependent problems: a control rod withdrawal event and an unprotected loss of flow event. In both cases, the reactor design is self-stabilizing and the solutions are consistent with the expected physics. Although this model is prototypical regarding BlueCRAB’s capabilities, its results are consistent with published work by Kairos Power and other research entities. Significant improvements to the model are planned in future work.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Optimal checkpointing for adjoint multistage time-stepping schemes

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

97 MATHEMATICS AND COMPUTING↗