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Covariance Propagation and Partial Eigendecomposition Filtering on the Continuum: The Cases of Advective Dynamics

As a motivation for this lecture, we begin by stating a paradox that challenges our fundamental understanding of covariance evolution (at least it challenged my own). Attempting to resolve this 'divergence paradox' leads us to introduce the continuum fundamental solution operator for the dynamics under consideration, which will be advection dynamics in this lecture. This operator is the object that is approximated by the discrete 'tangent linear model. We then show how the fundamental solution operator can be used to describe the solution of the continuum covariance evolution equation. This description is complete enough to resolve fully the divergence paradox.

Cohn, S.↗

Computationally Efficient Decompositions of Oblique Projection Matrices

Oblique projection matrices arise in problems in weighted least squares, signal processing, and optimization. While these matrices can be potentially very large, their low-rank structure can be exploited for efficient computation. Here, we propose fast and scalable algorithms for computing their eigendecomposition and singular value decomposition (SVD). Numerical experiments that compare our proposed approaches to existing methods, including randomized SVD, are presented. In addition, we test their accuracy on linear systems from equality constrained optimization problems.

97 MATHEMATICS AND COMPUTING↗

Scattering insights into shear-induced scission of rod-like micelles

Understanding the scission of rod-like micelles under mechanical forces is crucial for optimizing their stability and behavior in industrial applications. This study investigates how micelle length, flexibility, and external forces interact, offering insights into the design of micellar systems in processes influenced by mechanical stress. Although significant, direct experimental observations of flow-induced micellar scission using scattering techniques remain scarce. Small angle neutron scattering (SANS) is used to explore the shear response of aqueous cetyltrimethylammonium bromide (CTAB) solutions with sodium nitrate. Rheological tests show shear thinning with no shear banding, ensuring a uniform flow field for reliable interpretation of scattering data. As shear rate increases, the scattering spectra show angular distortion, which is analyzed using spherical harmonic decomposition to characterize flow-induced scission and micelle orientation under shear. Two analysis steps are used: a model-independent spectral eigendecomposition reveals a decrease in micellar length, while regression analysis quantifies the evolution of the length distribution and mean length with shear rate. Additionally, micelle alignment increases with shear, quantified by the orientational distribution function. In conclusion, these findings provide experimental evidence for flow-induced alignment and scission, offering a new framework for understanding shear-induced phenomena in micellar systems.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Space-time dependent thermal conductivity in nonlocal thermal transport

Nonlocal thermal transport is generally described by the Peierls-Boltzmann transport equation (PBE). However, solving the PBE for a general space-time dependent problem remains a challenging task due to the high dimensionality of the integro-differential equation. In this work, we present a direct solution to the space-time dependent PBE with a linearized collision matrix using an eigendecomposition method. We show that there exists a generalized Fourier-type relation that links heat flux to the local temperature, and this constitutive relation defines a thermal conductivity that depends on both time and space. Combining this approach with ab initio calculations of phonon properties, we demonstrate that the space-time dependent thermal conductivity gives rise to an oscillatory response in temperature in a transient grating geometry in high thermal conductivity materials. The present solution method allows us to extend the reach of our computational capability for heat conduction to space-time dependent nondiffusive transport regimes. Here, this capability will not only enable a more accurate interpretation of thermal measurements that observe nonlocal thermal transport, but also enhance our physical understanding of nonlocal thermal transport in high thermal conductivity materials that are promising candidates for nanoscale thermal management applications.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

spdlayers

Symmetric Positive Definite (SPD) enforcement layers for PyTorch. Regardless of the input, the output of these layers will always be a SPD tensor! The `Cholesky` layer uses a cholesky factorization to enforce SPD, and the `Eigen` layer uses an eigendecomposition to enforce SPD. Both layers take in some tensor of shape `[batch_size, input_shape]` and output a SPD tensor of shape`[batch_size, output_shape, output_shape]`. The relationship between input and output is defined by the following. ```python input_shape = sum([i for i in range(output_shape + 1)]) ``` The layers have no learnable parameters, and merely serve to transform a vector space to a SPD matrix space.

Jekel, CharlesF.↗

powersqueeze

powersqueeze (psqz) is a truncated power iteration library intended for high-performance computing platforms. psqz efficiently produces low-dimensional, linear measurements of graph matrix spectra by combining classical power iteration with sparse Johnson-Lindenstrauss transforms. psqz is intended to produce high-quality, fast, data-oblivious low-dimensional representations of high-dimensional sparse data such as graphs and term-document matrices. psqz is intended to replace similar workflows that depend on directly approximating a truncated eigendecomposition (e.g., the first step of spectral clustering), which is a much more expensive operation.

Priest, BenjaminW [Lawrence Livermore National Lab↗

Principal Component Analysis for Extremes and Application to U.S. Precipitation

Here, we propose a method for analyzing extremal behavior through the lens of a most efficient basis of vectors. The method is analogous to principal component analysis, but is based on methods from extreme value analysis. Specifically, rather than decomposing a covariance or correlation matrix, we obtain our basis vectors by performing an eigendecomposition of a matrix that describes pairwise extremal dependence. We apply the method to precipitation observations over the contiguous United States. We find that the time series of large coefficients associated with the leading eigenvector shows very strong evidence of a positive trend, and there is evidence that large coefficients of other eigenvectors have relationships with El Niño–Southern Oscillation.

54 ENVIRONMENTAL SCIENCES↗

Support of domain decomposition-based solvers in Chroma

In multilevel integration, the correlation functions are decomposed into factors that depend only on fields localized into lattice subdomains so that they can be independently integrated. Although the standard formulation of the LQCD action is not local in the presence of fermions, past studies have shown approximations of the quark propagator and the fermionic determinant dependent on the gauge fields within specific subdomains can still be effective. We will present our current progress in supporting domain decomposition within Chroma, which is necessary for multilevel integration approaches. The efforts are focused on extending the code base to efficiently manipulate subdomains for lattice fields and operators and performing inversions and eigendecompositions within domains.

Alcalde, Eloy Romero↗

Domain decomposition efforts in Chroma

Multilevel integration is a technique used in lattice quantum chromodynamics (LQCD) simulations, where the correlation functions are decomposed into factors that depend only on fields localized within specific lattice subdomains. The approach significantly improves the efficiency of the calculations because the factors can be independently integrated. The main challenge in implementing multilevel integration is that the standard formulation of the LQCD action is not local in the presence of fermions. However, past studies have shown that approximations of the quark propagator and the fermionic determinant, which depend on the gauge fields within specific subdomains, can still be effective. We will present the current progress in supporting domain decomposition within the Chroma software, which is necessary for implementing multilevel integration approaches. Most of the efforts have focused on extending the Chroma code base to efficiently manipulate subdomains for lattice fields and operators, as well as performing inversions and eigendecompositions within these domains.

Alcalde, Eloy Romero↗

Optimized System Identification

In system identification, one usually cares most about finding a model whose outputs are as close as possible to the true system outputs when the same input is applied to both. However, most system identification algorithms do not minimize this output error. Often they minimize model equation error instead, as in typical least-squares fits using a finite-difference model, and it is seen here that this distinction is significant. Here, we develop a set of system identification algorithms that minimize output error for multi-input/multi-output and multi-input/single-output systems. This is done with sequential quadratic programming iterations on the nonlinear least-squares problems, with an eigendecomposition to handle indefinite second partials. This optimization minimizes a nonlinear function of many variables, and hence can converge to local minima. To handle this problem, we start the iterations from the OKID (Observer/Kalman Identification) algorithm result. Not only has OKID proved very effective in practice, it minimizes an output error of an observer which has the property that as the data set gets large, it converges to minimizing the criterion of interest here. Hence, it is a particularly good starting point for the nonlinear iterations here. Examples show that the methods developed here eliminate the bias that is often observed using any system identification methods of either over-estimating or under-estimating the damping of vibration modes in lightly damped structures.

Juang, Jer-Nan↗