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DOE OSTI2020

Efficient Ensemble-Based Stochastic Gradient Methods for Optimization Under Geological Uncertainty

Ensemble-based stochastic gradient methods, such as the ensemble optimization (EnOpt) method, the simplex gradient (SG) method, and the stochastic simplex approximate gradient (StoSAG) method, approximate the gradient of an objective function using an ensemble of perturbed control vectors. These methods are increasingly used in solving reservoir optimization problems because they are not only easy to parallelize and couple with any simulator but also computationally more efficient than the conventional finite-difference method for gradient calculations. In this work, we show that EnOpt may fail to achieve sufficient improvement of the objective function when the differences between the objective function values of perturbed control variables and their ensemble mean are large. On the basis of the comparison of EnOpt and SG, we propose a hybrid gradient of EnOpt and SG to save on the computational cost of SG. We also suggest practical ways to reduce the computational cost of EnOpt and StoSAG by approximating the objective function values of unperturbed control variables using the values of perturbed ones. We first demonstrate the performance of our improved ensemble schemes using a benchmark problem. Results show that the proposed gradients saved about 30–50% of the computational cost of the same optimization by using EnOpt, SG, and StoSAG. As a real application, we consider pressure management in carbon storage reservoirs, for which brine extraction wells need to be optimally placed to reduce reservoir pressure buildup while maximizing the net present value. Results show that our improved schemes reduce the computational cost significantly.

58 GEOSCIENCES↗

NASA NTRS2004

Automatic Generation of Algorithms for the Statistical Analysis of Planetary Nebulae Images

Analyzing data sets collected in experiments or by observations is a Core scientific activity. Typically, experimentd and observational data are &aught with uncertainty, and the analysis is based on a statistical model of the conjectured underlying processes, The large data volumes collected by modern instruments make computer support indispensible for this. Consequently, scientists spend significant amounts of their time with the development and refinement of the data analysis programs. AutoBayes [GF+02, FS03] is a fully automatic synthesis system for generating statistical data analysis programs. Externally, it looks like a compiler: it takes an abstract problem specification and translates it into executable code. Its input is a concise description of a data analysis problem in the form of a statistical model as shown in Figure 1; its output is optimized and fully documented C/C++ code which can be linked dynamically into the Matlab and Octave environments. Internally, however, it is quite different: AutoBayes derives a customized algorithm implementing the given model using a schema-based process, and then further refines and optimizes the algorithm into code. A schema is a parameterized code template with associated semantic constraints which define and restrict the template s applicability. The schema parameters are instantiated in a problem-specific way during synthesis as AutoBayes checks the constraints against the original model or, recursively, against emerging sub-problems. AutoBayes schema library contains problem decomposition operators (which are justified by theorems in a formal logic in the domain of Bayesian networks) as well as machine learning algorithms (e.g., EM, k-Means) and nu- meric optimization methods (e.g., Nelder-Mead simplex, conjugate gradient). AutoBayes augments this schema-based approach by symbolic computation to derive closed-form solutions whenever possible. This is a major advantage over other statistical data analysis systems which use numerical approximations even in cases where closed-form solutions exist. AutoBayes is implemented in Prolog and comprises approximately 75.000 lines of code. In this paper, we take one typical scientific data analysis problem-analyzing planetary nebulae images taken by the Hubble Space Telescope-and show how AutoBayes can be used to automate the implementation of the necessary anal- ysis programs. We initially follow the analysis described by Knuth and Hajian [KHO2] and use AutoBayes to derive code for the published models. We show the details of the code derivation process, including the symbolic computations and automatic integration of library procedures, and compare the results of the automatically generated and manually implemented code. We then go beyond the original analysis and use AutoBayes to derive code for a simple image segmentation procedure based on a mixture model which can be used to automate a manual preproceesing step. Finally, we combine the original approach with the simple segmentation which yields a more detailed analysis. This also demonstrates that AutoBayes makes it easy to combine different aspects of data analysis.

Fischer, Bernd↗

DOE OSTI2024

Localized Evaluation for Constructing Discrete Vector Fields

Topological abstractions offer a method to summarize the behavior of vector fields, but computing them robustly can be challenging due to numerical precision issues. One alternative is to represent the vector field using a discrete approach, which constructs a collection of pairs of simplices in the input mesh that satisfies criteria introduced by Forman's discrete Morse theory. While numerous approaches exist to compute pairs in the restricted case of the gradient of a scalar field, state-of-the-art algorithms for the general case of vector fields require expensive optimization procedures. This paper introduces a fast, novel approach for pairing simplices of two-dimensional, triangulated vector fields that do not vary in time. The key insight of our approach is that we can employ a local evaluation, inspired by the approach used to construct a discrete gradient field, where every simplex in a mesh is considered by no more than one of its vertices. Specifically, we observe that for any edge in the input mesh, we can uniquely assign an outward direction of flow. We can further expand this consistent notion of outward flow at each vertex, which corresponds to the concept of a downhill flow in the case of scalar fields. Working with outward flow enables a linear-time algorithm that processes the (outward) neighborhoods of each vertex one-by-one, similar to the approach used for scalar fields. Here, we couple our approach to constructing discrete vector fields with a method to extract, simplify, and visualize topological features. Empirical results on analytic and simulation data demonstrate drastic improvements in running time, produce features similar to the current state-of-the-art, and show the application of simplification to large, complex flows.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1996

Optimization Methodology for Unconventional Rocket Nozzle Design

Several current rocket engine concepts such as the bell-annular tripropellant engine, and the linear aerospike being proposed for the X-33, require unconventional three-dimensional rocket nozzles which must conform to rectangular or sector-shaped envelopes to meet integration constraints. These types of nozzles exist outside the current experience database, therefore, development of efficient design methods for these propulsion concepts is critical to the success of launch vehicle programs. Several approaches for optimizing rocket nozzles, including streamline tracing techniques, and the coupling of CFD analysis to optimization algorithms are described. The relative strengths and weaknesses of four classes of optimization algorithms are discussed: Gradient based methods, genetic algorithms, simplex methods, and surface response methods. Additionally, a streamline tracing technique, which provides a very computationally efficient means of defining a three-dimensional contour, is discussed. The performance of the various optimization methods on thrust optimization problems for tripropellant and aerospike concepts is assessed and recommendations are made for future development efforts.

Follett, W.↗

DOE OSTI2022

An Online Dynamic Amplitude-Correcting Gradient Estimation Technique to Align X-ray Focusing Optics

High-brightness X-ray pulses, as generated at synchrotrons and X-ray free electron lasers (XFELs), are used in a variety of scientific experiments. At these facilities, measurements often require optical equipment, e.g Compound Refractive Lenses (CRLs) to be precisely aligned and focused. The lateral alignment of CRLs to a beamline requires precise positioning along four axes: two translational, and the two rotational. At a synchrotron, alignment is often accomplished manually. However, XFEL beamlines present a beam brightness that fluctuates stochastically, making manual alignment a time-consuming endeavor. Automation using simplex or classic stochastic descent often fails, given the errant gradient estimates. Herein we present a dynamic-amplitude correction to the usual gradient based on the combination of a generalized finite difference stencil and a time-dependent sampling pattern. Intensity is recorded periodically, then used to normalize numerical derivatives against fluctuations. Error expectation is analyzed, and efficacy is demonstrated on classic benchmarks. We provide a proof of concept by laterally aligning optics on a simulated XFEL beamline using data recorded at both synchrotron and XFEL facilities.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS2017

Cause and Cure - Deterioration in Accuracy of CFD Simulations with Use of High-Aspect-Ratio Triangular/Tetrahedral Grids

Traditionally high-aspect ratio triangular/tetrahedral meshes are avoided by CFD researchers in the vicinity of a solid wall, as it is known to reduce the accuracy of gradient computations in those regions. Although for certain complex geometries, the use of high-aspect ratio triangular/tetrahedral elements in the vicinity of a solid wall can be replaced by quadrilateral/prismatic elements, ability to use triangular/tetrahedral elements in such regions without any degradation in accuracy can be beneficial from a mesh generation point of view. The benefits also carry over to numerical frameworks such as the space-time conservation element and solution element (CESE), where simplex elements are the mandatory building blocks. With the requirement of the CESE method in mind, a rigorous mathematical framework that clearly identifies the reason behind the difficulties in use of such high-aspect ratio simplex elements is formulated using two different approaches and presented here. Drawing insights from the analysis, a potential solution to avoid that pitfall is also provided as part of this work. Furthermore, through the use of numerical simulations of practical viscous problems involving high-Reynolds number flows, how the gradient evaluation procedures of the CESE framework can be effectively used to produce accurate and stable results on such high-aspect ratio simplex meshes is also showcased.

CESE Method↗

DOE OSTI2024

Efficient generation of grids and traversal graphs in compositional spaces towards exploration and path planning

Abstract Diverse disciplines across science and engineering deal with problems related to compositions, which exist in non-Euclidean simplex spaces, rendering many standard tools inaccurate or inefficient. This work explores such spaces conceptually in the context of materials discovery, quantifies their computational feasibility, and implements several essential methods specific to simplex spaces through a new high-performance open-source library . Most significantly, we derive and implement an algorithm for constructing a novel n-dimensional simplex graph data structure, containing all discretized compositions and possible neighbor-to-neighbor transitions. Critically, no distance or neighborhood calculations are performed, instead leveraging pure combinatorics and order in procedurally generated simplex grids, keeping the algorithm $${\mathcal{O}}(N)$$ O ( N ) , with minimal memory, enabling rapid construction of graphs with billions of transitions in seconds. Additionally, we demonstrate how such graph representations can be combined to homogeneously express complex path-planning problems, while facilitating efficient deployment of existing high-performance gradient descent, graph traversal, and other optimization algorithms.

Krajewski, Adam M. (ORCID:0000000222660099)↗

NASA NTRS2011

Inversion of Magnetic Measurements of the CHAMP Satellite Over the Pannonian Basin

The Pannonian Basin is a deep intra-continental basin that formed as part of the Alpine orogeny. In order to study the nature of the crustal basement we used the long-wavelength magnetic anomalies acquired by the CHAMP satellite. The anomalies were distributed in a spherical shell, some 107,927 data recorded between January 1 and December 31 of 2008. They covered the Pannonian Basin and its vicinity. These anomaly data were interpolated into a spherical grid of 0.5 x 0.5, at the elevation of 324 km by the Gaussian weight function. The vertical gradient of these total magnetic anomalies was also computed and mapped to the surface of a sphere at 324 km elevation. The former spherical anomaly data at 425 km altitude were downward continued to 324 km. To interpret these data at the elevation of 324 km we used an inversion method. A polygonal prism forward model was used for the inversion. The minimum problem was solved numerically by the Simplex and Simulated annealing methods; a L2 norm in the case of Gaussian distribution parameters and a L1 norm was used in the case of Laplace distribution parameters. We INTERPRET THAT the magnetic anomaly WAS produced by several sources and the effect of the sable magnetization of the exsolution of hemo-ilmenite minerals in the upper crustal metamorphic rocks.

Kis, K. I.↗

NASA NTRS2013

Dielectrophoresis-Based Particle Sensor Using Nanoelectrode Arrays

A method has been developed for concentrating, or partly separating, particles of a selected species from a liquid or gas containing these particles, and flowing in a channel. An example of this is to promote an accumulation (and thus concentration) of the selected particle (e.g., biological species such as E. coli, salmonella, anthrax, tobacco mosaic virus or herpes simplex, and non-biological materials such as nano- and microparticles, quantum dots, nanowires, nano - tubes, and other inorganic particles) adjacent to the first surface. Additionally, this method can also determine if the particle species is present in the liquid. This is accomplished by providing an insulating material in an interstitial volume between two or more adjacent nanostructure electrodes. It can also be accomplished by providing a functionalizing substance, located on a selected region of the insulating material surface, which promotes attachment of the selected species particles to the functionalized surface, and measuring a selected electrical property such as electrical impedance, conductance, or capacitance. A time-varying electrical field E, having a root-mean-square intensity of E(sup 2) rms, with a non-zero gradient in a direction transverse to the liquid or fluid flow direction, is produced by a nanostructure electrode array with a very high-magnitude gradient near exposed electrode tips. A dielectrophoretic force causes the selected particles to accumulate near the electrode tips, if the medium and selected particles have substantially different dielectric constants. An insulating material surrounds most of the nanostructure electrodes, and a region of the insulating material surface is functionalized to promote attachment of the selected particle species to the surface. An electrical property value Z(meas) is measured at the functionalized surface, and is compared with a reference value Z(ref) to determine if the selected species particles are attached to the functionalized surface. Some advantages of this innovation are that an array of nanostructure electrodes can provide an electric field intensity gradient that is one or more orders of magnitude greater than the corresponding gradient provided by a conventional microelectrode arrangement, and that, as a result of the high-magnitude field intensity gradients, a nanostructure concentrator can trap particles from high-speed microfluidic flows. This is critical for applications where the entire analysis must be performed in a few minutes

Li, Jun↗