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At least 253 records · Page 14

RAYLEIGH QUOTIENT ITERATION IN 3D, DETERMINISTIC NEUTRON TRANSPORT

Today’s “grand challenge” neutron transport problems require 3-D meshes with billions of cells, hundreds of energy groups, and accurate quadratures and scattering expansions. Leadership-class computers provide platforms on which high-fidelity fluxes can be calculated. However, appropriate methods are needed that can use these machines effectively. Such methods must be able to to use hundreds of thousands of cores and have good convergence properties. Rayleigh quotient iteration (RQI) is an eigenvalue solver that has been added to the SN code Denovo to address convergence. Rayleigh quotient iteration is an optimal shifted inverse iteration method that should converge in fewer iterations than the more common power method and other shifted inverse iteration methods for many problems of interest. Denovo’s RQI uses a new multigroup Krylov solver for the fixed source solutions inside every iteration that allows parallelization in energy in addition to space and angle. This Krylov solver has been shown to scale successfully to 200,000 cores: for example one test problem scaled from 69,120 cores to 190,080 cores with 98% efficiency. This paper shows that RQI works for some small problems. However, the Krylov method upon which it relies does not always converge because RQI creates ill-conditioned systems. This result leads to the conclusion that preconditioning is needed to allow this method to be applicable to a wider variety of problems.

Slaybaugh, R. N.↗

Inconsistent Investment and Consumption Problems

In a traditional Black–Scholes market we develop a verification theorem for a general class of investment and consumption problems where the standard dynamic programming principle does not hold. The theorem is an extension of the standard Hamilton–Jacobi–Bellman equation in the form of a system of non-linear differential equations. We derive the optimal investment and consumption strategy for a mean-variance investor without pre-commitment endowed with labor income. In the case of constant risk aversion it turns out that the optimal amount of money to invest in stocks is independent of wealth. The optimal consumption strategy is given as a deterministic bang-bang strategy. In order to have a more realistic model we allow the risk aversion to be time and state dependent. Of special interest is the case were the risk aversion is inversely proportional to present wealth plus the financial value of future labor income net of consumption. Using the verification theorem we give a detailed analysis of this problem. It turns out that the optimal amount of money to invest in stocks is given by a linear function of wealth plus the financial value of future labor income net of consumption. The optimal consumption strategy is again given as a deterministic bang-bang strategy. We also calculate, for a general time and state dependent risk aversion function, the optimal investment and consumption strategy for a mean-standard deviation investor without pre-commitment. In that case, it turns out that it is optimal to take no risk at all.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Neural Networks to Find the Optimal Forcing for Offsetting the Anthropogenic Climate Change Effects

Abstract Of great relevance to climate engineering is the systematic relationship between the radiative forcing to the climate system and the response of the system, a relationship often represented by the linear response function (LRF) of the system. However, estimating the LRF often becomes an ill-posed inverse problem due to high-dimensionality and nonunique relationships between the forcing and response. Recent advances in machine learning make it possible to address the ill-posed inverse problem through regularization and sparse system fitting. Here, we develop a convolutional neural network (CNN) for regularized inversion. The CNN is trained using the surface temperature responses from a set of Green’s function perturbation experiments as imagery input data together with data sample densification. The resulting CNN model can infer the forcing pattern responsible for the temperature response from out-of-sample forcing scenarios. This promising proof of concept suggests a possible strategy for estimating the optimal forcing to negate certain undesirable effects of climate change. The limited success of this effort underscores the challenges of solving an inverse problem for a climate system with inherent nonlinearity. Significance Statement Predicting the climate response for a given climate forcing is a direct problem, while inferring the forcing for a given desired climate response is often an inverse, ill-posed, problem, posing a new challenge to the climate community. This study makes the first attempt to infer the radiative forcing for a given target pattern of global surface temperature response using a deep learning approach. The resulting deeply trained convolutional neural network inversion model shows promise in capturing the forcing pattern corresponding to a given surface temperature response, with a significant implication on the design of an optimal solar radiation management strategy for curbing global warming. This study also highlights the technical challenges that future research should prioritize in seeking feasible solutions to the inverse climate problem.

Ren, Huiying↗

A fast algorithm for sparse matrix computations related to inversion

We have developed a fast algorithm for computing certain entries of the inverse of a sparse matrix. Such computations are critical to many applications, such as the calculation of non-equilibrium Green’s functions G{sup r} and G{sup <} for nano-devices. The FIND (Fast Inverse using Nested Dissection) algorithm is optimal in the big-O sense. However, in practice, FIND suffers from two problems due to the width-2 separators used by its partitioning scheme. One problem is the presence of a large constant factor in the computational cost of FIND. The other problem is that the partitioning scheme used by FIND is incompatible with most existing partitioning methods and libraries for nested dissection, which all use width-1 separators. Our new algorithm resolves these problems by thoroughly decomposing the computation process such that width-1 separators can be used, resulting in a significant speedup over FIND for realistic devices — up to twelve-fold in simulation. The new algorithm also has the added advantage that desired off-diagonal entries can be computed for free. Consequently, our algorithm is faster than the current state-of-the-art recursive methods for meshes of any size. Furthermore, the framework used in the analysis of our algorithm is the first attempt to explicitly apply the widely-used relationship between mesh nodes and matrix computations to the problem of multiple eliminations with reuse of intermediate results. This framework makes our algorithm easier to generalize, and also easier to compare against other methods related to elimination trees. Finally, our accuracy analysis shows that the algorithms that require back-substitution are subject to significant extra round-off errors, which become extremely large even for some well-conditioned matrices or matrices with only moderately large condition numbers. When compared to these back-substitution algorithms, our algorithm is generally a few orders of magnitude more accurate, and our produced round-off errors stay at a reasonable level.

97 MATHEMATICS AND COMPUTING↗

Remote Sensing of Precipitation from Airborne and Spaceborne Radar

Weather radar measurements from airborne or satellite platforms can be an effective remote sensing tool for examining the three-dimensional structures of clouds and precipitation. This chapter describes some fundamental properties of radar measurements and their dependence on the particle size distribution (PSD) and radar frequency. The inverse problem of solving for the vertical profile of PSD from a profile of measured reflectivity is stated as an optimal estimation problem for single- and multi-frequency measurements. Phenomena that can change the measured reflectivity Z(sub m) from its intrinsic value Z(sub e), namely attenuation, non-uniform beam filling, and multiple scattering, are described and mitigation of these effects in the context of the optimal estimation framework is discussed. Finally, some techniques involving the use of passive microwave measurements to further constrain the retrieval of the PSD are presented.

cloud↗

Tomographic Neutron Imaging using SIRT

Neutron imaging is complementary to x-ray imaging in that materials such as water and plastic are highly attenuating while material such as metal is nearly transparent. We showcase tomographic imaging of a diesel particulate filter. Reconstruction is done using a modified version of SIRT called PSIRT. We expand on previous work and introduce Tikhonov regularization. We show that near-optimal relaxation can still be achieved. The algorithmic ideas apply to cone beam x-ray CT and other inverse problems.

Gregor, Jens↗

Optimal impulsive time-fixed orbital rendezvous and interception with path constraints

Minimum-fuel, impulsive, time-fixed solutions are obtained for the problem of orbital rendezvous and interception with interior path constraints. Transfers between coplanar circular orbits in an inverse-square gravitational field are considered, subject to a circular path constraint representing a minimum or maximum permissible orbital radius. Primer vector theory is extended to incorporate path constraints. The optimal number of impulses, their times and positions, and the presence of initial or final coasting arcs are determined. The existence of constraint boundary arcs and boundary points is investigated as well as the optimality of a class of singular arc solutions. To illustrate the complexities introduced by path constraints, an analysis is made of optimal rendezvous in field-free space subject to a minimum radius constraint.

Taur, D.-R.↗

Optimizing Interacting Potentials to Form Targeted Materials Structures

Conventional applications of the principles of statistical mechanics (the "forward" problems), start with particle interaction potentials, and proceed to deduce local structure and macroscopic properties. Other applications (that may be classified as "inverse" problems), begin with targeted configurational information, such as low-order correlation functions that characterize local particle order, and attempt to back out full-system configurations and/or interaction potentials. To supplement these successful experimental and numerical "forward" approaches, we have focused on inverse approaches that make use of analytical and computational tools to optimize interactions for targeted self-assembly of nanosystems. The most original aspect of our work is its inherently inverse approach: instead of predicting structures that result from given interaction potentials among particles, we determine the optimal potential that most robustly stabilizes a given target structure subject to certain constraints. Our inverse approach could revolutionize the manner in which materials are designed and fabricated. There are a number of very tangible properties (e.g. zero thermal expansion behavior), elastic constants, optical properties for photonic applications, and transport properties.

36 MATERIALS SCIENCE↗

An asynchronous parallel high-throughput model calibration framework for crystal plasticity finite element constitutive models

Crystal plasticity finite element model (CPFEM) is a powerful numerical simulation in the integrated computational materials engineering toolboxes that relates microstructures to homogenized materials properties and establishes the structure–property linkages in computational materials science. However, to establish the predictive capability, one needs to calibrate the underlying constitutive model, verify the solution and validate the model prediction against experimental data. Bayesian optimization (BO) has stood out as a gradient-free efficient global optimization algorithm that is capable of calibrating constitutive models for CPFEM. Here in this paper, we apply a recently developed asynchronous parallel constrained BO algorithm to calibrate phenomenological constitutive models for stainless steel 304 L, Tantalum, and Cantor high-entropy alloy.

304L stainless steel↗

Bound Constrained Partial DifferentialEquation Inverse Problem Solution by theSemi-Smooth Newton Method

We present the mathematical derivation, software implementation details, and computational results for a semi-smooth Newton method applied to two inverse problems governed by partial differential equations with bound constraints. The two problems share mathematical structural similarities to density-based topology optimization problems. The semi-smooth Newton method provides a mesh independent solution computation for the two test problems. A key step is that the complementarity part of the necessary optimality conditions are reformulated with the use of a complementarity functionφsuch that the complementarity conditions are satisfied if and only if a zero of a nonsmooth function has been obtained. The modular finite element package MFEM is utilized for the software implementation. In addition we constructed a matrix-free Operator to enable the use of efficient Krylov subspace IterativeSolver of MFEM for the solution of our two target problems.

97 MATHEMATICS AND COMPUTING↗

Pragmatic Uncertainty Quantification and Propagation in Inverse Estimation of Structural Dynamics Parameters given Material Property Uncertainties and Limited Sensor Data

In this report we demonstrate some relatively simple and inexpensive methods to effectively account for various sources of epistemic lack-of-knowledge type uncertainty in inverse problems. The demonstration problem involves inverse estimation of six parameters of a bolted joint that attaches a kettlebell shaped object to a thick plate. The parameters are efficiently inverted in a modal-based model calibration using gradient-based optimization. Two material properties of the kettlebell are treated as uncertain to within given epistemic uncertainty bounds. We apply and test interval and sparse-sample probabilistic approaches to account for uncertainty in the estimated parameters (and various scalar functionals of the parameters as generic quantities of interest, QOIs) due to uncertainties in the material properties. We also investigate the error effects of limited numbers of vibration sensors (accelerometers) on the kettlebell and plate, and therefore abbreviated excitation/response information in the parameter inversions. We propose and demonstrate a Leave-K-Sensors-Out “cross-prediction” UQ approach to estimate related uncertainties on the parameters and QOI functionals. We indicate how uncertainties from material properties and limited sensors are treated in a combined manner. The economical combined UQ approach involves just three to five samples (i.e. three to five inverse simulations), with no added complication or error/uncertainty from use of surrogate models for affordability. Finally, we describe a related economical UQ approach for handling potential parameter solution non-uniqueness and numerical optimization related precision uncertainties in the estimated parameter values. Indicated further research is identified.

36 MATERIALS SCIENCE↗

Inverse problems in the design, modeling and testing of engineering systems

Formulations, classification, areas of application, and approaches to solving different inverse problems are considered for the design of structures, modeling, and experimental data processing. Problems in the practical implementation of theoretical-experimental methods based on solving inverse problems are analyzed in order to identify mathematical models of physical processes, aid in input data preparation for design parameter optimization, help in design parameter optimization itself, and to model experiments, large-scale tests, and real tests of engineering systems.

Alifanov, Oleg M.↗

Prediction-Correction Algorithms for Time-Varying Constrained Optimization

This article develops online algorithms to track solutions of time-varying constrained optimization problems. Particularly, resembling workhorse Kalman filtering-based approaches for dynamical systems, the proposed methods involve prediction-correction steps to provably track the trajectory of the optimal solutions of time-varying convex problems. The merits of existing prediction-correction methods have been shown for unconstrained problems and for setups where computing the inverse of the Hessian of the cost function is computationally affordable. This paper addresses the limitations of existing methods by tackling constrained problems and by designing first-order prediction steps that rely on the Hessian of the cost function (and do not require the computation of its inverse). In addition, the proposed methods are shown to improve the convergence speed of existing prediction-correction methods when applied to unconstrained problems. Numerical simulations corroborate the analytical results and showcase performance and benefits of the proposed algorithms. A realistic application of the proposed method to real-time control of energy resources is presented.

97 MATHEMATICS AND COMPUTING↗

Improving the Quasi‐Biennial Oscillation via a Surrogate‐Accelerated Multi‐Objective Optimization

Accurate simulation of the quasi-biennial oscillation (QBO) is challenging due to uncertainties in representing convectively generated gravity waves. We develop an end-to-end uncertainty quantification workflow that calibrates these gravity wave processes in E3SM for a realistic QBO. Central to our approach is a domain knowledge-informed, compressed representation of high-dimensional spatio-temporal wind fields. By employing a parsimonious statistical model that learns the fundamental frequency from complex observations, we extract interpretable and physically meaningful quantities capturing key attributes. Building on this, we train a probabilistic surrogate model that approximates the fundamental characteristics of the QBO as functions of critical physics parameters governing gravity wave generation. Leveraging the Karhunen–Loève decomposition, our surrogate efficiently represents these characteristics as a set of orthogonal features, capturing cross-correlations among multiple physics quantities evaluated at different pressure levels and enabling rapid surrogate-based inference at a fraction of the computational cost of full-scale simulations. Finally, we analyze the inverse problem using a multi-objective approach. Our study reveals a tension between amplitude and period that constrains the QBO representation, precluding a single optimal solution. To navigate this, we quantify the bi-criteria trade-off and generate a set of Pareto optimal parameter values that balance the conflicting objectives. This integrated workflow improves the fidelity of QBO simulations and offers a versatile template for uncertainty quantification in complex geophysical models.

54 ENVIRONMENTAL SCIENCES↗

Smoothing by cubic spline modified applied to solve inverse thermal problem

This paper presents an alternative to cubic spline regularization and its weighted form applied in solving inverse thermal problems. The inverse heat transfer problems are classified as ill-posed, that is, the solution may become unstable, mainly because they are sensitive to random errors deriving from the input data, necessitating a regularization method to soften these effects. The smoothing technique proposed by cubic spline regularization ensures that the global data tend to be more stable, with fewer data oscillations and dependent on a single arbitrary parameter input. It also shows that the weighted cubic spline is able to enhance filter action. The methods have been implemented in order for the search engine to optimize the choice of parameters and weight and, thus, the smoothing gains more flexibility and accuracy. The simulated and experimental tests confirm that the techniques are effective in reducing the amplified noise by inverse thermal problem presented.

97 MATHEMATICS AND COMPUTING↗

Learning and meta-learning of stochastic advection–diffusion–reaction systems from sparse measurements

Physics-informed neural networks (PINNs) were recently proposed in [18] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution, while a PDE-induced NN is coupled to the solution NN, and all differential operators are treated using automatic differentiation. Here, we first employ the standard PINN and a stochastic version, sPINN, to solve forward and inverse problems governed by a non-linear advection–diffusion–reaction (ADR) equation, assuming we have some sparse measurements of the concentration field at random or pre-selected locations. Subsequently, we attempt to optimise the hyper-parameters of sPINN by using the Bayesian optimisation method (meta-learning) and compare the results with the empirically selected hyper-parameters of sPINN. In particular, for the first part in solving the inverse deterministic ADR, we assume that we only have a few high-fidelity measurements, whereas the rest of the data is of lower fidelity. Hence, the PINN is trained using a composite multi-fidelity network, first introduced in [12], that learns the correlations between the multi-fidelity data and predicts the unknown values of diffusivity, transport velocity and two reaction constants as well as the concentration field. For the stochastic ADR, we employ a Karhunen–Loève (KL) expansion to represent the stochastic diffusivity, and arbitrary polynomial chaos (aPC) to represent the stochastic solution. Correspondingly, we design multiple NNs to represent the mean of the solution and learn each aPC mode separately, whereas we employ a separate NN to represent the mean of diffusivity and another NN to learn all modes of the KL expansion. For the inverse problem, in addition to stochastic diffusivity and concentration fields, we also aim to obtain the (unknown) deterministic values of transport velocity and reaction constants. The available data correspond to 7spatial points for the diffusivity and 20 space–time points for the solution, both sampled 2000 times. We obtain good accuracy for the deterministic parameters of the order of 1–2% and excellent accuracy for the mean and variance of the stochastic fields, better than three digits of accuracy. In the second part, we consider the previous stochastic inverse problem, and we use Bayesian optimisation to find five hyper-parameters of sPINN, namely the width, depth and learning rate of two NNs for learning the modes. Here, we obtain much deeper and wider optimal NNs compared to the manual tuning, leading to even better accuracy, i.e., errors less than 1% for the deterministic values, and about an order of magnitude less for the stochastic fields.

97 MATHEMATICS AND COMPUTING↗

Optimal Estimation Retrievals and Their Uncertainties: What Every Atmospheric Scientist Should Know

Remote sensing instruments are heavily used to provide observations for both the operational and research communities. These sensors do not provide direct observations of the desired atmospheric variables, but instead, retrieval algorithms are necessary to convert the indirect observations into the variable of interest. It is critical to be aware of the underlying assumptions made by many retrieval algorithms, including that the retrieval problem is often ill posed and that there are various sources of uncertainty that need to be treated properly. In short, the retrieval challenge is to invert a set of noisy observations to obtain estimates of atmospheric quantities. The problem is often complicated by imperfect forward models, by imperfect prior knowledge, and by the existence of nonunique solutions. Optimal estimation (OE) is a widely used physical retrieval method that combines measurements, prior information, and the corresponding uncertainties based on Bayes’s theorem to find an optimal solution for the atmospheric state. Furthermore, OE also allows the relative contributions of the different sources of error to the uncertainty in the final retrieved atmospheric state to be understood. Here, we provide a novel Python library to illustrate the use of OE for inverse problems in the atmospheric sciences. We introduce two example problems: how to retrieve drop size distribution parameters from radar observations and how to retrieve the temperature profile from ground-based microwave sensors. Using these examples, we discuss common pitfalls, how the various error sources impact the retrieval, and how the quality of the retrieval results can be quantified.

54 ENVIRONMENTAL SCIENCES↗

Contribution to the optimal shape design of two-dimensional internal flows with embedded shocks

We explore the practicability of optimal shape design for flows modeled by the Euler equations. We define a functional whose minimum represents the optimality condition. The gradient of the functional with respect to the geometry is calculated with the Lagrange multipliers, which are determined by solving a co-state equation. The optimization problem is then examined by comparing the performance of several gradient-based optimization algorithms. In this formulation, the flow field can be computed to an arbitrary order of accuracy. Finally, some results for internal flows with embedded shocks are presented, including a case for which the solution to the inverse problem does not belong to the design space.

Iollo, Angelo↗