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At least 289 records · Page 16

HyKKT: a hybrid direct-iterative method for solving KKT linear systems

Here, we propose a solution strategy for the large indefinite linear systems arising in interior methods for nonlinear optimization. The method is suitable for implementation on hardware accelerators such as graphical processing units (GPUs). The current gold standard for sparse indefinite systems is the LBLT factorization where L is a lower triangular matrix and B is 1×1 or 2×2 block diagonal. However, this requires pivoting, which substantially increases communication cost and degrades performance on GPUs. Our approach solves a large indefinite system by solving multiple smaller positive definite systems, using an iterative solver on the Schur complement and an inner direct solve (via Cholesky factorization) within each iteration. Cholesky is stable without pivoting, thereby reducing communication and allowing reuse of the symbolic factorization. We demonstrate the practicality of our approach on large optimal power flow problems and show that it can efficiently utilize GPUs and outperform LBL T factorization of the full system.

97 MATHEMATICS AND COMPUTING↗

Development and Verification of the Charring Ablating Thermal Protection Implicit System Solver

The development and verification of the Charring Ablating Thermal Protection Implicit System Solver is presented. This work concentrates on the derivation and verification of the stationary grid terms in the equations that govern three-dimensional heat and mass transfer for charring thermal protection systems including pyrolysis gas flow through the porous char layer. The governing equations are discretized according to the Galerkin finite element method with first and second order implicit time integrators. The governing equations are fully coupled and are solved in parallel via Newton's method, while the fully implicit linear system is solved with the Generalized Minimal Residual method. Verification results from exact solutions and the Method of Manufactured Solutions are presented to show spatial and temporal orders of accuracy as well as nonlinear convergence rates.

Amar, Adam J.↗

Revealing Decision Conservativeness Through Inverse Distributionally Robust Optimization

This paper introduces Inverse Distributionally Robust Optimization (I-DRO) as a method to infer the conservativeness level of a decision-maker, represented by the size of a Wasserstein metric-based ambiguity set, from the optimal decisions made using Forward Distributionally Robust Optimization (F-DRO). By leveraging the Karush-Kuhn-Tucker (KKT) conditions of the convex F-DRO model, we formulate I-DRO as a bi-linear program, which can be solved using off-the-shelf optimization solvers. Additionally, this formulation exhibits several advantageous properties. We demonstrate that I-DRO not only guarantees the existence and uniqueness of an optimal solution but also establishes the necessary and sufficient conditions for this optimal solution to accurately match the actual conservativeness level in F-DRO. Furthermore, we identify three extreme scenarios that may impact I-DRO effectiveness. Our case study applies F-DRO for power system scheduling under uncertainty and employs I-DRO to recover the conservativeness level of system operators. Numerical experiments based on an IEEE 5-bus system and a realistic NYISO 11-zone system demonstrate I-DRO performance in both normal and extreme scenarios. An extended version of this paper with additional analyses is available at li2024revealing.

distributionally robust optimization↗

Development and Verification of the Charring, Ablating Thermal Protection Implicit System Simulator

The development and verification of the Charring Ablating Thermal Protection Implicit System Solver (CATPISS) is presented. This work concentrates on the derivation and verification of the stationary grid terms in the equations that govern three-dimensional heat and mass transfer for charring thermal protection systems including pyrolysis gas flow through the porous char layer. The governing equations are discretized according to the Galerkin finite element method (FEM) with first and second order fully implicit time integrators. The governing equations are fully coupled and are solved in parallel via Newton s method, while the linear system is solved via the Generalized Minimum Residual method (GMRES). Verification results from exact solutions and Method of Manufactured Solutions (MMS) are presented to show spatial and temporal orders of accuracy as well as nonlinear convergence rates.

Amar, Adam J.↗

SAGIPS: a physics-inspired scalable asynchronous generative inverse-problem solver

Abstract Solving large-scale inverse problems using deep-learning algorithms have become an essential part of modern research and industrial applications. The complexity of the underlying inverse problem may require the utilization of high performance computing systems which poses a challenge on the algorithmic design of the inverse problem solver. Most deep learning algorithms require, due to their design, custom parallelization techniques in order to be resource efficient while showing a reasonable convergence. In this paper we introduce a S calable A synchronous G enerative I nverse P roblem S olver (SAGIPS) on high-performance computing systems. We present a workflow that utilizes an asynchronous ring-allreduce algorithm to transfer the gradients of the generator network across multiple GPUs. Experiments with a scientific proxy application demonstrate that SAGIPS shows near linear weak scaling, together with a convergence quality that is comparable to traditional methods. The approach presented here allows leveraging Generative Adverserial Network across multiple GPUs, promising advancements in solving complex inverse problems at scale.

97 MATHEMATICS AND COMPUTING↗

Discretization and Preconditioning Algorithms for the Euler and Navier-Stokes Equations on Unstructured Meshes

Several stabilized discretization procedures for conservation law equations on triangulated domains will be considered. Specifically, numerical schemes based on upwind finite volume, fluctuation splitting, Galerkin least-squares, and space discontinuous Galerkin discretization will be considered in detail. A standard energy analysis for several of these methods will be given via entropy symmetrization. Next, we will present some relatively new theoretical results concerning congruence relationships for left or right symmetrized equations. These results suggest new variants of existing FV, DG, GLS and FS methods which are computationally more efficient while retaining the pleasant theoretical properties achieved by entropy symmetrization. In addition, the task of Jacobian linearization of these schemes for use in Newton's method is greatly simplified owing to exploitation of exact symmetries which exist in the system. These variants have been implemented in the "ELF" library for which example calculations will be shown. The FV, FS and DG schemes also permit discrete maximum principle analysis and enforcement which greatly adds to the robustness of the methods. Some prevalent limiting strategies will be reviewed. Next, we consider embedding these nonlinear space discretizations into exact and inexact Newton solvers which are preconditioned using a nonoverlapping (Schur complement) domain decomposition technique. Elements of nonoverlapping domain decomposition for elliptic problems will be reviewed followed by the present extension to hyperbolic and elliptic-hyperbolic problems. Other issues of practical relevance such the meshing of geometries, code implementation, turbulence modeling, global convergence, etc. will be addressed as needed.

Barth, Timothy↗

Sensitivity Analysis for Multidisciplinary Systems (SAMS)

This report describes the research conducted under an interagency collaboration agreement between the Aerospace Systems Directorate of the Air Force Research Laboratory (AFRL/RQ) and the Computational AeroSciences Branch of NASA Langley (NASA LaRC). Both organizations have a long-term goal of developing a modular computational system for coupling fluids and structures to enable both analysis and optimization of aerospace vehicles. Ultimately, the system should support multiple solvers within the fluid and structure domains to allow the best combination for the task at hand, as well as to allow for institutional preferences of specific software components. Towards this goal, the current research was focused on enhancing the existing modal aeroelastic analysis in the NASA FUN3D (Fully-UNstructured three-dimensional CFD (Computational Fluid Dynamics) code) software (Biedron et al. 2018), as well as developing new aeroelastic analysis and optimization capabilities based on a non-linear finite-element method. The methods and enhancements described in this document pertain to FUN3D Version 13.4.

Biedron, Robert T.↗

Fast and scalable quantum Monte Carlo simulations of electron-phonon models

We introduce methodologies for highly scalable quantum Monte Carlo simulations of electron-phonon models, and report benchmark results for the Holstein model on the square lattice. The determinant quantum Monte Carlo (DQMC) method is a widely used tool for simulating simple electron-phonon models at finite temperatures, but incurs a computational cost that scales cubically with system size. Alternatively, near-linear scaling with system size can be achieved with the hybrid Monte Carlo (HMC) method and an integral representation of the Fermion determinant. Here, we introduce a collection of methodologies that make such simulations even faster. To combat "stiffness" arising from the bosonic action, we review how Fourier acceleration can be combined with time-step splitting. To overcome phonon sampling barriers associated with strongly-bound bipolaron formation, we design global Monte Carlo updates that approximately respect particle-hole symmetry. To accelerate the iterative linear solver, we introduce a preconditioner that becomes exact in the adiabatic limit of infinite atomic mass. Finally, we demonstrate how stochastic measurements can be accelerated using fast Fourier transforms. Here, these methods are all complementary and, combined, may produce multiple orders of magnitude speedup, depending on model details.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Algebraic Multigrid by Smoothed Aggregation for Second and Fourth Order Elliptic Problems

Multigrid methods are very efficient iterative solvers for system of algebraic equations arising from finite element and finite difference discretization of elliptic boundary value problems. The main principle of multigrid methods is to complement the local exchange of information in point-wise iterative methods by a global one utilizing several related systems, called coarse levels, with a smaller number of variables. The coarse levels are often obtained as a hierarchy of discretizations with different characteristic meshsizes, but this requires that the discretization is controlled by the iterative method. To solve linear systems produced by existing finite element software, one needs to create an artificial hierarchy of coarse problems. The principal issue is then to obtain computational complexity and approximation properties similar to those for nested meshes, using only information in the matrix of the system and as little extra information as possible. Such algebraic multigrid method that uses the system matrix only was developed by Ruge. The prolongations were based on the matrix of the system by partial solution from given values at selected coarse points. The coarse grid points were selected so that each point would be interpolated to via so-called strong connections. Our approach is based on smoothed aggregation introduced recently by Vanek. First the set of nodes is decomposed into small mutually disjoint subsets. A tentative piecewise constant interpolation (in the discrete sense) is then defined on those subsets as piecewise constant for second order problems, and piecewise linear for fourth order problems. The prolongation operator is then obtained by smoothing the output of the tentative prolongation and coarse level operators are defined variationally.

Vanek, Petr↗

Extreme-scale EV charging infrastructure planning for last-mile delivery using high-performance parallel computing

Here, this paper addresses stochastic charger location and allocation problems under queue congestion for last-mile delivery using electric vehicles (EVs). The objective is to decide where to open charging stations and how many chargers of each type to install, subject to budgetary and waiting-time constraints. We formulate the problem as a mixed-integer non-linear program, where each station-charger pair is modeled as a multiserver queue with stochastic arrivals and service times to capture the notion of waiting in fleet operations. The model is extremely large, with billions of variables and constraints for a typical metropolitan area; even loading the model in solver memory is difficult, let alone solving it. To address this challenge, we develop a Lagrangian-based dual decomposition framework that decomposes the problem by station and leverages parallelization on high-performance computing systems, where the subproblems are solved by using a cutting plane method and their solutions are collected at the master level. We also develop a three-step rounding heuristic to transform the fractional subproblem solutions into feasible integral solutions. Computational experiments on data from the Chicago metropolitan area with hundreds of thousands of households and thousands of candidate stations show that our approach produces high-quality solutions in cases where existing exact methods cannot even load the model in memory. We also analyze various policy scenarios, demonstrating that combining existing depots with newly built stations under multiagency collaboration substantially reduces costs and congestion. These findings offer a scalable and efficient framework for developing sustainable large-scale EV charging networks.

Capacity allocation↗

Block encoding of the three-dimensional heterogeneous Poisson equation with application to fracture flow

Quantum linear system (QLS) algorithms offer the potential to solve large-scale linear systems exponentially faster than classical methods. However, applying QLS algorithms to real-world problems remains challenging due to issues such as state preparation, data loading, and efficient information extraction. In this work, we study the feasibility of applying QLS algorithms to solve discretized three-dimensional (3D) heterogeneous Poisson equations, with specific examples relating to groundwater flow through geologic fracture networks. We explicitly construct a block encoding for the 3D heterogeneous Poisson matrix by leveraging the sparse local structure of the discretized operator. While classical solvers benefit from preconditioning, we show that block encoding the system matrix and preconditioner separately does not improve the effective condition number that dominates the QLS run-time. This differs from classical approaches where the preconditioner and the system matrix can often be implemented independently. Nevertheless, due to the structure of the problem in three dimensions, the quantum algorithm achieves a run-time of 𝑂⁡(𝑁 2/3 polylog 𝑁 ⋅log (1/𝜖)), outperforming the best classical methods (with run times of 𝑂⁡(𝑁⁢log 𝑁 ⋅log (1/𝜖))) and offering exponential memory savings. These results highlight both the promise and limitations of QLS algorithms for practical scientific computing, and point to effective condition-number reduction as a key barrier in achieving quantum advantages.

58 GEOSCIENCES↗

Multigrid Preconditioning for a Space-Time Spectral-Element Discontinuous-Galerkin Solver

In this work we examine a multigrid preconditioning approach in the context of a high- order tensor-product discontinuous-Galerkin spectral-element solver. We couple multigrid ideas together with memory lean and efficient tensor-product preconditioned matrix-free smoothers. Block ILU(0)-preconditioned GMRES smoothers are employed on the coarsest spaces. The performance is evaluated on nonlinear problems arising from unsteady scale- resolving solutions of the Navier-Stokes equations: separated low-Mach unsteady ow over an airfoil from laminar to turbulent ow. A reduction in the number of ne space iterations is observed, which proves the efficiency of the approach in terms of preconditioning the linear systems, however this gain was not reflected in the CPU time. Finally, the preconditioner is successfully applied to problems characterized by stiff source terms such as the set of RANS equations, where the simple tensor product preconditioner fails. Theoretical justification about the findings is reported and future work is outlined.

Franciolini, Matteo↗

Development of a steady potential solver for use with linearized, unsteady aerodynamic analyses

A full potential steady flow solver (SFLOW) developed explicitly for use with an inviscid unsteady aerodynamic analysis (LINFLO) is described. The steady solver uses the nonconservative form of the nonlinear potential flow equations together with an implicit, least squares, finite difference approximation to solve for the steady flow field. The difference equations were developed on a composite mesh which consists of a C grid embedded in a rectilinear (H grid) cascade mesh. The composite mesh is capable of resolving blade to blade and far field phenomena on the H grid, while accurately resolving local phenomena on the C grid. The resulting system of algebraic equations is arranged in matrix form using a sparse matrix package and solved by Newton's method. Steady and unsteady results are presented for two cascade configurations: a high speed compressor and a turbine with high exit Mach number.

Hoyniak, Daniel↗

A parallel strategy for density functional theory computations on accelerated nodes

Using the Löwdin orthonormalization of tall-skinny matrices as a proxy-app for wavefunction-based Density Functional Theory solvers, we investigate a distributed memory parallel strategy focusing on Graphics Processing Unit (GPU)-accelerated nodes as available on some of the top ranked supercomputers at the present time. Here we present numerical results in the strong limit regime, as it is particularly relevant for First-Principles Molecular Dynamics. We also examine how matrix product-based iterative solvers provide a competitive alternative to dense eigensolvers on GPUs, allowing to push the strong scaling limit of these computations to a larger number of distributed tasks. Our strategy, which relies on replicated Gram matrices and efficient collective communications using the NCCL library, leads to a time-to-solution under 0.5 s for the Löwdin orthonormalization of a tall-skinny matrix of 3000 columns on Summit at Oak Ridge Leadership Facility (OLCF). Given the similarity in computational operations between one iteration of a DFT solver and this proxy-app, this shows the possibility of solving accurately the DFT equations well under a minute for 3000 electronic wave functions, and thus perform First-Principles molecular dynamics of physical systems much larger than traditionally solved on CPU systems.

97 MATHEMATICS AND COMPUTING↗

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↗

Multistage mixed precision iterative refinement

Abstract Low precision arithmetic, in particular half precision (16‐bit) floating point arithmetic, is now available in commercial hardware. Using lower precision can offer significant savings in computation and communication costs with proportional savings in energy. Motivated by this, there has been a renewed interest in mixed precision iterative refinement schemes for solving linear systems , and new variants of GMRES‐based iterative refinement have been developed. Each particular variant with a given combination of precisions leads to different condition number‐based constraints for convergence of the backward and forward errors, and each has different performance costs. The constraints for convergence given in the literature are, as an artifact of the analyses, often overly strict in practice, and thus could lead a user to select a more expensive variant when a less expensive one would have sufficed. In this work, we develop a multistage mixed precision iterative refinement solver which aims to combine existing mixed precision approaches to balance performance and accuracy and improve usability. For a user‐specified initial combination of precisions, the algorithm begins with the least expensive approach and convergence is monitored via inexpensive computations with quantities produced during the iteration. If slow convergence or divergence is detected using particular stopping criteria, the algorithm switches to use a more expensive, but more reliable variant. A novel aspect of our approach is that, unlike existing implementations, our algorithm first attempts to use “stronger” GMRES‐based solvers for the solution update before resorting to increasing the precision(s). In some scenarios, this can avoid the need to refactorize the matrix in higher precision. We perform extensive numerical experiments on a variety of random dense problems and problems from real applications which confirm the benefits of the multistage approach.

Oktay, Eda↗

Semi-discrete Galerkin solution of the compressible boundary-layer equations with viscous-inviscid interaction

A semi-discrete Galerkin (SDG) method is under development to model attached, turbulent, and compressible boundary layers for transonic airfoil analysis problems. For the boundary-layer formulation the method models the spatial variable normal to the surface with linear finite elements and the time-like variable with finite differences. A Dorodnitsyn transformed system of equations is used to bound the infinite spatial domain thereby providing high resolution near the wall and permitting the use of a uniform finite element grid which automatically follows boundary-layer growth. The second-order accurate Crank-Nicholson scheme is applied along with a linearization method to take advantage of the parabolic nature of the boundary-layer equations and generate a non-iterative marching routine. The SDG code can be applied to any smoothly-connected airfoil shape without modification and can be coupled to any inviscid flow solver. In this analysis, a direct viscous-inviscid interaction is accomplished between the Euler and boundary-layer codes through the application of a transpiration velocity boundary condition. Results are presented for compressible turbulent flow past RAE 2822 and NACA 0012 airfoils at various freestream Mach numbers, Reynolds numbers, and angles of attack.

Day, Brad A.↗

thornado-transport: Anderson- and GPU-accelerated nonlinear solvers for neutrino-matter coupling

Algorithms for neutrino-matter coupling in core-collapse supernovae (CCSNe) are investigated in the context of a spectral two-moment model, which is discretized in space with the discontinuous Galerkin method, integrated in time with implicit-explicit (IMEX) methods, and implemented in the toolkit for high-order neutrino-radiation hydrodynamics (thornado). The model considers electron neutrinos and antineutrinos and tabulated opacities from Bruenn (1985), which includes neutrino-electron scattering and pair processes. The nonlinear system arising from implicit time discretization of the equations governing neutrino-matter coupling is iterated to convergence using Anderson-accelerated fixed-point methods, which avoid formation of Jacobians and inversion of dense linear systems. Numerical experiments show that, for a given tolerance, a nested iteration scheme which aims to reduce opacity evaluations can lower the computational cost. Our initial port to GPUs, using both OpenMP and OpenACC, shows an overall speedup of up to ~ 100× when compared to results using a single CPU core. These results indicate that the algorithms implemented in thornado are well-suited to GPU acceleration.

Laiu, Paul↗