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At least 289 records · Page 16

On the reliable and flexible solution of practical subset regression problems

A new algorithm for solving subset regression problems is described. The algorithm performs a QR decomposition with a new column-pivoting strategy, which permits subset selection directly from the originally defined regression parameters. This, in combination with a number of extensions of the new technique, makes the method a very flexible tool for analyzing subset regression problems in which the parameters have a physical meaning.

Verhaegen, M.↗

On eigensystem assignment with output feedback

A new approach for the eigenvalue assignment of linear, first-order, time-invariant systems using output feedback is developed. The approach can assign the maximum allowable number of closed-loop eigenvalues through output feedback provided that the system is fully controllable and observable, and both the input influence and output influence matrices are full rank. First, a collection of bases for the space of attainable closed-loop eigenvectors is generated using the Singular Value Decomposition or QR Decomposition techniques. Then, an algorithm based on subspace intersections is developed and used to compute the corresponding coefficients of the bases, and the required output feedback gain matrix. Moreover, the additional freedom provided by the multi-inputs and multi-outputs beyond the eigenvalue assignment is characterized for possible exploitation. A numerical example is given to demonstrate the viability of the proposed approach.

Maghami, Peiman G.↗

A Chebyshev Collocation Method for Moving Boundaries, Heat Transfer, and Convection During Directional Solidification

Free and moving boundary problems require the simultaneous solution of unknown field variables and the boundaries of the domains on which these variables are defined. There are many technologically important processes that lead to moving boundary problems associated with fluid surfaces and solid-fluid boundaries. These include crystal growth, metal alloy and glass solidification, melting and name propagation. The directional solidification of semi-conductor crystals by the Bridgman-Stockbarger method is a typical example of such a complex process. A numerical model of this growth method must solve the appropriate heat, mass and momentum transfer equations and determine the location of the melt-solid interface. In this work, a Chebyshev pseudospectra collocation method is adapted to the problem of directional solidification. Implementation involves a solution algorithm that combines domain decomposition, finite-difference preconditioned conjugate minimum residual method and a Picard type iterative scheme.

Zhang, Yiqiang↗

Reduced Dimensionality Analysis of TEMPO Ozone Profile Retrievals Using the Compact Phase Space (CPSR) Algorithm

TEMPO ozone (O 3 ) profile retrievals are expected to have fidelity in the troposphere due the sensitivities of the associated averaging kernels. However, those averaging kernels are severely rank deficiency meaning that a visual inspection of the vertical structure of the averaging kernel profile sensitivities is misleading due linear dependencies in the profile. The Compact Phase Space Retrieval (CPSR) algorithm use singular value decompositions of the averaging kernels and the ‘compressed’ retrieval solution error covariance to project the transformed averaging kernels into a space that removes the linear dependencies and accounts for the solution error uncertainties. In this oral presentation and poster, we apply the CPSR dimensional reduction analysis to TEMPO and TROPOMI O 3 profile retrievals for 13:45 UTC March 29, 2024 to study the phase space characteristics of the transformed averaging kernels as a function of latitude for North America. Our results show that TEMPO generally has more phase space vertical structure in the troposphere than TROPOMI. TEMPO has four to five dominant modes, and TROPOMI has five to six dominant modes. That means that dimensional reduction can reduce the TEMPO resource requirements by ~77% and the TROPOMI requirements by ~81%. Finally, we found that after removing linear dependences and after accounting for solution uncertainties TEMPO still has sensitivities throughout the troposphere.

TEMPO↗

Integrating a ponderomotive guiding center algorithm into a quasi-static particle-in-cell code based on azimuthal mode decomposition

High fidelity modeling of plasma based acceleration (PBA) requires the use of three dimensional, fully nonlinear, and kinetic descriptions based on the particle-in-cell (PIC) method. In PBA an intense particle beam or laser (driver) propagates through a tenuous plasma whereby it excites a plasma wave wake. Three-dimensional PIC algorithms based on the quasi-static approximation (QSA) have been successfully applied to efficiently model the interaction between relativistic charged particle beams and plasma. In a QSA PIC algorithm, the plasma response to a charged particle beam or laser driver is calculated based on forces from the driver and self-consistent forces from the QSA form of Maxwell's equations. These fields are then used to advance the charged particle beam or laser forward by a large time step. Since the time step is not limited by the regular Courant-Friedrichs-Lewy (CFL) condition that constrains a standard 3D fully electromagnetic PIC code, a 3D QSA PIC code can achieve orders of magnitude speedup in performance. Recently, a new hybrid QSA PIC algorithm that combines another speedup technique known as an azimuthal Fourier decomposition has been proposed and implemented. This hybrid algorithm decomposes the electromagnetic fields, charge and current density into azimuthal harmonics and only the Fourier coefficients need to be updated, which can reduce the algorithmic complexity of a 3D code to that of a 2D code. Modeling the laser-plasma interaction in a full 3D electromagnetic PIC algorithm is very computationally expensive due the enormous disparity of physical scales to be resolved. In the QSA the laser is modeled using the ponderomotive guiding center (PGC) approach. We describe how to implement a PGC algorithm compatible for the QSA PIC algorithms based on the azimuthal mode expansion. Here this algorithm permits time steps orders of magnitude larger than the cell size and it can be asynchronously parallelized. Details on how this is implemented into the QSA PIC code that utilizes an azimuthal mode expansion, QPAD, are also described. Benchmarks and comparisons between a fully 3D explicit PIC code (OSIRIS), as well as a few examples related to laser wakefield acceleration, are presented.

97 MATHEMATICS AND COMPUTING↗

Recursive partitioned inversion of large (1500 x 1500) symmetric matrices

A recursive algorithm was designed to invert large, dense, symmetric, positive definite matrices using small amounts of computer core, i.e., a small fraction of the core needed to store the complete matrix. The described algorithm is a generalized Gaussian elimination technique. Other algorithms are also discussed for the Cholesky decomposition and step inversion techniques. The purpose of the inversion algorithm is to solve large linear systems of normal equations generated by working geodetic problems. The algorithm was incorporated into a computer program called SOLVE. In the past the SOLVE program has been used in obtaining solutions published as the Goddard earth models.

Putney, B. H.↗

Cluster decomposition of full configuration interaction wave functions: A tool for chemical interpretation of systems with strong correlation

Approximate full configuration interaction (FCI) calculations have recently become tractable for systems of unforeseen size, thanks to stochastic and adaptive approximations to the exponentially scaling FCI problem. The result of an FCI calculation is a weighted set of electronic configurations, which can also be expressed in terms of excitations from a reference configuration. The excitation amplitudes contain information on the complexity of the electronic wave function, but this information is contaminated by contributions from disconnected excitations, i.e., those excitations that are just products of independent lower-level excitations. The unwanted contributions can be removed via a cluster decomposition procedure, making it possible to examine the importance of connected excitations in complicated multireference molecules which are outside the reach of conventional algorithms. We present an implementation of the cluster decomposition analysis and apply it to both true FCI wave functions, as well as wave functions generated from the adaptive sampling CI algorithm. Furthermore, the cluster decomposition is useful for interpreting calculations in chemical studies, as a diagnostic for the convergence of various excitation manifolds, as well as as a guidepost for polynomially scaling electronic structure models. Applications are presented for (i) the double dissociation of water, (ii) the carbon dimer, (iii) the π space of polyacenes, and (iv) the chromium dimer. While the cluster amplitudes exhibit rapid decay with an increasing rank for the first three systems, even connected octuple excitations still appear important in Cr 2 , suggesting that spin-restricted single-reference coupled-cluster approaches may not be tractable for some problems in transition metal chemistry.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Concurrent Algorithm For Particle-In-Cell Simulations

Separate decompositions used for particle-motion and field calculations. General Concurrent Particle-in-Cell (GCPIC) algorithm used to implement motions of individual plasma particles (ions and electrons) under influence of particle-in-cell (PIC) computer codes on concurrent processors. Simulates motions of individual plasma particles under influence of electromagnetic fields generated by particles themselves. Performed to study variety of nonlinear problems in plasma physics, including magnetic and inertial fusion, plasmas in outer space, propagation of electron and ion beams, free-electron lasers, and particle accelerators.

Liewer, Paulett C.↗

Efficient Quantum Circuit Decompositions via Intermediate Qudits

Many quantum algorithms make use of ancilla, additional qubits used to store temporary information during computation, to reduce the total execution time. Quantum computers will be resource-constrained for years to come so reducing ancilla requirements is crucial. In this work, we give a method to generate ancilia out of idle qubits by placing some in higher-value states, called qudits. Here, we show how to take a circuit with many O(n) ancilla and design an ancilla-free circuit with the same asymptotic depth. Using this, we give a circuit construction for an in-place adder and a constant adder both with O(log n) depth using temporary qudits and no ancilla.

97 MATHEMATICS AND COMPUTING↗

Nonlinear Matrix Approximation with Radial Basis Function Components

We introduce and investigate matrix approximation by decomposition into a sum of radial basis function (RBF) components. An RBF component is a generalization of the outer product between a pair of vectors, where an RBF function replaces the scalar multiplication between individual vector elements. Even though the RBF functions are positive definite, the summation across components is not restricted to convex combinations and allows us to compute the decomposition for any real matrix that is not necessarily symmetric or positive definite. We formulate the problem of seeking such a decomposition as an optimization problem with a nonlinear and non-convex loss function. Several modern versions of the gradient descent method, including their scalable stochastic counterparts, are used to solve this problem. We provide extensive empirical evidence of the effectiveness of the RBF decomposition and that of the gradient-based fitting algorithm. While being conceptually motivated by singular value decomposition (SVD), our proposed nonlinear counterpart outperforms SVD by drastically reducing the memory required to approximate a data matrix with the same L2 error for a wide range of matrix types. For example, it leads to 2 to 6 times memory save for Gaussian noise, graph adjacency matrices, and kernel matrices. Moreover, this proximity-based decomposition can offer additional interpretability in applications that involve, e.g., capturing the inner low-dimensional structure of the data, retaining graph connectivity structure, and preserving the acutance of images.

Rebrova, Elizaveta↗

A nonlinearly preconditioned conjugate gradient algorithm for rank‐ R canonical tensor approximation

Summary Alternating least squares (ALS) is often considered the workhorse algorithm for computing the rank‐ R canonical tensor approximation, but for certain problems, its convergence can be very slow. The nonlinear conjugate gradient (NCG) method was recently proposed as an alternative to ALS, but the results indicated that NCG is usually not faster than ALS. To improve the convergence speed of NCG, we consider a nonlinearly preconditioned NCG (PNCG) algorithm for computing the rank‐ R canonical tensor decomposition. Our approach uses ALS as a nonlinear preconditioner in the NCG algorithm. Alternatively, NCG can be viewed as an acceleration process for ALS. We demonstrate numerically that the convergence acceleration mechanism in PNCG often leads to important pay‐offs for difficult tensor decomposition problems, with convergence that is significantly faster and more robust than for the stand‐alone NCG or ALS algorithms. We consider several approaches for incorporating the nonlinear preconditioner into the NCG algorithm that have been described in the literature previously and have met with success in certain application areas. However, it appears that the nonlinearly PNCG approach has received relatively little attention in the broader community and remains underexplored both theoretically and experimentally. Thus, this paper serves several additional functions, by providing in one place a concise overview of several PNCG variants and their properties that have only been described in a few places scattered throughout the literature, by systematically comparing the performance of these PNCG variants for the tensor decomposition problem, and by drawing further attention to the usefulness of nonlinearly PNCG as a general tool. In addition, we briefly discuss the convergence of the PNCG algorithm. In particular, we obtain a new convergence result for one of the PNCG variants under suitable conditions, building on known convergence results for non‐preconditioned NCG. Copyright © 2014 John Wiley & Sons, Ltd.

Sterck, Hans De↗

Benders Decomposition Using Graph Modeling and Multi-Parametric Programming

Benders decomposition is a widely used method for solving large and structured optimization problems, but its performance is affected by the repeated solution of subproblems. We propose a flexible and modular algorithmic framework for accelerating Benders decomposition. Specifically, we express the problem structure by using a graph-theoretic modeling abstraction in which nodes represent optimization subproblems and edges represent connectivity between subproblems. A key innovation of our approach is that we embed multiparametric programming (mp) surrogates for node subproblems, which maps the exact analytical map of the subproblem solution space. The use of mp surrogates allows us to replace subproblem solves with fast look-ups and function evaluations for primal and dual variables during the iterative Benders process. We formally show the equivalence between classical Benders cuts and those derived from the mp solution. We implement our framework in the open-source PlasmoBenders.jl software package. To demonstrate the capabilities of the proposed framework, we apply it to a two-stage stochastic programming problem, which aims to make optimal capacity expansion decisions under market uncertainty. We evaluate both single-cut and multicut variants of Benders decomposition and show that the use of mp surrogates achieves substantial speedups in subproblem solve time, while preserving the convergence guarantees of Benders decomposition. We highlight advantages in solution analysis and interpretability that is enabled by mp critical region tracking; specifically, we show that these reveal how decisions evolve geometrically across the Benders search. Our results aim to demonstrate that combining surrogate modeling with graph modeling offers a promising and extensible foundation for structure-exploiting decomposition. In addition, by decomposing the problem into more tractable subproblems, the proposed approach also aims to overcome scalability issues of mp. Finally, the use of mp surrogates provides a unifying and modular optimization framework that enables the representation of heterogeneous node subproblems as modeling objects with a homogeneous structure.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolution in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming

Here, we present an asynchronous bundle-trust-region algorithm within the context of Lagrangian dual decomposition for stochastic mixed-integer programs. The approach solves the Lagrangian master problem by using a bundle method with a trust-region constraint. This scheme enables asynchronous computations and can thus help mitigate severe load imbalance issues (associated with the solution of scenario subproblems) and improve parallel efficiency. We provide a convergence analysis and an implementation of the proposed scheme. We also present extensive numerical results on eighty instances of a large-scale stochastic unit commitment problem, and demonstrate that the proposed approach provides significant reductions in solution time and achieves strong scaling.

97 MATHEMATICS AND COMPUTING↗

A Data-Driven Algorithm for Enabling Delay Tolerance in Resilient Microgrid Controls Using Dynamic Mode Decomposition

The increased implementation of smart grid technologies in the power distribution grid presents unique opportunities that enable resiliency, but also brings challenges motivating needs for novel solutions and mitigation techniques. The bi-directional power and data flow allow for the grid to operate with increased resiliency, which is the ability to avoid discontinuity of service to end-use loads during extreme events. However, in applications where control of the distribution grid or microgrid relies on communication networks, the degradation of communication systems in the form of loss or high latency can cause maloperation and result in loss of end-use loads. Here this paper presents a novel framework to enable delay tolerance of centralized microgrid control schemes to mitigate communication system latency impacts and guarantee successful control action. We demonstrate the delay tolerance on a control scheme that operates a battery energy storage system (BESS) to offset the sudden loss of generation and maintain system frequency. During periods of severely degraded communication system performance, the proposed delay-tolerant algorithm compensates for the latency by utilizing a data-driven model generated at the device level using dynamic mode decomposition (DMD) to determine the performance of the communications. The DMD technique predicts the system’s frequency using device-level terminal measurements and provides updated control signals. The HELICS cosimulation platform evaluates the cyber-physical interaction of the power system model in GridLAB-D, the centralized control agent in Python, and the discrete network model in NS-3. The framework is tested and validated on the IEEE-123 node system modified to represent a networked remote microgrid model, and the results show an improvement in the dynamic performance

24 POWER TRANSMISSION AND DISTRIBUTION↗

Low rank approximation in simulations of quantum algorithms

Simulating quantum algorithms on classical computers is challenging when the system size, i.e., the number of qubits used in the quantum algorithm, is moderately large. However, some quantum algorithms and the corresponding quantum circuits can be simulated efficiently on a classical computer if the input quantum state is a low rank tensor and all intermediate states of the quantum algorithm can be represented or approximated by low rank tensors. Here, in this paper, we examine the possibility of simulating a few quantum algorithms by using low-rank canonical polyadic (CP) decomposition to represent the input and all intermediate states of these algorithms. Two rank reduction algorithms are used to enable efficient simulation. We show that some of the algorithms preserve the low rank structure of the input state and can thus be efficiently simulated on a classical computer. However, the rank of the intermediate states in other quantum algorithms can increase rapidly, making efficient simulation more difficult. To some extent, such difficulty reflects the advantage or superiority of a quantum computer over a classical computer. As a result, understanding the low rank structure of a quantum algorithm allows us to identify algorithms that can benefit significantly from quantum computers.

97 MATHEMATICS AND COMPUTING↗

Implicit transient finite element structural computations on MIMD systems - FETI vs. direct solvers

A domain decomposition method for implicit schemes that require significantly less storage and is several times faster than factorization algorithms is proposed. The transient domain decomposition method is an extension of the finite element tearing and interconnecting (FETI) method for the solution of static problems. Serial and parallel performance results obtained using the CRAY Y-MP/8 and the iPSC-860/128 systems demonstrate that the FETI method is superior to both serial and parallel direct methods.

Crivelli, Luis↗