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DOE OSTI2021

Automatic Differentiation in MetaPhysicL and Its Applications in MOOSE

Efficient solution via Newton’s method of nonlinear systems of equations requires an accurate representation of the Jacobian, corresponding to the derivatives of the component residual equations with respect to the degrees of freedom. In practice these systems of equations often arise from spatial discretization of partial differential equations used to model physical phenomena. These equations may involve domain motion or material equations that are complex functions of the systems’ degrees of freedom. Computing the Jacobian by hand in these situations is arduous and prone to error. Finite difference approximations of the Jacobian or its action are prone to truncation error, especially in multiphysics settings. Symbolic differentiation packages may be used, but often result in an excessive number of terms in realistic model scenarios. An alternative to symbolic and numerical differentiation is automatic differentiation (AD), which propagates derivatives with every elementary operation of a computer program, corresponding to continual application of the chain rule. Automatic differentiation offers the guarantee of an exact Jacobian at a relatively small overhead cost. In this work, we outline the adoption of AD in the Multiphysics Object Oriented Simulation Environment (MOOSE) via the MetaPhysicL package. We describe the application of MOOSE’s AD capability to several sets of physics that were previously infeasible to model via hand-coded or Jacobian-free simulation techniques, including arbitrary Lagrangian-Eulerian and level-set simulations of laser melt pools, phase-field simulations with free energies provided through neural networks, and metallic nuclear fuel simulations that require inner Newton loop calculation of nonlinear material properties.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

DOE OSTI2021

CSPlib - A Software Toolkit for the Analysis of Dynamical Systems and Chemical Kinetic Models

CSPlib is an open source software library for analyzing general ordinary differential equation (ODE) systems and detailed chemical kinetic ODE systems. It relies on the computational singular perturbation (CSP) method for the analysis of these systems. The software provides support for: General ODE models (gODE model class) for computing source terms and Jacobians for a generic ODE system; TChem model (ChemElemODETChem model class) for computing source term, Jacobian, other necessary chemical reaction data, as well as the rates of progress for a homogenous batch reactor using an elementary step detailed chemical kinetic reaction mechanism. This class relies on the TChem [2] library; A set of functions to compute essential elements of CSP analysis (Kernel class). This includes computations of the eigensolution of the Jacobian matrix, CSP basis vectors and co-vectors, time scales (reciprocals of the magnitudes of the Jacobian eigenvalues), mode amplitudes, CSP pointers, and the number of exhausted modes. This class relies on the Tines library; A set of functions to compute the eigensolution of the Jacobian matrix using Tines library GPU eigensolver; A set of functions to compute CSP indices (Index Class). This includes participation indices and both slow and fast importance indices.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

A computationally-efficient method for flamelet calculations

A new open-source code for the simulation of the diffusion flamelet equations is proposed. Emphasis is placed on using an approximate Jacobian to reduce the computational cost of the matrix operations. Performance of the proposed solvers is tested by performing flamelet calculations with kinetic mechanisms of varying sizes. For the unity Lewis number equations, the present iterative Newton solver using an approximate Jacobian greatly outperforms direct Newton solvers using exact Jacobians. The computation cost scales linearly with the number of species, leading to a reduction in solution times by two orders of magnitude for mechanisms containing thousands of species. The applicability of the Jacobian approximations to the solution of the non-unity Lewis number flamelet equations is assessed. The approximations are generally inadequate to solve the full non-unity Lewis number equations but can be used in some applications depending on the balance of terms in the flamelet equations. As an example, the flamelet solver is applied to the study of sooting tendencies in laminar co-flow diffusion flames where modified non-unity Lewis number flamelet equations, previously shown to accurately reproduce experimentally-measured Yield Sooting Indices (YSI), are solved. Here, the accelerated flamelet solver is well suited for sensitivity analysis and uncertainty quantification with large detailed kinetic mechanisms, tasks for which the computational cost was previously prohibitive.

42 ENGINEERING↗

DOE OSTI2021

Linear and Nonlinear Solvers for Simulating Multiphase Flow within Large-Scale Engineered Subsurface Systems

Simulation of multiphase flow in the subsurface is well-known to be computationally challenging. While there have been many studies that have explored approaches to overcoming these challenges, they often utilize relatively simple case studies. In this paper, we focus on the unique numerical challenges posed by modeling large-scale engineered subsurface systems, characterized by discrete features embedded in a heterogeneous natural subsurface setting. The man-made features such as shafts, tunnels, and barriers often cause multiple challenges in modeling the domain for multiphase porous media flow. This flow scenario can have a wide range of applications such as nuclear waste repositories, enhanced recovery of a petroleum reservoir, geothermal engineering, and carbon sequestration. An example of these severe numerical challenges is the case of performance assessment (PA) for Waste Isolation Pilot Plant (WIPP), the only operating deep geological repository in the US, which simulates extreme material properties of bedded salt rock formation and extreme contrast due to open excavation next to the formation. The models have extremes not only of permeability and porosity but also of the constitutive models needed for multiphase flow; additionally, they have process models like salt creep closure reducing porosity over time, fracturing in clay and anhydrite interbeds of the bedded salt, gas generation from the waste materials, and unintentional human borehole intrusions in some scenarios. Numerical simulations require the solution of coupled systems of nonlinear PDEs; in our work, we use the open-source simulator PFLOTRAN which is based on Finite Volume discretization. The solution of the nonlinear equations requires use of the Newton-Raphson iteration at each time step, which entails the solution of the linearized Jacobian system at each iteration. The effects of all the processes (i.e., large number of unknowns, highly nonlinear constitutive relations, large contrasts in material properties in short distances) lead to an ill-conditioned Jacobian matrix that severely challenges traditional linear solver, i.e., stabilized biconjugate gradient with block Jacobi incomplete LU preconditioner (BCGS-ILU) leading to non-convergence for traditional Newton-Raphson nonlinear solver causing unacceptably long computation time for each model. This paper presents linear solvers such as constrained pressure residual (CPR) two-stage preconditioner with alternate-block-factorization (ABF) and quasi- implicit pressure and explicit saturation (QIMPES) decouplers and flexible generalized residual solver (FGMRES). The new general-purpose nonlinear solver, Newton trust-region dogleg Cauchy (NTRDC), is also introduced to resolve extreme nonlinearities in the models. We demonstrate the effectiveness of each method relative to the default BCGS-Newton solver. The two best cases had nearly 50 times speed-up and achieved completion of a simulation in 14 hours that never completed due to non-convergence with the default solver. We also investigate the strong scalability of each method and discuss some of the deficiencies found for Block Jacobi preconditioner using parallel domain decomposition, and node packing effects of modern processor architecture.

Preconditioner, Nonlinear, Porous media, Multiphas↗

DOE OSTI2023

Efficient GPU Implementation of Automatic Differentiation for Computational Fluid Dynamics

Many scientific and engineering applications require repeated calculations of derivatives of output functions with respect to input parameters. Automatic Differentiation (AD) is a method that automates derivative calculations and can significantly speed up code development. In Computational Fluid Dynamics (CFD), derivatives of flux functions with respect to state variables (Jacobian) are needed for efficient solutions of the nonlinear governing equations. AD of flux functions on graphics processing units (GPUs) is challenging as flux computations involve many intermediate variables that create high register pressure and require significant memory traffic because of the need to store the derivatives. This paper presents a forward-mode AD method based on multivariate dual numbers that addresses these challenges and simultaneously reduces the floating-point operation count. The dimension of the multivariate dual numbers is optimized for performance. The flux computations are restructured to minimize the number of temporary variables and reduce register pressure. For effective utilization of memory bandwidth, shared memory is used to store the local flux Jacobian. This AD implementation is compared with several other Jacobian implementations on an NVIDIA V100 GPU (V100). For three-dimensional perfect-gas compressible-flow equations implemented in a practical CFD code, the AD implementation of a flux Jacobian based on multivariate dual numbers of dimension 5 outperforms all other GPU AD implementations on V100. Its performance is comparable with the optimized hand-differentiated version. Finally, the implementation achieves 75% of the peak floating-point throughput and 61 % of the peak global device memory bandwidth usage.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

DOE OSTI2023

Retrieval of temperature and humidity profiles from ground-based high-resolution infrared observations using an adaptive fast iterative algorithm

Various retrieval algorithms have been developed for retrieving temperature and water vapor profiles from Atmospheric Emitted Radiance Interferometer (AERI) observations. The physical retrieval algorithm, named AERI Optimal Estimation (AERIoe), outperforms other retrieval algorithms in many aspects except the retrieval time, which is significantly increased due to the complex radiative transfer process. The calculation of the Jacobian matrix is the most computationally intensive step of the physical retrieval algorithm. Interestingly, an analysis of the change in AERI observations' information content with respect to Jacobians revealed that the AERIoe algorithm's performance presents negligible dependence on these metrics. Thus, the Jacobian matrix could remain unchanged when the variation in the atmospheric state is small in the retrieval process to reduce the most time-consuming computation. On the basis of the above findings, a fast physical–iterative retrieval algorithm was proposed by adaptively recalculating Jacobians in keeping with the changes in the atmospheric state. Experiments with synthetic observations demonstrate that the proposed method experiences an average reduction in retrieval time by an impressive 59 % compared to the original AERIoe algorithm while achieving maximum root-mean-square errors of less than 0.95 K and 0.22 log(ppmv) for heights below 3 km for the temperature and water vapor profile, respectively. Further analyses revealed that the fast-retrieval algorithm reached an acceptable convergence rate of 98.7 %, marginally lower than AERIoe's 99.9 % convergence rate for the 826 cases used in this study.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2024

Development of Segregated Thermal-Hydraulics Solvers in MOOSE

The simulation of fluid flows is an essential part of the design and analysis of nuclear systems. Algorithms able to simulate flows at different fidelity levels are available in the Multiphysics Object-Oriented Simulation Environment (MOOSE) and MOOSE-based applications such as Pronghorn \cite{novak2018pronghorn}, Pronghorn-Subchannel, RELAP-7, and SAM. Currently, significant effort is being invested in the development of coarse-mesh Computational Fluid Dynamics (CFD) capabilities within MOOSE and Pronghorn for the simulation of Generation IV nuclear reactors. Traditionally, the solution algorithms in MOOSE have relied on Newton or quasi-Newton methods (such as the preconditioned Jacobian-free Newton-Krylov method) where residuals and Jacobians (or approximations thereof) are constructed. Both Newton and quasi-Newton methods require the solution of a linear system at each nonlinear Newton iteration with the Jacobian as the system matrix. The Jacobian contains blocks originating from all variables in the problem (i.e., for thermal-hydraulics at least pressure, velocities, and temperature). Due to the formulation of the problem in a general multiphysics setting on unstructured mesh, creating a good preconditioner for the linear system can be challenging, thus many fluid applications have utilized direct solver-based methods such as LU factorization. However, with increasing system size and complexity in multi-dimensional problems, the direct solution of linear systems becomes computationally expensive both in execution time and and memory. For this reason, recent effort has focused on adapting segregated solution algorithms for CFD problems in MOOSE. These algorithms use fixed-point iteration between segregated systems whose assembly and preconditioning are easier those of the monolithic system. Initial results show that the segregated solution algorithm outperforms the monolithic approach in terms of memory usage and for large 3D problems in terms of CPU time as well.

42 ENGINEERING↗

DOE OSTI2024

Development of Segregated Thermal-Hydraulics Solvers in MOOSE

42 ENGINEERING↗

DOE OSTI2024

ReactionMechanismSimulator.jl: A modern approach to chemical kinetic mechanism simulation and analysis

Abstract We present ReactionMechanismSimulator.jl (RMS), a modern differentiable software for the simulation and analysis of chemical kinetic mechanisms, including multiphase systems. RMS has already been applied to problems in combustion, pyrolysis, polymers, pharmaceuticals, catalysis, and electrocatalysis. RMS is written in Julia, making it easy to develop and allowing it to take advantage of Julia's extensive numerical computing ecosystem. In addition to its extensive library of optimized analytic Jacobians, RMS can generate and use Jacobians computed using automatic differentiation and symbolically generated analytic Jacobians. RMS is demonstrated to be faster than Cantera and Chemkin in several benchmarks. RMS also implements an extensive set of features for analyzing chemical mechanisms, including a library of easy‐to‐call plotting functions, molecular structure resolved flux diagram generation, crash analysis, traditional sensitivity analysis, transitory sensitivity analysis, and an automatic mechanism analysis toolkit. RMS implements efficient adjoint and parallel forward sensitivity analyses. We also demonstrate the ease of adding new features to RMS.

Johnson, Matthew S.↗

DOE OSTI2022

Preconditioned least‐squares Petrov–Galerkin reduced order models

Abstract In this article, we introduce a methodology for improving the accuracy and efficiency of reduced order models (ROMs) constructed using the least‐squares Petrov–Galerkin (LSPG) projection method through the introduction of preconditioning. Unlike prior related work, which focuses on preconditioning the linear systems arising within the ROM numerical solution procedure to improve linear solver performance, our approach leverages a preconditioning matrix directly within the minimization problem underlying the LSPG formulation. Applying preconditioning in this way has the potential to improve ROM accuracy for several reasons. First, preconditioning the LSPG formulation changes the norm defining the residual minimization, which can improve the residual‐based stability constant bounding the ROM solution's error. The incorporation of a preconditioner into the LSPG formulation can have the additional effect of scaling the components of the residual being minimized to make them roughly of the same magnitude, which can be beneficial when applying the LSPG method to problems with disparate scales (e.g., dimensional equations, multi‐physics problems). Importantly, we demonstrate that an “ideal preconditioned” LSPG ROM (a ROM in which the preconditioner is the inverse of the Jacobian of its corresponding full order model) emulates projection of the full order model solution increment onto the reduced basis. This quantity defines a lower bound on the error of a ROM solution for a given reduced basis. By designing preconditioners that approximate the Jacobian inverse—as is common in designing preconditioners for solving linear systems—it is possible to obtain a ROM whose error approaches this lower bound. The proposed approach is evaluated on several mechanical and thermo‐mechanical problems implemented within the Albany HPC code and run in the predictive regime, with prediction across material parameter space. We demonstrate numerically that the introduction of simple Jacobi, Gauss‐Seidel, and ILU preconditioners into the proper orthogonal decomposition/LSPG formulation reduces significantly the ROM solution error, the reduced Jacobian condition number, the number of nonlinear iterations required to reach convergence, and the wall time (thereby improving efficiency). Moreover, our numerical results reveal that the introduction of preconditioning can deliver a robust and accurate solution for test cases in which the unpreconditioned LSPG method fails to converge.

Lindsay, Payton↗

DOE OSTI2023

CSPlib: A performance portable parallel software toolkit for analyzing complex kinetic mechanisms

Computational singular perturbation (CSP) is a method to analyze dynamical systems. It targets the decoupling of fast and slow dynamics using an alternate linear expansion of the right-hand side of the governing equations based on eigenanalysis of the associated Jacobian matrix. This representation facilitates diagnostic analysis, detection and control of stiffness, and the development of simplified models. For this work, we have implemented CSP in a C++ open-source library CSPlib using the Kokkos parallel programming model to address portability across diverse heterogeneous computing platforms, i.e., multi/many-core CPUs and GPUs. We describe the CSPlib implementation and present its computational performance across different computing platforms using several test problems. Specifically, we test the CSPlib performance for a constant pressure ignition reactor model on different architectures, including IBM Power 9, Intel Xeon Skylake, and NVIDIA V100 GPU. The size of the chemical kinetic mechanism is varied in these tests. As expected, the Jacobian matrix evaluation, the eigensolution of the Jacobian matrix, and matrix inversion are the most expensive computational tasks. When considering the higher throughput characteristic of GPUs, GPUs performs better for small matrices with higher occupancy rate. CPUs gain more advantages from the higher performance of well-tuned and optimized linear algebra libraries such as OpenBLAS.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Robust Iterative Method for Symmetric Quantum Signal Processing in All Parameter Regimes

Here, this paper addresses the problem of solving nonlinear systems in the context of symmetric quantum signal processing (QSP), a powerful technique for implementing matrix functions on quantum computers. Symmetric QSP focuses on representing target polynomials as products of matrices in SU(2) that possess symmetry properties. We present a novel Newton’s method tailored for efficiently solving the nonlinear system involved in determining the phase factors within the symmetric QSP framework. Our method demonstrates rapid and robust convergence in all parameter regimes, including the challenging scenario with ill-conditioned Jacobian matrices, using standard double precision arithmetic operations. For instance, solving symmetric QSP for a highly oscillatory target function α cos(1000x) (polynomial degree ≈ 1433) takes 6 iterations to converge to machine precision when α = 0.9, and the number of iterations only increases to 18 iterations when α = 1 – 10 -9 with a highly ill-conditioned Jacobian matrix. Leveraging the matrix product state structure of symmetric QSP, the computation of the Jacobian matrix incurs a computational cost comparable to a single function evaluation. Moreover, we introduce a reformulation of symmetric QSP using real-number arithmetics, further enhancing the method’s efficiency. Extensive numerical tests validate the effectiveness and robustness of our approach, which has been implemented in the QSPPACK software package.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

AEVmod – Atomic Environment Vector Module Documentation

This report outlines the mathematical formulation for the atomic environment vector (AEV) construction used in the aevmod software package. The AEV provides a summary of the geometry of a molecule or atomic configuration. We also present the formulation for the analytical Jacobian of the AEV with respect to the atomic Cartesian coordinates. The software provides functionality for both the AEV and AEV-Jacobian, as well as the AEV-Hessian which is available via reliance on the third party library Sacado.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Speedup of UEDGE Parameter Scans Using Machine-Learning Optimized OpenMP Parallelization and a Continuation Solver

This article presents the OpenMP parallelization of the preconditioning Jacobian assembly and right‐hand side residual evaluation in UEDGE. A continuation algorithm, utilizing the internal NKSOL implicit Jacobian‐Free Newton‐Krylov solver to efficiently scan physical parameters, is also presented. The implemented parallelization reduces the computational time for a benchmark scan run on 32 threads by compared to the serial version when using trained random forest regression models to identify the optimal decomposition of the system of equations. Random forest regression models applied to the UEDGE time‐dependent and continuation solver algorithms did not yield meaningful improvement in computational performance. A benchmark DIII‐D gas injection rate scan in the 0.35–0.75 kA interval, performed on a test cluster using the parallelized code and continuation solver, produced 1066 steady‐state solutions with a 22 s average wall‐clock computational time per steady‐state solution.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2021

Extending a 10‐node composite tetrahedral finite element for solid mechanics

Abstract We propose to extend the composite tetrahedral finite element first introduced by Thoutireddy et al. (2002) and recently reformulated by Ostien et al. (2016). We generalize the gradient operator and mass matrix to curved domains through analytical expressions weighted by subtetrahedra Jacobians. Optimal integration weights are constructed to increase the accuracy of Gaussian quadrature. We preserve the variational structure of the formulation through a new five‐field functional with additional, independent fields for the Jacobian and the pressure. This approach not only obviates volumetric locking but also yields symmetry. A deleterious soft mode, common to both the quadratic and composite tetrahedral element with constant pressure formulations is effectively stabilized through a novel convex energy penalty function. Numerous numerical examples spanning a patch test to the impact of a Taylor bar demonstrate the accuracy, robustness, and convergence of the extended composite tetrahedral element for application to structural metals.

Foulk III, James W.↗

DOE OSTI2026

Sparsity Applications for Gradient‐Based Optimization of Wind Farms

Optimizing wind farms is essential for designing efficient energy systems, especially as farms grow larger and span multiple sites. However, this optimization becomes increasingly challenging due to the rising computational cost associated with more turbines. Gradient‐based optimization methods scale better than gradient‐free approaches for large problems, but the most computationally expensive component remains the calculation of gradients for the objective function and constraint Jacobians. To address this, we propose leveraging sparsity to accelerate gradient evaluations and reduce the size of the constraint Jacobian. Wind farms naturally exhibit sparsity—many turbines do not influence each other under certain wind directions. However, unlike traditional sparse problems with fixed patterns, wind farm sparsity is dynamic, requiring new strategies to handle changing interactions efficiently. This paper presents a study of sparsity in wind farm optimization and introduces several methods to exploit it. These strategies are tested on multiple farms using the analytic Cumulative Curl model, with gradients computed via automatic differentiation (AD). The same sparsity‐aware techniques are also applicable to finite difference (FD) methods, where they can yield even greater speedups due to the high cost of directional evaluations. Results show that sparse methods achieve up to a 10x speedup with less than ± 5% variance in optimized wake losses compared to traditional methods. These findings suggest that sparsity‐aware optimization not only maintains solution quality but also scales efficiently with farm size, enabling more comprehensive design exploration at reduced computational cost.

17 WIND ENERGY↗

DOE OSTI2021

Drell-Yan q T resummation of fiducial power corrections at N 3 LL

We consider Drell-Yan production pp → V*X → LX at small q T << Q, where q T and Q are the total transverse momentum and invariant mass of the leptonic final state L. Experimental measurements require fiducial cuts on L, which in general introduce enhanced, linear power corrections in q T /Q. We show that they can be unambiguously predicted from factorization, and resummed to the same order as the leading-power contribution. For the fiducial q T spectrum, they constitute the complete linear power corrections. We thus obtain predictions for the fiducial q T spectrum to N 3 LL and next-to-leading-power in q T /Q. Matching to full NNLO ($α$$^{2}_{s}$), we find that the linear power corrections are indeed the dominant ones, and once included by factorization, the remaining fixed-order corrections become almost negligible below q T ≲ 40 GeV. We also discuss the implications for more complicated observables, and provide predictions for the fiducial Φ* spectrum at N 3 LL+NNLO. We find excellent agreement with ATLAS and CMS measurements of q T and Φ*. We also consider the $p$$^{ℓ}_{T}$ spectrum. We show that it develops leptonic power corrections in q T /(Q – 2$p$$^{ℓ}_{T}$), which diverge near the Jacobian peak $p$$^{ℓ}_{T}$ ~ Q/2 and must be kept to all powers to obtain a meaningful result there. Doing so, we obtain for the first time an analytically resummed result for the $p$$^{ℓ}_{T}$ spectrum around the Jacobian peak at N 3 LL+NNLO. Our method is based on performing a complete tensor decomposition for hadronic and leptonic tensors. We show that in practice this is equivalent to often-used recoil prescriptions, for which our results now provide rigorous, formal justification. Our tensor decomposition yields nine Lorentz-scalar hadronic structure functions, which for Z/γ* → ℓℓ or W → ℓν directly map onto the commonly used angular coefficients, but also holds for arbitrary leptonic final states. In particular, for suitably defined Born-projected leptons it still yields a LO-like angular decomposition even when including QED final-state radiation. Finally, we also discuss the application to q T subtractions. Including the unambiguously predicted fiducial power corrections significantly improves their performance, and in particular makes them applicable near kinematic edges where they otherwise break down due to large leptonic power corrections.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

DOE OSTI2023

Solution and sensitivity analysis of nonlinear equations using a hypercomplex-variable Newton-Raphson method

Here, the classical Newton-Raphson (NR) method for solving nonlinear equations is enhanced in two ways through the use of hypercomplex variables and algebra. In particular, i) the Jacobian is computed in a highly accurate and automated way, and ii) the derivative of the solution to the nonlinear equations is computed with respect to any parameter contained within the system of equations. These advances provide two significant enhancements in that it is straightforward to provide an accurate Jacobian and to construct a reduced order model (ROM) of arbitrary order with respect to any parameter of the system. The ROM can then be used to approximate the solution for other parameter values without requiring additional solutions of the nonlinear equations. Several case studies are presented including 1D and 2D academic examples with fully functioning Python code provided. Additionally, a case of study of the catenary of an elastic cable subject to its own weight and a vertical point load. Derivatives up to 10th order were computed with respect to material, loading, and geometrical parameters. The derivatives were used to generate reduced order models of the cable deformation and reaction forces at its ends with respect to multiple input parameters. Results show that from a single hypercomplex evaluation of the cable under a single vertical point load, it is possible to generate an accurate reduced order model capable of predicting the cable deformation with 1.5 times the load in the opposite direction and with 3.5 times the load in the same direction without resolving the system of equations.

97 MATHEMATICS AND COMPUTING↗