Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “algorithmic differentiation”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 37 records · Page 2

A set of test problems for nonlinear optimization

The software is a set of test problems for nonlinear optimization algorithms, including subroutines such as linear algebra routines and automatic differentiation algorithms. The test problems come from chemical engineering open literature, and describe optimization tasks related to the design and operation of processes such as carbon capture, Hydrogen production, heat exchange, and distillation.

Parker, Robert↗

Parallel Algorithm Solves Coupled Differential Equations

Numerical methods adapted to concurrent processing. Algorithm solves set of coupled partial differential equations by numerical integration. Adapted to run on hypercube computer, algorithm separates problem into smaller problems solved concurrently. Increase in computing speed with concurrent processing over that achievable with conventional sequential processing appreciable, especially for large problems.

Hayashi, A.↗

MITgcm-AD v2: Open source tangent linear and adjoint modeling framework for the oceans and atmosphere enabled by the Automatic Differentiation tool Tapenade

The Massachusetts Institute of Technology General Circulation Model (MITgcm) is widely used by the climate science community to simulate planetary atmosphere and ocean circulations. A defining feature of the MITgcm is that it has been developed to be compatible with an algorithmic differentiation (AD) tool, TAF, enabling the generation of tangent-linear and adjoint models. These provide gradient information which enables dynamics-based sensitivity and attribution studies, state and parameter estimation, and rigorous uncertainty quantification. Importantly, gradient information is essential for computing comprehensive sensitivities and performing efficient large-scale data assimilation, ensuring that observations collected from satellites and in-situ measuring instruments can be effectively used to optimize a large uncertain control space. As a result, the MITgcm forms the dynamical core of a key data assimilation product employed by the physical oceanography research community: Estimating the Circulation and Climate of the Ocean (ECCO) state estimate. Although MITgcm and ECCO are used extensively within the research community, the AD tool TAF is proprietary and hence inaccessible to a large proportion of these users. The new version 2 (MITgcm-AD v2) framework introduced here is based on the source-to-source AD tool Tapenade, which has recently been open-sourced. Another feature of Tapenade is that it stores required variables by default (instead of recomputing them) which simplifies the implementation of efficient, AD-compatible code. The framework has been integrated with the MITgcm model’s main branch and is now freely available.

Adjoints↗

Reverse-mode differentiation in arbitrary tensor network format: with application to supervised learning.

This paper describes an efficient reverse-mode differentiation algorithm for contraction operations of tensor networks that may have arbitrary and unconventional network topologies. The approach leverages the tensor contraction tree of Evenbly and Pfeifer (2014), which provides an instruction set for the contraction sequence of a network. We show that this tree can be efficiently leveraged for differentiation of a full tensor network contraction using a recursive scheme that exploits (1) the bilinear property of contraction and (2) the property that trees have single path from root to leaves. While differentiation of tensor-tensor contraction is already possible in most automatic differentiation packages, we show that exploiting these two additional properties in the specific context of contraction sequences can improve efficiency. Following a description of the algorithm and computational complexity analysis, we investigate its utility for gradient-based supervised learning for low-rank function recovery and for fitting real-world unstructured datasets. We demonstrate improved performance over alternating least-squares optimization approaches and the capability to handle heterogeneous and arbitrary tensor network formats. When compared to alternating minimization algorithms, we find that the gradient-based approach requires a smaller oversampling ratio (number of samples compared to number model parameters) for recovery. This increased efficiency extends to fitting unstructured data of varying dimensionality and when employing a variety of tensor network formats. Here, we show improved learning using the hierarchical Tucker method over the tensor-train in high-dimensional settings on a number of benchmark problems.

97 MATHEMATICS AND COMPUTING↗

Quandary

Quandary numerically simulates and optimizes the time-evolution of open quantum systems. The underlying dynamics are modelled by Lindblad's master equation, a linear ordinary differential equation (ODE) describing quantum systems interacting with the environment. Quandary solves this ODE numerically by applying a time-stepping integration scheme, and utilizes a gradient-based optimization approach to determine optimal control pulses that drive the quantum system to a desired target state. Two optimization objectives are considered: (a) Unitary gate optimization that finds controls to realize a unitary gate transformation, and (b) optimal reset that aims to drive the quantum system to the ground states. Gradient-based optimization schemes utilizing Petsc's Tao optimization package are applied to generate control pulses that minimize the respective measure. To evaluate the gradient of the objective function, the discrete adjoint method is used while leveraging techniques from Algorithmic Differentiation to produce exact and consistent gradients. To mitigate excessive execution run times, the software can be build together with the XBraid software library which provides a parallelization strategy to distribute the time-evolution of the underlying dynamics onto multiple processor.

Petersson, NilsA.↗

Graph-based Reversible Evaluation and Tangents Library

GRETL is a C++ library for evaluation, re-evaluation and algorithmic differentiation of functional operations on an arbitrary computational graph with limited memory usage. Similar to popular machine learning frameworks in Python, like PyTorch and JAX, it tracks and stores both operations and output data as functions are evaluated. Once this composition of functions is built up, the entire chain of operations can be back propagated to compute sensitivities of the final result with respect to any number of inputs. In contrast to most machine learning applications, memory usage becomes the bottleneck for back propagation in many physics applications, especially for time-dependent PDEs. Dynamic check pointing becomes essential. An important distinguishing feature of GRETL is its ability to limit the maximum memory usage by automatically dynamic checkpointing the data output for each graph operation (see Wang, Moin, Iaccarino, 2009). During backpropagation, parts of the graph that are no longer in memory are automatically re-evaluated from upstream checkpointed states as needed for derivative sensitivity calculations (or more precisely, for vector-Jacobian products). GRETL is particularly beneficial for applications, such as coupled multi-physics, where deriving adjoint-based sensitivities and managing checkpoint memory across modules becomes onerous. Cases which can be readily handled by the GRETL library include: different time-integration algorithms per physics (e.g., coupled predictor-corrector algorithms, IMEX, etc.), sub-cycling, asynchronous integrators, state dependent timestep sizes, iterative solvers and coupling algorithms, controller algorithms, and more.

Tupek, MichaelR [Lawrence Livermore National Labor↗

Measurement of coherent exclusive J/ψ → μ+μ− production in ultraperipheral Pb+Pb collisions at sNN=5.36 TeV with the ATLAS detector

The ATLAS experiment has performed a measurement of coherent exclusive J/ψ → μ+μ− production in ultraperipheral Pb+Pb collisions at sNN=5.36$$ \sqrt{s_{\textrm{NN}}}=5.36 $$ TeV. The data was recorded at the Large Hadron Collider (LHC) during 2023, and corresponds to an integrated luminosity of 79 μb−1. Exclusive J/ψ candidates were selected with a dedicated track-sensitive trigger based on the ATLAS transition radiation tracker. The analysis involves reconstruction of the dimuon invariant mass based on muon tracks from the inner detector, as the muon transverse momentum range of interest precludes the use of the standard muon reconstruction and identification algorithms. Differential cross sections are measured as a function of J/ψ rapidity and are compared with theoretical predictions. After extrapolation to sNN=5.02$$ \sqrt{s_{\textrm{NN}}}=5.02 $$ TeV, they are also compared with previous measurements performed by other experiments using data from LHC Run 2. While the results agree reasonably well with theoretical predictions, they are in tension with previous Run-2 results for the central rapidity region.

Aad, G↗

Augmenting subspace optimization methods with linear bandits

In this work, we consider the framework of methods for unconstrained minimization that are, in each iteration, restricted to a model that is only a valid approximation to the objective function on some affine subspace containing an incumbent point. These methods are of practical interest in computational settings where derivative information is either expensive or impossible to obtain. Recent attention has been paid in the literature to employing randomized matrix sketching for generating the affine subspaces within this framework. We consider a relatively straightforward, deterministic augmentation of such a generic subspace optimization method. In particular, we consider a sequential optimization framework where actions consist of one-dimensional linear subspaces and rewards consist of (approximations to) the magnitudes of directional derivatives computed in the direction of the action subspace. Reward maximization in this context is consistent with maximizing lower bounds on descent guaranteed by first-order Taylor models. This sequential optimization problem can be analysed through the lens of dynamic regret. We modify an existing linear upper confidence bound (UCB) bandit method and prove sublinear dynamic regret in the subspace optimization setting. We demonstrate the efficacy of employing this linear UCB method in a setting where forward-mode algorithmic differentiation can provide directional derivatives in arbitrary directions and in a derivative-free setting. For the derivative-free setting, we propose SS-POUNDers, an extension of the derivative-free optimization method POUNDers that employs the linear UCB mechanism to identify promising subspaces. Our numerical experiments suggest a preference, in either computational setting, for employing a linear UCB mechanism within a subspace optimization method.

97 MATHEMATICS AND COMPUTING↗

A study on the sensitivity and simultaneous adjustment of a hoop-column antenna surface

The results of a recent surface adjustment of the 15-meter diameter hoop-column antenna are presented. A least-squares differential algorithm is used to adjust the surface shape as close as possible to a perfect parabola. Since the desired perfect parabola is not uniquely known a priori, parameters of the perfect parabola are included in the design vector along with the cable length changes. As an extension to an earlier study, lateral sensitivity is included in the least-squares adjustment procedure. In addition, the effect of cable length uncertainties on the surface RMS error is considered and an error bound is derived. The results in this study indicate an improvement over earlier studies. The sensitivity analysis provided a quantitative measure of the needed accuracy of the cable adjustments in the laboratory. Recommendations are included to further enhance shape adjustment.

Lim, Kyong Been↗

Solar Sail Transfers from Invariant Objects to L5 Periodic Orbits

The rising interest in a mission to the Sun-Earth L5 point for heliophysics or Trojan asteroid search and the development of solar sails has opened the question of using solar radiation pressure for such a mission. Different solar sail trajectories to the Sun-Earth L5 point are constructed. Different invariant objects in the neighbourhood of Earth are considered for departure: equilibrium points, families of periodic orbits and their associated invariant manifold. Using a multi-objective genetic algorithm, differential correction and the optimal control solver PSOPT the transfers are obtained. The approach followed results in fast solar sail transfers which can be used for the preliminary design of a mission to the Sun-Earth L5 point.

Fernandez, Alvaro↗

Toward Adjoint-Based Aeroacoustic Optimization for Propeller and Rotorcraft Applications

The goal of the present project is to build a multidisciplinary, rapid, robust, and accurate computational tool to optimize wing-mounted propeller designs. The full Farassat’s formulation F1Afor aeroacoustic analysis is implemented in the open-source software SU2.This extension enables the prediction of far-field noise generated by moving sources. The formulation is verified, for a stationary and rotating sphere in a wind tunnel and for a tiltrotor in forward flight, by comparing the acoustic predictions ofSU2 with the predictions computed by NASA’s aeroacoustics code ANOPP2. The algorithmic differentiation capability of SU2 provides discretely consistent, adjoint-based sensitivity analysis for this formulation. The adjoint-based sensitivities are verified through comparison with complex-step sensitivities

R Omur Icke↗

Aeroacoustic Optimization of Installed Propeller Configurations with Scattering and Shielding Effects

An optimization capability is developed for acoustic scattering and shielding of installed propellers and rotors, based on a spacetime Galerkin time domain boundary element method (TDBEM). The time domain approach is particularly suitable for efficient simulation of transient, rotating, and broadband noise sources such as propellers. The use of algorithmic differentiation allows efficient evaluation of design sensitivities required for gradient-based design optimization with a large number of design variables. We present a validation exercise for the coherent broadband scattering capability against an analytical solution, showing excellent agreement. We then demonstrate the optimization tool on a series of inverse design cases with broadband and rotating sources, as well as an optimization problem for a propeller-wing configuration. The results show good performance for optimization problems with the characteristics of realistic installed propeller configurations.

Maks J Groom↗

Aeroacoustic Optimization of Installed Propeller Configurations with Scattering and Shielding Effects

An optimization capability is developed for acoustic scattering and shielding of installed propellers and rotors, based on a spacetime Galerkin time domain boundary element method (TDBEM). The time domain approach is particularly suitable for efficient simulation of transient, rotating, and broadband noise sources such as propellers. The use of algorithmic differentiation allows efficient evaluation of design sensitivities required for gradient-based design optimization with a large number of design variables. We present a validation exercise for the coherent broadband scattering capability against an analytical solution, showing excellent agreement. We then demonstrate the optimization tool on a series of inverse design cases with broadband and rotating sources, as well as an optimization problem for a propeller-wing configuration. The results show good performance for optimization problems with the characteristics of realistic installed propeller configurations.

Maks J Groom↗

Fast Computational Algorithms for Partial Differential Equations and Uncertainty Quantifications

This project concerned the construction, testing and analysis of computational algorithms for solving parameterized and stochastic partial differential equations. The study and understanding of equations of this type is of fundamental importance in numerous engineering and scientific applications. Examples include simulation of plasma dynamics in models of electric propulsion and nuclear fusion, simulation of multiphase flows, such as the flow of water, gas and oil in reservoirs, and structural analysis of the dependence of structures on materials. Parametrization is used in such settings when properties of the models such as viscosity of fluids or electric resistivity of materials are not precisely understood and instead are treated as random variables. The resulting solutions are themselves random, and having such solutions will enable engineers to use probabilistic methods to assess the likelihood of events, for example, whether a pollutant in a liquid will exceed a limit, and to use such analyses to develop ways to ensure positive outcomes. Construction of accurate (high resolution) computational solutions is expensive, requiring significant computer time and computational resources, and there is need to reduce computational cost to make simulation useful and effective. The aim of the project was to construct algorithms to efficiently compute surrogate solutions to parameterized problems to allow for efficient and accurate simulation. The technical approach used focused on two related strategies, based on rank-reduction methods and reduced-order models. These methods construct surrogate solutions of parameter-dependent models by projection or interpolation into low-dimensional approximation spaces. Cost savings are achieved if the low-dimensional spaces can be identified and constructed efficiently and if the resulting low-dimensional algebraic systems can be solved cheaply. Accomplishments include: Theoretical and empirical demonstration of the effectiveness of fast multigrid solution strategies for computing low-rank representations of parameter-dependent solutions to discrete partial differential equations, including the first proof establishing so-called textbook convergence properties for low-rank methods. Development of efficient solution algorithms for solving nonlinear parameter-dependent partial differential equations used in models of fluid dynamics. Developent of efficient algorithms for low-rank representation of solutions of time-dependent simulations of fluid dynamics using multi-dimensional tensor representations of solutions.

97 MATHEMATICS AND COMPUTING↗

A real-time algorithm for integrating differential satellite and inertial navigation information during helicopter approach

A real-time, high-rate precision navigation Kalman filter algorithm is developed and analyzed. This Navigation algorithm blends various navigation data collected during terminal area approach of an instrumented helicopter. Navigation data collected include helicopter position and velocity from a global position system in differential mode (DGPS) as well as helicopter velocity and attitude from an inertial navigation system (INS). The goal of the Navigation algorithm is to increase the DGPS accuracy while producing navigational data at the 64 Hertz INS update rate. It is important to note that while the data was post flight processed, the Navigation algorithm was designed for real-time analysis. The design of the Navigation algorithm resulted in a nine-state Kalman filter. The Kalman filter's state matrix contains position, velocity, and velocity bias components. The filter updates positional readings with DGPS position, INS velocity, and velocity bias information. In addition, the filter incorporates a sporadic data rejection scheme. This relatively simple model met and exceeded the ten meter absolute positional requirement. The Navigation algorithm results were compared with truth data derived from a laser tracker. The helicopter flight profile included terminal glideslope angles of 3, 6, and 9 degrees. Two flight segments extracted during each terminal approach were used to evaluate the Navigation algorithm. The first segment recorded small dynamic maneuver in the lateral plane while motion in the vertical plane was recorded by the second segment. The longitudinal, lateral, and vertical averaged positional accuracies for all three glideslope approaches are as follows (mean plus or minus two standard deviations in meters): longitudinal (-0.03 plus or minus 1.41), lateral (-1.29 plus or minus 2.36), and vertical (-0.76 plus or minus 2.05).

Hoang, TY↗

A Real-Time Algorithm for Integrating Differential Satellite and Inertial Navigation Information During Helicopter Approach

A real-time, high-rate precision navigation Kalman filter algorithm is developed and analyzed. This navigation algorithm blends various navigation data collected during terminal area approach of an instrumented helicopter. Navigation data collected include helicopter position and velocity from a global position system in differential mode (DGPS) as well as helicopter velocity and attitude from an inertial navigation system (INS). The goal of the navigation algorithm is to increase the DGPS accuracy while producing navigational data at the 64 Hertz INS update rate. It is important to note that while the data was post flight processed, the navigation algorithm was designed for real-time analysis. The design of the navigation algorithm resulted in a nine-state Kalman filter. The Kalman filter's state matrix contains position, velocity, and velocity bias components. The filter updates positional readings with DGPS position, INS velocity, and velocity bias information. In addition, the filter incorporates a sporadic data rejection scheme. This relatively simple model met and exceeded the ten meter absolute positional requirement. The navigation algorithm results were compared with truth data derived from a laser tracker. The helicopter flight profile included terminal glideslope angles of 3, 6, and 9 degrees. Two flight segments extracted during each terminal approach were used to evaluate the navigation algorithm. The first segment recorded small dynamic maneuver in the lateral plane while motion in file vertical plane was recorded by the second segment. The longitudinal, lateral, and vertical averaged positional accuracies for all three glideslope approaches are as follows (mean +/- two standard deviations in meters): longitudinal (-0.03 +/- 1.41), lateral (-1.29 +/- 2.36), and vertical (-0.76 +/- 2.05).

Hoang, Ty↗