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At least 37 records · Page 2
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

The eXtended virtual element method for elliptic problems with weakly singular solutions

This paper introduces a novel eXtended virtual element method, an extension of the conforming virtual element method. The X-VEM is formulated by incorporating appropriate enrichment functions in the local spaces. The method is designed to handle highly generic enrichment functions, including singularities arising from fractured domains. By achieving consistency on the enrichment space, the method is proven to achieve arbitrary approximation orders even in the presence of singular solutions. The paper includes a complete convergence analysis under general assumptions on mesh regularity, and numerical experiments validating the method’s accuracy on various mesh families, demonstrating optimal convergence rates in the L 2 - and H 1 - norms on fractured or L-shaped domains.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints

Here, we propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a linear program with complementarity constraints in order to obtain an estimate of the active set. The algorithm enforces descent on the objective function to promote global convergence to B-stationary points. We provide a convergence analysis and preliminary numerical results on a range of test problems. We also study the effect of fixing the active constraints in a bound-constrained quadratic program that can be solved on each iteration in order to obtain fast convergence.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Optimal Client Sampling in Federated Learning with Client-level Heterogeneous Differential Privacy

Federated Learning with client-level differential privacy (DP) provides a promising framework for collaboratively training models while rigorously protecting clients’ privacy. However, classic approaches like DP-FedAvg struggle when clients have heterogeneous privacy requirements, as they must uniformly enforce the strictest privacy level across all clients, leading to excessive DP noise and significant degradation in model utility. Existing methods to improve the model utility in such heterogeneous privacy settings often assume a trusted server and are largely heuristic, resulting in suboptimal performance and lacking strong theoretical foundations. Here, in this work, we address these challenges under a practical attack model where both clients and the server are honest-but-curious. We propose GDPFed, which partitions clients into groups based on their privacy budgets and achieves client-level DP within each group to reduce the privacy budget waste and hence improve the model utility. Based on the privacy and convergence analysis of GDPFed, we find that the magnitude of DP noise depends on both model dimensionality and the per-group client sampling ratios. To further improve the performance of GDPFed, we introduce GDPFed+, which integrates model sparsification to eliminate unnecessary noise and optimizes per-group client sampling ratios to minimize convergence error. Extensive empirical evaluations on multiple benchmark datasets demonstrate the effectiveness of GDPFed+, showing substantial performance gains compared with state-of-the-art methods.

Xu, Jiahao [Univ. of Nevada, Reno, NV (United Stat↗
DOE OSTI2026

Nonlinear optimal recovery in Hilbert spaces

Here, this paper investigates solution strategies for nonlinear problems in Hilbert spaces, such as nonlinear partial differential equations (PDEs) in Sobolev spaces, when only finite measurements are available. We formulate this as a nonlinear optimal recovery problem, establishing its well-posedness and proving its convergence to the true solution as the number of measurements increases. However, the resulting formulation might not have a finite-dimensional solution in general. We thus present a sufficient condition for the finite dimensionality of the solution, applicable to problems with well-defined point evaluation measurements. To address the broader setting, we introduce a relaxed nonlinear optimal recovery and provide a detailed convergence analysis. An illustrative example is given to demonstrate that our formulations and theoretical findings offer a comprehensive framework for solving nonlinear problems in infinite-dimensional spaces with limited data.

convergence↗
DOE OSTI2021

Sensitive parameter identification and uncertainty quantification for the stability of pipeline conveying fluid

In this study, several uncertainty quantification and sensitivity analysis methods are used to determine the most sensitive geometric and material input parameters of a cantilevered pipeline conveying fluid when uncertainty is introduced to the system at the onset of instability. The full nonlinear equations of motion are modeled using the extended Hamilton’s principle and then discretized using Galerkin’s method. A parametric study is first performed, and the Morris elementary effects are calculated to obtain a preliminary understanding of how the onset speed changes when each parameter is introduced to a ± 5% uncertainty. Then, four different input uncertainty distributions, mainly, uniform and Gaussian distribution, are chosen to investigate how input distributions affect uncertainty in the output. A convergence analysis is used to determine the number of samples needed to maintain simulation accuracy while saving the most computational time. Then, Monte Carlo simulations are run, and the output distributions for each input distribution at ± 1%, ± 3% and ± 5% input uncertainty range are found and discussed. Additionally, the Pearson correlation coefficients are evaluated for different uncertainty ranges. A final Monte Carlo study is performed in which single parameters are held constant while all others still have uncertainty. Overall, the flow speed at the onset of instability is the most sensitive to changes in the outer diameter of the pipe.

36 MATERIALS SCIENCE↗
DOE OSTI2023

Accelerated Sparse Recovery via Gradient Descent with Nonlinear Conjugate Gradient Momentum

This paper applies an idea of adaptive momentum for the nonlinear conjugate gradient to accelerate optimization problems in sparse recovery. Specifically, we consider two types of minimization problems: a (single) differentiable function and the sum of a non-smooth function and a differentiable function. In the first case, we adopt a fixed step size to avoid the traditional line search and establish the convergence analysis of the proposed algorithm for a quadratic problem. This acceleration is further incorporated with an operator splitting technique to deal with the non-smooth function in the second case. As a result, we use the convex ι 1 and the nonconvex ι 1 – ι 2 functionals as two case studies to demonstrate the efficiency of the proposed approaches over traditional methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

On the convergence of an IEQ-based first-order semi-discrete scheme for the Beris-Edwards system

We present a convergence analysis of an unconditionally energy-stable first-order semi-discrete numerical scheme designed for a hydrodynamic Q-tensor model, the so-called Beris-Edwards system, based on the Invariant Energy Quadratization Method (IEQ). The model consists of the Navier–Stokes equations for the fluid flow, coupled to the Q-tensor gradient flow describing the liquid crystal molecule alignment. By using the Invariant Energy Quadratization Method, we obtain a linearly implicit scheme, accelerating the computational speed. However, this introduces an auxiliary variable to replace the bulk potential energy and it is a priori unclear whether the reformulated system is equivalent to the Beris-Edward system. In this work, we prove stability properties of the scheme and show its convergence to a weak solution of the coupled liquid crystal system. We also demonstrate the equivalence of the reformulated and original systems in the weak sense.

Weber, Franziska↗
DOE OSTI2023

Rapid eco‐phenotypic feedback and the temperature response of biomass dynamics

Biomass dynamics capture information on population dynamics and ecosystem-level processes (e.g., changes in production over time). Understanding how rising temperatures associated with global climate change influence biomass dynamics is thus a pressing issue in ecology. The total biomass of a species depends on its density and its average mass. Consequently, disentangling how biomass dynamics responds to increasingly warm and variable temperatures ultimately depends on understanding how temperature influences both density and mass dynamics. Here, we address this issue by keeping track of experimental microbial populations growing to carrying capacity for 15 days at two different temperatures, and in the presence and absence of temperature variability. We develop a simple mathematical expression to partition the contribution of changes in density and mass to changes in biomass and assess how temperature responses in either one influence biomass shifts. Moreover, we use time-series analysis (Convergent Cross Mapping) to address how temperature and temperature variability influence reciprocal effects of density on mass and vice versa. We show that temperature influences biomass through its effects on density and mass dynamics, which have opposite effects on biomass and can offset each other. We also show that temperature variability influences biomass, but that effect is independent of any effects on density or mass dynamics. Last, we show that reciprocal effects of density and mass shift significantly across temperature regimes, suggesting that rapid and environment-dependent eco-phenotypic dynamics underlie biomass responses. Overall, our results connect temperature effects on population and phenotypic dynamics to explain how biomass responds to temperature regimes, thus shedding light on processes at play in cosmopolitan and abundant microbes as the world experiences increasingly warm and variable temperatures.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2024

An Empirical Quantile Estimation Approach for Chance-Constrained Nonlinear Optimization Problems

We investigate an empirical quantile estimation approach to solve chance-constrained nonlinear optimization problems. Our approach is based on the reformulation of the chance constraint as an equivalent quantile constraint to provide stronger signals on the gradient. In this approach, the value of the quantile function is estimated empirically from samples drawn from the random parameters, and the gradient of the quantile function is estimated via a finite-difference approximation on top of the quantile-function-value estimation. We establish a convergence theory of this approach within the framework of an augmented Lagrangian method for solving general nonlinear constrained optimization problems. The foundation of the convergence analysis is a concentration property of the empirical quantile process, and the analysis is divided based on whether or not the quantile function is differentiable. In contrast to the sampling-and-smoothing approach used in the literature, the method developed in this paper does not involve any smoothing function and hence the quantile-function gradient approximation is easier to implement and there are less accuracy-control parameters to tune. Furthermore, we demonstrate the effectiveness of this approach and compare it with a smoothing method for the quantile-gradient estimation. Numerical investigation shows that the two approaches are competitive for certain problem instances.

Applied Probability↗
DOE OSTI2023

Structure-aware methods for expensive derivative-free nonsmooth composite optimization

We present new methods for solving a broad class of bound-constrained nonsmooth composite minimization problems. These methods are specially designed for objectives that are some known mapping of outputs from a computationally expensive function. We provide accompanying implementations of these methods: in particular, a novel manifold sampling algorithm (MS-P) with subproblems that are in a sense primal versions of the dual problems solved by previous manifold sampling methods and a method (GOOMBAH) that employs more difficult optimization subproblems. For these two methods, we provide rigorous convergence analysis and guarantees. We demonstrate extensive testing of these methods. Open-source implementations of the methods developed in this manuscript can be found at https://github.com/POptUS/ IBCDFO/.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Minimum entropy filtering for a single output non-Gaussian stochastic system using state transformation

This paper presents a novel filter design for the single-output stochastic non-linear systems subjected to non-Gaussian noises and the proposed assumptions. Based on a state transformation, the unmeasurable states of the systems can be estimated where non-linear terms in the systems have been eliminated. It has been shown that the estimation error is linearly dynamical regarding to the presented vector-valued filter gain which can be optimised by minimising the entropy-based performance criterion. In addition, the convergence of the presented algorithm is analysed in mean-square sense and a numerical example is given to verify the effectiveness of the presented filtering algorithm. Meanwhile, the extended Kalman filter, unscented particle filter and minimum entropy filter are given for the comparisons of the filtering performance. Following the presented framework, some extensions of the presented filtering algorithm are discussed to indicate the flexibility of the filter design. The contribution of this paper can be summarised as establishing a novel minimum entropy filtering framework which consists of model transformation, entropy optimisation and convergence analysis.

42 ENGINEERING↗
DOE OSTI2022

Forward and inverse modeling of fault transmissibility in subsurface flows

Characterizing physical properties of faults, such as their transmissibility, is crucial for performing predictive numerical simulation of subsurface flows, such as those encountered in petroleum engineering and remediation of subsurface contamination. Here, this paper provides a complete investigation of the inverse problem for fault transmissibility in subsurface flow models, under appropriate assumptions on fault structure. In particular, the following aspects are considered: 1) fault modeling and well-posedness of the forward problem; 2) finite element (FEM) discretizations of the forward problem and their rigorous a priori convergence analysis; 3) Well-posedness of the Bayesian inverse problem, FEM discretization of the infinite dimensional Bayesian inverse formulation, and its rigorous a priori analysis. Moreover, computation of the maximum a posteriori (MAP) point via fast inexact Newton-conjugate gradient optimization and a Laplace approximation of the Bayesian posterior are also presented. Numerical results illustrate the use of the proposed fault model in forward and inverse problems for subsurface flows in two dimensional domains with multiple faults.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

A scalable exponential-DG approach for nonlinear conservation laws: With application to Burger and Euler equations

In this work, we propose an Exponential DG framework for partial differential equations. We decompose 7 governing equations into linear and nonlinear parts to which we apply the discontinuous Galerkin 8 (DG) spatial discretization. In particular, we construct the linear part using Jacobian that effectively 9 capture stiff characteristics in the system. The former is integrated analytically, whereas the latter 10 is approximated. This approach i) is stable with a large Courant number (Cr > 1); ii) supports 11 high-order solutions both in time and space; iii) is computationally favorable compared to IMEX 12 DG methods with no preconditioner; iv) becomes comparable to explicit RKDG methods on uniform 13 mesh and beneficial on non-uniform grid for Euler equations; v) is scalable in a modern massively 14 parallel computing architecture due to its explicit nature of exponential time integrators and com15 pact communication stencil of DG method. Numerical results demonstrate the performance of our 16 proposed methods through various examples. We also discuss the stability and convergence analysis 17 for our exponential DG scheme in the context of Burgers equation.

42 ENGINEERING↗
DOE OSTI2022

Accuracy of power spectra in dissipationless cosmological simulations

Abstract We exploit a suite of large N-body simulations (up to N = 40963) performed with abacus, of scale-free models with a range of spectral indices n, to better understand and quantify convergence of the matter power spectrum. Using self-similarity to identify converged regions, we show that the maximal wavenumber resolved at a given level of accuracy increases monotonically as a function of time. At 1 per cent level it starts at early times from a fraction of $k_\Lambda$, the Nyquist wavenumber of the initial grid, and reaches at most, if the force softening is sufficiently small, ${\sim}2{-}3 k_\Lambda$ at the very latest times we evolve to. At the $5{{\ \rm per\ cent}}$ level, accuracy extends up to wavenumbers of order $5k_\Lambda$ at late times. Expressed as a suitable function of the scale-factor, accuracy shows a very simple n-dependence, allowing a extrapolation to place conservative bounds on the accuracy of N-body simulations of non-scale-free models like LCDM. We note that deviations due to discretization in the converged range are not well modelled by shot noise, and subtracting it in fact degrades accuracy. Quantitatively our findings are broadly in line with the conservative assumptions about resolution adopted by recent studies using large cosmological simulations (e.g. Euclid Flagship) aiming to constrain the mildly non-linear regime. On the other hand, we remark that conclusions about small-scale clustering (e.g. concerning the validity of stable clustering) obtained using PS data at wavenumbers larger than a few $k_\Lambda$ may need revision in light of our convergence analysis.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2025

Electrical Load Forecasting Over Multihop Smart Metering Networks With Federated Learning

Electric load forecasting is essential for power management and stability in smart grids. This is mainly achieved via advanced metering infrastructure, where smart meters (SMs) record household energy data. Traditional machine learning (ML) methods are often employed for load forecasting, but require data sharing, which raises data privacy concerns. Federated learning (FL) can address this issue by running distributed ML models at local SMs without data exchange. However, current FL-based approaches struggle to achieve efficient load forecasting due to imbalanced data distribution across heterogeneous SMs. Here, this article presents a novel personalized FL (PFL) method for high-quality load forecasting in metering networks. A meta-learning-based strategy is developed to address data heterogeneity at local SMs in the collaborative training of local load forecasting models. Moreover, to minimize the load forecasting delays in our PFL model, we study a new latency optimization problem based on optimal resource allocation at SMs. A theoretical convergence analysis is also conducted to provide insights into FL design for federated load forecasting. Extensive simulations from real-world datasets show that our method outperforms existing approaches regarding better load forecasting and reduced operational latency costs.

Rahman, Ratun [Univ. of Alabama, Huntsville, AL (U↗
DOE OSTI2022

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Here, we study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call "exponential decay of sensitivity" (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e., initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a partial differential equations (PDE) control problem to validate our theory, and show that the approach is significantly more efficient than alternating direction method of multipliers and as efficient as the centralized interior-point solver.

42 ENGINEERING↗
DOE OSTI2022

Stochastic Learning Approach for Binary Optimization: Application to Bayesian Optimal Design of Experiments

Here, we present a novel stochastic approach to binary optimization suited for optimal experimental design (OED) for Bayesian inverse problems governed by mathematical models such as partial differential equations. The OED utility function, namely, the regularized optimality criterion, is cast into a stochastic objective function in the form of an expectation over a multivariate Bernoulli distribution. The probabilistic objective is then solved by using a stochastic optimization routine to find an optimal observational policy. This formulation (a) is generally applicable to binary optimization problems with soft constraints and is ideal for OED and sensor placement problems; (b) does not require differentiability of the original objective function (e.g., a utility function in OED applications) with respect to the design variable, and thus it enables direct employment of sparsity-enforcing penalty functions such as $\ell_0$, without needing to utilize a continuation procedure or apply a rounding technique; (c) exhibits much lower computational cost than traditional gradient-based relaxation approaches; and (d) can be applied to both linear and nonlinear OED problems with proper choice of the utility function. The proposed approach is analyzed from an optimization perspective with detailed convergence analysis of the optimization approach and is also analyzed from a machine learning perspective with correspondence to policy gradient reinforcement learning. The approach is demonstrated numerically by using an idealized two-dimensional Bayesian linear inverse problem and validated by extensive numerical experiments carried out for sensor placement in a parameter identification setup.

97 MATHEMATICS AND COMPUTING↗