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Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.13 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.13 User's Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user’s manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.15 User's Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers.

97 MATHEMATICS AND COMPUTING↗

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Theory Manual (V.6.15)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis (V.6.16 User's Manual)

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.16 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota’s iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

Spin-piston problem for a ferromagnetic thin film: Shock waves and solitons

In this report the unsteady, nonlinear magnetization dynamics induced by spin injection in an easy-plane ferromagnetic channel subject to an external magnetic field are studied analytically. Leveraging a dispersive hydrodynamic description, the Landau-Lifshitz equation is recast in terms of hydrodynamic-like variables for the magnetization's perpendicular component (spin density) and azimuthal phase gradient (fluid velocity). Spin injection acts as a moving piston that generates nonlinear, dynamical spin textures in the ferromagnetic channel with downstream quiescent spin density set by the external field. In contrast to the classical problem of a piston accelerating a compressible gas, here, variable spin injection and field lead to a rich variety of nonlinear wave phenomena from oscillatory spin shocks to solitons and rarefaction (expansion) waves. A full classification of solutions is provided using nonlinear wave modulation theory by identifying two key aspects of the fluid-like dynamics: subsonic/supersonic conditions and convex/nonconvex hydrodynamic flux. Familiar waveforms from the classical piston problem such as rarefaction waves and shocks manifest in their spin-based counterparts as smooth and highly oscillatory transitions, respectively, between two distinct magnetic states. The spin shock is an example of a dispersive shock wave, which arises in many physical systems. New features without a gas dynamics counterpart include composite wave complexes with “contact” spin shocks and rarefactions. Magnetic supersonic conditions lead to two pronounced piston edge behaviors including a stationary soliton and an oscillatory wave train. These coherent wave structures have physical implications for the generation of high frequency spin waves from pulsed injection and persistent, stable stationary and/or propagating solitons in the presence of magnetic damping. The analytical results are favorably compared with numerical simulations.

36 MATERIALS SCIENCE↗

Soliton Generation in Negative Thermal Expansion Materials

Strain solitons have been observed statically in several 2D materials and dynamically in substrate materials using ultrafast laser pulses. The latter case relies on lattice relaxation in response to ultrafast heating in a light-absorbing transducer material, a process which is sensitive to the thermal expansion coefficient. Here we consider an unusual case where the sign of the thermal expansion coefficient is negative, a scenario which is experimentally feasible in light of rapid and recent advances in the discovery of negative thermal expansion materials. We present numerical solutions to a nonlinear differential equation which has been repeatedly demonstrated to quantitatively model experimental data and discuss the salient results using realistic parameters for material linear and nonlinear elasticity. The solitons that emerge from the initial value problem with negative and positive thermal expansion are qualitatively different in several ways. The new case of negative thermal expansion gives rise to a nearly-periodic soliton train with chirped profile and free of an isolated shock front. We suggest this unanticipated result may be realized experimentally and assess the potential for certain applications of this generic effect.

36 MATERIALS SCIENCE↗

Vacuum magnetic fields with exact quasisymmetry near a flux surface. Part 1. Solutions near an axisymmetric surface

While several results have pointed to the existence of exactly quasisymmetric fields on a surface (Garren & Boozer, Phys. Fluids B, vol. 3, 1991, pp. 2805–2821; 2822–2834; Plunk & Helander, J. Plasma Phys. , vol. 84, 2018, 905840205), we have obtained the first such solutions using a vacuum surface expansion formalism. We obtain a single nonlinear parabolic partial differential equation for a function $\eta$ such the field strength satisfies $B = B(\eta )$ . Closed-form solutions are obtained in cylindrical, slab and isodynamic geometries. Numerical solutions of the full nonlinear equations in general axisymmetric toroidal geometry are obtained, resulting in a class of quasihelical local vacuum equilibria near an axisymmetric surface. The analytic models provide additional insight into general features of the nonlinear solutions, such as localization of the surface perturbations on the inboard side. The local solutions thus obtained can be continued globally only for special initial surfaces.

Physics↗

Growth of accretion driven scalar hair around Kerr black holes

We report that Scalar fields around compact objects are of interest for scalar-tensor theories of gravity and dark matter models consisting of a massive scalar, e.g., axions. We study the behavior of a scalar field around a Kerr black hole with nontrivial asymptotic boundary conditions - both nonzero density and nonzero angular momentum. Starting from an initial radially homogeneous configuration, a scalar cloud is accreted, which asymptotes to known stationary configurations over time. We study the cloud growth for different parameters including black hole spin, scalar field mass, and the scalar field density and angular momentum far from the black hole. We characterize the transient growth of the mass and angular momentum in the cloud, and the spatial profile of the scalar around the black hole, and relate the results of fully nonlinear simulations to an analytic perturbative expansion. We also highlight the potential for these accreted clouds to create monochromatic gravitational wave signals - similar to the signals from superradiant clouds, although significantly weaker in amplitude.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Applying Quantum Computing to Simulate Power System Dynamics

Power system dynamics are generally modeled by high dimensional nonlinear differential-algebraic equations due to a large number of generators, loads, and transmission lines. Thus, its computational complexity grows exponentially with the system size. This paper demonstrates the potential use of quantum computing algorithms to model the power system dynamics. Leveraging a symbolic programming framework, we equivalently convert the power system dynamics’ differential algebraic equations (DAEs) into ordinary differential equations (ODEs), where the data of the state vector can be encoded into quantum computers via amplitude encoding. The system's nonlinearity is captured by Taylor polynomial expansion, the quantum state tensor, and Hamiltonian simulation, whereas state variables can be updated by a quantum linear equation solver. Our results show that quantum computing can simulate the dynamics of the power system with high accuracy, whereas its complexity is polynomial in the logarithm of the system dimension. Our work also illustrates the use of scientific machine learning tools for implementing scientific computing concepts, e.g., Taylor expansion, DAEs/ODEs transform, and quantum computing solver, in the field of power engineering.

Tran, Huynh↗

Nonlinear proper orthogonal decomposition for convection-dominated flows

Autoencoder techniques find increasingly common use in reduced order modeling as a means to create a latent space. This reduced order representation offers a modular data-driven modeling approach for nonlinear dynamical systems when integrated with a time series predictive model. In this Letter, we put forth a nonlinear proper orthogonal decomposition (POD) framework, which is an end-to-end Galerkin-free model combining autoencoders with long short-term memory networks for dynamics. By eliminating the projection error due to the truncation of Galerkin models, a key enabler of the proposed nonintrusive approach is the kinematic construction of a nonlinear mapping between the full-rank expansion of the POD coefficients and the latent space where the dynamics evolve. We test our framework for model reduction of a convection-dominated system, which is generally challenging for reduced order models. Our approach not only improves the accuracy, but also significantly reduces the computational cost of training and testing.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Accurate parameterization of the kinetic energy functional for calculations using exact-exchange

In this report, electronic structure calculations based on Kohn-Sham density functional theory (KSDFT) that incorporate exact exchange or hybrid functionals are associated with large computational expense, a consequence of the inherent cubic scaling bottleneck and large associated prefactor, which limits the length and time scales that can be accessed. Though orbital-free density functional theory (OFDFT) calculations scale linearly with system size and are associated with significantly smaller prefactor, they are limited by the absence of accurate density-dependent kinetic energy functionals. Therefore, the development of accurate density-dependent kinetic energy functionals is important for OFDFT calculations of large realistic systems. To this end, we propose a method to train kinetic energy functional models at the exact-exchange level of theory by using a dictionary of physically relevant terms that have been proposed in the literature in conjunction with linear or nonlinear regression methods to obtain the fitting coefficients. For our dictionary, we use gradient expansion of the kinetic energy, nonlocal models proposed in the literature and their nonlinear combinations, such as a model that incorporates spatial correlations between higher order derivatives of electron density at two points. The predictive capabilities of these models are assessed by using a variety of model one-dimensional systems that exhibit diverse bonding characteristics, such as a chain of eight hydrogens, LiF, LiH, C 4 H 2 , C 4 N 2 and C 3 O 2 . We show that by using data from model one-dimensional KSDFT calculations performed using the exact-exchange functional for only a few neutral structures, it is possible to generate models with high accuracy for charged systems as well as electron and kinetic energy densities during self-consistent field iterations. In addition, we show that it possible to learn both the orbital dependent terms, i.e., the kinetic energy and the exact-exchange energy, and models that incorporate additional nonlinearities in spatial correlations, such as a quadratic model, are needed to capture subtle features of the kinetic energy density that are present in exact-exchange-based KSDFT calculations.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Inherent Anharmonicity of Harmonic Solids

Atomic vibrations, in the form of phonons, are foundational in describing the thermal behavior of materials. The possible frequencies of phonons in materials are governed by the complex bonding between atoms, which is physically represented by a spring-mass model that can account for interactions (spring forces) between the atoms (masses). The lowest-order, harmonic , approximation only considers linear forces between atoms and is thought incapable of explaining phenomena like thermal expansion and thermal conductivity, which are attributed to nonlinear, anharmonic , interactions. Here, we show that the kinetic energy of atoms in a solid produces a pressure much like the kinetic energy of atoms in a gas does. This vibrational or phonon pressure naturally increases with temperature, as it does in a gas and therefore results in a thermal expansion. Because thermal expansion thermodynamically defines a Grüneisen parameter γ , which is a typical metric of anharmonicity, we show that even a harmonic solid will necessarily have some anharmonicity. A consequence of this phonon pressure model is a harmonic estimation of the Grüneisen parameter as γ ≈ 3 / 2 3 − 4 x 2 / 1 + 2 x 2 , where x = v t / v l is the ratio of the transverse and longitudinal speeds of sound. We demonstrate the immediate utility of this model by developing a high-throughput harmonic estimate of lattice thermal conductivity that is comparable to other state-of-the-art estimations. By linking harmonic and anharmonic properties explicitly, this study provokes new ideas about the fundamental nature of anharmonicity, while also providing a basis for new material engineering design metrics.

42 ENGINEERING↗

Alluvial fan morphology: A self-similar free boundary problem description

In this work, we examine approximate geometrically self-similar solutions to a parabolic free boundary value problem applied to alluvial fan surface morphology and growth. Alluvial fans are fan- or cone-shaped sedimentary deposits caused by the rapid deposition of sediment from a canyon discharging onto a flatter plain. Longitudinal, topographic profiles of fans can be readily described by a seemingly time independent dimensionless profile (DeChant et al., 1999). However, because an alluvial fan can be expected to grow over time, it is clear that this “steady” profile is certainly time dependent and can be described using a space-time self-similar solution. In an experimental and theory-based study, Guerit et al. (2014) developed a self-similar (or as they describe it a self-affine) linear solution based upon an approximate first order small parameter expansion solution for a 1-d homogeneous nonlinear diffusion equation. Direct substitution of this result into a linear diffusion equation suggests that this first order expression may not fully satisfy the associated governing equation. In contrast, we develop a more complete solution based upon a modeled approximation for the axi-symmetric formulation such that the associated temporal behavior is consistent with a 1/3 time power-law as described by Reitz and Jerolmack (2014). The resulting expression is an exact solution to a linear heat equation. Furthermore, we emphasize that a small parameter is not inherent to the resulting profile result and is not included in our model development. Though developed using rather different approaches, the formal solution developed here is in good agreement with the simple polynomial described by DeChant et al. (1999) suggesting that this self-similar solution is a suitable time dependent representation of alluvial fan longitudinal profile form and improves on earlier work.

58 GEOSCIENCES↗

The Twins Embedding of Type Ia Supernovae. I. The Diversity of Spectra at Maximum Light

In this work, we study the spectral diversity of Type Ia supernovae (SNe Ia) at maximum light using high signal-to-noise spectrophotometry of 173 SNe Ia from the Nearby Supernova Factory. We decompose the diversity of these spectra into different extrinsic and intrinsic components, and we construct a nonlinear parameterization of the intrinsic diversity of SNe Ia that preserves pairings of "twin"SNe Ia. We call this parameterization the "Twins Embedding."Our methodology naturally handles highly nonlinear variability in spectra, such as changes in the photosphere expansion velocity, and uses the full spectrum rather than being limited to specific spectral line strengths, ratios, or velocities. We find that the time evolution of SNe Ia near maximum light is remarkably similar, with 84.6% of the variance in common to all SNe Ia. After correcting for brightness and color, the intrinsic variability of SNe Ia is mostly restricted to specific spectral lines, and we find intrinsic dispersions as low as ~0.02 mag between 6600 and 7200 Å. With a nonlinear three-dimensional model plus one dimension for color, we can explain 89.2% of the intrinsic diversity in our sample of SNe Ia, which includes several different kinds of "peculiar"SNe Ia. A linear model requires seven dimensions to explain a comparable fraction of the intrinsic diversity. We show how a wide range of previously established indicators of diversity in SNe Ia can be recovered from the Twins Embedding. In a companion article, we discuss how these results can be applied to the standardization of SNe Ia for cosmology.

79 ASTRONOMY AND ASTROPHYSICS↗

Quantum field theory and the Bieberbach conjecture

An intriguing correspondence between ingredients in geometric function theory related to the famous Bieberbach conjecture (de Branges' theorem) and the non-perturbative crossing symmetric representation of 2-2 scattering amplitudes of identical scalars is pointed out. Using the dispersion relation and unitarity, we are able to derive several inequalities, analogous to those which arise in the discussions of the Bieberbach conjecture. We derive new and strong bounds on the ratio of certain Wilson coefficients and demonstrate that these are obeyed in one-loop Φ 4 theory, tree level string theory as well as in the S-matrix bootstrap. Further, we find two sided bounds on the magnitude of the scattering amplitude, which are shown to be respected in all the contexts mentioned above. Translated to the usual Mandelstam variables, for large |s|, fixed t, the upper bound reads |M(s,t)| ≲ |s 2 |. We discuss how Szegö's theorem corresponds to a check of univalence in an EFT expansion, while how the Grunsky inequalities translate into nontrivial, nonlinear inequalities on the Wilson coefficients.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗