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At least 361 records · Page 20

Verification of the DIF3D Software to Support Fast Reactor Analysis

Ongoing design activities at Argonne National Laboratory are requiring a thorough verification of the Argonne Reactor Computation codes be performed. DIF3D is central to this system. The driver for this effort requires the 3D Cartesian, triangular-Z, and hexagonal-Z core geometry options of DIF3D be verified. Previous work identified the DIF3D features required to be verified to support current design activities, features of which are generally applicable to hexagonal-Z fast reactor designs. The scope of this verification effort includes verifying DIF3D’s ability to correctly translate the user’s model in to DIF3D’s preferred format, verifying that options planned for use have the desired effect, and verifying the correctness of the eigenvalue, fixed-source, forward, and adjoint solvers in DIF3D-FD and DIF3D-VARIANT. This manuscript provides the verification tasks and their results with respect to the features needed for current design activities. Since analytic solutions of the neutron diffusion and transport equations are either limited in scope or not possible, multiple tiers of problems unique to each solver and geometry type were implemented. Each of these tiers tests features independent and complementary arguments for why the separate testing of functionalities is acceptable. Finally, this separate testing was also supplemented with a high-level integral check of each the diffusion and transport capabilities and applicable geometries. To accommodate cases which an analytic solution is not feasible, MCNP6.2 was relied upon to provide a higher-order reference solution. This therefore required that the capabilities within MCNP6.2 which were relied upon for this work are also verified in this work. No MCNP discrepancies were noted in this effort. Note that the MCNP6.2 verification included in this work does not stand as a full verification of MCNP6.2, but merely verifies the features used in verifying DIF3D. The verification effort identified no issues that are debilitating or otherwise impactful to design usage of DIF3D, and thus DIF3D version 11.0, release 3012 is considered verified. As some additional changes have been made to the ARC software since this point all versions between release 3012 and 3266 can be considered verified as version 3253 was used for all updates in this revision. The types of issues that were identified were predominantly in the areas of: unclear documentation, software bugs which were inconsequential to final results, editing options which were ignored in favor of printing more information than requested, bugs in the outputs of intermediate results, or secondary output binary file information which was not present. While not a bug, this verification report also identified that the algorithm used to evaluate the peak fast flux in a nodal transport solution can be quite unreliable due to the methodology used and the location of the peak within the mesh. The authors of the report therefore recommend the usage of the EvaluateFlux software (distributed with ARC) as a more robust alternative noting that DIF3D will properly notify the user when the peaking values it is providing are potentially incorrect.

97 MATHEMATICS AND COMPUTING↗

Verification of the DIF3D Software to Support Fast Reactor Analysis (Rev. 3)

Ongoing design activities at Argonne National Laboratory are requiring a thorough verification of the Argonne Reactor Computation codes be performed. DIF3D is central to this system. The driver for this effort requires the 3D Cartesian, triangular-Z, and hexagonal-Z core geometry options of DIF3D be verified. Previous work identified the DIF3D features required to be verified to support current design activities, features of which are generally applicable to hexagonal-Z fast reactor designs. The scope of this verification effort includes verifying DIF3D’s ability to correctly translate the user’s model in to DIF3D’s preferred format, verifying that options planned for use have the desired effect, and verifying the correctness of the eigenvalue, fixed-source, forward, and adjoint solvers in DIF3D-FD and DIF3D-VARIANT. This manuscript provides the verification tasks and their results with respect to the features needed for current design activities. Since analytic solutions of the neutron diffusion and transport equations are either limited in scope or not possible, multiple tiers of problems unique to each solver and geometry type were implemented. Each of these tiers tests features independent and complementary arguments for why the separate testing of functionalities is acceptable. Finally, this separate testing was also supplemented with a high-level integral check of each the diffusion and transport capabilities and applicable geometries. To accommodate cases which an analytic solution is not feasible, MCNP6.2 was relied upon to provide a higher-order reference solution. This therefore required that the capabilities within MCNP6.2 which were relied upon for this work are also verified in this work. No MCNP discrepancies were noted in this effort. Note that the MCNP6.2 verification included in this work does not stand as a full verification of MCNP6.2, but merely verifies the features used in verifying DIF3D. The verification effort identified no issues that are debilitating or otherwise impactful to design usage of DIF3D, and thus DIF3D version 11.0, release 3012 is considered verified. As some additional changes have been made to the ARC software since this point all versions between release 3012 and 3266 can be considered verified as version 3253 was used for all updates in this revision. The types of issues that were identified were predominantly in the areas of: unclear documentation, software bugs which were inconsequential to final results, editing options which were ignored in favor of printing more information than requested, bugs in the outputs of intermediate results, or secondary output binary file information which was not present. While not a bug, this verification report also identified that the algorithm used to evaluate the peak fast flux in a nodal transport solution can be quite unreliable due to the methodology used and the location of the peak within the mesh. The authors of the report therefore recommend the usage of the EvaluateFlux software (distributed with ARC) as a more robust alternative noting that DIF3D will properly notify the user when the peaking values it is providing are potentially incorrect.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction

Two prime bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. However, incomplete or noisy data, the state variation and parameter dependence of the forward model, and correlations in the prior collectively provide useful structure that can be exploited for dimension reduction in this setting—both in the parameter space of the inverse problem and in the state space of the forward model. To this end, we show how to jointly construct low-dimensional subspaces of the parameter space and the state space in order to accelerate the Bayesian solution of the inverse problem. As a byproduct of state dimension reduction, we also show how to identify low-dimensional subspaces of the data in problems with high-dimensional observations. These subspaces enable approximation of the posterior as a product of two factors: (i) a projection of the posterior onto a low-dimensional parameter subspace, wherein the original likelihood is replaced by an approximation involving a reduced model; and (ii) the marginal prior distribution on the high-dimensional complement of the parameter subspace. We introduce and compare several strategies for constructing these subspaces using only a limited number of forward and adjoint model simulations. The resulting posterior approximations can rapidly be characterized using standard sampling techniques, e.g., Markov chain Monte Carlo. Two numerical examples demonstrate the accuracy and efficiency of our approach: inversion of an integral equation in atmospheric remote sensing, where the data dimension is very high; and the inference of a heterogeneous transmissivity field in a groundwater system, which involves a partial differential equation forward model with high dimensional state and parameters.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Optimization of Aerospace Structure Subject to Damage Tolerance Criteria

The objective of this cooperative agreement was to seek computationally efficient ways to optimize aerospace structures subject to damage tolerance criteria. Optimization was to involve sizing as well as topology optimization. The work was done in collaboration with Steve Scotti, Chauncey Wu and Joanne Walsh at the NASA Langley Research Center. Computation of constraint sensitivity is normally the most time-consuming step of an optimization procedure. The cooperative work first focused on this issue and implemented the adjoint method of sensitivity computation in an optimization code (runstream) written in Engineering Analysis Language (EAL). The method was implemented both for bar and plate elements including buckling sensitivity for the latter. Lumping of constraints was investigated as a means to reduce the computational cost. Adjoint sensitivity computation was developed and implemented for lumped stress and buckling constraints. Cost of the direct method and the adjoint method was compared for various structures with and without lumping. The results were reported in two papers. It is desirable to optimize topology of an aerospace structure subject to a large number of damage scenarios so that a damage tolerant structure is obtained. Including damage scenarios in the design procedure is critical in order to avoid large mass penalties at later stages. A common method for topology optimization is that of compliance minimization which has not been used for damage tolerant design. In the present work, topology optimization is treated as a conventional problem aiming to minimize the weight subject to stress constraints. Multiple damage configurations (scenarios) are considered. Each configuration has its own structural stiffness matrix and, normally, requires factoring of the matrix and solution of the system of equations. Damage that is expected to be tolerated is local and represents a small change in the stiffness matrix compared to the baseline (undamaged) structure. The exact solution to a slightly modified set of equations can be obtained from the baseline solution economically without actually solving the modified system. Sherrnan-Morrison-Woodbury (SMW) formulas are matrix update formulas that allow this. SMW formulas were therefore used here to compute adjoint displacements for sensitivity computation and structural displacements in damaged configurations.

Akgun, Mehmet A.↗

Discrete Adjoint-Based Design for Unsteady Turbulent Flows On Dynamic Overset Unstructured Grids

A discrete adjoint-based design methodology for unsteady turbulent flows on three-dimensional dynamic overset unstructured grids is formulated, implemented, and verified. The methodology supports both compressible and incompressible flows and is amenable to massively parallel computing environments. The approach provides a general framework for performing highly efficient and discretely consistent sensitivity analysis for problems involving arbitrary combinations of overset unstructured grids which may be static, undergoing rigid or deforming motions, or any combination thereof. General parent-child motions are also accommodated, and the accuracy of the implementation is established using an independent verification based on a complex-variable approach. The methodology is used to demonstrate aerodynamic optimizations of a wind turbine geometry, a biologically-inspired flapping wing, and a complex helicopter configuration subject to trimming constraints. The objective function for each problem is successfully reduced and all specified constraints are satisfied.

Nielsen, Eric J.↗

Shutdown Dose Rate Analysis Using the Multi-Step CADIS Method

The Multi-Step Consistent Adjoint Driven Importance Sampling (MS-CADIS) hybrid Monte Carlo (MC)/deterministic radiation transport method was proposed to speed up the shutdown dose rate (SDDR) neutron MC calculation using an importance function that represents the neutron importance to the final SDDR. This work applied the MS-CADIS method to the ITER SDDR benchmark problem. The MS-CADIS method was also used to calculate the SDDR uncertainty resulting from uncertainties in the MC neutron calculation and to determine the degree of undersampling in SDDR calculations because of the limited ability of the MC method to tally detailed spatial and energy distributions. The analysis that used the ITER benchmark problem compared the efficiency of the MS-CADIS method to the traditional approach of using global MC variance reduction techniques for speeding up SDDR neutron MC calculation. Compared to the standard Forward-Weighted-CADIS (FW-CADIS) method, the MS-CADIS method increased the efficiency of the SDDR neutron MC calculation by 69%. The MS-CADIS method also increased the fraction of nonzero scoring mesh tally elements in the space-energy regions of high importance to the final SDDR.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Comparison of some optimal control methods for the design of turbine blades

This paper attempts a comparative study of some numerical methods for the optimal control design of turbine blades whose vibration characteristics are approximated by Timoshenko beam idealizations with shear and incorporating simple boundary conditions. The blade was synthesized using the following methods: (1) conjugate gradient minimization of the system Hamiltonian in function space incorporating penalty function transformations, (2) projection operator methods in a function space which includes the frequencies of vibration and the control function, (3) epsilon-technique penalty function transformation resulting in a highly nonlinear programming problem, (4) finite difference discretization of the state equations again resulting in a nonlinear program, (5) second variation methods with complex state differential equations to include damping effects resulting in systems of inhomogeneous matrix Riccatti equations some of which are stiff, (6) quasi-linear methods based on iterative linearization of the state and adjoint equation. The paper includes a discussion of some substantial computational difficulties encountered in the implementation of these techniques together with a resume of work presently in progress using a differential dynamic programming approach.

Desilva, B. M. E.↗

Adjoint Techniques for Topology Optimization of Structures Under Damage Conditions

The objective of this cooperative agreement was to seek computationally efficient ways to optimize aerospace structures subject to damage tolerance criteria. Optimization was to involve sizing as well as topology optimization. The work was done in collaboration with Steve Scotti, Chauncey Wu and Joanne Walsh at the NASA Langley Research Center. Computation of constraint sensitivity is normally the most time-consuming step of an optimization procedure. The cooperative work first focused on this issue and implemented the adjoint method of sensitivity computation (Haftka and Gurdal, 1992) in an optimization code (runstream) written in Engineering Analysis Language (EAL). The method was implemented both for bar and plate elements including buckling sensitivity for the latter. Lumping of constraints was investigated as a means to reduce the computational cost. Adjoint sensitivity computation was developed and implemented for lumped stress and buckling constraints. Cost of the direct method and the adjoint method was compared for various structures with and without lumping. The results were reported in two papers (Akgun et al., 1998a and 1999). It is desirable to optimize topology of an aerospace structure subject to a large number of damage scenarios so that a damage tolerant structure is obtained. Including damage scenarios in the design procedure is critical in order to avoid large mass penalties at later stages (Haftka et al., 1983). A common method for topology optimization is that of compliance minimization (Bendsoe, 1995) which has not been used for damage tolerant design. In the present work, topology optimization is treated as a conventional problem aiming to minimize the weight subject to stress constraints. Multiple damage configurations (scenarios) are considered. Each configuration has its own structural stiffness matrix and, normally, requires factoring of the matrix and solution of the system of equations. Damage that is expected to be tolerated is local and represents a small change in the stiffness matrix compared to the baseline (undamaged) structure. The exact solution to a slightly modified set of equations can be obtained from the baseline solution economically without actually solving the modified system.. Shennan-Morrison-Woodbury (SMW) formulas are matrix update formulas that allow this (Akgun et al., 1998b). SMW formulas were therefore used here to compute adjoint displacements for sensitivity computation and structural displacements in damaged configurations.

Akgun, Mehmet A.↗

Schwarz Methods: To Symmetrize or not to Symmetrize

A preconditioning theory for Schwarz methods is presented. The theory establishes sufficient conditions for multiplicative and additive Schwarz algorithms to yield self-adjoint positive definite preconditioners. It allows for the analysis and use of non-variational and non-convergent linear methods as preconditioners for conjugate gradient methods, and it is applied to domain decomposition and multigrid. This paper illustrates why symmetrizing may be a bad idea for linear methods. Numerical examples are presented for a test problem.

Holst, Michael↗

Global Instability on Laminar Separation Bubbles-Revisited

In the last 3 years, global linear instability of LSB has been revisited, using state-of-the-art hardware and algorithms. Eigenspectra of LSB flows have been understood and classified in branches of known and newly-discovered eigenmodes. Major achievements: World-largest numerical solutions of global eigenvalue problems are routinely performed. Key aerodynamic phenomena have been explained via critical point theory, applied to our global mode results. Theoretical foundation for control of LSB flows has been laid. Global mode of LSB at the origin of observable phenomena. U-separation on semi-infinite plate. Stall cells on (stalled) airfoil. Receptivity/Sensitivity/AFC feasible (practical?) via: Adjoint EVP solution. Direct/adjoint coupling (the Crete connection). Minor effect of compressibility on global instability in the subsonic compressible regime. Global instability analysis of LSB in realistic supersonic flows apparently quite some way down the horizon.

Theofilis, Vassilis↗

A general approach to seismic inversion with automatic differentiation

Imaging Earth structure or seismic sources from seismic data involves minimizing a target misfit function, and is commonly solved through gradient-based optimization. The adjoint-state method has been developed to compute the gradient efficiently; however, its implementation can be time-consuming and difficult. We develop a general seismic inversion framework to calculate gradients using reverse-mode automatic differentiation. The central idea is that adjoint-state methods and reverse-mode automatic differentiation are mathematically equivalent. Here, the mapping between numerical PDE simulation and deep learning allows us to build a seismic inverse modeling library, ADSeismic, based on deep learning frameworks, which supports high performance reverse-mode automatic differentiation on CPUs and GPUs. We demonstrate the performance of ADSeismic on inverse problems related to velocity model estimation, rupture imaging, earthquake location, and source time function retrieval. ADSeismic has the potential to solve a wide variety of inverse modeling applications within a unified framework.

58 GEOSCIENCES↗

ADVANTG Results for a Proposed NDA System for Detecting Pin Diversion from SNF - Paper 120

This summary describes the results of applying the ADVANTG variance reduction parameter generator to accelerate continuous-energy Monte Carlo simulations of the {sup 252}Cf Interrogation with Prompt Neutron (CIPN) detection system proposed by Hu et al. for detecting the diversion of fuel elements from spent nuclear fuel (SNF) assemblies. In previous work, ADVANTG was applied to a suite of nine radiation detection, special nuclear material (SNM) movement detection, and safeguards test cases. That effort demonstrated that ADVANTG was able to provide large increases in tally figures of merit (FOMs) in nearly all of the cases without introducing bias into the Monte Carlo results. The objective of the work described here is to further evaluate ADVANTG, and also to identify gaps in capability with regard to nuclear safeguards applications, by applying the code to a challenging problem that is of a different nature from the ones previously studied. The CIPN nondestructive assay (NDA) system consists of three fission chambers embedded in a C-shaped block of polyethylene and a polyethylene-moderated {sup 252}Cf source that are placed on opposite sides of a subject SNF assembly. The idea of the detection system is to measure the difference between the background neutron count rate, due to spontaneous fission in the fuel material, and the count rate observed once the source is introduced, which is dominated by multiplication within the assembly. Based on the difference between these count rates, the fissile content of the assembly can be inferred, and this information can be used to determine if some fraction of the original fuel pins have been replaced with depleted uranium substitutes. The authors report that the system can detect the replacement of at least eight pins (3% of total mass). The ADVANTG code generates space- and energy-dependent weight-window bounds and biased source distributions based on approximate transport solutions that are efficiently generated by the Denovo 3-D discrete ordinates package. ADVANTG implements the Consistent Adjoint Driven Importance Sampling (CADIS) method for accelerating individual tallies and the Forward-Weighted CADIS (FW-CADIS) method for obtaining relatively uniform uncertainties across tallies over multiple regions and/or energy bins. The variance reduction parameters are generated in a format directly usable by standard versions of MCNP5 and MCNPX. In this work, the ADVANTG variance reduction parameter generator was applied to accelerate continuous energy MCNPX simulations of the {sup 252}Cf Interrogation with Prompt Neutron detection system for detecting the diversion of fuel elements from SNF assemblies. Variance reduction parameters generated with the existing version of ADVANTG actually slowed down tally convergence in all cases. The cause of the poor performance was found to be the lack of an induced fission source treatment in the fixed-source discrete ordinates calculations employed by ADVANTG. Because fission was treated as capture and not as a source, the importance maps generated by ADVANTG significantly underestimated the importance of thermal neutrons in and around the fuel elements. In order to obtain improved results, we developed an experimental implementation of a fission source outer iteration for the adjoint calculations. We used this prototype capability to generate new variance reduction parameters and found that the mean fission rates agreed well with those predicted by the conventional MCNPX simulations, as was expected. With these new parameters, speedup factors of 59 to 80 were obtained for the case with the background source, and factors of 17 to 24 were obtained for the cases with the interrogating source. These results demonstrate that a fission source treatment is needed to improve the effectiveness of ADVANTG in problems where the effects of induced fission are important. This includes many types of NDA problems that are relevant to safeguards applications. (authors)

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Large-scale optimization-based non-negative computational framework for diffusion equations: Parallel implementation and performance studies

It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint for anisotropic diffusion equations. Recently, optimization-based methodologies that satisfy maximum principles and the non-negative constraint for steady-state and transient diffusion-type equations have been proposed. To date, these methodologies have been tested only on small-scale academic problems. The purpose of this paper is to systematically study the performance of the non-negative methodology in the context of high performance computing (HPC). PETSc and TAO libraries are, respectively, used for the parallel environment and optimization solvers. For large-scale problems, it is important for computational scientists to understand the computational performance of current algorithms available in these scientific libraries. The numerical experiments are conducted on the state-of-the-art HPC systems, and a single-core performance model is used to better characterize the efficiency of the solvers. Furthermore, our studies indicate that the proposed non-negative computational framework for diffusion-type equations exhibits excellent strong scaling for real-world large-scale problems.

97 MATHEMATICS AND COMPUTING↗

A Feynman-Kac based numerical method for the exit time probability of a class of transport problems

The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport problems. In this work, we present an accurate and efficient numerical method for computing this probability for systems described by non-autonomous (time-dependent) stochastic differential equations (SDEs) or their equivalent Fokker-Planck partial differential equations. The method is based on the direct approximation of the Feynman-Kac formula that establishes a link between the adjoint Fokker-Planck equation and the forward SDE. The Feynman-Kac formula is approximated using the Gauss-Hermite quadrature rules and piecewise cubic Hermite interpolating polynomials, and a GPU accelerated matrix representation is used to compute the entire time evolution of the exit time probability using a single pass of the algorithm. The method is unconditionally stable, exhibits second order convergence in space, first order convergence in time, and it is straightforward to parallelize. Applications are presented to the advection diffusion of a passive tracer in a fluid flow exhibiting chaotic advection, and to the runaway acceleration of electrons in a plasma in the presence of an electric field, collisions, and radiation damping. Benchmarks against analytical solutions as well as comparisons with explicit and implicit finite difference standard methods for the adjoint Fokker-Planck equation are presented.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Risk-averse optimal control of semilinear elliptic PDEs

In this paper, we consider the optimal control of semilinear elliptic PDEs with random inputs. These problems are often nonconvex, infinite-dimensional stochastic optimization problems for which we employ risk measures to quantify the implicit uncertainty in the objective function. In contrast to previous works in uncertainty quantification and stochastic optimization, we provide a rigorous mathematical analysis demonstrating higher solution regularity (in stochastic state space), continuity and differentiability of the control-to-state map, and existence, regularity and continuity properties of the control-to-adjoint map. Our proofs make use of existing techniques from PDE-constrained optimization as well as concepts from the theory of measurable multifunctions. We illustrate our theoretical results with two numerical examples motivated by the optimal doping of semiconductor devices.

97 MATHEMATICS AND COMPUTING↗

Year End Progress Report on Rattlesnake Improvements

Rattlesnake is a MOOSE-based radiation transport application developed at INL to support modern multi-physics simulations. At the beginning of the last year, Rattlesnake was able to perform steady-state, transient and eigenvalue calculations for the multigroup radiation transport equations. Various discretization schemes, including continuous finite element method (FEM) with discrete ordinates method (SN) and spherical harmonics expansion method (PN) for the self-adjoint angular flux (SAAF) formulation, continuous FEM (CFEM) with SN for the least square (LS) formulation, diffusion approximation with CFEM and discontinuous FEM (DFEM), have been implemented. A separate toolkit, YAKXS, for multigroup cross section management was developed to support Rattlesnake calculations with feedback both from changes in the field variables, such as fuel temperature, coolant density, and etc., and in isotope inventory. The framework for doing nonlinear diffusion acceleration (NDA) within Rattlesnake has been set up, and both NDA calculations with SAAF-SN-CFEM scheme and Monte Carlo with OpenMC have been performed. It was also used for coupling BISON and RELAP-7 for the full-core multiphysics simulations. Within the last fiscal year, significant improvements have been made in Rattlesnake. Rattlesnake development was migrated into our internal GITLAB development environment at the end of year 2014. Since then total 369 merge requests has been accepted into Rattlesnake. It is noted that the MOOSE framework that Rattlesnake is based on is under continuous developments. Improvements made in MOOSE can improve the Rattlesnake. It is acknowledged that MOOSE developers spent efforts on patching Rattlesnake for the improvements made on the framework side. This report will not cover the code restructuring for better readability and modularity and documentation improvements, which we have spent tremendous effort on. It only details some of improvements in the following sections.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

A differential equation for Lerch's transcendent and associated symmetric operators in Hilbert space

The function Ψ(x,y,s)=e{sup iy}Φ(−e{sup iy},s,x), where Φ(z,s,v) is Lerch's transcendent, satisfies the following two-dimensional formally self-adjoint second-order hyperbolic differential equation, where s=1/2+iλ. The corresponding differential expression determines a densely defined symmetric operator (the minimal operator) on the Hilbert space L{sub 2}(Π), where Π=(0,1)×(0,2π). We obtain a description of the domains of definition of some symmetric extensions of the minimal operator. We show that formal solutions of the eigenvalue problem for these symmetric extensions are represented by functional series whose structure resembles that of the Fourier series of Ψ(x,y,s). We discuss sufficient conditions for these formal solutions to be eigenfunctions of the resulting symmetric differential operators. We also demonstrate a close relationship between the spectral properties of these symmetric differential operators and the distribution of the zeros of some special analytic functions analogous to the Riemann zeta function. Bibliography: 15 titles.

97 MATHEMATICS AND COMPUTING↗

Randomized Sketching Algorithms for Low-Memory Dynamic Optimization

This paper develops a novel limited-memory method to solve dynamic optimization problems. The memory requirements for such problems often present a major obstacle, particularly for problems with PDE constraints such as optimal flow control, full waveform inversion, and optical tomography. In these problems, PDE constraints uniquely determine the state of a physical system for a given control; the goal is to find the value of the control that minimizes an objective. While the control is often low dimensional, the state is typically more expensive to store. This paper suggests using randomized matrix approximation to compress the state as it is generated and shows how to use the compressed state to reliably solve the original dynamic optimization problem. Concretely, the compressed state is used to compute approximate gradients and to apply the Hessian to vectors. The approximation error in these quantities is controlled by the target rank of the sketch. This approximate first- and second-order information can readily be used in any optimization algorithm. As an example, we develop a sketched trust-region method that adaptively chooses the target rank using a posteriori error information and provably converges to a stationary point of the original problem. Numerical experiments with the sketched trust-region method show promising performance on challenging problems such as the optimal control of an advection-reaction-diffusion equation and the optimal control of fluid flow past a cylinder.

97 MATHEMATICS AND COMPUTING↗