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All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

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↗
NASA NTRSDate not supplied

Aerodynamic Design Optimization for Natural Laminar Flow Airfoils

Natural laminar flow technology is a passive laminar flow control (LFC) strategy that seeks to delay the onset of boundary-layer transition (BLT) through shape optimization to reduce the drag of the aerodynamic vehicle. Adjoint-based design optimization for LFC is proposed in an integrated multidisciplinary framework, which includes the computational fluid dynamics (CFD), geometry and grid deformation, and linear stability analysis (LSA) for transition prediction. In particular, the BLT location is predicted using the dual N-factor method that is based on a linear stability theory (LST) eigenvalue problem. The dual N-factor criterion accounts for the amplification of planar Tollmien-Schlichting (TS) and stationary crossflow (CF) boundary-layer instabilities to predict the transition location in three-dimensional boundary-layer flows. The adjoint-based shape optimization procedure is based on an iteratively coupled CFD and LSA methodology to converge the transition location and flow solutions, as well as to calculate the sensitivities of the aerodynamic metrics of interest with respect to the flow and shape design parameters. The RAE 2822 airfoil at 0 and 30 degrees yaw angles, an angle of attack of 0.72 degrees, and subsonic conditions (M∞ = 0.19, Rec = 5.6 × 106 ) are used as baseline configurations for design optimization. The angle of attack and the vertical displacement of free-form-deformation control points are used as design variables to reduce the drag coefficient while reaching a specified lift coefficient. The optimized unswept airfoil designs achieve a 30% drag reduction accompanied by a downstream shift of the transition locations over both suction and pressure sides of the airfoil. The initial design iterations for the swept case also show a favorable trend in the drag reduction with transition delay over both sides.

Transition↗
DOE OSTI2018

Adiabatic continuity and confinement in supersymmetric Yang-Mills theory on the lattice

This work is a step towards merging the ideas that arise from semi-classical methods in continuum QFT with analytic/numerical lattice field theory. In this context, we consider Yang-Mills theories coupled to fermions transforming in the adjoint representation of the gauge group. These theories have the remarkable property that confinement and discrete chiral symmetry breaking can persist at weak coupling on R 3 × S 1 up to small (non-thermal) compactification radii. This work presents a lattice investigation of a gauge theory coupled to a single adjoint Majorana fermion, the N=1 Supersymmetric Yang-Mills theory (SYM), and opens the prospect to understand analytically a number of non-perturbative phenomena, such as confinement, mass gap, chiral and center symmetry realizations, both on the lattice and in the continuum. We study the compactification of N=1 SYM on the lattice with periodic and thermal boundary conditions applied to the fermion field. We provide numerical evidences for the conjectured absence of phase transitions with periodic boundary conditions for sufficiently light lattice fermions (stability of center-symmetry), for the suppression of the chiral transition, and we provide also a diagnostic for Abelian vs. non-Abelian confinement, based on per-site Polyakov loop eigenvalue distribution functions. We identify the role of the lattice artefacts that become relevant in the very small radius regime, and we resolve some puzzles in the naive comparison between continuum and lattice.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Direct computation of magnetic surfaces in Boozer coordinates and coil optimization for quasisymmetry

We propose a new method to compute magnetic surfaces that are parametrized in Boozer coordinates for vacuum magnetic fields. We also propose a measure for quasisymmetry on the computed surfaces and use it to design coils that generate a magnetic field that is quasisymmetric on those surfaces. The rotational transform of the field and complexity measures for the coils are also controlled in the design problem. Using an adjoint approach, we are able to obtain analytic derivatives for this optimization problem, yielding an efficient gradient-based algorithm. Starting from an initial coil set that presents nested magnetic surfaces for a large fraction of the volume, our method converges rapidly to coil systems generating fields with excellent quasisymmetry and low particle losses. In particular for low complexity coils, we are able to significantly improve the performance compared with coils obtained from the standard two-stage approach, e.g. reduce losses of fusion-produced alpha particles born at half-radius from $17.7\,\%$ to $6.6\,\%$ . We also demonstrate 16-coil configurations with alpha loss ${<}1\,\%$ and neoclassical transport magnitude $\epsilon _{\text {eff}}^{3/2}$ less than approximately $5\times 10^{-9}$ .

Physics↗
DOE OSTI2015

Second-order adjoint sensitivity analysis methodology (2ND-ASAM) for computing exactly and efficiently first- and second-order sensitivities in large-scale systems - 14356

This work presents the second-order adjoint sensitivity analysis methodology (2.-ASAM) for computing exactly and efficiently the second-order functional derivatives ('sensitivities') of system responses to the system's model parameters. For a physical system comprising N{sub α} parameters and N{sub r} responses, forward methods require a total of at least (N{sup 2}{sub α}/2+3N{sub α}/2) large-scale computations for obtaining all of the first- and second-order sensitivities, for all N{sub r} system responses. On the other hand, for one functional-type system response, the 2.-ASAM requires one large-scale computation using the first-level adjoint sensitivity system (1.-LASS) for obtaining all of the first-order sensitivities, followed by at most (2N{sub α}+1) large-scale computations using the second-level adjoint sensitivity systems (2.-LASS) for obtaining all of the second-order sensitivities. The second-order sensitivities contribute decisively to causing asymmetries in the response distribution, since they are the leading contributors to the third-order response correlations (skewness). They also cause the 'expected value of the response' to differ from the 'computed nominal value of the response'. The implementation of the 2.-ASAM requires very little additional effort beyond the construction of the adjoint sensitivity system needed for computing the first-order sensitivities. Only the sources on the right-sides of the diffusion (differential) operator needed to be modified; the left-side of the differential equations (and hence the 'solver' in large-scale practical applications) remain unchanged. The application of the 2.-ASAM is illustrated on a benchmark heat conduction/convection problem, which makes transparent the underlying mathematical derivations. For this illustrative problem, 4 'large-scale' adjoint computations suffice for computing exactly all of the 6 first- and 21 distinct second-order derivatives. The 2.-ASAM presented in this work should enable the hitherto very difficult, if not intractable, exact computation of all of the second-order response sensitivities for large-systems involving many parameters, which is expected to affect significantly other fields that need efficiently computed second-order response sensitivities, such as optimization, data assimilation/adjustment, model calibration, and predictive modeling. (author)

42 ENGINEERING↗
NASA NTRS2015

Assessing the Tangent Linear Behaviour of Common Tracer Transport Schemes and Their Use in a Linearised Atmospheric General Circulation Model

The linearity of a selection of common advection schemes is tested and examined with a view to their use in the tangent linear and adjoint versions of an atmospheric general circulation model. The schemes are tested within a simple offline one-dimensional periodic domain as well as using a simplified and complete configuration of the linearised version of NASA's Goddard Earth Observing System version 5 (GEOS-5). All schemes which prevent the development of negative values and preserve the shape of the solution are confirmed to have nonlinear behaviour. The piecewise parabolic method (PPM) with certain flux limiters, including that used by default in GEOS-5, is found to support linear growth near the shocks. This property can cause the rapid development of unrealistically large perturbations within the tangent linear and adjoint models. It is shown that these schemes with flux limiters should not be used within the linearised version of a transport scheme. The results from tests using GEOS-5 show that the current default scheme (a version of PPM) is not suitable for the tangent linear and adjoint model, and that using a linear third-order scheme for the linearised model produces better behaviour. Using the third-order scheme for the linearised model improves the correlations between the linear and non-linear perturbation trajectories for cloud liquid water and cloud liquid ice in GEOS-5.

Tangent Linear Model↗
DOE OSTI2016

Upscaling of Mixed Finite Element Discretization Problems by the Spectral AMGe Method

Here, we propose two multilevel spectral techniques for constructing coarse discretization spaces for saddle-point problems corresponding to PDEs involving a divergence constraint, with a focus on mixed finite element discretizations of scalar self-adjoint second order elliptic equations on general unstructured grids. We use element agglomeration algebraic multigrid (AMGe), which employs coarse elements that can have nonstandard shape since they are agglomerates of fine-grid elements. The coarse basis associated with each agglomerated coarse element is constructed by solving local eigenvalue problems and local mixed finite element problems. This construction leads to stable upscaled coarse spaces and guarantees the inf-sup compatibility of the upscaled discretization. Also, the approximation properties of these upscaled spaces improve by adding more local eigenfunctions to the coarse spaces. The higher accuracy comes at the cost of additional computational effort, as the sparsity of the resulting upscaled coarse discretization (referred to as operator complexity) deteriorates when we introduce additional functions in the coarse space. We also provide an efficient solver for the coarse (upscaled) saddle-point system by employing hybridization, which leads to a symmetric positive definite (s.p.d.) reduced system for the Lagrange multipliers, and to solve the latter s.p.d. system, we use our previously developed spectral AMGe solver. Numerical experiments, in both two and three dimensions, are provided to illustrate the efficiency of the proposed upscaling technique.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Fast and Scalable FFT-Based GPU-Accelerated Algorithms for Block-Triangular Toeplitz Matrices with Application to Linear Inverse Problems Governed by Autonomous Dynamical Systems

In this work, we present an efficient and scalable algorithm for performing matrix-vector multiplications (matvecs) for block Toeplitz matrices. Such matrices, which are shift-invariant with respect to their blocks, arise in the context of solving inverse problems governed by autonomous systems, and time-invariant systems in particular. In this article, we consider inverse problems that infer unknown parameters from observational data of a linear time-invariant dynamical system given in the form of partial differential equations (PDEs). Matrix-free Newton-conjugate-gradient methods are often the gold standard for solving these inverse problems, but they require numerous actions of the Hessian on a vector. Matrix-free adjoint-based Hessian matvecs require solution of a pair of linearized forward/adjoint PDE solves per Hessian action, which may be prohibitive for large-scale inverse problems. Time invariance of the forward PDE problem leads to a block Toeplitz structure of the discretized parameter-to-observable (p2o) map defining the mapping from inputs (parameters) to outputs (observables) of the PDEs. This block Toeplitz structure enables us to exploit two key properties: (1) compact storage of the p2o map and its adjoint, and (2) efficient fast Fourier transform–based Hessian matvecs. The proposed algorithm is mapped onto large multi-GPU clusters and achieves more than 80% of peak bandwidth on NVIDIA A100 GPUs. Excellent weak scaling is shown for up to 48 A100 GPUs. For the targeted problems, the implementation executes Hessian matvecs within fractions of a second, which is orders of magnitude faster than can be achieved by conventional matrix-free Hessian matvecs via forward/adjoint PDE solves.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1983

Character and stability of axisymmetric thermal convection in spheres and spherical shells

The influence of shell size and mode of heating on the behavior and stability of axisymmetric, infinite Prandtl number convection in a spherical geometry is studied. Heating from within and below features convection onset governed by a self-adjoint system of equations and boundary conditions. For heating only from within or from below, linearized equations and boundary conditions are non-self-adjoint. Identification of the parameter which initiates the departure from self-adjointness, together with the properties of the self-adjoint solution, provide a basis for calculating the heat transfer characteristics of the non-self-adjoint situations. The investigations are an effort to develop a model for heat transfer in planetary interiors. Further development of the technique by modifying the Galerkin method by the introduction of diagonal mode truncation is suggested to permit the consideration of higher values of the Rayleigh numbers, i.e., those more commensurate with terrestrial planet mantles.

Zebib, A.↗
NASA NTRS1974

Topics in structural dynamics: Nonlinear unsteady transonic flows and Monte Carlo methods in acoustics

The results are reported of two unrelated studies. The first was an investigation of the formulation of the equations for non-uniform unsteady flows, by perturbation of an irrotational flow to obtain the linear Green's equation. The resulting integral equation was found to contain a kernel which could be expressed as the solution of the adjoint flow equation, a linear equation for small perturbations, but with non-constant coefficients determined by the steady flow conditions. It is believed that the non-uniform flow effects may prove important in transonic flutter, and that in such cases, the use of doublet type solutions of the wave equation would then prove to be erroneous. The second task covered an initial investigation into the use of the Monte Carlo method for solution of acoustical field problems. Computed results are given for a rectangular room problem, and for a problem involving a circular duct with a source located at the closed end.

Haviland, J. K.↗
DOE OSTI2020

LA17-V-InverseRadTransportProblem-PD2Kb. Final Project Report

In the inverse radiation transport problem, a radiation signal emanating from an unknown object is used to reconstruct geometric and material parameters of the object , e.g., the mass of special nuclear material (SNM), the isotopic composition of the SNM (e.g., the enrichment of 235U), the thickness of shielding, etc. The inverse radiation transport problem is one of the most fundamental and important in the emergency response mission, and has been addressed in previous NA-22 and NA-42/84 investments by using derivative-free optimization methods. Our project was aimed at (i) consolidating previous work by applying polynomial chaos expansion (PCE) for reducing significantly the number of forward model simulations required by derivative-free optimization methods; (ii) developing a general-purpose framework and stand-alone software for solving the inverse radiation transport problem by applying a new “predictive modeling” methodology (predictive modeling of coupled multi-physics systems, PM_CMPS) which enables the fusing of experimental and computational information; and (iii) developing several benchmarks (for unscattered gamma rays) for demonstrating the quantification of non-Gaussian features (e.g., skewness and kurtosis, which characterize asymmetries and long tails) of response distributions by deterministically and efficiently propagating parameter uncertainties (covariances and higher-order moments, where available) using high-order sensitivities computed by the recently developed comprehensive adjoint sensitivity analysis methodology (C-ASAM). With regard to (i), application of PCE, the most significant accomplishment of this project was an implementation of PCE into INVERSE that significantly reduced computation time for the DiffeRential Evolution Adaptive Metropolis (DREAM) and Differential Evolution (DE) methods. For inverse transport problems with measurements of neutron leakage, neutron multiplication, and neutron-induced gamma-rays, the solution times for the DREAM and DE methods were reduced by factors of 30-300, reducing run times from hours to minutes while maintaining the same accuracy as the standard (non-PCE) DREAM and DE. Speedups were further improved by exploring sparse grid quadrature sets using the Toolkit for Adaptive Stochastic Modeling and Non-Intrusive ApproximatioN (Tasmanian) toolset. An initial exploration of sparse grids indicated that further speedups factors of 5-10 are obtainable. The implementation of PCE in INVERSE is not in a form that users can easily access. With regard to (ii), solving the inverse problem using a predictive modeling paradigm, the most significant accomplishment of this project were the derivation and implementation of adjoint-based second derivatives in neutron and photon transport theory. There are two codes that compute these derivatives. SENSPG computes them for uncollided gamma rays and SENSMG computes them for neutron leakage. SENSMG is open-source code available on github. Other significant accomplishments included a stand-alone code, MULTI-PRED, that implements the predictive modeling paradigm, along with a detailed manual. The code was implemented in the existing INVERSE code for inverse problems, but a head-to-head comparison of inverse methods was not achieved. We also derived and implemented the capability to compute sensitivities for multiplicity measurements into the SENSMG code, and this capability was used in a data assimilation application, but it was not used for solving inverse problems. With regard to (iii), developing benchmarks to demonstrate the importance of high-order sensitivity and uncertainty analysis, the most significant accomplishment of this project were two test problems that showed how important second-order sensitivities are.

07 ISOTOPE AND RADIATION SOURCES↗
DOE OSTI2019

Quantum Optimal Control Using High Performance Computing

This feasibility study developed numerical methods for the optimal control problem for realizing logical gates in closed quantum systems, where the evolution of the state vector is governed by the time dependent Schrodinger equation. The number of parameters in the control functions is made independent of the number of time steps by expanding them in terms of B-spline basis functions, with and without carrier waves. We use an interior point gradient-based technique from the IPOPT package to minimize the gate infidelity subject to amplitude constraints on the control functions. The symplectic Stromer-Verlet scheme is used to integrate a real-valued formulation of Schrodinger's equation in time and the gradient of the gate infidelity is obtained by solving the corresponding adjoint equation. This allows all components of the gradient to be calculated at the cost of solving three Schrodinger systems, independently of the number of parameters in the control functions. The correctness of the method is verified and applied to Hamiltonians that model the dynamics of coupled super-conducting qubits.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS2004

Sensitivity Equation Derivation for Transient Heat Transfer Problems

The focus of the paper is on the derivation of sensitivity equations for transient heat transfer problems modeled by different discretization processes. Two examples will be used in this study to facilitate the discussion. The first example is a coupled, transient heat transfer problem that simulates the press molding process in fabrication of composite laminates. These state equations are discretized into standard h-version finite elements and solved by a multiple step, predictor-corrector scheme. The sensitivity analysis results based upon the direct and adjoint variable approaches will be presented. The second example is a nonlinear transient heat transfer problem solved by a p-version time-discontinuous Galerkin's Method. The resulting matrix equation of the state equation is simply in the form of Ax = b, representing a single step, time marching scheme. A direct differentiation approach will be used to compute the thermal sensitivities of a sample 2D problem.

Hou, Gene↗
NASA NTRS2016

An Inviscid Decoupled Method for the Roe FDS Scheme in the Reacting Gas Path of FUN3D

An approach is described to decouple the species continuity equations from the mixture continuity, momentum, and total energy equations for the Roe flux difference splitting scheme. This decoupling simplifies the implicit system, so that the flow solver can be made significantly more efficient, with very little penalty on overall scheme robustness. Most importantly, the computational cost of the point implicit relaxation is shown to scale linearly with the number of species for the decoupled system, whereas the fully coupled approach scales quadratically. Also, the decoupled method significantly reduces the cost in wall time and memory in comparison to the fully coupled approach. This work lays the foundation for development of an efficient adjoint solution procedure for high speed reacting flow.

Thompson, Kyle B.↗
DOE OSTI2014

A Least-Squares Transport Equation Compatible with Voids

Standard second-order self-adjoint forms of the transport equation, such as the even-parity, odd-parity, and self-adjoint angular flux equation, cannot be used in voids. Perhaps more important, they experience numerical convergence difficulties in near-voids. Here we present a new form of a second-order self-adjoint transport equation that has an advantage relative to standard forms in that it can be used in voids or near-voids. Our equation is closely related to the standard least-squares form of the transport equation with both equations being applicable in a void and having a nonconservative analytic form. However, unlike the standard least-squares form of the transport equation, our least-squares equation is compatible with source iteration. It has been found that the standard least-squares form of the transport equation with a linear-continuous finite-element spatial discretization has difficulty in the thick diffusion limit. Here we extensively test the 1D slab-geometry version of our scheme with respect to void solutions, spatial convergence rate, and the intermediate and thick diffusion limits. We also define an effective diffusion synthetic acceleration scheme for our discretization. Our conclusion is that our least-squares S n formulation represents an excellent alternative to existing second-order S n transport formulations

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1995

Implementation of a multiblock sensitivity analysis method in numerical aerodynamic shape optimization

A multiblock sensitivity analysis method is applied in a numerical aerodynamic shape optimization technique. The Sensitivity Analysis Domain Decomposition (SADD) scheme which is implemented in this study was developed to reduce the computer memory requirements resulting from the aerodynamic sensitivity analysis equations. Discrete sensitivity analysis offers the ability to compute quasi-analytical derivatives in a more efficient manner than traditional finite-difference methods, which tend to be computationally expensive and prone to inaccuracies. The direct optimization procedure couples CFD analysis based on the two-dimensional thin-layer Navier-Stokes equations with a gradient-based numerical optimization technique. The linking mechanism is the sensitivity equation derived from the CFD discretized flow equations, recast in adjoint form, and solved using direct matrix inversion techniques. This investigation is performed to demonstrate an aerodynamic shape optimization technique on a multiblock domain and its applicability to complex geometries. The objectives are accomplished by shape optimizing two aerodynamic configurations. First, the shape optimization of a transonic airfoil is performed to investigate the behavior of the method in highly nonlinear flows and the effect of different grid blocking strategies on the procedure. Secondly, shape optimization of a two-element configuration in subsonic flow is completed. Cases are presented for this configuration to demonstrate the effect of simultaneously reshaping interfering elements. The aerodynamic shape optimization is shown to produce supercritical type airfoils in the transonic flow from an initially symmetric airfoil. Multiblocking effects the path of optimization while providing similar results at the conclusion. Simultaneous reshaping of elements is shown to be more effective than individual element reshaping due to the inclusion of mutual interference effects.

Lacasse, James M.↗
DOE OSTI2018

Calculating Alpha Eigenvalues and Eigenfunctions with a Markov Transition Rate Matrix Monte Carlo Method

For a nuclear system in which the entire α-eigenvalue spectrum is known, eigenfunction expansion yields the time-dependent flux response to any arbitrary source. Applications in which this response is of interest include pulsed-neutron experiments, accelerator-driven subcritical systems, and fast burst reactors, where a steady-state assumption used in neutron transport is invalid for characterizing the time-dependent flux. To obtain the α-eigenvalue spectrum, the transition rate matrix method (TRMM) tallies transition rates describing neutron behavior in a discretized position-direction-energy phase space using Monte Carlo. Interpretation of the resulting Markov process transition rate matrix as the operator in the adjoint α-eigenvalue problem provides an avenue for determining a large finite set of α eigenvalues and eigenfunctions of a nuclear system. Results from the TRMM are verified using analytic solutions, time-dependent Monte Carlo simulations, and modal expansion from diffusion theory. For simplified infinite-medium and one-dimensional geometries, the TRMM accurately calculates eigenvalues, eigenfunctions, and eigenfunction expansion solutions. Applications and comparisons to measurements are made for the small fast burst reactor CALIBAN and the Fort St. Vrain high-temperature gas-cooled reactor. For large three-dimensional geometries, discretization of the large position-energy-direction phase space limits the accuracy of eigenfunction expansion solutions using the TRMM, but it can still generate a fair estimate of the fundamental eigenvalue and eigenfunction. These results show that the TRMM generates an accurate estimate of a large number of α eigenvalues. This is not possible with existing Monte Carlo–based methods.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗