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DOE OSTI2020

Nonlinear Elimination Applied to Radiation Diffusion

We apply a nonlinearly preconditioned, quasi-Newton framework to accelerate the numerical solution of the thermal radiative transfer (TRT) equations. This framework was inspired by the unpublished method that has existed for years in Teton, Lawrence Livermore National Laboratory’s deterministic TRT code. In this paper, we cast this iteration scheme within a formal nonlinear preconditioning framework and compare its performance against other iteration schemes in the framework. With proper choices of iteration controls for the various levels of the solver, we can recover the standard linearized one-step method, a full nonlinear Newton scheme, as well as the method in Teton. In brief, the nonlinear preconditioning TRT scheme formally eliminates the material temperature equation from the nonlinear system in a nonlinear analog of a Schur complement. This nonlinear elimination step involves solving a decoupled nonlinear equation for each spatial degree of freedom and is therefore inexpensive. By applying a quasi-Newton iteration scheme on the new system, we obtain a three-level iteration scheme that is at least as efficient as commonly used TRT schemes. The new method allows full convergence to the nonlinear backward Euler time-discretized system, increasing accuracy and robustness, while using a similar number of linear iterations as the more common linearized one-step methods Eq. (4).

77 NANOSCIENCE AND NANOTECHNOLOGY↗

NASA NTRS1984

Finite elements and the method of conjugate gradients on a concurrent processor

An algorithm for the iterative solution of finite element problems on a concurrent processor is presented. The method of conjugate gradients is used to solve the system of matrix equations, which is distributed among the processors of a MIMD computer according to an element-based spatial decomposition. This algorithm is implemented in a two-dimensional elastostatics program on the Caltech Hypercube concurrent processor. The results of tests on up to 32 processors show nearly linear concurrent speedup, with efficiencies over 90% for sufficiently large problems.

Lyzenga, G. A.↗

NASA NTRS1985

Finite elements and the method of conjugate gradients on a concurrent processor

Lyzenga, G. A.↗

NASA NTRS2004

Frequency Domain Calculations Of Acoustic Propagation

Two complex geometry problems are solved using the linearized Euler equations. The impedance mismatch method1 is used to impose the solid surfaces without the need to use a body-fitted grid. The problem is solved in the frequency domain to avoid long run times. Although the harmonic assumption eliminates all time dependence, a pseudo-time term is added to allow conventional iterative methods to be employed. A Jameson type, Runge-Kutta scheme is used to advance the solution in pseudo time. The spatial operator is based on a seven-point, sixth-order finite difference. Constant coefficient, sixth-derivative artificial dissipation is used throughout the domain. A buffer zone technique employing a complex frequency to damp all waves near the boundaries is used to minimize reflections. The results show that the method is capable of capturing the salient features of the scattering, but an excessive number of grid points are required to resolve the phenomena in the vicinity of the solid bodies because the wavelength of the acoustics is relatively short compared with the size of the bodies. Smoothly transitioning into the immersed boundary condition alleviates the difficulties, but a fine mesh is still required.

Lockard, David P.↗

DOE OSTI2020

DESC: A stellarator equilibrium solver

In this paper, the new code DESC is presented to solve for fixed-boundary ideal magnetohydrodynamic equilibria in stellarators. The approach directly solves the equilibrium force balance as a system of nonlinear equations in the form f(x) = 0. The independent variables x represent nested magnetic flux surfaces expressed in the inverse representation with toroidal flux coordinates, and the equations f(x) quantify equilibrium force balance errors at discrete points in real space. Discretizing with global Fourier–Zernike basis functions properly treats the magnetic axis and minimizes the number of coefficients needed to describe the flux surfaces. The pseudospectral method provides great flexibility in where the errors are evaluated, and the system of equations is efficiently solved with a Newton–Raphson iteration. Equilibria are computed and compared against VMEC for both axisymmetric and non-axisymmetric examples. The results show fast convergence rates and solutions with low errors throughout the plasma volume.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2024

Scale-Bridging Optimization Framework for Desalination Integrated Produced Water Networks

In this work, we develop a Pyomo-based non-linear optimization strategy that includes rigorous MVR models. The detailed desalination unit is integrated into the multiperiod produced water network problem using the trust region filter (TRF) method. TRF decomposes the integrated problem into a master problem consisting of the network variables and a simplified surrogate model for the detailed desalination unit. The surrogate is updated using zero and first-order corrections from the optimal solution of the detailed models at every iteration. This framework allows us to co-optimize the design of the desalination units and operating policy for the multiperiod network. A common design is ensured across all periods using global capacity constraints. We validate the solution obtained using the TRF method by solving the full integrated problem for small network instances and show our results on real case studies on produced water networks from the Permian and Appalachian basins. In this work, we describe our TRF formulation, give details on our implementation in Pyomo, and analyze the results obtained by solving the optimization problem using IPOPT. We also present a discussion on the computational efficiency and scaling using the TRF approach against a full-scale integration of the rigorous models within the water network.

Naik, Sakshi↗

DOE OSTI2025

Sparse measurement medical CT reconstruction using multi-fused block matching denoising priors

A major challenge for medical X-ray CT imaging is reducing the number of X-ray projections to lower radiation dosage and reduce scan times without compromising image quality. However these under-determined inverse imaging problems rely on the formulation of an expressive prior model to constrain the solution space while remaining computationally tractable. Traditional analytical reconstruction methods like Filtered Back Projection (FBP) often fail with sparse measurements, producing artifacts due to their reliance on the Shannon-Nyquist Sampling Theorem. Consensus Equilibrium, which is a generalization of Plug and Play, is a recent advancement in Model-Based Iterative Reconstruction (MBIR), has facilitated the use of multiple denoisers are prior models in an optimization free framework to capture complex, non-linear prior information. However, 3D prior modelling in a Plug and Play approach for volumetric image reconstruction requires long processing time due to high computing requirement. Instead of directly using a 3D prior, this work proposes a BM3D Multi Slice Fusion (BM3D-MSF) prior that uses multiple 2D image denoisers fused to act as a fully 3D prior model in Plug and Play reconstruction approach. Our approach does not require training and are thus able to circumvent ethical issues related with patient training data and are readily deployable in varying noise and measurement sparsity levels. In addition, reconstruction with the BM3D-MSF prior achieves similar reconstruction image quality as fully 3D image priors, but with significantly reduced computational complexity. We test our method on clinical CT data and demonstrate that our approach improves reconstructed image quality.

Hossain, Maliha [ORNL]↗

DOE OSTI2016

Development and Application of Predictive Tools for MHD Stability Limits in Tokamaks

This is a project to develop and apply analytic and computational tools to answer physics questions relevant to the onset of non-ideal magnetohydrodynamic (MHD) instabilities in toroidal magnetic confinement plasmas. The focused goal of the research is to develop predictive tools for these instabilities, including an inner layer solution algorithm, a resistive wall with control coils, and energetic particle effects. The production phase compares studies of instabilities in such systems using analytic techniques, PEST- III and NIMROD. Two important physics puzzles are targeted as guiding thrusts for the analyses. The first is to form an accurate description of the physics determining whether the resistive wall mode or a tearing mode will appear first as β is increased at low rotation and low error fields in DIII-D. The second is to understand the physical mechanism behind recent NIMROD results indicating strong damping and stabilization from energetic particle effects on linear resistive modes. The work seeks to develop a highly relevant predictive tool for ITER, advance the theoretical description of this physics in general, and analyze these instabilities in experiments such as ASDEX Upgrade, DIII-D, JET, JT-60U and NTSX. The awardee on this grant is the University of Tulsa. The research efforts are supervised principally by Dr. Brennan. Support is included for two graduate students, and a strong collaboration with Dr. John M. Finn of LANL. The work includes several ongoing collaborations with General Atomics, PPPL, and the NIMROD team, among others.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2014

Discontinuous diffusion synthetic acceleration for S{sub n} transport on 2D arbitrary polygonal meshes

In this paper, a Diffusion Synthetic Acceleration (DSA) technique applied to the S{sub n} radiation transport equation is developed using Piece-Wise Linear Discontinuous (PWLD) finite elements on arbitrary polygonal grids. The discretization of the DSA equations employs an Interior Penalty technique, as is classically done for the stabilization of the diffusion equation using discontinuous finite element approximations. The penalty method yields a system of linear equations that is Symmetric Positive Definite (SPD). Thus, solution techniques such as Preconditioned Conjugate Gradient (PCG) can be effectively employed. Algebraic MultiGrid (AMG) and Symmetric Gauss–Seidel (SGS) are employed as conjugate gradient preconditioners for the DSA system. AMG is shown to be significantly more efficient than SGS. Fourier analyses are carried out and we show that this discontinuous finite element DSA scheme is always stable and effective at reducing the spectral radius for iterative transport solves, even for grids with high-aspect ratio cells. Numerical results are presented for different grid types: quadrilateral, hexagonal, and polygonal grids as well as grids with local mesh adaptivity.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2021

Distributionally Robust Partially Observable Markov Decision Process with Moment-Based Ambiguity

In this paper, we consider a distributionally robust partially observable Markov decision process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the beginning of each decision period, but their realizations can be inferred using side information at the end of each period after an action being taken. We build an ambiguity set of the joint distribution using bounded moments via conic constraints and seek an optimal policy to maximize the worst-case (minimum) reward for any distribution in the set. We show that the value function of DR-POMDP is piecewise linear convex with respect to the belief state and propose a heuristic search value iteration method for obtaining lower and upper bounds of the value function. We conduct numerical studies and demonstrate the computational performance of our approach via testing instances of a dynamic epidemic control problem. Our results show that DR-POMDP can produce more robust policies under misspecified distributions of transition-observation probabilities as compared to POMDP but has less costly solutions than robust POMDP. The DR-POMDP policies are also insensitive to varying parameter in the ambiguity set and to noise added to the true transition-observation probability values obtained at the end of each decision period.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS2015

High-Order Hyperbolic Residual-Distribution Schemes on Arbitrary Triangular Grids

In this paper, we construct high-order hyperbolic residual-distribution schemes for general advection-diffusion problems on arbitrary triangular grids. We demonstrate that the second-order accuracy of the hyperbolic schemes can be greatly improved by requiring the scheme to preserve exact quadratic solutions. We also show that the improved second-order scheme can be easily extended to third-order by further requiring the exactness for cubic solutions. We construct these schemes based on the LDA and the SUPG methodology formulated in the framework of the residual-distribution method. For both second- and third-order-schemes, we construct a fully implicit solver by the exact residual Jacobian of the second-order scheme, and demonstrate rapid convergence of 10-15 iterations to reduce the residuals by 10 orders of magnitude. We demonstrate also that these schemes can be constructed based on a separate treatment of the advective and diffusive terms, which paves the way for the construction of hyperbolic residual-distribution schemes for the compressible Navier-Stokes equations. Numerical results show that these schemes produce exceptionally accurate and smooth solution gradients on highly skewed and anisotropic triangular grids, including curved boundary problems, using linear elements. We also present Fourier analysis performed on the constructed linear system and show that an under-relaxation parameter is needed for stabilization of Gauss-Seidel relaxation.

Mazaheri, Alireza↗

DOE OSTI2021

Tuning successive linear programming to solve AC optimal power flow problem for large networks

Successive linear programming (SLP) is a practical approach for solving large-scale nonlinear optimization problems. Alternating current optimal power flow (ACOPF) is no exception, particularly the large size of real-world networks. However, in order to achieve tractability, it is essential to tune the SLP algorithm presented in the literature. This paper presents a modified SLP algorithm to solve the ACOPF problem, specified by the U.S. Department of Energy’s (DOE) Grid Optimization (GO) Competition Challenge 1, within strict time limits. The algorithm first finds a near-optimal solution for the relaxed problem (i.e., Stage 1). Then, it finds a feasible solution in the proximity of the near-optimal solution (i.e., Stage 2 and Stage 3). The numerical experiments on test cases ranging from 500-bus to 30,000-bus systems show that the algorithm is tractable. Here the results show that our proposed algorithm is tractable and can solve more than 80% of test cases faster than the well-known Interior Point Method while significantly reduce the number of iterations required to solve ACOPF. The number of iterations is considered an important factor in the examination of tractability which can drastically reduce the computational time required within each iteration.

24 POWER TRANSMISSION AND DISTRIBUTION↗

NASA NTRS1999

Solving the Linear Balance Equation on the Globe as a Generalized Inverse Problem

A generalized (pseudo) inverse technique was developed to facilitate a better understanding of the numerical effects of tropical singularities inherent in the spectral linear balance equation (LBE). Depending upon the truncation, various levels of determinancy are manifest. The traditional fully-determined (FD) systems give rise to a strong response, while the under-determined (UD) systems yield a weak response to the tropical singularities. The over-determined (OD) systems result in a modest response and a large residual in the tropics. The FD and OD systems can be alternatively solved by the iterative method. Differences in the solutions of an UD system exist between the inverse technique and the iterative method owing to the non- uniqueness of the problem. A realistic balanced wind was obtained by solving the principal components of the spectral LBE in terms of vorticity in an intermediate resolution. Improved solutions were achieved by including the singular-component solutions which best fit the observed wind data.

Lu, Huei-Iin↗

DOE OSTI2024

Modeling In-Reactor Temperature Gradients in Lithium Aluminate Ceramic Pellets

In reactor thermal performance of lithium aluminate ceramic pellets are calculated to determine operating temperatures if internal components shift during irradiation. A 2D conduction model was setup to model this scenario with additional physics, including thermal expansion of components to reactor temperatures, creep down of the cladding due to differential pressure between the inside of the rod and reactor coolant system, and net radiation exchange between components. The non-linear coupling of the governing equations presented convergence challenges due to the very different effects from a small temperature change on the radiation vs radial and circumferential conduction equations. Initial temperature guesses for the multidimensional solution were provided from conservative 1D models simulating bounding scenarios. Convergence was greatly improved by taking small steps towards the root solutions and averaging with initial guesses. The final method robustly converged all 132 points at an axial plane after a few dozen iterations. The temperature results show that the additional physics have a secondary effect as the dominant heat transfer mechanism is radial conduction across the gas gap followed by circumferential conduction around components. Circumferential conduction in the lithium aluminate pellets is enhanced by the relatively high thermal conductivity of this ceramic.

Carstens, Nathan A.↗

DOE OSTI2024

Sequential Kalman tuning of the t -preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems

Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models. However, when applied to the Bayesian inverse problem EKI is only exact in the regime of Gaussian target measures and linear forward models. Here, in this work we propose embedding EKI and Flow Annealed Kalman Inversion, its normalizing flow (NF) preconditioned variant, within a Bayesian annealing scheme as part of an adaptive implementation of the t-preconditioned Crank-Nicolson (tpCN) sampler. The tpCN sampler differs from standard pCN in that its proposal is reversible with respect to the multivariate t-distribution. The more flexible tail behaviour allows for better adaptation to sampling from non-Gaussian targets. Within our Sequential Kalman Tuning (SKT) adaptation scheme, EKI is used to initialize and precondition the tpCN sampler for each annealed target. The subsequent tpCN iterations ensure particles are correctly distributed according to each annealed target, avoiding the accumulation of errors that would otherwise impact EKI. We demonstrate the performance of SKT for tpCN on three challenging numerical benchmarks, showing significant improvements in the rate of convergence compared to adaptation within standard SMC with importance weighted resampling at each temperature level, and compared to similar adaptive implementations of standard pCN. The SKT scheme applied to tpCN offers an efficient, practical solution for solving the Bayesian inverse problem when gradients of the forward model are not available. Code implementing the SKT schemes for tpCN is available at https://github.com/RichardGrumitt/KalmanMC.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing

We analyze the convergence of a nonlocal gradient descent method for minimizing a class of high-dimensional non-convex functions, where a directional Gaussian smoothing (DGS) is proposed to define the nonlocal gradient (also referred to as the DGS gradient). The method was first proposed in [Zhang et al., Enabling long-range exploration in minimization of multimodal functions, UAI 2021], in which multiple numerical experiments showed that replacing the traditional local gradient with the DGS gradient can help the optimizers escape local minima more easily and significantly improve their performance. However, a rigorous theory for the efficiency of the method on nonconvex landscape is lacking. In this work, we investigate the scenario where the objective function is composed of a convex function, perturbed by deterministic oscillating noise. We provide a convergence theory under which the iterates exponentially converge to a tightened neighborhood of the solution, whose size is characterized by the noise wavelength. Here, we also establish a correlation between the optimal values of the Gaussian smoothing radius and the noise wavelength, thus justifying the advantage of using moderate or large smoothing radii with the method. Furthermore, if the noise level decays to zero when approaching the global minimum, we prove that DGS-based optimization converges to the exact global minimum with linear rates, similarly to standard gradient-based methods in optimizing convex functions. Several numerical experiments are provided to confirm our theory and illustrate the superiority of the approach over those based on the local gradient.

Tran, Hoang [Oak Ridge National Laboratory (ORNL),↗

DOE OSTI2017

A tightly-coupled domain-decomposition approach for highly nonlinear stochastic multiphysics systems

Multiphysics simulations often involve nonlinear components that are driven by internally generated or externally imposed random fluctuations. When used with a domain-decomposition (DD) algorithm, such components have to be coupled in a way that both accurately propagates the noise between the subdomains and lends itself to a stable and cost-effective temporal integration. We develop a conservative DD approach in which tight coupling is obtained by using a Jacobian-free Newton–Krylov (JfNK) method with a generalized minimum residual iterative linear solver. This strategy is tested on a coupled nonlinear diffusion system forced by a truncated Gaussian noise at the boundary. Enforcement of path-wise continuity of the state variable and its flux, as opposed to continuity in the mean, at interfaces between subdomains enables the DD algorithm to correctly propagate boundary fluctuations throughout the computational domain. Reliance on a single Newton iteration (explicit coupling), rather than on the fully converged JfNK (implicit) coupling, may increase the solution error by an order of magnitude. Increase in communication frequency between the DD components reduces the explicit coupling's error, but makes it less efficient than the implicit coupling at comparable error levels for all noise strengths considered. Finally, the DD algorithm with the implicit JfNK coupling resolves temporally-correlated fluctuations of the boundary noise when the correlation time of the latter exceeds some multiple of an appropriately defined characteristic diffusion time.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2014

Electrostatics of proteins in dielectric solvent continua. II. Hamiltonian reaction field dynamics

In Paper I of this work [S. Bauer, G. Mathias, and P. Tavan, J. Chem. Phys. 140, 104102 (2014)] we have presented a reaction field (RF) method, which accurately solves the Poisson equation for proteins embedded in dielectric solvent continua at a computational effort comparable to that of polarizable molecular mechanics (MM) force fields. Building upon these results, here we suggest a method for linearly scaling Hamiltonian RF/MM molecular dynamics (MD) simulations, which we call “Hamiltonian dielectric solvent” (HADES). First, we derive analytical expressions for the RF forces acting on the solute atoms. These forces properly account for all those conditions, which have to be self-consistently fulfilled by RF quantities introduced in Paper I. Next we provide details on the implementation, i.e., we show how our RF approach is combined with a fast multipole method and how the self-consistency iterations are accelerated by the use of the so-called direct inversion in the iterative subspace. Finally we demonstrate that the method and its implementation enable Hamiltonian, i.e., energy and momentum conserving HADES-MD, and compare in a sample application on Ac-Ala-NHMe the HADES-MD free energy landscape at 300 K with that obtained in Paper I by scanning of configurations and with one obtained from an explicit solvent simulation.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗