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At least 505 records · Page 28

Fast and Accurate Intersections on a Sphere

We introduce a fast, high-precision algorithm for calculating intersections between great circle arcs and lines of constant latitude on the unit sphere. We first propose a simplified intersection point formula with improved speed and numerical robustness over the ones traditionally implemented in geoscience software. We then show how algorithms based on the concept of error-free transformations (EFT) can be applied to evaluate this formula within a relative error bound that is on the order of machine precision. Here, we demonstrate that, with a vectorized and parallelized implementation, this enhanced accuracy is achieved with no compute time overhead compared to a direct calculation in hardware floating point, making our algorithm suitable for performance-sensitive applications like regridding of high-resolution climate data. In contrast, evaluating our formula using high-precision data types like quadruple precision and arbitrary precision, or using the robust intersection computation routines from the Computational Geometry Algorithms Library, leads to significant computational overhead, especially since these alternatives inhibit vectorization. More generally, our work demonstrates how EFT techniques can be combined and extended to implement nontrivial geometric calculations with high accuracy and speed.

Environmental sciences↗

Cyber Physical Grid-Interactive Distributed Energy Resources Control for VPP Dispatch and Regulation

This paper presents a cyber-physical algorithm for grid-interactive Distributed Energy Resource (DER) control to enable two features of Virtual Power Plants (VPPs) dispatch and grid voltage regulation, considering the communication and security impacts. We first formulate the DER dispatch problem as a real-time, iterative, and grid-interactive DER control problem. Thereafter, we consider a probabilistic traffic model to characterize packet delays and loss in a communication network, and study how the delays enter the process of information exchange among the grid measurement units, local DER controllers and the grid control center that coordinately execute this dispatch algorithm. Finally, a strategy combining delay threshold and modified message update rules is proposed to immune the asynchrony resulting from the communications network traffic and it avoids possible numerical instabilities and sensitivities of the tracking and regulation capabilities of this DER control algorithm. By implementing the proposed cyber-physical algorithm on the modified IEEE 37-node system, our preliminary results exhibit that the uncertainties of the underlying communications infrastructure must be considered for the VPP tracking and regulation capabilities of any DER in a generic Cyber-Physical System (CPS), because the delayed voltage measurements in the uplink/bi-link cases result in the off-track in VPP dispatch and jittery in voltage regulation.

cyber-physical algorithm↗

Cholesky-based experimental design for Gaussian process and kernel-based emulation and calibration.

Gaussian processes and other kernel-based methods are used extensively to construct approximations of multivariate data sets. The accuracy of these approximations is dependent on the data used. This paper presents a computationally efficient algorithm to greedily select training samples that minimize the weighted L p error of kernel-based approximations for a given number of data. The method successively generates nested samples, with the goal of minimizing the error in high probability regions of densities specified by users. The algorithm presented is extremely simple and can be implemented using existing pivoted Cholesky factorization methods. Training samples are generated in batches which allows training data to be evaluated (labeled) in parallel. For smooth kernels, the algorithm performs comparably with the greedy integrated variance design but has significantly lower complexity. Numerical experiments demonstrate the efficacy of the approach for bounded, unbounded, multi-modal and non-tensor product densities. We also show how to use the proposed algorithm to efficiently generate surrogates for inferring unknown model parameters from data using Bayesian inference.

97 MATHEMATICS AND COMPUTING↗

Machine Learning for Fairness-Aware Load Shedding: A Real-Time Solution via Identifying Binding Constraints: Preprint

Timely and effective load shedding in power systems is critical for maintaining supply-demand balance and preventing cascading blackouts. To eliminate load shedding bias against specific regions in the system, optimization-based methods are uniquely positioned to help balance between economic and fairness considerations. However, the resulting optimization problem involves complex constraints, which can be time-consuming to solve and thus cannot meet the real-time requirements of load shedding. To tackle this challenge, in this paper we present an efficient machine learning algorithm to enable millisecond-level computation for the optimization-based load shedding problem. Numerical studies on both a 3-bus toy example and a realistic RTS-GMLC system have demonstrated the validity and efficiency of the proposed algorithm for delivering fairness-aware and real-time load shedding decisions.

97 MATHEMATICS AND COMPUTING↗

A Range and Performance Optimized Version of the Computer-Aided Speckle Interferometry Algorithm for Real-Time Displacement-Strain Field Monitoring

Abstract This work presents an optimized implementation of the Computer-Aided Speckle Interferometry algorithm which enables full-field determination of displacements and strains on commodity Graphics Processing Units at high resolution and frame rates. By combining careful control of the average speckle size in a laser speckle pattern with a simple sampling rate conversion scheme, a compact representation of the optical speckle is achieved. This allows for optimal use of Graphics Processing Unit architecture with robust range extension. The optimal mapping of the Computer-Aided Speckle Interferometry algorithm to Graphics Processing Unit architecture is shown in detail, and a straightforward method for disambiguating large displacements is illustrated. Lastly, this paper demonstrates a two-step subimage-tapering modification to the original algorithm that enables robust range enhancement while maintaining resolution. Results from numerical simulations on synthetic speckle patterns are shown, and runtime performance metrics are provided, with performance ranging up to 60 frames per second in some cases. The method is suitable for interactive experimental mechanics research, process and testing or any application where real-time high-resolution displacement-strain monitoring is needed. A .NET Framework class library enabling the incorporation of the algorithm into 3rd -party applications is available for download.

42 ENGINEERING↗

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part II: Nonlinearities and DAEs

Fully implicit Runge--Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic framework for solving the nonlinear equations that arise from IRK methods (and discontinuous Galerkin discretizations in time) applied to nonlinear numerical PDEs, including PDEs with algebraic constraints. Several new linearizations of the nonlinear IRK equations are developed, offering faster and more robust convergence than the often-considered simplified Newton, as well as an effective preconditioner for the true Jacobian if exact Newton iterations are desired. Inverting these linearizations requires solving a set of block 2 x 2 systems. Under quite general assumptions, it is proven that the preconditioned 2 x 2 operator's condition number is bounded by a small constant close to one, independent of the spatial discretization, spatial mesh, and time step, and with only weak dependence on the number of stages or integration accuracy. Moreover, the new method is built using the same preconditioners needed for backward Euler-type time stepping schemes, so can be readily added to existing codes. The new methods are applied to several challenging fluid flow problems, including the compressible Euler and Navier--Stokes equations, and the vorticity-streamfunction formulation of the incompressible Euler and Navier--Stokes equations. Up to 10th-order accuracy is demonstrated using Gauss IRK, while in all cases fourth-order Gauss IRK requires roughly half the number of preconditioner applications as required by standard Singly diagonally implicit Runge--Kutta methods.

97 MATHEMATICS AND COMPUTING↗

Adaptive experimental design for multi-fidelity surrogate modeling of multi-disciplinary systems

We present an adaptive algorithm for constructing surrogate models of multi-disciplinary systems composed of a set of coupled components. With this goal we introduce “coupling” variables with a priori unknown distributions that allow surrogates of each component to be built independently. Once built, the surrogates of the components are combined to form an integrated-surrogate that can be used to predict system-level quantities of interest at a fraction of the cost of the original model. The error in the integrated-surrogate is greedily minimized using an experimental design procedure that allocates the amount of training data, used to construct each component-surrogate, based on the contribution of those surrogates to the error of the integrated-surrogate. Here, the multi-fidelity procedure presented is a generalization of multi-index stochastic collocation that can leverage ensembles of models of varying cost and accuracy, for one or more components, to reduce the computational cost of constructing the integrated-surrogate. Extensive numerical results demonstrate that, for a fixed computational budget, our algorithm is able to produce surrogates that are orders of magnitude more accurate than methods that treat the integrated system as a black-box.

42 ENGINEERING↗

A primal–dual algorithm for risk minimization

In this paper, we develop an algorithm to efficiently solve risk-averse optimization problems posed in reflexive Banach space. Such problems often arise in many practical applications as, e.g., optimization problems constrained by partial differential equations with uncertain inputs. Unfortunately, for many popular risk models including the coherent risk measures, the resulting risk-averse objective function is nonsmooth. Here, this lack of differentiability complicates the numerical approximation of the objective function as well as the numerical solution of the optimization problem. To address these challenges, we propose a primal–dual algorithm for solving large-scale nonsmooth risk-averse optimization problems. This algorithm is motivated by the classical method of multipliers and by epigraphical regularization of risk measures. As a result, the algorithm solves a sequence of smooth optimization problems using derivative-based methods. We prove convergence of the algorithm even when the subproblems are solved inexactly and conclude with numerical examples demonstrating the efficiency of our method.

97 MATHEMATICS AND COMPUTING↗

Ciel

Compiler optimizations can alter the numerical results of scientific computing applications. When numerical results differ significantly between compilers, optimization levels, and floating-point hardware, these numerical inconsistencies can impact programming productivity. Ciel is a framework that helps programmers identify locations in the source code that are affected by compiler optimizations in CPU and GPU code. Ciel uses a floating-point precision enhancement strategy, guided by a recursive bisection search algorithm with increasing search granularity, to identify the program expressions that induce numerical inconsistencies due to compiler optimizations.

Miao, Wenjun↗

Implementation of Monte Carlo Transport in the General Relativistic SpEC Code

Neutrino transport and neutrino-matter interactions are known to play an important role in the evolution of neutron star mergers and of their post-merger remnants. Neutrinos cool remnants, drive post-merger winds, and deposit energy in the low-density polar regions where relativistic jets may eventually form. Neutrinos also modify the composition of the ejected material, impacting the outcome of nucleosynthesis in merger outflows and the properties of the optical/infrared transients that they power (kilonovae). So far, merger simulations have largely relied on approximate treatments of the neutrinos (leakage, moments) that simplify the equations of radiation transport in a way that makes simulations more affordable but also introduces unquantifiable errors in the results. To improve on these methods, we recently published a first simulation of neutron star mergers using a low-cost Monte Carlo algorithm for neutrino radiation transport. Our transport code limits costs in optically thick regions by placing a hard ceiling on the value of the absorption opacity of the fluid, yet all approximations made within the code are designed to vanish in the limit of infinite numerical resolution. We provide here an in-depth description of this algorithm, of its implementation in the SpEC merger code, and of the expected impact of our approximations in optically thick regions. We argue that the last is a subdominant source of error at the accuracy reached by current simulations and for the interactions currently included in our code. We also provide tests of the most important features of this code.

79 ASTRONOMY AND ASTROPHYSICS↗

Optimal design of chemoepitaxial guideposts for the directed self-assembly of block copolymer systems using an inexact Newton algorithm

Directed self-assembly (DSA) of block copolymers (BCPs) is one of the most promising developments in the cost-effective production of nanoscale devices. The process makes use of the natural tendency for BCP melts to form nanoscale structures upon phase separation. The phase separation can be directed through the use of chemically patterned substrates to promote the formation of morphologies that are essential to the production of semiconductor devices. Moreover, the design of substrate pattern can be formulated as an optimization problem for which we seek optimal substrate designs that effectively produce given target morphologies. In this paper, we adopt a phase field model given by a nonlocal Cahn–Hilliard partial differential equation (PDE) based on the minimization of the Ohta–Kawasaki free energy, and present an efficient PDE-constrained optimization framework for the optimal design problem. The design variables are the locations of circular- or strip-shaped guiding posts that are used to model the substrate chemical pattern. To solve the ensuing optimization problem, we propose a variant of an inexact Newton conjugate gradient algorithm tailored to this problem. Additionally, we demonstrate the effectiveness of our computational strategy on numerical examples that span a range of target morphologies. Owing to our second-order optimizer and fast state solver, the numerical results demonstrate five orders of magnitude reduction in computational cost over previous work. The efficiency of our framework and the fast convergence of our optimization algorithm enable us to rapidly solve the optimal design problem in not only two, but also three spatial dimensions.

97 MATHEMATICS AND COMPUTING↗

Iterative quantum optimization of spin glass problems with rapidly oscillating transverse fields

In this work, we introduce a new iterative quantum algorithm, called Iterative Symphonic Tunneling for Satisfiability problems (IST-SAT), which solves quantum spin glass optimization problems using high-frequency oscillating transverse fields. IST-SAT operates as a sequence of iterations, in which bitstrings returned from one iteration are used to set spin-dependent phases in oscillating transverse fields in the next iteration. Over several iterations, the novel mechanism of the algorithm steers the system toward the problem ground state. We benchmark IST-SAT on sets of hard MAX-3-XORSAT problem instances with exact state vector simulation, and report polynomial speedups over Trotterized adiabatic quantum computation and the best known semi-greedy classical algorithm. When IST-SAT is seeded with a sufficiently good initial approximation, the algorithm converges to exact solution(s) in a polynomial number of iterations. Our numerical results identify a critical Hamming radius, or quality of initial approximation, where the time-to-solution crosses from exponential to polynomial scaling in problem size. This work proposes IST-SAT a new quantum algorithm, which improves upon solutions obtained from initial classical or quantum optimization algorithms. The steering mechanism we introduce through IST-SAT presents a new path toward achieving quantum advantage in optimization.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Online Learning and Pricing for Service Systems with Reusable Resources

We consider a price-based revenue management problem with finite reusable resources over a finite time horizon T. Customers arrive following a price-dependent Poisson process, and each customer requests one unit of c homogeneous reusable resources. If there is an available unit, the customer gets served within a price-dependent exponentially distributed service time; otherwise, the customer waits in a queue until the next available unit. In this paper, we assume that the firm does not know how the arrival and service rates depend on posted prices, and thus it makes adaptive pricing decisions in each period based only on past observations to maximize the cumulative revenue. Given a discrete price set with cardinality P, we propose two online learning algorithms, termed batch upper confidence bound (BUCB) and batch Thompson sampling (BTS), and prove that the cumulative regret upper bound is O˜(√PT) , which matches the regret lower bound. In establishing the regret, we bound the transient system performance upon price changes via a novel coupling argument, and also generalize bandits to accommodate subexponential rewards. Here, we also extend our approach to models with balking and reneging customers and discuss a continuous price setting. Our numerical experiments demonstrate the efficacy of the proposed BUCB and BTS algorithms.

97 MATHEMATICS AND COMPUTING↗

On the use of adjoints in the inversion of observed quasi-static deformation

An adjoint-based conjugate gradient algorithm provides an efficient means for imaging sources of deformation within the Earth, such as volume stresses associated with fluid flow in aquifers and reservoirs. For time intervals over which the overburden deforms elastically, one can calculate the gradient elements for a single model update using just two numerical simulations. The first is a forward run that is used to compute the residuals associated with the given iteration. The second simulation is to evaluate the application of the adjoint operator to the residuals. In this adjoint calculation, the residual displacements are applied as sources at the measurement locations, driving the deformation in the simulation. The volume stress on the source grid blocks, in response to the residual displacements, provide the gradient components. We apply this technique to satellite-based interferometric synthetic aperture radar (InSAR) line-of-sight displacements that were observed over an oil reservoir in California’s Central Valley. Furthermore, we find that the adjoint-based gradient estimates, requiring 18 CPU seconds, agree with conventional numerical calculations that take over 3700 CPU seconds to compute. Conjugate gradient algorithms utilizing the conventional approach and adjoint-based gradient computations give roughly the same reductions in misfit and similar final estimates of reservoir volume change.

58 GEOSCIENCES↗

Real-Time Krylov Theory for Quantum Computing Algorithms

Quantum computers provide new avenues to access ground and excited state properties of systems otherwise difficult to simulate on classical hardware. New approaches using subspaces generated by real-time evolution have shown efficiency in extracting eigenstate information, but the full capabilities of such approaches are still not understood. In recent work, we developed the variational quantum phase estimation (VQPE) method, a compact and efficient real-time algorithm to extract eigenvalues on quantum hardware. Here we build on that work by theoretically and numerically exploring a generalized Krylov scheme where the Krylov subspace is constructed through a parametrized real-time evolution, which applies to the VQPE algorithm as well as others. We establish an error bound that justifies the fast convergence of our spectral approximation. We also derive how the overlap with high energy eigenstates becomes suppressed from real-time subspace diagonalization and we visualize the process that shows the signature phase cancellations at specific eigenenergies. We investigate various algorithm implementations and consider performance when stochasticity is added to the target Hamiltonian in the form of spectral statistics. To demonstrate the practicality of such real-time evolution, we discuss its application to fundamental problems in quantum computation such as electronic structure predictions for strongly correlated systems.

97 MATHEMATICS AND COMPUTING↗

When and why PINNs fail to train: A neural tangent kernel perspective

Physics-informed neural networks (PINNs) have lately received great attention thanks to their flexibility in tackling a wide range of forward and inverse problems involving partial differential equations. However, despite their noticeable empirical success, little is known about how such constrained neural networks behave during their training via gradient descent. More importantly, even less is known about why such models sometimes fail to train at all. Here in this work, we aim to investigate these questions through the lens of the Neural Tangent Kernel (NTK); a kernel that captures the behavior of fully-connected neural networks in the infinite width limit during training via gradient descent. Specifically, we derive the NTK of PINNs and prove that, under appropriate conditions, it converges to a deterministic kernel that stays constant during training in the infinite-width limit. This allows us to analyze the training dynamics of PINNs through the lens of their limiting NTK and find a remarkable discrepancy in the convergence rate of the different loss components contributing to the total training error. To address this fundamental pathology, we propose a novel gradient descent algorithm that utilizes the eigenvalues of the NTK to adaptively calibrate the convergence rate of the total training error. Finally, we perform a series of numerical experiments to verify the correctness of our theory and the practical effectiveness of the proposed algorithms.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Denoising diffusion algorithm for inverse design of microstructures with fine-tuned nonlinear material properties

Here we introduce a denoising diffusion algorithm to discover microstructures with nonlinear fine-tuned properties. Denoising diffusion probabilistic models are generative models that use diffusion-based dynamics to gradually denoise images and generate realistic synthetic samples. By learning the reverse of a Markov diffusion process, we design an artificial intelligence to efficiently manipulate the topology of microstructures to generate a massive number of prototypes that exhibit constitutive responses sufficiently close to designated nonlinear constitutive behaviors. To identify the subset of microcstructures with sufficiently precise fine-tuned properties, a convolutional neural network surrogate is trained to replace high-fidelity finite element simulations to filter out prototypes outside the admissible range. Results of this study indicate that the denoising diffusion process is capable of creating microstructures of fine-tuned nonlinear material properties within the latent space of the training data. More importantly, this denoising diffusion algorithm can be easily extended to incorporate additional topological and geometric modifications by introducing high-dimensional structures embedded in the latent space. Numerical experiments are conducted on the open-source mechanical MNIST data set (Lejeune, 2020). Consequently, this algorithm is not only capable of performing inverse design of nonlinear effective media, but also learns the nonlinear structure–property map to quantitatively understand the multiscale interplay among the geometry, topology, and their effective macroscopic properties.

42 ENGINEERING↗

Economic Dispatch With Distributed Energy Resources: Co-Optimization of Transmission and Distribution Systems

The increasing penetration of distributed energy resources (DERs) in the distribution networks has turned the conventionally passive load buses into active buses that can provide grid services for the transmission system. To take advantage of the DERs in the distribution networks, this letter formulates a transmission-and-distribution (T&D) systems co-optimization problem that achieves economic dispatch at the transmission level and optimal voltage regulation at the distribution level by leveraging large generators and DERs. A primal-dual gradient algorithm is proposed to solve this optimization problem jointly for T&D systems, and a distributed market-based equivalent of the gradient algorithm is used for practical implementation. Finally, the results are corroborated by numerical examples with the IEEE 39-Bus system connected with 7 different distribution networks.

24 POWER TRANSMISSION AND DISTRIBUTION↗