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DOE OSTI2017

A Preconditioned Low-Rank Projection Method with a Rank-Reduction Scheme for Stochastic Partial Differential Equations

Herein, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the Kronecker product structure of the linear systems. The proposed algorithm efficiently approximates the solutions in low-rank tensor format. Using standard Krylov subspace methods for the data in tensor format is computationally prohibitive due to the rapid growth of tensor ranks during the iterations. To keep tensor ranks low over the entire iteration process, we devise a rank-reduction scheme that can be combined with the iterative algorithm. The proposed rank-reduction scheme identifies an important subspace in the stochastic domain and compresses tensors of high rank on-the-fly during the iterations. The proposed reduction scheme is a coarse-grid method in that the important subspace can be identified inexpensively in a coarse spatial grid setting. The efficiency of the present method is displayed by numerical experiments on benchmark problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Diffusion Acceleration Schemes for Self-Adjoint Angular Flux Formulation with a Void Treatment

A Galerkin weak form for the monoenergetic neutron transport equation with a continuous finite element method and discrete ordinate method is developed based on self-adjoint angular flux formulation. This weak form is modified for treating void regions. A consistent diffusion scheme is developed with projection. Correction terms of the diffusion scheme are derived to reproduce the transport scalar flux. A source iteration that decouples the solution of all directions with both linear and nonlinear diffusion accelerations is developed and demonstrated. One-dimensional Fourier analysis is conducted to demonstrate the stability of the linear and nonlinear diffusion accelerations. Numerical results of these schemes are presented.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗
DOE OSTI2017

Optimal Power Flow of Radial Networks and Its Variations: A Sequential Convex Optimization Approach

This paper proposes a sequential convex optimization method to solve broader classes of optimal power flow (OPF) problems over radial networks. The non-convex branch power flow equation is decomposed as a second-order cone inequality and a non-convex constraint involving the difference of two convex functions. Provided with an initial solution offered by an inexact second-order cone programming relaxation model, this approach solves a sequence of convexified penalization problems, where concave terms are approximated by linear functions and updated in each iteration. It could recover a feasible power flow solution, which usually appears to be very close, if not equal, to the global optimal one. Two variations of the OPF problem, in which non-cost related objectives are optimized subject to power flow constraints and the convex relaxation is generally inexact, are elaborated in detail. One is the maximum loadability problem, which is formulated as a special OPF problem that seeks the maximal distance to the boundary of power flow insolvability. The proposed method is shown to outperform commercial nonlinear solvers in terms of robustness and efficiency. The other is the bi-objective OPF problem. A non-parametric scalarization model is suggested, and is further reformulated as an extended OPF problem by convexifying the objective function. It provides a single trade-off solution without any subjective preference. The proposed computation framework also helps retrieve the Pareto front of the bi-objective OPF via the e-constraint method or the normal boundary intersection method. This paper also discusses extensions for OPF problems over meshed networks based on the semidefinite programming relaxation method.

bi-objective optimization↗
DOE OSTI2016

MPACT Theory Manual, Version 2.2.0

This theory manual describes the three-dimensional (3-D) whole-core, pin-resolved transport calculation methodology employed in the MPACT code. To provide sub-pin level power distributions with sufficient accuracy, MPACT employs the method of characteristics (MOC) solutions in the framework of a 3-D coarse mesh finite difference (CMFD) formulation. MPACT provides a 3D MOC solution, but also a 2D/1D solution in which the 2D planar solution is provided by MOC and the axial coupling is resolved by one-dimensional (1-D) lower order (diffusion or P3) solutions. In Chapter 2 of the manual, the MOC methodology is described for calculating the regional angular and scalar fluxes from the Boltzmann transport equation. In Chapter 3, the 2D/1D methodology is described, together with the description of the CMFD iteration process involving dynamic homogenization and solution of the multigroup CMFD linear system. A description of the MPACT depletion algorithm is given in Chapter 4, followed by a discussion of the subgroup and ESSM resonance processing methods in Chapter 5. The final Chapter 6 describes a simplified thermal hydraulics model in MPACT.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2022

A coupling approach for linear elasticity problems with spatially non-coincident discretized interfaces

Here we present a new method for coupled linear elasticity problems whose finite element discretization may lead to spatially non-coincident discretized interfaces. Our approach combines the classical Dirichlet–Neumann coupling formulation with a new set of discretized interface conditions obtained through Taylor series expansions. We show that these conditions ensure linear consistency of the coupled finite element solution. We then formulate an iterative solution method for the coupled discrete system and apply the new coupling approach to two representative settings for which we also provide several numerical illustrations. The first setting is a mesh-tying problem in which both coupled structures have the same Lamé parameters whereas the second setting is an interface problem for which the Lamé parameters in the two coupled structures are different.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Random Phase Approximation Correlation Energy Using Real-Space Density Functional Perturbation Theory

We present a real-space method for computing the random phase approximation (RPA) correlation energy within Kohn–Sham density functional theory, leveraging the low-rank nature of the frequency-dependent density response operator. In particular, we employ a cubic-scaling formalism based on density functional perturbation theory that circumvents the calculation of the response function matrix, instead relying on the ability to compute its product with a vector through the solution of the associated Sternheimer linear systems. We develop a large-scale parallel implementation of this formalism using the subspace iteration method in conjunction with the spectral quadrature method while employing the Kronecker product-based method for the application of the Coulomb operator and the conjugate orthogonal conjugate gradient method for the solution of the linear systems. We demonstrate convergence with respect to key parameters and verify the method’s accuracy by comparing with plane-wave results. We show that the framework achieves good strong scaling to many thousands of processors, reducing the time to solution for a lithium hydride system with 128 electrons to around 150 s on 4608 processors.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2017

Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory

We present two efficient iterative algorithms for solving the linear response eigen- value problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into a product eigenvalue problem that is self-adjoint with respect to a K-inner product. This product eigenvalue problem can be solved efficiently by a modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. The solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. However, the other component of the eigenvector can be easily recovered in a postprocessing procedure. Therefore, the algorithms we present here are more efficient than existing algorithms that try to approximate both components of the eigenvectors simultaneously. The efficiency of the new algorithms is demonstrated by numerical examples.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

N 5 -Scaling Excited-State-Specific Perturbation Theory

In this paper, we show that by working in a basis similar to that of the natural transition orbitals and using a modified zeroth-order Hamiltonian, the cost of a recently introduced perturbative correction to excited-state mean field theory can be reduced from seventh to fifth order in the system size. The (occupied) 2 (virtual) 3 asymptotic scaling matches that of ground-state second-order Møller-Plesset theory but with a significantly higher prefactor because the bottleneck is iterative: it appears in the Krylov-subspace-based solution of the linear equation that yields the first-order wave function. Here, we discuss the details of the modified zeroth-order Hamiltonian we use to reduce the cost and the automatic code generation process we used to derive and verify the cost scaling of the different terms. Overall, we find that our modifications have little impact on the method's accuracy, which remains competitive with singles and doubles equation-of-motion coupled cluster.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2018

Global Existence and Decay Rates of the Solutions Near Maxwellian for Non-linear Fokker–Planck Equations

In this paper, we study the global existence and decay rates of the solutions near Maxwellian for non-linear Fokker–Planck equations in the whole space. The global existence is proved by combining uniform-in-time energy estimates with local solution constructed by Picard type iteration sequence. The decay rates of the nonlinear model is obtained by using the precise spectral analysis of the linearized Fokker–Planck operator as well as the energy method. The nonlinearity in the model brings new difficulty to the energy estimates, which is resolved by additional tailored weighted-in-v energy estimates suitable for Fokker–Planck operators.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Pushing memory bandwidth limitations through efficient implementations of Block-Krylov space solvers on GPUs

Lattice quantum chromodynamics simulations in nuclear physics have benefited from a tremendous number of algorithmic advances such as multigrid and eigenvector deflation. These improve the time to solution but do not alleviate the intrinsic memory-bandwidth constraints of the matrix-vector operation dominating iterative solvers. Batching this operation for multiple vectors and exploiting cache and register blocking can yield a super-linear speed up. Block-Krylov solvers can naturally take advantage of such batched matrix-vector operations, further reducing the iterations to solution by sharing the Krylov space between solves. However, practical implementations typically suffer from the quadratic scaling in the number of vector-vector operations. Here, using the QUDA library, we present an implementation of a block-CG solver on NVIDIA GPUs which reduces the memory-bandwidth complexity of vector-vector operations from quadratic to linear. We present results for the HISQ discretization, showing a 5x speedup compared to highly-optimized independent Krylov solves on NVIDIA's SaturnV cluster.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2023

Advanced two-phase subchannel method via non-linear iteration

A fast-running, robust two-phase flow, sub-channel model is presented based on non-linear solution of the steady-state subchannel fluid flow equations. The drift-flux model solves for conservation of liquid and vapor mass, mixture energy, and axial and transverse mixture momentum as part of an efficient planar marching scheme and nonlinear, nested outer and inner iteration. Here, models based on mechanistic subcooled boiling, two-phase turbulent void mixing, and drift are included. Solution verification and mesh convergence studies were performed for modern GE 10 × 10 fuel geometry and are shown to have excellent convergence behavior. Run time performance for a 50 axial mesh model showed 2.2 seconds on a single CPU core to tightly converge all 3D distributions (flow, void, pressure) for the GE 10 × 10 fuel geometry, supporting its efficient use within the Virtual Environment for Reactor Applications boiling water reactor framework.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2015

On the use of finite difference matrix-vector products in Newton-Krylov solvers for implicit climate dynamics with spectral elements

Efficient solutions of global climate models require effectively handling disparate length and time scales. Implicit solution approaches allow time integration of the physical system with a step size governed by accuracy of the processes of interest rather than by stability of the fastest time scales present. Implicit approaches, however, require the solution of nonlinear systems within each time step. Usually, a Newton's method is applied to solve these systems. Each iteration of the Newton's method, in turn, requires the solution of a linear model of the nonlinear system. This model employs the Jacobian of the problem-defining nonlinear residual, but this Jacobian can be costly to form. If a Krylov linear solver is used for the solution of the linear system, the action of the Jacobian matrix on a given vector is required. In the case of spectral element methods, the Jacobian is not calculated but only implemented through matrix-vector products. The matrix-vector multiply can also be approximated by a finite difference approximation which may introduce inaccuracy in the overall nonlinear solver. In this paper, we review the advantages and disadvantages of finite difference approximations of these matrix-vector products for climate dynamics within the spectral element shallow water dynamical core of the Community Atmosphere Model.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2015

On the Use of Finite Difference Matrix-Vector Products in Newton-Krylov Solvers for Implicit Climate Dynamics with Spectral Elements

Efficient solution of global climate models requires effectively handling disparate length and time scales. Implicit solution approaches allow time integration of the physical system with a time step dictated by accuracy of the processes of interest rather than by stability governed by the fastest of the time scales present. Implicit approaches, however, require the solution of nonlinear systems within each time step. Usually, a Newton s method is applied for these systems. Each iteration of the Newton s method, in turn, requires the solution of a linear model of the nonlinear system. This model employs the Jacobian of the problem-defining nonlinear residual, but this Jacobian can be costly to form. If a Krylov linear solver is used for the solution of the linear system, the action of the Jacobian matrix on a given vector is required. In the case of spectral element methods, the Jacobian is not calculated but only implemented through matrix-vector products. The matrix-vector multiply can also be approximated by a finite-difference which may show a loss of accuracy in the overall nonlinear solver. In this paper, we review the advantages and disadvantages of finite-difference approximations of these matrix-vector products for climate dynamics within the spectral-element based shallow-water dynamical-core of the Community Atmosphere Model (CAM).

climate modeling↗
DOE OSTI2018

Fast iterative refinement method for mixed systems of integral and fractional integro-differential equations

The authors’ new method of iterative refinement has been successfully applied to the linear fractional Fredholm integro-differential equation. In this work, we adapt our method to obtain approximate analytical solutions for linear Volterra equations of both the first and the second kind of fractional type. A detailed convergence analysis is presented for each kind. The authors also apply their method to the challenging first kind linear Fredholm integral equation. Three different cases are considered to test the efficacy of our method. These include mixed systems of various forms of linear integral and fractional integro-differential equations. We compare our method with six well-established methods: Picard’s successive approximations, an accelerated form of the latter, the Adomian decomposition, the variational iteration, the homotopy perturbation and the homotopy analysis. The results show the versatility of the new method in solving a wide variety of equations, its high convergence speed and accuracy and its capability of directly dealing with equations of the first kind. We also prove that Picard’s method for linear equations is a special case of our method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Piecewise linear approximation with minimum number of linear segments and minimum error: A fast approach to tighten and warm start the hierarchical mixed integer formulation

In several areas of economics and engineering, it is often necessary to fit discrete data points or approximate nonlinear functions with continuous functions. Piecewise linear (PWL) functions are a convenient way to achieve this. PWL functions can be modeled in mathematical problems using only linear and integer variables. Moreover, there is a computational benefit in using PWL functions that have the least possible number of segments. This work proposes a novel hierarchical mixed integer linear programming (MILP) formulation that identifies a continuous PWL approximation with minimum number of linear segments for a given target maximum error. The proposed MILP formulation also identifies the solution with the least maximum error among the solutions with minimum number of segments. Then, this work proposes a fast iterative algorithm that identifies non necessarily continuous PWL approximations by solving O(S log N) linear programming (LP) problems, where N is the number of data points and S is the minimum number of segments in the non necessarily continuous case. This work demonstrates that tight bounds for the MILP problem can be derived from these approximations. Next, a fast algorithm is introduced to transform a non necessarily continuous PWL approximation into a continuous one. Finally, the tight bounds and the continuous PWL approximations are used to tighten and warm start the MILP problem. The tightened formulation is shown in experimental results to be more efficient, especially for large data sets, with a solution time that is up to two orders of magnitude less than the existing literature.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

A new approach to three-dimensional neutron transport solution based on the method of characteristics and linear axial approximation

A new approach based on the method of characteristics (MOC) is proposed to solve the neutron transport equation. A new three-dimensional (3D) spatial discretization is applied to avoid the instability issue of the transverse leakage iteration of the traditional 2D/1D approach. In this new approach, the axial and radial variables are discretized in two different ways: the linear expansion is performed in the axial direction, then, the 3D solution of the angular flux is transformed to be the planar solution of 2D angular expansion moments, which are solved by the planar MOC sweeping. Based on the boundary and interface continuity conditions, the 2D expansion moment solution is equivalently transformed to be the solution of the axially averaged angular flux. Using the piecewise averaged angular flux at the top and bottom surfaces of 3D meshes, the planes are coupled to give the 3D angular flux distribution. The 3D CMFD linear system is established from the surface net current of every 3D pin-mesh to accelerate the convergence of power iteration. The STREAM code is extended to be capable of handling 3D problems based on the new approach. Several benchmarks are tested to verify its feasibility and accuracy, including the 3D homogeneous benchmarks and heterogeneous benchmarks. The computational sensitivity is discussed. The results show good accuracy in all tests. With the CMFD acceleration, the convergence is stable. In addition, a pin-cell problem with void gap is calculated. This shows the advantage compared to the traditional 2D/1D MOC methods.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2019

Multiresolution spatiotemporal mechanical model of the heart as a prior to constrain the solution for 4D models of the heart

In several nuclear cardiac imaging applications (SPECT and PET), images are formed by reconstructing tomographic data using an iterative reconstruction algorithm with corrections for physical factors involved in the imaging detection process and with corrections for cardiac and respiratory motion. The physical factors are modeled as coefficients in the matrix of a system of linear equations and include attenuation, scatter, and spatially varying geometric response. The solution to the tomographic problem involves solving the inverse of this system matrix. This requires the design of an iterative reconstruction algorithm with a statistical model that best fits the data acquisition. The most appropriate model is based on a Poisson distribution. Using Bayes Theorem, an iterative reconstruction algorithm is designed to determine the maximum a posteriori estimate of the reconstructed image with constraints that maximizes the Bayesian likelihood function for the Poisson statistical model. The a priori distribution is formulated as the joint entropy (JE) to measure the similarity between the gated cardiac PET image and the cardiac MRI cine image modeled as a FE mechanical model. In conclusion, the developed algorithm shows the potential of using a FE mechanical model of the heart derived from a cardiac MRI cine scan to constrain solutions of gated cardiac PET images.

60 APPLIED LIFE SCIENCES↗