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DOE OSTI2023

Adaptive, Active Learning, and Multifidelity Monte Carlo Methods in the MOOSE Stochastic Tools Module

MOOSE is an open-source computational platform for constructing multi-physics models and executing them in a massively parallel fashion. It has a stochastic tools module (STM) for forward/inverse uncertainty quantification (UQ) and surrogate modeling. This presentation details some recent developments to the STM with respect to the implementation of adaptive, active learning, and multifidelity Monte Carlo methods for forward UQ of computational models. Specifically, the adaptive Monte Carlo methods include Markov Chain Monte Carlo (MCMC)-driven algorithms like adaptive importance sampling and parallelized subset simulation for statistical QoI estimation, rare events analysis, and stochastic gradient-free optimization. The active learning methods include Gaussian Process (GP) surrogates and their training via Adam optimization, design of acquisition functions, and integration with samplers like Monte Carlo, adaptive importance, and parallelized subset simulation. These active learning methods are also designed to work in a batch mode, wherein, the required calls to the full computational model are executed in parallel whenever a user-specified batch size is met. The multifidelity methods in STM are broadly divided into two categories: hierarchical, where a defined hierarchy exists among the low-fidelity models, and peer, where all the low-fidelity models are treated equally. A GP surrogate is used to learn the differences between the low- and high-fidelity models in both multifidelity categories, and acquisition functions from the active learning classes are used to decide whether to rely on a low-fidelity model or call the expensive high-fidelity model. Alongside the software description and usage, applications are also presented to nuclear engineering computational models including a TRISO nuclear fuel particle, a reactor pressure vessel, and a heat-pipe microreactor.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2023

Convergence of Hyperbolic Neural Networks Under Riemannian Stochastic Gradient Descent

Abstract We prove, under mild conditions, the convergence of a Riemannian gradient descent method for a hyperbolic neural network regression model, both in batch gradient descent and stochastic gradient descent. We also discuss a Riemannian version of the Adam algorithm. We show numerical simulations of these algorithms on various benchmarks.

Whiting, Wes (ORCID:0000000247505060)↗

DOE OSTI2018

Gradient-based optimization for regression in the functional tensor-train format

Predictive analysis of complex computational models, such as uncertainty quantification (UQ), must often rely on using an existing database of simulation runs. In this paper we consider the task of performing low-multilinear-rank regression on such a database. Specifically we develop and analyze an efficient gradient computation that enables gradient-based optimization procedures, including stochastic gradient descent and quasi-Newton methods, for learning the parameters of a functional tensor-train (FT). We compare our algorithms with 22 other nonparametric and parametric regression methods on 10 real-world data sets and show that for many physical systems, exploiting low-rank structure facilitates efficient construction of surrogate models. Here, we use a number of synthetic functions to build insight into behavior of our algorithms, including the rank adaptation and group-sparsity regularization procedures that we developed to reduce overfitting. Finally we conclude the paper by building a surrogate of a physical model of a propulsion plant on a naval vessel.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2021

Stochastic properties of ultralight scalar field gradients

Ultralight axion-like particles are well-motivated dark matter candidates that are the target of numerous direct detection efforts. In the vicinity of the Solar System, such particles can be treated as oscillating scalar fields. The velocity dispersion of the Milky Way determines a coherence time of about 10 6 oscillations, beyond which the amplitude of the axion field fluctuates stochastically. Any analysis of data from an axion direct detection experiment must carefully account for this stochastic behavior to properly interpret the results. This is especially true for experiments sensitive to the gradient of the axion field that are unable to collect data for many coherence times. Indeed, the direction, in addition to the amplitude, of the axion field gradient fluctuates stochastically. We present the first complete stochastic treatment for the gradient of the axion field, including multiple computationally efficient methods for performing likelihood-based data analysis, which can be applied to any axion signal, regardless of coherence time. Additionally, we demonstrate that ignoring the stochastic behavior of the gradient of the axion field can potentially result in failure to discover a true axion signal

79 ASTRONOMY AND ASTROPHYSICS↗

DOE OSTI2020

Stochastic gradient descent algorithm for stochastic optimization in solving analytic continuation problems

We propose a stochastic gradient descent based optimization algorithm to solve the analytic continuation problem in which we extract real frequency spectra from imaginary time Quantum Monte Carlo data. The procedure of analytic continuation is an ill-posed inverse problem which is usually solved by regularized optimization methods, such like the Maximum Entropy method, or stochastic optimization methods. The main contribution of this work is to improve the performance of stochastic optimization approaches by introducing a supervised stochastic gradient descent algorithm to solve a flipped inverse system which processes the random solutions obtained by a type of Fast and Efficient Stochastic Optimization Method.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2018

CO 2 water-alternating-gas injection for enhanced oil recovery: Optimal well controls and half-cycle lengths

We report that CO 2 water-alternating-gas (WAG) injection is an enhanced oil recovery method designed to improve sweep efficiency during CO 2 injection with the injected water to control the mobility of CO 2 and to stabilize the gas front. Optimization of CO 2 -WAG injection is widely regarded as a viable technique for controlling the CO 2 and oil miscible process. Poor recovery from CO 2 -WAG injection can be caused by inappropriately designed WAG parameters. In previous study (Chen and Reynolds, 2016), we proposed an algorithm to optimize the well controls which maximize the life-cycle net-present-value (NPV). However, the effect of injection half-cycle lengths for each injector on oil recovery or NPV has not been well investigated. In this paper, an optimization framework based on augmented Lagrangian method and the newly developed stochastic-simplex-approximate-gradient (StoSAG) algorithm is proposed to explore the possibility of simultaneous optimization of the WAG half-cycle lengths together with the well controls. Finally, the proposed framework is demonstrated with three reservoir examples.

42 ENGINEERING↗

DOE OSTI2024

Quantum optimization algorithms: Energetic implications

Since the dawn of quantum computing (QC), theoretical developments like Shor's algorithm proved the conceptual superiority of QC over traditional computing. However, such quantum supremacy claims are difficult to achieve in practice because of the technical challenges of realizing noiseless qubits. In the near future, QC applications will need to rely on noisy quantum devices that offload part of their work to classical devices. One way to achieve this is by using parameterized quantum circuits in optimization or even in machine learning tasks. The energy requirements of quantum algorithms have not yet been studied extensively. Here in this article, we explore several optimization algorithms using both theoretical insights and numerical experiments to understand their impact on energy consumption. Specifically, we highlight why and how algorithms like quantum natural gradient descent, simultaneous perturbation stochastic approximations or circuit learning methods, are at least 2x to 4x more energy efficient than their classical counterparts; why feedback-based quantum optimization is energy-inefficient; and how techniques like Rosalin can improve the energy efficiency of other algorithms by a factor of ≥2 0 x. Finally, we use the NchooseK high-level programming model to run optimization problems on both gate-based quantum computers and quantum annealers. Empirical data indicate that these optimization problems run faster, have better success rates, and consume less energy on quantum annealers than on their gate-based counterparts.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2019

Approximate Bayesian Model Inversion for PDEs with Heterogeneous and State-Dependent Coefficients

We present two approximate Bayesian inference methods for parameter estimation in partial differential equation (PDE) models with space-dependent and state-dependent parameters. We demonstrate that these methods provide accurate and cost-effective alternatives to Markov Chain Monte Carlo simulation. We assume a parameterized Gaussian prior on the unknown functions, and approximate the posterior density by a parameterized multivariate Gaussian density. The parameters of the prior and posterior are estimated from sparse observations of the PDE model's states and the unknown functions themselves by maximizing the evidence lower bound (ELBO), a lower bound on the log marginal likelihood of the observations. The first method, Laplace-EM, employs the expectation maximization algorithm to maximize the ELBO, with a Laplace approximation of the posterior on the E-step, and minimization of a Kullback-Leibler divergence on the M-step. The second method, DSVI-EB, employs the doubly stochastic variational inference (DSVI) algorithm, in which the ELBO is maximized via gradient-based stochastic optimization, with nosiy gradients computed via simple Monte Carlo sampling and Gaussian backpropagation. We apply these methods to identifying diffusion coefficients in linear and nonlinear diffusion equations, and we find that both methods provide accurate estimates of posterior densities and the hyperparameters of Gaussian priors. While the Laplace-EM method is more accurate, it requires computing Hessians of the physics model. The DSVI-EB method is found to be less accurate but only requires gradients of the physics model.

approximate Bayesian inference, model inversion, v↗

DOE OSTI2021

Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications

Deep neural networks have been successfully employed in an extensive variety of research areas, including solving partial differential equations. Despite its significant success, there are some challenges in effectively training DNN, such as avoiding overfitting in over-parameterized DNNs and accelerating the optimization in DNNs with pathological curvature. Here, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an adaptive empirical method. That is, one will alternatively sample from the posterior using preconditioned stochastic gradient Langevin Dynamics (PSGLD), and optimize the latent variables via stochastic approximation. The sparsity of the network is achieved while optimizing the hyperparameters with adaptive searching and penalizing. A popular SG-MCMC approach is Stochastic gradient Langevin dynamics (SGLD). However, considering the complex geometry in the model parameter space in nonconvex learning, updating parameters using a universal step size in each component as in SGLD may cause slow mixing. To address this issue, we apply a computationally manageable preconditioner in the updating rule, which provides a step-size parameter to adapt to local geometric properties. Moreover, by smoothly optimizing the hyperparameter in the preconditioning matrix, our proposed algorithm ensures a decreasing bias, which is introduced by ignoring the correction term in the preconditioned SGLD. According to the existing theoretical framework, we show that the proposed algorithm can asymptotically converge to the correct distribution with a controllable bias under mild conditions. Numerical tests are performed on both synthetic regression problems and learning solutions of elliptic PDE, which demonstrate the accuracy and efficiency of the present work.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

NASA NTRS2021

Multi-Pass Sequential Mini-Batch Stochastic Gradient Descent Algorithms for Noise Covariance Estimation in Adaptive Kalman Filtering

Estimation of unknown noise covariances in a Kalman filter is a problem of significant practical interest in a wide array of applications. Although this problem has a long history, reliable algorithms for their estimation were scant, and necessary and sufficient conditions for identifiability of the covariances were in dispute until recently. Necessary and sufficient conditions for covariance estimation and a batch estimation algorithm were presented in our previous study. This paper presents stochastic gradient descent algorithms for noise covariance estimation in adaptive Kalman filters that are an order of magnitude faster than the batch method for similar or better root mean square error. More significantly, these algorithms are applicable to non-stationary systems where the noise covariances can occasionally jump up or down by an unknown magnitude. The computational efficiency of the new algorithms stems from adaptive thresholds for convergence, recursive fading memory estimation of the sample cross-correlations of the innovations, and accelerated stochastic gradient descent algorithms. The comparative evaluation of the proposed methods on a number of test cases demonstrates their computational efficiency and accuracy.

Adaptive Kalman filtering↗

DOE OSTI2020

Optimal control of coupled quantum systems based on the first-order Magnus expansion: Application to multiple dipole-dipole-coupled molecular rotors

This paper presents a method for performing approximate optimal control simulations for quantum systems with multiple coupled degrees of freedom. In this work, the time evolution is simulated using the first-order Magnus expansion in the interaction picture, where the couplings between different degrees of freedom are treated as the perturbation. A numerical implementation procedure is presented that leverages upon pairwise couplings and the separability of the zeroth-order time evolution operator to achieve a reduced computational cost, which is analyzed with respect to the number of degrees of freedom. The formulation is compatible with gradient-free methods to optimize the control field, and a stochastic hill climbing algorithm is adopted for this purpose. As illustrations, optimal control simulations are performed for systems of two and three dipole-dipole-coupled molecular rotors under the influence of a control field. For the two-rotor system, the field is optimized to achieve either orientation or entanglement objectives. For the three-rotor system, the field is optimized either to orient all three rotors in the same direction or to orient one rotor in a particular direction while the other two rotors point in the opposite direction.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

NASA NTRS2019

Sizing and Topology Design of an Aeroelastic Wingbox Under Uncertainty

The goals of this work are to use a nested optimizer to conduct simultaneous sizing (inner level) and topology (outer level) design of a wingbox, considering uncertainties in the safety factors used to define the aeroelastic constraints. These uncertainties, propagated via sampling-driven polynomial chaos, are explicitly introduced at the inner level of the method, during gradient-based sizing optimization, resulting in a stochastic optimal sizing distribution. Measures of robustness in the total structural mass are then passed to the outer level, where a global optimizer evolves the topology parameters. The results demonstrate design choices needed to improve robustness in the face of uncertain safety factors, and the various physical mechanisms driving this process.

Stanford, Bret K.↗

DOE OSTI2018

Gradient-based stochastic estimation of the density matrix

Fast estimation of the single-particle density matrix is key to many applications in quantum chemistry and condensed matter physics. The best numerical methods leverage the fact that the density matrix elements f(H) ij decay rapidly with distance rij between orbitals. This decay is usually exponential. However, for the special case of metals at zero temperature, algebraic decay of the density matrix appears and poses a significant numerical challenge. Here, we introduce a gradient-based probing method to estimate all local density matrix elements at a computational cost that scales linearly with system size. For zero-temperature metals, the stochastic error scales like S -(d+2)/2d , where d is the dimension and S is a prefactor to the computational cost. The convergence becomes exponential if the system is at finite temperature or is insulating.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

NASA NTRS1994

Optimal active control for Burgers equations

A method for active fluid flow control based on control theory is discussed. Dynamic programming and fixed point successive approximations are used to accommodate the nonlinear control problem. The long-term goal of this project is to establish an effective method applicable to complex flows such as turbulence and jets. However, in this report, the method is applied to stochastic Burgers equation as an intermediate step towards this goal. Numerical results are compared with those obtained by gradient search methods.

Ikeda, Yutaka↗

DOE OSTI2020

Prediction of gas hydrate saturation using machine learning and optimal set of well-logs

We report resistivity and acoustic logs are widely used to estimate gas hydrate saturation in various sedimentary systems using one of the two popular methods ((1) acoustic velocity and (2) electrical resistivity), but the limitations of these two methods are often overlooked, which include (i) well-specific calibration of empirical exponents in the electrical resistivity method, (ii) assumption of known pore morphology for gas hydrates in the acoustic velocity method, and (iii) presence of unknown mineralogy and bulk modulus terms in the acoustic velocity method. NMR-density porosity-derived gas hydrate saturation based on the analysis of the transverse magnetization relaxation time (T2) is considered the most precise method, but acquisition of NMR-based logs is limited at relatively recent drilled sites; additionally, its use in conventional oil and gas reservoirs is not that common due to higher cost and operational deployment limitations associated with acquiring NMR well-logs. This study proposes a new method that predicts gas hydrate saturation (S h ) for any well using porosity, bulk density, and compressional wave (P wave) velocity well-logs with neural network (or stochastic gradient descent regression) without any well-specific calibration and/or other aforementioned shortcomings of the existing methods. The method is developed by examining the underlying dependency between S h and different combinations of well-logs, chosen from 6 routine logs, with 12 different machine learning (ML) algorithms. The accuracy of the proposed method in predicting S h is ~ 84%, which is better than the accuracy of seismic and electrical resistivity methods (≤ 75%) per the results reported by three different studies. The robustness of the method in the specific case of permafrost-associated gas hydrates is demonstrated with well-log data from two wells drilled on the Alaska North Slope.

58 GEOSCIENCES↗

DOE OSTI2020

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis: Version 6.12 Theory Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis: Version 6.12 User's Manual

The Dakota toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis (V.6.14) (Theory Manual)

97 MATHEMATICS AND COMPUTING↗