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At least 559 records · Page 31

Mesh refinement for anisotropic diffusion in magnetized plasmas

Highly accurate simulation of plasma transport is needed to drive the successful design and operation of magnetically confined fusion reactors. Unfortunately, the extreme anisotropy present in magnetized plasmas results in thin boundary layers that are expensive to resolve. Here, this work investigates how various mesh refinement strategies might reduce that expense to allow for more efficient simulation by comparing standard variable refinement approaches that use a field quantity to an adaptive approach that uses an error estimator. It is first verified that higher order discretization only realizes the proper rate of convergence once the mesh resolves the thin boundary layer, therefore motivating the focusing of refinement on the boundary layer. For three two-dimensional test cases that contain characteristic features of tokamak magnetic fields, an exponential refinement strategy based on the magnetic flux function, which is the standard refinement approach in the field, is compared to an adaptive strategy utilizing the established Zienwiekicz and Zhu error estimator. The adaptive mesh refinement strategy consistently achieves the same accuracy using orders of magnitude less degrees of freedom than either exponential or uniform refinement. This result makes the adaptive refinement strategy more efficient than the exponential refinement strategy while also being more generalizable to problems with complex magnetic geometries. Scaling laws are derived that quantify the improvement in cost of the adaptive refinement strategy over other refinement approaches in 2D and 3D.

97 MATHEMATICS AND COMPUTING↗

GMRES with embedded ensemble propagation for the efficient solution of parametric linear systems in uncertainty quantification of computational models

In a previous work, embedded ensemble propagation was proposed to improve the efficiency of sampling-based uncertainty quantification methods of computational models on emerging computational architectures. It consists of simultaneously evaluating the model for a subset of samples together, instead of evaluating them individually. A first approach introduced to solve parametric linear systems with ensemble propagation is ensemble reduction. In Krylov methods for example, this reduction consists in coupling the samples together using an inner product that sums the sample contributions. Ensemble reduction has the advantages of being able to use optimized implementations of BLAS functions and having a stopping criterion which involves only one scalar. However, the reduction potentially decreases the rate of convergence due to the gathering of the spectra of the samples. In this paper, we investigate a second approach: ensemble propagation without ensemble reduction in the case of GMRES. This second approach solves each sample simultaneously but independently to improve the convergence compared to ensemble reduction. This raises two new issues which are solved in this paper: the fact that optimized implementations of BLAS functions cannot be used anymore and that ensemble divergence, whereby individual samples within an ensemble must follow different code execution paths, can occur. We tackle those issues by implementing a high-performing ensemble GEMV and by using masks. The proposed ensemble GEMV leads to a similar cost per GMRES iteration for both approaches, i.e. with and without reduction. For illustration, we study the performances of the new linear solver in the context of a mesh tying problem. Furthermore, this example demonstrates improved ensemble propagation speed-up without reduction.

BLAS↗

A moving discontinuous Galerkin finite element method with interface condition enforcement for compressible flows

A variation of moving discontinuous Galerkin finite element method with interface condition enforcement (MDG-ICE) is developed for solving the compressible Euler equations. The MDG-ICE method, originating from the work of Corrigan et al. [1], [2], [3], [4], is based on the space-time DG formulation, where both flow field and grid geometry are considered as independent variables and the conservation laws are enforced both on discrete elements and element interfaces. The element conservation laws are solved in the standard discontinuous solution space to determine conservative quantities, while the interface conservation is enforced using a variational formulation in a continuous space to determine discrete grid geometry. The resulting over-determined system of nonlinear equations arising from the MDG-ICE formulation can then be solved in a least-squares sense, leading to an unconstrained nonlinear least-squares problem that is regularized and solved by Levenberg-Marquardt method. A number of numerical experiments for both 1D unsteady and 2D steady state compressible flow problems are conducted to assess the accuracy and robustness of the MDG-ICE method. Numerical results obtained indicate that the MDG-ICE method is able to implicitly detect and track all types of discontinuities via interface conservation enforcement and satisfy the conservation law on both elements and interfaces via grid movement and grid management, demonstrating that an exponential rate of convergence for Sod and Lax-Harden shock tube problems can be achieved and highly accurate solutions without overheating to both double-rarefaction wave and Noh problems can be obtained.

97 MATHEMATICS AND COMPUTING↗

Exploiting Kronecker structure in exponential integrators: Fast approximation of the action of φ $-$functions of matrices via quadrature

Here, in this article, we propose an algorithm for approximating the action of φ $-$ functions of matrices against vectors, which is a key operation in exponential time integrators. In particular, we consider matrices with Kronecker sum structure, which arise from problems admitting a tensor product representation. The method is based on quadrature approximations of the integral form of the φ $-$ functions combined with a scaling and modified squaring method. Owing to the Kronecker sum representation, only actions of 1D matrix exponentials are needed at each quadrature node and assembly of the full matrix can be avoided. Additionally, we derive a priori bounds for the quadrature error, which show that, as expected by classical theory, the rate of convergence of our method is supergeometric. Guided by our analysis, we construct a fast and robust method for estimating the optimal scaling factor and number of quadrature nodes that minimizes the total cost for a prescribed error tolerance. We investigate the performance of our algorithm by solving several linear and semilinear time-dependent problems in 2D and 3D. The results show that our method is accurate and orders of magnitude faster than the current state-of-the-art.

97 MATHEMATICS AND COMPUTING↗

Accelerating gradient descent and Adam via fractional gradients

Here we propose a class of novel fractional-order optimization algorithms. We define a fractional-order gradient via the Caputo fractional derivatives that generalizes integer-order gradient. We refer it to as the Caputo fractional-based gradient, and develop an efficient implementation to compute it. A general class of fractional-order optimization methods is then obtained by replacing integer-order gradients with the Caputo fractional-based gradients. To give concrete algorithms, we consider gradient descent (GD) and Adam, and extend them to the Caputo fractional GD (CfGD) and the Caputo fractional Adam (CfAdam). We demonstrate the superiority of CfGD and CfAdam on several large scale optimization problems that arise from scientific machine learning applications, such as ill-conditioned least squares problem on real-world data and the training of neural networks involving non-convex objective functions. Numerical examples show that both CfGD and CfAdam result in acceleration over GD and Adam, respectively. We also derive error bounds of CfGD for quadratic functions, which further indicate that CfGD could mitigate the dependence on the condition number in the rate of convergence and results in significant acceleration over GD.

97 MATHEMATICS AND COMPUTING↗

A generalized class of strongly stable and dimension-free T-RPMD integrators

Here, recent work shows that strong stability and dimensionality freedom are essential for robust numerical integration of thermostatted ringpolymer molecular dynamics (T-RPMD) and path-integral molecular dynamics, without which standard integrators exhibit non-ergodicity and other pathologies [R. Korol et al., J. Chem. Phys. 151, 124103 (2019) and R. Korol et al., J. Chem. Phys. 152, 104102 (2020)]. In particular, the BCOCB scheme, obtained via Cayley modification of the standard BAOAB scheme, features a simple reparametrization of the free ring-polymer sub-step that confers strong stability and dimensionality freedom and has been shown to yield excellent numerical accuracy in condensed-phase systems with large time steps. Here, we introduce a broader class of T-RPMD numerical integrators that exhibit strong stability and dimensionality freedom, irrespective of the Ornstein–Uhlenbeck friction schedule. In addition to considering equilibrium accuracy and time step stability as in previous work, we evaluate the integrators on the basis of their rates of convergence to equilibrium and their efficiency at evaluating equilibrium expectation values. Within the generalized class, we find BCOCB to be superior with respect to accuracy and efficiency for various configuration-dependent observables, although other integrators within the generalized class perform better for velocity-dependent quantities. Extensive numerical evidence indicates that the stated performance guarantees hold for the strongly anharmonic case of liquid water. Both analytical and numerical results indicate that BCOCB excels over other known integrators in terms of accuracy, efficiency, and stability with respect to time step for practical applications.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

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↗

Uniqueness and global optimality of the maximum likelihood estimator for the generalized extreme value distribution

The three-parameter generalized extreme value distribution arises from classical univariate extreme value theory and is in common use for analysing the far tail of observed phenomena, yet important asymptotic properties of likelihood-based estimation under this standard model have not been established. In this paper, we prove that the maximum likelihood estimator is global and unique. An interesting secondary result entails the uniform consistency of a class of limit relations in a tight neighbourhood of the true shape parameter.

54 ENVIRONMENTAL SCIENCES↗

Single classical field description of interacting scalar fields

In this report we test the degree to which interacting Bosonic systems can be approximated by a classical field as total occupation number is increased. This is done with our publicly available code repository, QIBS, a new massively parallel solver for these systems. We use a number of toy models well studied in the literature and track when the classical field description admits quantum corrections, called the quantum breaktime. This allows us to test claims in the literature regarding the rate of convergence of these systems to the classical evolution. We test a number of initial conditions, including coherent states, number eigenstates, and field number states. We find that of these initial conditions, only number eigenstates do not converge to the classical evolution as occupation number is increased. We find that systems most similar to scalar field dark matter exhibit a logarithmic enhancement in the quantum breaktime with total occupation number. Systems with contact interactions or with field number state initial conditions, and linear dispersions, exhibit a power law enhancement. Finally, we find that the breaktime scaling depends on both model interactions and initial conditions.

79 ASTRONOMY AND ASTROPHYSICS↗

An Adaptive Multiparameter Penalty Selection Method for Multiconstraint and Multiblock ADMM

This work presents a new method for online selection of multiple penalty parameters for the alternating direction method of multipliers (ADMM) algorithm applied to optimization problems with multiple constraints or functions with block matrix components. ADMM is widely used for solving constrained optimization problems in a variety of fields, including signal and image processing. Implementations of ADMM often utilize a single hyperparameter, referred to as the penalty parameter, which needs to be tuned to control the rate of convergence. However, in problems with multiple constraints, ADMM may demonstrate slow convergence regardless of penalty parameter selection due to scale differences between constraints. Accounting for scale differences between constraints to improve convergence in these cases requires introducing a penalty parameter for each constraint. The proposed method is able to adaptively account for differences in scale between constraints, providing robustness with respect to problem transformations and initial selection of penalty parameters. It is also simple to understand and implement. Our numerical experiments demonstrate that the proposed method performs favorably compared to a variety of existing penalty parameter selection methods.

97 MATHEMATICS AND COMPUTING↗

A Refinement-by-Superposition -Method for (curl)- and (div)-Conforming Discretizations

Here, we present refinement-by-superposition (RBS) hp-refinement infrastructure for computational electromagnetics (CEMs), which permits exponential rates of convergence. In contrast to dominant approaches to hp-refinement for continuous Galerkin methods, which rely on explicit constraint equations, the multilevel strategy presented drastically reduces the implementation complexity. Through the RBS methodology, enforcement of continuity occurs by construction, enabling arbitrary levels of refinement with ease, and without the practical (but not theoretical) limitations of constrained-node refinement. We outline the construction of the RBS hp-method for refinement with H (curl)- and H (div)-conforming finite cells. Numerical simulations for the 2-D finite element method (FEM) solution of the Maxwell eigenvalue problem demonstrate the effectiveness of RBS hp-refinement. As an additional goal of this work, we aim to promote the use of mixed-order (low- and high-order) elements in practical CEM applications.

42 ENGINEERING↗

Risk-Averse Control of Fractional Diffusion with Uncertain Exponent

In this paper, we introduce and analyze a new class of optimal control problems constrained by elliptic equations with uncertain fractional exponents. We utilize risk measures to formulate the resulting optimization problem. We develop a functional analytic framework, study the existence of solution and rigorously derive the first-order optimality conditions. Additionally, we employ a sample-based approximation for the uncertain exponent and the finite element method to discretize in space. Further, we prove the rate of convergence for the optimal risk neutral controls when using quadrature approximation for the uncertain exponent and conclude with illustrative examples.

finite element method↗

Graphene SHDMC Data

The data used to produce all of the figures and tables in the manuscript titled "Highly Accurate Many-Body Theory Reaches 2D Materials" can be found here. This data set includes: -SHDMC results for graphene -selected CI with and without re-normalized second-order perturbation (rPT2) theory corrections for graphene -data demonstrating that SHDMC displays an exponential rate of convergence -data used for sCI + rPT2 complete basis set extrapolation -data used to extrapolate SHDMC energies to the infinite basis limit -data used to demonstrate compactness of SHDMC wavefunction

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Resistive heating in an electrified domain with a spherical inclusion: an ALEGRA verification study

A verification study is conducted for the ALEGRA software, using the problem of an electrified medium with a spherical inclusion, paying special attention to resistive heating. We do so by extending an existing analytic solution for this problem to include both conducting and insulating inclusions, and we examine the effects of mesh resolution and mesh topology, considering both body-fitted and rectangular meshes containing mixed cells. We present observed rates of convergence with respect to mesh refinement for four electromagnetic quantities: electric potential, electric field, current density and Joule power.

97 MATHEMATICS AND COMPUTING↗

Residuals-based distributionally robust optimization with covariate information

We consider data-driven approaches that integrate a machine learning prediction model within distributionally robust optimization (DRO) given limited joint observations of uncertain parameters and covariates. Our framework is flexible in the sense that it can accommodate a variety of regression setups and DRO ambiguity sets. We investigate asymptotic and finite sample properties of solutions obtained using Wasserstein, sample robust optimization, and phi-divergence-based ambiguity sets within our DRO formulations, and explore cross-validation approaches for sizing these ambiguity sets. Through numerical experiments, we validate our theoretical results, study the effectiveness of our approaches for sizing ambiguity sets, and illustrate the benefits of our DRO formulations in the limited data regime even when the prediction model is misspecified.

97 MATHEMATICS AND COMPUTING↗

A successive overrelaxation iterative technique for an adaptive equalizer

An adaptive strategy for the equalization of pulse-amplitude-modulated signals in the presence of intersymbol interference and additive noise is reported. The successive overrelaxation iterative technique is used as the algorithm for the iterative adjustment of the equalizer coefficents during a training period for the minimization of the mean square error. With 2-cyclic and nonnegative Jacobi matrices substantial improvement is demonstrated in the rate of convergence over the commonly used gradient techniques. The Jacobi theorems are also extended to nonpositive Jacobi matrices. Numerical examples strongly indicate that the improvements obtained for the special cases are possible for general channel characteristics. The technique is analytically demonstrated to decrease the mean square error at each iteration for a large range of parameter values for light or moderate intersymbol interference and for small intervals for general channels. Analytically, convergence of the relaxation algorithm was proven in a noisy environment and the coefficient variance was demonstrated to be bounded.

Kosovych, O. S.↗

Relaxation factors for supercritical flows.

Relaxation procedures for solution of steady supercritical transonic flows are investigated. Von Neumann (Fourier-mode) stability analysis is used to find bounds of relaxation factors. The bounds depend on local Mach number and local mesh aspect ratio. Long wave instability of Murman-Cole implicit method is indicated. Two new relaxation procedures are introduced. Both employ central differencing exclusively. Group velocities of Fourier modes are used to study signal propagation. It was found necessary to avoid or to damp out signals propagating upstream in supersonic zones in order to obtain physically meaningful transonic solutions. It appears that requirements of high rate of convergence, of stability and accuracy, are in conflict, and that a combination of relaxation methods must be used in order not to compromise the requirements.

Kentzer, C. P.↗