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At least 613 records · Page 34

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↗

Machine Learning to Select Experiments Driven by Fundamental Science and Applications for Targeted Nuclear Data Improvement

This work describes a blueprint for a process that accelerates progress in science by quantitatively answering the following question: What is the optimal combination of fundamental-science and application-driven experiments to maximally reduce pertinent data uncertainties? Answering this question entails solving a high-dimensional and complex optimization problem that is best solved with advanced statistic techniques often classified as machine learning. We apply this process within the framework of nuclear data with the aim to select an experiment combination that will reduce uncertainties in 239 Pu nuclear data for neutron energies between 1 and 600 keV. In this field, fundamental-physics driven data, called differential, look at one nuclear physics observable at a time. They are contrasted to application-driven, integral, data where one or few resulting values inform a broad set of nuclear data across several nuclides and energies. The candidates for integral experiments are criticality measurements that were refined by a genetic algorithm to be maximally sensitive to 239 Pu fission cross sections in the desired energy range. Twenty-three candidate differential experiments were investigated and span multiple nuclear physics observables (e.g., total, capture cross sections) for isotopes appearing in the integral experiments. The optimal combination among these candidate experiments was investigated via generalized least squares fitting, augmented with Gaussian processes to ameliorate statistical irregularities in data, and the D-optimality criterion. The latter evaluates for each pair of candidates the joint reduction in uncertainties of all 12200 nuclear data appearing in the integral experiments compared to the knowledge we have from 168 past experiments, theory, and nuclear data. We chose as differential measurements those that investigate 63 Cu and 239 Pu total cross sections, based on D-optimality rank and feasibility constraints. Two integral (criticality) experiments were selected: An experiment with Al 2 ⁢O 3 and graphite interleaved with Pu and a thick Cu reflector explores 1–30 keV, while we target the 30–600 keV range with an experiment that swaps boron in place of graphite with a different geometry.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

The influence of physical and algorithmic factors on simulated far-field waveforms and source–time functions of underground explosions using unsupervised machine learning

SUMMARY Characterizing explosion sources and differentiating between earthquake and underground explosions using distributed seismic networks becomes non-trivial when explosions are detonated in cavities or heterogeneous ground material. Moreover, there is little understanding of how changes in subsurface physical properties affect the far-field waveforms we record and use to infer information about the source. Simulations of underground explosions and the resultant ground motions can be a powerful tool to systematically explore how different subsurface properties affect far-field waveform features, but there are added variables that arise from how we choose to model the explosions that can confound interpretation. To assess how both subsurface properties and algorithmic choices affect the seismic wavefield and the estimated source functions, we ran a series of 2-D axisymmetric non-linear numerical explosion experiments and wave propagation simulations that explore a wide array of parameters. We then inverted the synthetic far-field waveform data using a linear inversion scheme to estimate source–time functions (STFs) for each simulation case. We applied principal component analysis (PCA), an unsupervised machine learning method, to both the far-field waveforms and STFs to identify the most important factors that control variance in the waveform data and differences between cases. For the far-field waveforms, the largest variance occurs in the shallower radial receiver channels in the 0–50 Hz frequency band. For the STFs, both peak amplitude and rise times across different frequencies contribute to the variance. We find that the ground equation of state (i.e. lithology and rheology) and the explosion emplacement conditions (i.e. tamped versus cavity) have the greatest effect on the variance of the far-field waveforms and STFs, with the ground yield strength and fracture pressure being secondary factors. Differences in the PCA results between the far-field waveforms and STFs could possibly be due to near-field non-linearities of the source that are not accounted for in the estimation of STFs and could be associated with yield strength, fracture pressure, cavity radius and cavity shape parameters. Other algorithmic parameters are found to be less important and cause less variance in both the far-field waveforms and STFs, meaning algorithmic choices in how we model explosions are less important, which is encouraging for the further use of explosion simulations to study how physical Earth properties affect seismic waveform features and estimated STFs.

58 GEOSCIENCES↗

Mathematical algorithms to maximize performance in numerical weather prediction

Numerical weather prediction models, which involve the solution of non-linear partial differential equations at points on an extensive three dimensional grid, are ideally suited for processing on vector machines. It was logical therefore that the new global forecast model to be implemented at the Meteorological Office should be written in vector code for the CYBER 205. In order to achieve full efficiency and to reduce storage requirements the model used 32-bit arithmetic which was found to provide high enough precision. Unfortunately, however, the trigonometrical and logarithmic functions provided by CDC could only handle 64-bit vectors and, although written in efficient scalar code, did not take advantage of the special facilities of a vector processor. It was therefore necessary to rewrite the functions in vector code to handle both 32 and 64-bit vectors. There was also no half-precision compiler available for the Cyber 205 at that time and so the functions, like the model, had to make extensive use of the special call syntax. This made the code more difficult to write but it allowed much greater flexibility in that it became possible to access the exponent of a floating-point number independently of its coefficient. A description is given of the technique and the results which were achieved are summarized.

Foreman, A.↗

Three-dimensional simulation of underexpanded plumes using upwind algorithms

Different numerical techniques have been examined for simulating the underexpanded plumes in supersonic flows. The results revealed that the monotone differentiable limiter is superior to the TVD (total variation diminishing) minmod limiter when the MUSCL (monotonic upstream schemes for conservation laws) approach is used for Roe's upwind scheme. Roe's upwind scheme is found to be superior to the central difference scheme not only for capturing shock waves, but also for capturing shear flows.

Obayashi, Shigeru↗

A computational algorithm for spacecraft control and momentum management

Developments in the area of nonlinear control theory have shown how coordinate changes in the state and input spaces of a dynamical system can be used to transform certain nonlinear differential equations into equivalent linear equations. These techniques are applied to the control of a spacecraft equipped with momentum exchange devices. An optimal control problem is formulated that incorporates a nonlinear spacecraft model. An algorithm is developed for solving the optimization problem using feedback linearization to transform to an equivalent problem involving a linear dynamical constraint and a functional approximation technique to solve for the linear dynamics in terms of the control. The original problem is transformed into an unconstrained nonlinear quadratic program that yields an approximate solution to the original problem. Two examples are presented to illustrate the results.

Dzielski, John↗

An application of a linear programing technique to nonlinear minimax problems

A differential correction technique for solving nonlinear minimax problems is presented. The basis of the technique is a linear programing algorithm which solves the linear minimax problem. By linearizing the original nonlinear equations about a nominal solution, both nonlinear approximation and estimation problems using the minimax norm may be solved iteratively. Some consideration is also given to improving convergence and to the treatment of problems with more than one measured quantity. A sample problem is treated with this technique and with the least-squares differential correction method to illustrate the properties of the minimax solution. The results indicate that for the sample approximation problem, the minimax technique provides better estimates than the least-squares method if a sufficient amount of data is used. For the sample estimation problem, the minimax estimates are better if the mathematical model is incomplete.

Schiess, J. R.↗

Solving the Cauchy-Riemann equations on parallel computers

Discussed is the implementation of a single algorithm on three parallel-vector computers. The algorithm is a relaxation scheme for the solution of the Cauchy-Riemann equations; a set of coupled first order partial differential equations. The computers were chosen so as to encompass a variety of architectures. They are: the MPP, and SIMD machine with 16K bit serial processors; FLEX/32, an MIMD machine with 20 processors; and CRAY/2, an MIMD machine with four vector processors. The machine architectures are briefly described. The implementation of the algorithm is discussed in relation to these architectures and measures of the performance on each machine are given. Simple performance models are used to describe the performance. These models highlight the bottlenecks and limiting factors for this algorithm on these architectures. Conclusions are presented.

Fatoohi, Raad A.↗

Aerodynamic shape optimization of a HSCT type configuration with improved surface definition

Two distinct parametrization procedures of generating free-form surfaces to represent aerospace vehicles are presented. The first procedure is the representation using spline functions such as nonuniform rational b-splines (NURBS) and the second is a novel (geometrical) parametrization using solutions to a suitably chosen partial differential equation. The main idea is to develop a surface which is more versatile and can be used in an optimization process. Unstructured volume grid is generated by an advancing front algorithm and solutions obtained using an Euler solver. Grid sensitivity with respect to surface design parameters and aerodynamic sensitivity coefficients based on potential flow is obtained using an automatic differentiator precompiler software tool. Aerodynamic shape optimization of a complete aircraft with twenty four design variables is performed. High speed civil transport aircraft (HSCT) configurations are targeted to demonstrate the process.

Thomas, Almuttil M.↗

Measurement of multidifferential cross sections for dijet production in proton–proton collisions at $\sqrt{s}$ = 13 TeV

A measurement of the dijet production cross section is reported based on proton–proton collision data collected in 2016 at $\sqrt{s}$ = 13 TeV by the CMS experiment at the CERN LHC, corresponding to an integrated luminosity of up to 36.3 fb –1 . Jets are reconstructed with the anti-$k$ T algorithm for distance parameters of R = 0.4 and 0.8. Cross sections are measured double-differentially (2D) as a function of the largest absolute rapidity |y| max of the two jets with the highest transverse momenta $p$ T and their invariant mass $m$ 1,2 , and triple-differentially (3D) as a function of the rapidity separation $y$*, the total boost $y$ b , and either $m$ 1,2 or the average $p$ T of the two jets. The cross sections are unfolded to correct for detector effects and are compared with fixed-order calculations derived at next-to-next-to-leading order in perturbative quantum chromodynamics. The impact of the measurements on the parton distribution functions and the strong coupling constant at the mass of the Z boson is investigated, yielding a value of $α$ S ($m$ Z ) = 0.1179 ± 0.0019.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Three-dimensional, shock-on-shock interaction problem

The unsteady, three-dimensional flowfield resulting from the interaction of a plane shock with a cone-shaped vehicle traveling supersonically is determined, using a second-order, shock-capturing, finite-difference approach. The time-dependent, inviscid gasdynamic equations are transformed to include the self-similar property of the flow, to align various coordinate surfaces with known shock waves, and to cluster points in the vicinity of the intersection of the transmitted incident shock and the surface of the vehicle. The governing partial differential equations in conservation-law form are then solved iteratively using MacCormack's (1969) algorithm.

Kutler, P.↗

Dynamics analysis of electrodynamic satellite tethers. Equations of motion and numerical solution algorithms for the tether

The equations of motion are developed for a perfectly flexible, inelastic tether with a satellite at its extremity. The tether is attached to a space vehicle in orbit. The tether is allowed to possess electrical conductivity. A numerical solution algorithm to provide the motion of the tether and satellite system is presented. The resulting differential equations can be solved by various existing standard numerical integration computer programs. The resulting differential equations allow the introduction of approximations that can lead to analytical, approximate general solutions. The differential equations allow more dynamical insight of the motion.

Nacozy, P. E.↗

Dual approximations in optimal control

A dual approximation for the solution to an optimal control problem is analyzed. The differential equation is handled with a Lagrange multiplier while other constraints are treated explicitly. An algorithm for solving the dual problem is presented.

Hager, W. W.↗

Preconditioning for the Navier-Stokes equations with finite-rate chemistry

The extension of Van Leer's preconditioning procedure to generalized finite-rate chemistry is discussed. Application to viscous flow is begun with the proper preconditioning matrix for the one-dimensional Navier-Stokes equations. Eigenvalue stiffness is resolved and convergence-rate acceleration is demonstrated over the entire Mach-number range from nearly stagnant flow to hypersonic. Specific benefits are realized at the low and transonic flow speeds typical of complete propulsion-system simulations. The extended preconditioning matrix necessarily accounts for both thermal and chemical nonequilibrium. Numerical analysis reveals the possible theoretical improvements from using a preconditioner for all Mach number regimes. Numerical results confirm the expectations from the numerical analysis. Representative test cases include flows with previously troublesome embedded high-condition-number areas. Van Leer, Lee, and Roe recently developed an optimal, analytic preconditioning technique to reduce eigenvalue stiffness over the full Mach-number range. By multiplying the flux-balance residual with the preconditioning matrix, the acoustic wave speeds are scaled so that all waves propagate at the same rate, an essential property to eliminate inherent eigenvalue stiffness. This session discusses a synthesis of the thermochemical nonequilibrium flux-splitting developed by Grossman and Cinnella and the characteristic wave preconditioning of Van Leer into a powerful tool for implicitly solving two and three-dimensional flows with generalized finite-rate chemistry. For finite-rate chemistry, the state vector of unknowns is variable in length. Therefore, the preconditioning matrix extended to generalized finite-rate chemistry must accommodate a flexible system of moving waves. Fortunately, no new kind of wave appears in the system. The only existing waves are entropy and vorticity waves, which move with the fluid, and acoustic waves, which propagate in Mach number dependent directions. The nonequilibrium vibrational energies and species densities in the unknown state vector act strictly as convective waves. The essential concept for extending the preconditioning to generalized chemistry models is determining the differential variables which symmetrize the flux Jacobians. The extension is then straight-forward. This algorithm research effort will be released in a future version of the production level computational code coined the General Aerodynamic Simulation Program (GASP), developed by Walters, Slack, and McGrory.

Godfrey, Andrew G.↗

A new uniformly valid asymptotic integration algorithm for elasto-plastic-creep and unified viscoplastic theories including continuum damage

A new scheme to integrate a system of stiff differential equations for both the elasto-plastic creep and the unified viscoplastic theories is presented. The method has high stability, allows large time increments, and is implicit and iterative. It is suitable for use with continuum damage theories. The scheme was incorporated into MARC, a commercial finite element code through a user subroutine called HYPELA. Results from numerical problems under complex loading histories are presented for both small and large scale analysis. To demonstrate the scheme's accuracy and efficiency, comparisons to a self-adaptive forward Euler method are made.

Chulya, A.↗

A new uniformly valid asymptotic integration algorithm for elasto-plastic creep and unified viscoplastic theories including continuum damage

A new scheme to integrate a system of stiff differential equations for both the elasto-plastic creep and the unified viscoplastic theories is presented. The method has high stability, allows large time increments, and is implicit and iterative. It is suitable for use with continuum damage theories. The scheme was incorporated into MARC, a commercial finite element code through a user subroutine called HYPELA. Results from numerical problems under complex loading histories are presented for both small and large scale analysis. To demonstrate the scheme's accuracy and efficiency, comparisons to a self-adaptive forward Euler method are made.

Chulya, Abhisak↗

Leverage Score Sampling for Parametric PDEs (Final Technical Report)

This final technical report summarizes the accomplishments of work performed under DOE Office of Science Award DE-SC0022266, which is titled “Leverage Score Sampling for Parametric PDEs”. The goal of the project was to extend methods from Randomized Numerical Linear Algebra (RandNLA) to tackle central computational challenges in model order reduction and uncertainty quantification (UQ) for parametric partial differential equations (PDEs). In particular, we sought to use importance sampling methods originally developed for RandNLA to develop sample efficient active learning algorithms for approximating high-dimensional scalar functions, e.g. by polynomials, Gaussian process models, and simple neural networks. Such methods can be immediately applied to developing surrogate models or to approximating quantity of interest (QoI) surfaces. In the context of PDEs, each sample used for learning equates to the solution of the differential equation for a particular set of parameters, so sample efficiency translates to improved computational efficiency for a variety of downstream tasks.

97 MATHEMATICS AND COMPUTING↗