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Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗

Automatic Differentiation in MetaPhysicL and Its Applications in MOOSE

Efficient solution via Newton’s method of nonlinear systems of equations requires an accurate representation of the Jacobian, corresponding to the derivatives of the component residual equations with respect to the degrees of freedom. In practice these systems of equations often arise from spatial discretization of partial differential equations used to model physical phenomena. These equations may involve domain motion or material equations that are complex functions of the systems’ degrees of freedom. Computing the Jacobian by hand in these situations is arduous and prone to error. Finite difference approximations of the Jacobian or its action are prone to truncation error, especially in multiphysics settings. Symbolic differentiation packages may be used, but often result in an excessive number of terms in realistic model scenarios. An alternative to symbolic and numerical differentiation is automatic differentiation (AD), which propagates derivatives with every elementary operation of a computer program, corresponding to continual application of the chain rule. Automatic differentiation offers the guarantee of an exact Jacobian at a relatively small overhead cost. In this work, we outline the adoption of AD in the Multiphysics Object Oriented Simulation Environment (MOOSE) via the MetaPhysicL package. We describe the application of MOOSE’s AD capability to several sets of physics that were previously infeasible to model via hand-coded or Jacobian-free simulation techniques, including arbitrary Lagrangian-Eulerian and level-set simulations of laser melt pools, phase-field simulations with free energies provided through neural networks, and metallic nuclear fuel simulations that require inner Newton loop calculation of nonlinear material properties.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Ab Initio Bulk Free Energy Surface of Proper Ferroelectrics

We report a systematic and accurate approach for deriving the bulk free energy surface (FES), a function of temperature, polarization, and strain, from the first-principles density functional theory (DFT) of proper ferroelectrics. The core of our approach is the metadynamics algorithm that extracts the polarization dependence of the FES from all-atom molecular dynamics simulations without an a priori ansatz. The rest of the FES is derived from the metadynamics trajectories that span the relevant phase space. We demonstrate our approach in the case of lead titanate. The errors across the phase transition, due to DFT numerics, all-atom molecular dynamics, and free energy evaluation by enhanced sampling, can be systematically controlled and are of the order of 1 meV/atom. The accuracy of the resulting ab initio FES is only limited by the adopted functional approximation of DFT.

Xie, Pinchen [Lawrence Berkeley National Laborator↗

Optically targeted search for gravitational waves emitted by core-collapse supernovae during the first and second observing runs of advanced LIGO and advanced Virgo

In this work, we present the results from a search for gravitational-wave transients associated with core-collapse supernovae observed within a source distance of approximately 20 Mpc during the first and second observing runs of Advanced LIGO and Advanced Virgo. No significant gravitational-wave candidate was detected. We report the detection efficiencies as a function of the distance for waveforms derived from multidimensional numerical simulations and phenomenological extreme emission models. Furthermore, the sources with neutrino-driven explosions are detectable at the distances approaching 5 kpc, and for magnetorotationally driven explosions the distances are up to 54 kpc. However, waveforms for extreme emission models are detectable up to 28 Mpc. For the first time, the gravitational-wave data enabled us to exclude part of the parameter spaces of two extreme emission models with confidence up to 83%, limited by coincident data coverage. Besides, using ad hoc harmonic signals windowed with Gaussian envelopes, we constrained the gravitational-wave energy emitted during core collapse at the levels of 4.27×10 -4 M ⊙ c 2 and 1.28×10 -1 M ⊙ c 2 for emissions at 235 and 1304 Hz, respectively. These constraints are 2 orders of magnitude more stringent than previously derived in the corresponding analysis using initial LIGO, initial Virgo, and GEO 600 data.

79 ASTRONOMY AND ASTROPHYSICS↗

Arbitrary Order Virtual Element Methods for High‐Order Phase‐Field Modeling of Dynamic Fracture

ABSTRACT Accurate modeling of fracture nucleation and propagation in brittle and ductile materials subjected to dynamic loading is important in predicting material damage and failure under extreme conditions. Phase‐field fracture models have garnered a lot of attention in recent years due to their success in representing damage and fracture processes in a wide class of materials and under a variety of loading conditions. Second‐order phase‐field fracture models are by far the most popular among researchers (and increasingly, among practitioners), but fourth‐order models have started to gain broader acceptance since their more recent introduction. The exact solution corresponding to these high‐order phase‐field fracture models has higher regularity. Thus, numerical solutions of the model equations can achieve improved accuracy and higher spatial convergence rates. In this work, we develop a virtual element framework for the high‐order phase‐field model of dynamic fracture. The virtual element method (VEM) can be regarded as a generalization of the classical finite element method. In addition to many other desirable characteristics, the VEM allows computing on polytopal meshes. Here, we use ‐conforming virtual elements and the generalized‐ time integration method for the momentum balance equation, and adopt ‐conforming virtual elements for the high‐order phase‐field equation. We verify our virtual element framework using classical quasi‐static benchmark problems and demonstrate its capabilities with the aid of numerical simulations of dynamic fracture in brittle materials.

42 ENGINEERING↗

Separability of H 2 O molecular potential surfaces in hyperspherical coordinates via adiabatic approximation

An adiabatic scheme for separation of the three-dimensional (3D) nuclear dynamics on the ground electronic Born-Oppenheimer potential energy surface of an H 2 O molecule in hyperspherical coordinates is presented. It is found that the three vibrational modes are weakly coupled and the 3D vibrational wave function can be approximated as a product of three separable functions: one represented by the hyperradius and two by the two hyperangles individually. Additionally, this framework is then used for investigation of the formation and the role of a saddlelike barrier arising in the two hyperspherical angles that is to moderate the OH + H dissociation process. In order to test the validity of the framework, vibrational states with energies up to 19 500 cm -1 are constructed under the assumptions of adiabaticity and separability and compared to full three-dimensional high-precision numerical calculations yielding remarkable correspondence. As a result we present a simple construction scheme for separated molecular vibration states as the first step towards theoretical investigation of laser-driven molecular dynamics of triatomic molecules.

74 ATOMIC AND MOLECULAR PHYSICS↗

An extended/generalized phase-field finite element method for crack growth with global-local enrichment

In this paper, an extended/generalized finite element method (XFEM/GFEM) for simulating quasistatic crack growth based on a phase-field method is presented. The method relies on approximations to solutions associated with two different scales: a global scale, that is, structural and discretized with a coarse mesh, and a local scale encapsulating the fractured region, that is, discretized with a fine mesh. A stable XFEM/GFEM is employed to embed the displacement and damage fields at the global scale. The proposed method accommodates approximation spaces that evolve between load steps, while preserving a fixed background mesh for the structural problem. In addition, a prediction-correction algorithm is employed to facilitate the dynamic evolution of the confined crack regions within a load step. Several numerical examples of benchmark problems in two- and three-dimensional quasistatic fracture are provided to demonstrate the approach.

multiscale↗

Multi-fidelity Uncertainty Quantification for Homogenization Problems in Structure-Property Relationships from Crystal Plasticity Finite Elements

Crystal plasticity finite element method (CPFEM) has been an integrated computational materials engineering (ICME) workhorse to study materials behaviors and structure-property relationships for the last few decades. These relations are mappings from the microstructure space to the materials properties space. Due to the stochastic and random nature of microstructures, there is always some uncertainty associated with materials properties, for example, in homogenized stress-strain curves. For critical applications with strong reliability needs, it is often desirable to quantify the microstructure-induced uncertainty in the context of structure-property relationships. However, this uncertainty quantification (UQ) problem often incurs a large computational cost because many statistically equivalent representative volume elements (SERVEs) are needed. In this article, we apply a multi-level Monte Carlo (MLMC) method to CPFEM to study the uncertainty in stress-strain curves, given an ensemble of SERVEs at multiple mesh resolutions. By using the information at coarse meshes, we show that it is possible to approximate the response at fine meshes with a much reduced computational cost. We focus on problems where the model output is multi-dimensional, which requires us to track multiple quantities of interest (QoIs) at the same time. In conclusion, our numerical results show that MLMC can accelerate UQ tasks around 2.23x, compared to the classical Monte Carlo (MC) method, which is widely known as ensemble average in the CPFEM literature.

36 MATERIALS SCIENCE↗

Quantum Algorithm for Approximating Maximum Independent Sets

We present a quantum algorithm for approximating maximum independent sets of a graph based on quantum non-Abelian adiabatic mixing in the sub-Hilbert space of degenerate ground states, which generates quantum annealing in a secondary Hamiltonian. For both sparse and dense random graphs G , numerical simulation suggests that our algorithm on average finds an independent set of size close to the maximum size α ( G ) in low polynomial time. The best classical algorithms, by contrast, produce independent sets of size about half of α ( G ) in polynomial time.

Physics↗

Variational quantum simulation of the critical Ising model with symmetry averaging

Here we investigate the use of deep multiscale entanglement renormalization ansatz (DMERA) circuits as a variational ansatz. We use the exactly solvable one-dimensional critical transverse-field Ising model as a test bed. Numerically exact simulation of the quantum circuit ansatz can in this case be carried out to hundreds of qubits by exploiting efficient classical algorithms for simulating matchgate circuits. We find that, for this system, the DMERA strongly outperforms a standard quantum approximate optimization algorithm (QAOA)–style ansatz, and that a major source of systematic error in correlation functions approximated using the DMERA is the breaking of the translational and Kramers-Wannier symmetries of the transverse-field Ising model. We are able to reduce this error by up to four orders of magnitude by symmetry averaging, without incurring additional cost in qubits or circuit depth. Here, we propose that this technique for mitigating systematic error could be applied to noisy intermediate-scale quantum (NISQ) simulations of physical systems with other symmetries.

1-dimensional spin chains↗

Monolithic Multigrid for a Reduced-Quadrature Discretization of Poroelasticity

Advanced finite-element discretizations and preconditioners for models of poroelasticity have attracted significant attention in recent years. The equations of poroelasticity offer significant challenges in both areas, due to the potentially strong coupling between unknowns in the system, saddle-point structure, and the need to account for wide ranges of parameter values, including limiting behavior such as incompressible elasticity. This paper was motivated by an attempt to develop monolithic multigrid preconditioners for the discretization developed in [C. Rodrigo et al., Comput. Methods App. Mech. Engrg, 341 (2018), pp. 467--484]; we show here why this is a difficult task and, as a result, we modify the discretization in [Rodrigo et al.] through the use of a reduced-quadrature approximation, yielding a more “solver-friendly” discretization. Local Fourier analysis is used to optimize parameters in the resulting monolithic multigrid method, allowing a fair comparison between the performance and costs of methods based on Vanka and Braess--Sarazin relaxation. Further, numerical results are presented to validate the local Fourier analysis predictions and demonstrate efficiency of the algorithms. Finally, a comparison to existing block-factorization preconditioners is also given.

97 MATHEMATICS AND COMPUTING↗

Ka-Band Scanning ARM Cloud Radar (a1)

The Ka-Band Scanning ARM Cloud Radar (KASACR) records cloud properties. ARM's scanning cloud radars are dual-frequency, dual-polarization Doppler radars mounted on a common scanning pedestal. Each pedestal includes a Ka-band radar (2kW peak power) and the deployment location determines whether the second radar is a W-band (1.7 kW peak power) or an X-band (20 kW peak power). Beamwidths for Ka-bands paired with W-bands are roughly matched at 0.3 degrees. The X-band beamwidth is approximately 1 degree. Due to the narrow antenna beamwidth, ARM’s scanning cloud radars use scanning strategies unlike typical weather radars. Rather than focusing on plan position indicator, or PPI, scans, the KASACR uses range height indicator, or RHI, scans at numerous azimuths to obtain cloud volume data. Measurements collected with the KASACR are copolar and cross-polar radar reflectivity, Doppler velocity, spectra width and spectra when not scanning, and linear depolarization ratio. KASACR data from the 2018–2019 Cloud, Aerosol, and Complex Terrain Interactions (CACTI) field campaign in Argentina are now available as b1-level products. Building on the original CACTI operational data, the b1-level products feature improved data quality resulting from extensive analyses and corrections. The data are cross-calibrated to a common point, datastreams are corrected for operational issues that occurred during the campaign, and several data quality masks and basic derived products are incorporated. For more information, read the CACTI radar b1-level processing report.

54 ENVIRONMENTAL SCIENCES↗

Ka-Band Scanning ARM Cloud Radar (a1)

The Ka-Band Scanning ARM Cloud Radar (KASACR) records cloud properties. ARM's scanning cloud radars are dual-frequency, dual-polarization Doppler radars mounted on a common scanning pedestal. Each pedestal includes a Ka-band radar (2kW peak power) and the deployment location determines whether the second radar is a W-band (1.7 kW peak power) or an X-band (20 kW peak power). Beamwidths for Ka-bands paired with W-bands are roughly matched at 0.3 degrees. The X-band beamwidth is approximately 1 degree. Due to the narrow antenna beamwidth, ARM’s scanning cloud radars use scanning strategies unlike typical weather radars. Rather than focusing on plan position indicator, or PPI, scans, the KASACR uses range height indicator, or RHI, scans at numerous azimuths to obtain cloud volume data. Measurements collected with the KASACR are copolar and cross-polar radar reflectivity, Doppler velocity, spectra width and spectra when not scanning, and linear depolarization ratio. KASACR data from the 2018–2019 Cloud, Aerosol, and Complex Terrain Interactions (CACTI) field campaign in Argentina are now available as b1-level products. Building on the original CACTI operational data, the b1-level products feature improved data quality resulting from extensive analyses and corrections. The data are cross-calibrated to a common point, datastreams are corrected for operational issues that occurred during the campaign, and several data quality masks and basic derived products are incorporated. For more information, read the CACTI radar b1-level processing report.

54 ENVIRONMENTAL SCIENCES↗

kasacrcfrspcxpol (a1)

The Ka-Band Scanning ARM Cloud Radar (KASACR) records cloud properties. ARM's scanning cloud radars are dual-frequency, dual-polarization Doppler radars mounted on a common scanning pedestal. Each pedestal includes a Ka-band radar (2kW peak power) and the deployment location determines whether the second radar is a W-band (1.7 kW peak power) or an X-band (20 kW peak power). Beamwidths for Ka-bands paired with W-bands are roughly matched at 0.3 degrees. The X-band beamwidth is approximately 1 degree. Due to the narrow antenna beamwidth, ARM’s scanning cloud radars use scanning strategies unlike typical weather radars. Rather than focusing on plan position indicator, or PPI, scans, the KASACR uses range height indicator, or RHI, scans at numerous azimuths to obtain cloud volume data. Measurements collected with the KASACR are copolar and cross-polar radar reflectivity, Doppler velocity, spectra width and spectra when not scanning, and linear depolarization ratio. KASACR data from the 2018–2019 Cloud, Aerosol, and Complex Terrain Interactions (CACTI) field campaign in Argentina are now available as b1-level products. Building on the original CACTI operational data, the b1-level products feature improved data quality resulting from extensive analyses and corrections. The data are cross-calibrated to a common point, datastreams are corrected for operational issues that occurred during the campaign, and several data quality masks and basic derived products are incorporated. For more information, read the CACTI radar b1-level processing report.

54 ENVIRONMENTAL SCIENCES↗

kasacrcfrspccross (a1)

The Ka-Band Scanning ARM Cloud Radar (KASACR) records cloud properties. ARM's scanning cloud radars are dual-frequency, dual-polarization Doppler radars mounted on a common scanning pedestal. Each pedestal includes a Ka-band radar (2kW peak power) and the deployment location determines whether the second radar is a W-band (1.7 kW peak power) or an X-band (20 kW peak power). Beamwidths for Ka-bands paired with W-bands are roughly matched at 0.3 degrees. The X-band beamwidth is approximately 1 degree. Due to the narrow antenna beamwidth, ARM’s scanning cloud radars use scanning strategies unlike typical weather radars. Rather than focusing on plan position indicator, or PPI, scans, the KASACR uses range height indicator, or RHI, scans at numerous azimuths to obtain cloud volume data. Measurements collected with the KASACR are copolar and cross-polar radar reflectivity, Doppler velocity, spectra width and spectra when not scanning, and linear depolarization ratio. KASACR data from the 2018–2019 Cloud, Aerosol, and Complex Terrain Interactions (CACTI) field campaign in Argentina are now available as b1-level products. Building on the original CACTI operational data, the b1-level products feature improved data quality resulting from extensive analyses and corrections. The data are cross-calibrated to a common point, datastreams are corrected for operational issues that occurred during the campaign, and several data quality masks and basic derived products are incorporated. For more information, read the CACTI radar b1-level processing report.

54 ENVIRONMENTAL SCIENCES↗

kasacrcfrspccopol (a1)

The Ka-Band Scanning ARM Cloud Radar (KASACR) records cloud properties. ARM's scanning cloud radars are dual-frequency, dual-polarization Doppler radars mounted on a common scanning pedestal. Each pedestal includes a Ka-band radar (2kW peak power) and the deployment location determines whether the second radar is a W-band (1.7 kW peak power) or an X-band (20 kW peak power). Beamwidths for Ka-bands paired with W-bands are roughly matched at 0.3 degrees. The X-band beamwidth is approximately 1 degree. Due to the narrow antenna beamwidth, ARM’s scanning cloud radars use scanning strategies unlike typical weather radars. Rather than focusing on plan position indicator, or PPI, scans, the KASACR uses range height indicator, or RHI, scans at numerous azimuths to obtain cloud volume data. Measurements collected with the KASACR are copolar and cross-polar radar reflectivity, Doppler velocity, spectra width and spectra when not scanning, and linear depolarization ratio. KASACR data from the 2018–2019 Cloud, Aerosol, and Complex Terrain Interactions (CACTI) field campaign in Argentina are now available as b1-level products. Building on the original CACTI operational data, the b1-level products feature improved data quality resulting from extensive analyses and corrections. The data are cross-calibrated to a common point, datastreams are corrected for operational issues that occurred during the campaign, and several data quality masks and basic derived products are incorporated. For more information, read the CACTI radar b1-level processing report.

54 ENVIRONMENTAL SCIENCES↗