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At least 91 records · Page 5

Convergence of Spectral Discretizations of the Vlasov--Poisson System

Here we prove the convergence of a spectral discretization of the Vlasov-Poisson system. The velocity term of the Vlasov equation is discretized using either Hermite functions on the infinite domain or Legendre polynomials on a bounded domain. The spatial term of the Vlasov and Poisson equations is discretized using periodic Fourier expansions. Boundary conditions are treated in weak form through a penalty type term that can be applied also in the Hermite case. As a matter of fact, stability properties of the approximated scheme descend from this added term. The convergence analysis is carried out in detail for the 1D-1V case, but results can be generalized to multidimensional domains, obtained as Cartesian product, in both space and velocity. The error estimates show the spectral convergence under suitable regularity assumptions on the exact solution.

97 MATHEMATICS AND COMPUTING↗

Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints

Here, we propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a linear program with complementarity constraints in order to obtain an estimate of the active set. The algorithm enforces descent on the objective function to promote global convergence to B-stationary points. We provide a convergence analysis and preliminary numerical results on a range of test problems. We also study the effect of fixing the active constraints in a bound-constrained quadratic program that can be solved on each iteration in order to obtain fast convergence.

97 MATHEMATICS AND COMPUTING↗

Sign-OPT: A Query-Efficient Hard-label Adversarial Attack

We study the most practical problem setup for evaluating adversarial robustness of a machine learning system with limited access: the hard-label black-box attack setting for generating adversarial examples, where limited model queries are allowed and only the decision is provided to a queried data input. Several algorithms have been proposed for this problem but they typically require huge amount (>20,000) of queries for attacking one example. Among them, one of the state-of-the-art approaches (Cheng et al., 2019) showed that hard-label attack can be modeled as an optimization problem where the objective function can be evaluated by binary search with additional model queries, thereby a zeroth order optimization algorithm can be applied. In this paper, we adopt the same optimization formulation but propose to directly estimate the sign of gradient at any direction instead of the gradient itself, which enjoys the benefit of single query. Using this single query oracle for retrieving sign of directional derivative, we develop a novel query-efficient Sign-OPT approach for hard-label black-box attack. We provide a convergence analysis of the new algorithm and conduct experiments on several models on MNIST, CIFAR-10 and ImageNet. We find that Sign-OPT attack consistently requires 5X to 10X fewer queries when compared to the current state-of-the-art approaches, and usually converges to an adversarial example with smaller perturbation.

Cheng, Minhao↗

Hybrid parallel code acceleration methods in full-core reactor physics calculations

When dealing with nuclear reactor calculation schemes, the need for three dimensional (3D) transport-based reference solutions is essential for both validation and optimization purposes. Considering a benchmark problem, this work investigates the potential of discrete ordinates (Sn) transport methods applied to 3D pressurized water reactor (PWR) full-core calculations. First, the benchmark problem is described. It involves a pin-by-pin description of a 3D PWR first core, and uses a 8-group cross-section library prepared with the DRAGON cell code. Then, a convergence analysis is performed using the PENTRAN parallel Sn Cartesian code. It discusses the spatial refinement and the associated angular quadrature required to properly describe the problem physics. It also shows that initializing the Sn solution with the EDF SPN solver COCAGNE reduces the number of iterations required to converge by nearly a factor of 6. Using a best estimate model, PENTRAN results are then compared to multigroup Monte Carlo results obtained with the MCNP5 code. Good consistency is observed between the two methods (Sn and Monte Carlo), with discrepancies that are less than 25 pcm for the k{sub eff}, and less than 2.1% and 1.6% for the flux at the pin-cell level and for the pin-power distribution, respectively. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Generalized Jacobi–Galerkin method for nonlinear fractional differential algebraic equations

In this paper, we provide an approximate approach based on the Galerkin method to solve a class of nonlinear fractional differential algebraic equations. The fractional derivative operator in the Caputo sense is utilized and the generalized Jacobi functions are employed as trial functions. The existence and uniqueness theorem as well as the asymptotic behavior of the exact solution are provided. It is shown that some derivatives of the solutions typically have singularity at origin dependence on the order of the fractional derivative. The influence of the perturbed data on the exact solutions along with the convergence analysis of the proposed scheme is also established. Some illustrative examples provided to demonstrate that this novel scheme is computationally efficient and accurate.

97 MATHEMATICS AND COMPUTING↗

Optimal Client Sampling in Federated Learning with Client-level Heterogeneous Differential Privacy

Federated Learning with client-level differential privacy (DP) provides a promising framework for collaboratively training models while rigorously protecting clients’ privacy. However, classic approaches like DP-FedAvg struggle when clients have heterogeneous privacy requirements, as they must uniformly enforce the strictest privacy level across all clients, leading to excessive DP noise and significant degradation in model utility. Existing methods to improve the model utility in such heterogeneous privacy settings often assume a trusted server and are largely heuristic, resulting in suboptimal performance and lacking strong theoretical foundations. Here, in this work, we address these challenges under a practical attack model where both clients and the server are honest-but-curious. We propose GDPFed, which partitions clients into groups based on their privacy budgets and achieves client-level DP within each group to reduce the privacy budget waste and hence improve the model utility. Based on the privacy and convergence analysis of GDPFed, we find that the magnitude of DP noise depends on both model dimensionality and the per-group client sampling ratios. To further improve the performance of GDPFed, we introduce GDPFed+, which integrates model sparsification to eliminate unnecessary noise and optimizes per-group client sampling ratios to minimize convergence error. Extensive empirical evaluations on multiple benchmark datasets demonstrate the effectiveness of GDPFed+, showing substantial performance gains compared with state-of-the-art methods.

Xu, Jiahao [Univ. of Nevada, Reno, NV (United Stat↗

Two-Level Convergence Theory for Multigrid Reduction in Time (MGRIT)

Here we develop a two-grid convergence theory for the parallel-in-time scheme known as multigrid reduction in time (MGRIT), as it is implemented in the open-source package [XBraid: Parallel Multigrid in Time, http://llnl.gov/casc/xbraid]. MGRIT is a scalable and multilevel approach to parallel-in-time simulations that nonintrusively uses existing time-stepping schemes, and in a specific two-level setting it is equivalent to the widely known parareal algorithm. The goal of this paper is twofold. First, we present a two-level MGRIT convergence analysis for linear problems where the spatial discretization matrix can be diagonalized, and then apply this analysis to our two basic model problems, the heat equation and the advection equation. One important assumption is that the coarse and fine time-grid propagators can be diagaonalized by the same set of eigenvectors, which is often the case when the same spatial discretization operator is used on the coarse and fine time grids. In many cases, the MGRIT algorithm is guaranteed to converge, and we demonstrate numerically that the theoretically predicted convergence rates are sharp in practice for our model problems. Second, we explore how the convergence of MGRIT compares to the stability of the chosen time-stepping scheme. In particular, we demonstrate that a stable time-stepping scheme does not necessarily imply convergence of MGRIT, although MGRIT with FCF-relaxation always converges for the diffusion dominated problems considered here.

97 MATHEMATICS AND COMPUTING↗

Unsteady three-dimensional compressible potential aerodynamics of helicopter rotors - A boundary-element formulation

A new general boundary-element methodology for the analysis of helicopter rotors in potential compressible flows is presented. The methodology is based on the use of the velocity potential (instead of the more common acceleration potential). The derivation of the integral equation is outlined, along with the boundary-element algorithm used for the computational implementation. In addition, numerical results for a helicopter rotor in hover are studied in detail, with particular emphasis on the convergence analysis. The numerical resutls are in excellent agreement with existing results by Rao and Schatzle (1977).

Morino, Luigi↗

An analysis of the spatio-temporal resolution of the immersed boundary method with direct forcing

The immersed boundary method (IBM) with direct forcing is very popular in the simulation of rigid particulate flows. In the IBM, an interaction force is introduced at the interface between fluid and particle in order to approximate the no-slip boundary condition. The interaction force is calculated through dividing the velocity difference (or error) between fluid and particle at the interface by the time step. Here, a dynamic equation for the velocity difference is derived. Additionally, analyses on the dynamic equation provide a few new findings: (i) The interaction force is the solution of a least-squares error problem, with the direct implication that the Lagrangian marker distribution has no effect on the large scale flow structure once the distribution of Lagrangian markers become saturated along the interface (i.e., each marker remains properly correlated with all its neighbors); (ii) The Lagrangian volume-weight is a relaxation factor to control how fast the velocity error decays to the ideal value of zero; (iii) The optimal choice of the Lagrangian volume-weight is the largest value permissible by a stability condition. A comprehensive convergence analysis with regard to the spatial and temporal resolution is presented for the velocity error and also for the shear-stress and surface pressure. In three simple canonical problems, it is analytically and numerically shown that the IBM results converge to the theoretical solutions obtained with precise imposition of no-slip and no-penetration boundary conditions. It is observed that it is not necessary to match the Lagrangian marker volume-weight to that of the local Eulerian cell volume and in fact this matching leads to lower than optimal computational efficiency. However, it is found that extremely high Eulerian grid resolution and small time step have to be used to obtain high precision simulation results. Especially, the time step should be inversely proportional to the particle Reynolds number for low Reynolds number flows. For high frequency oscillation problems, the grid size needs to be reduced by a factor of the square root of the frequency, and the time step to be reduced by a factor of the frequency. The theoretical findings here can be used to alleviate the technical difficulties in simulating non-spherical particles by not requiring the Lagrangian marker distribution to match the Eulerian grids and also in the implementation of IBM on non-uniform Eulerian grids. The present work also provides simple practical guidance on the choice of temporal and spatial resolution so as to control the simulation error a priori.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Numerical analysis of confined turbulent flow

The considered investigation is concerned with the development of an efficient computational method for obtaining a physical understanding of an internal turbulent field. The employed approach makes use of a 'two equation' type model for the turbulence to obtain the numerical solution of a two-dimensional confined turbulent flow. The mean flow governing equations are considered along with the governing equation of the mean temperature and concentrations, and the boundary conditions. The numerical procedure for solving the turbulent flow is discussed, taking into account an approximation to the nonlinear terms, and the inner and outer coupling. Attention is given to a stability convergence analysis, the stability characteristics, and computational examples.

Lin, A.↗

An efficient approach for solving Klein–Gordon equation arising in quantum field theory using wavelets

A new approach for the solution of Klein–Gordon equation using Legendre wavelet-based approximation method is presented. The properties of Legendre wavelets are used to reduce the problem to the solution of system of algebraic equations. Usually 2{sup (k−1)}M{sup 2} connection coefficients are required to solve the Klein–Gordon equation by Legendre wavelets method as mentioned in the literature. But, our proposed method based on Legendre wavelets and algebraic polynomials require only 2{sup (k−1)}M connection coefficients instead of 2{sup (k−1)}M{sup 2} . Also the convergence analysis and error estimation for the proposed function approximation through the truncated series have been discussed and approved with the exact solution. Illustrative examples are discussed to demonstrate the validity and applicability of the technique with lesser computational effort.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Nonlinear optimal recovery in Hilbert spaces

Here, this paper investigates solution strategies for nonlinear problems in Hilbert spaces, such as nonlinear partial differential equations (PDEs) in Sobolev spaces, when only finite measurements are available. We formulate this as a nonlinear optimal recovery problem, establishing its well-posedness and proving its convergence to the true solution as the number of measurements increases. However, the resulting formulation might not have a finite-dimensional solution in general. We thus present a sufficient condition for the finite dimensionality of the solution, applicable to problems with well-defined point evaluation measurements. To address the broader setting, we introduce a relaxed nonlinear optimal recovery and provide a detailed convergence analysis. An illustrative example is given to demonstrate that our formulations and theoretical findings offer a comprehensive framework for solving nonlinear problems in infinite-dimensional spaces with limited data.

convergence↗

Sensitive parameter identification and uncertainty quantification for the stability of pipeline conveying fluid

In this study, several uncertainty quantification and sensitivity analysis methods are used to determine the most sensitive geometric and material input parameters of a cantilevered pipeline conveying fluid when uncertainty is introduced to the system at the onset of instability. The full nonlinear equations of motion are modeled using the extended Hamilton’s principle and then discretized using Galerkin’s method. A parametric study is first performed, and the Morris elementary effects are calculated to obtain a preliminary understanding of how the onset speed changes when each parameter is introduced to a ± 5% uncertainty. Then, four different input uncertainty distributions, mainly, uniform and Gaussian distribution, are chosen to investigate how input distributions affect uncertainty in the output. A convergence analysis is used to determine the number of samples needed to maintain simulation accuracy while saving the most computational time. Then, Monte Carlo simulations are run, and the output distributions for each input distribution at ± 1%, ± 3% and ± 5% input uncertainty range are found and discussed. Additionally, the Pearson correlation coefficients are evaluated for different uncertainty ranges. A final Monte Carlo study is performed in which single parameters are held constant while all others still have uncertainty. Overall, the flow speed at the onset of instability is the most sensitive to changes in the outer diameter of the pipe.

36 MATERIALS SCIENCE↗

Accelerated Sparse Recovery via Gradient Descent with Nonlinear Conjugate Gradient Momentum

This paper applies an idea of adaptive momentum for the nonlinear conjugate gradient to accelerate optimization problems in sparse recovery. Specifically, we consider two types of minimization problems: a (single) differentiable function and the sum of a non-smooth function and a differentiable function. In the first case, we adopt a fixed step size to avoid the traditional line search and establish the convergence analysis of the proposed algorithm for a quadratic problem. This acceleration is further incorporated with an operator splitting technique to deal with the non-smooth function in the second case. As a result, we use the convex ι 1 and the nonconvex ι 1 – ι 2 functionals as two case studies to demonstrate the efficiency of the proposed approaches over traditional methods.

97 MATHEMATICS AND COMPUTING↗

On the convergence of an IEQ-based first-order semi-discrete scheme for the Beris-Edwards system

We present a convergence analysis of an unconditionally energy-stable first-order semi-discrete numerical scheme designed for a hydrodynamic Q-tensor model, the so-called Beris-Edwards system, based on the Invariant Energy Quadratization Method (IEQ). The model consists of the Navier–Stokes equations for the fluid flow, coupled to the Q-tensor gradient flow describing the liquid crystal molecule alignment. By using the Invariant Energy Quadratization Method, we obtain a linearly implicit scheme, accelerating the computational speed. However, this introduces an auxiliary variable to replace the bulk potential energy and it is a priori unclear whether the reformulated system is equivalent to the Beris-Edward system. In this work, we prove stability properties of the scheme and show its convergence to a weak solution of the coupled liquid crystal system. We also demonstrate the equivalence of the reformulated and original systems in the weak sense.

Weber, Franziska↗

SUPG stabilization for the nonconforming virtual element method for advection–diffusion–reaction equations

We present here the design, convergence analysis and numerical investigations of the nonconforming virtual element method with Streamline Upwind/Petrov–Galerkin (VEM-SUPG) stabilization for the numerical resolution of convection–diffusion–reaction problems in the convective-dominated regime. According to the virtual discretization approach, the bilinear form is split as the sum of a consistency and a stability term. The consistency term is given by substituting the functions of the virtual space and their gradients with their polynomial projection in each term of the bilinear form (including the SUPG stabilization term). Polynomial projections can be computed exactly from the degrees of freedom. The stability term is also built from the degrees of freedom by ensuring the correct scalability properties with respect to the mesh size and the equation coefficients. The nonconforming formulation relaxes the continuity conditions at cell interfaces and a weaker regularity condition is considered involving polynomial moments of the solution jumps at cell interface. Optimal convergence properties of the method are proved in a suitable norm, which includes contribution from the advective stabilization terms. Experimental results confirm the theoretical convergence rates.

97 MATHEMATICS AND COMPUTING↗

Development of a Novel Accelerator for Neutron Transport Solution Using the Galerkin Spectral Element Methods (Final Report)

This report summarizes the results of a three-year research project sponsored by the U.S. Department of Energy (DOE) Nuclear Energy University Program (NEUP) to develop and implement advanced acceleration schemes for the DOE NEAMS neutronics code PROTEUSSN. The project team included the University of Massachusetts Lowell, The Ohio State University, University of Michigan, and Argonne National Laboratory. The PROTEUS code is a high-fidelity capable deterministic neutron transport code based on unstructured finite element meshes, which solves the steady-state and transient neutron transport problem using the 2nd-order discrete ordinate method (SN2ND), the method of characteristics (MOC), and the advanced nodal transport method (NODAL). The DSA scheme has been implemented in PROTEUS to speed up SN transport calculations. The existing DSA scheme employs a consistent finite element formulation on the same fine mesh structure as the SN solution While the use of consistent discretizations makes the DSA method effective, it does not necessarily make it efficient because the numerical solution of a discretized elliptic diffusion problem itself can be costly, particularly when the problem size becomes large. We developed a new discontinuous Galerkin (DG) discretization of the diffusion equation, called DG-DSA, which can effectively and efficiently accelerate the SN transport iterations. As compared with the previous work, the novelty of our method is that the diffusion equation is solved on a coarse-mesh grid using the DG methods, and the DG diffusion discretization incorporates local hp adaptation, i.e., local adaptation of mesh size and/or polynomial degree, based on local total cross section (or optical thickness). Therefore, the resulting number of degrees of freedom (DOF) of the DG discretization is much less than the conventional consistent DSA discretizations, and thus DG-DSA can achieve significant improvement in computational efficiency. We implemented this scheme in PROTEUS-SN. In addition, we developed a new stabilization scheme named linear prolongation CMFD (lpCMFD). A novel feature of this scheme is that the conventional flat flux ratio–based scaling approach is replaced with a linear interpolation of the scalar flux differences at the coarse-mesh cell edges between the neutron transport and CMFD calculations. Fourier convergence analysis and numerical results show that lpCMFD is unconditionally stable and more effective than other CMFD based on acceleration schemes such as pCMFD, odCMFD. We also developed a new nonlinear diffusion acceleration scheme for solving neutron transport equations. This scheme, called LR-NDA, employs a local refinement approach on the framework of CMFD by solving a local boundary value problem of the scalar flux on the coarse-mesh structure to replace the piecewise constant scalar flux obtained by CMFD. The refined flux is then used to update the scalar flux in the neutron transport source iteration. It has been demonstrated that that LR-NDA is much more effective and stable than CMFD for a wide range of optical thicknesses. LR-NDA is a local adaptive method, which means LR-NDA does not necessarily require local refinement for all the coarse-mesh cells on the problem domain, i.e., it can be used only for relatively optically thick regions where the standard CMFD scheme would encounter the convergence problem.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗