Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals
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Mathematics↗
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Results for “multilevel methods”
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Multigrid methods for flow transition in three-dimensional boundary layers with surface roughness
The efficient multilevel adaptive method has been successfully applied to perform direct numerical simulations (DNS) of flow transition in 3-D channels and 3-D boundary layers with 2-D and 3-D isolated and distributed roughness in a curvilinear coordinate system. A fourth-order finite difference technique on stretched and staggered grids, a fully-implicit time marching scheme, a semi-coarsening multigrid method associated with line distributive relaxation scheme, and an improved outflow boundary-condition treatment, which needs only a very short buffer domain to damp all order-one wave reflections, are developed. These approaches make the multigrid DNS code very accurate and efficient. This allows us not only to be able to do spatial DNS for the 3-D channel and flat plate at low computational costs, but also to do spatial DNS for transition in the 3-D boundary layer with 3-D single and multiple roughness elements, which would have extremely high computational costs with conventional methods. Numerical results show good agreement with the linear stability theory, the secondary instability theory, and a number of laboratory experiments. The contribution of isolated and distributed roughness to transition is analyzed.
Liu, Chaoqun↗
High-order accurate solutions of the point kinetics equations with the spectral deferred correction method
Solving initial value problems with higher-order methods can improve the accuracy of the simulation results or the efficiency of the calculation. In this paper, we apply the spectral deferred correction (SDC) method to solve the initial value problem of the point kinetics equations (PKE). SDC is a stable, robust, and efficient high-order time-integration method capable of an arbitrary order of accuracy. For our implementation we show that it is A-stable for orders up to 8 and the order of accuracy is verified for PKE problems with a range of different reactivities. A 5.-order SDC method was then implemented to solve the exact PKE (EPKE) in the Transient Multilevel (TML) method of MPACT. The error from solutions of the EPKE is shown to be negligible. (authors)
22 GENERAL STUDIES OF NUCLEAR REACTORS↗
Multigrid techniques for the solution of the passive scalar advection-diffusion equation
The solution of elliptic passive scalar advection-diffusion equations is required in the analysis of many turbulent flow and convective heat transfer problems. The accuracy of the solution may be affected by the presence of regions containing large gradients of the dependent variables. The multigrid concept of local grid refinement is a method for improving the accuracy of the calculations in these problems. In combination with the multilevel acceleration techniques, an accurate and efficient computational procedure is developed. In addition, a robust implementation of the QUICK finite-difference scheme is described. Calculations of a test problem are presented to quantitatively demonstrate the advantages of the multilevel-multigrid method.
Phillips, R. E.↗
Multilevel Monte Carlo Predictions of First Passage Times in Three-Dimensional Discrete Fracture Networks: A Graph-Based Approach
In this paper, we present a method combining multilevel Monte Carlo (MLMC) and a graph-based primary subnetwork identification algorithm to provide estimates of the mean and variance of the distribution of first passage times in fracture media at significantly lower computational cost than standard Monte Carlo (MC) methods. Simulations of solute transport are performed using a discrete fracture network (DFN), and instead of using various grid resolutions for levels in the MLMC, which is standard practice in MLMC, we identify a hierarchy of subnetworks in the DFN based on the shortest topological paths through the network using a graph-based method. While the mean of these ensembles is of critical importance, the variance is also essential in fractured media where uncertainty is an overarching theme, and understanding variability across an ensemble is a requirement for safety assessments. The method provides good estimates of the mean and variance at two orders of magnitude lower computational cost than MC.
54 ENVIRONMENTAL SCIENCES↗
Preconditioning Operators on Unstructured Grids
We consider systems of mesh equations that approximate elliptic boundary value problems on arbitrary (unstructured) quasi-uniform triangulations and propose a method for constructing optimal preconditioning operators. The method is based upon two approaches: (1) the fictitious space method, i.e., the reduction of the original problem to a problem in an auxiliary (fictitious) space, and (2) the multilevel decomposition method, i.e., the construction of preconditioners by decomposing functions on hierarchical meshes. The convergence rate of the corresponding iterative process with the preconditioner obtained is independent of the mesh step. The preconditioner has an optimal computational cost: the number of arithmetic operations required for its implementation is proportional to the number of unknowns in the problem. The construction of the preconditioning operators for three dimensional problems can be done in the same way.
Nepomnyaschikh, S. V.↗
System and method for optimizing fundamental frequency modulation for a cascaded multilevel inverter
A system and a method for optimizing fundamental frequency modulation in a cascaded multilevel inverter (CMI) are provided. The CMI includes at least a first H-bridge module and a second H-bridge module connected in series with the first H-bridge module. The first H-bridge module is operated according to a first duty cycle and the second H-bridge module is operated according to a second duty cycle. The first duty cycle is greater than the second duty cycle. The first and second H-bridge modules are controlled utilizing fundamental frequency modulation. A portion of the first duty cycle is transferred to the second duty cycle thereby optimizing fundamental frequency modulation by at least improving power sharing between the first and second H-bridge modules and improving equalization of DC capacitor currents and voltage ripples while maintaining the same fundamental modulation to the output voltage waveform.
42 ENGINEERING↗
International Conference on Numerical Methods in Fluid Dynamics, 11th, Williamsburg, VA, June 27-July 1, 1988, Proceedings
Recent advances in computational fluid dynamics (CFD) are discussed in reviews and reports. Topics addressed include CFD models in plasma dynamics, parallel computation for simulation studies, CFD for hypersonic airbreathing aircraft, multigrid methods for the steady incompressible Navier-Stokes equations, upwind differencing techniques, TV stable schemes for shock-interacting flows, Euler models of hypersonic vortex flows, parallel multilevel adaptive methods, and vortex methods for slightly viscous three-dimensional flows. Consideration is given to the accuracy of node-based solutions on irregular meshes, multigrid calculations for cascades, a finite-volume-element method for planar cavity flow, parallel heterogeneous mesh refinement for advection-diffusion equations, the convergence of the spectral-viscosity method for nonlinear conservation laws, and numerical simulations of Taylor vortices in a spherical gap.
Dwoyer, D. L.↗
Investigation of the CH{sub 3}Cl + CN{sup −} reaction in water: Multilevel quantum mechanics/molecular mechanics study
The CH{sub 3}Cl + CN{sup −} reaction in water was studied using a multilevel quantum mechanics/molecular mechanics (MM) method with the multilevels, electrostatic potential, density functional theory (DFT) and coupled-cluster single double triple (CCSD(T)), for the solute region. The detailed, back-side attack S{sub N}2 reaction mechanism was mapped along the reaction pathway. The potentials of mean force were calculated under both the DFT and CCSD(T) levels for the reaction region. The CCSD(T)/MM level of theory presents a free energy activation barrier height at 20.3 kcal/mol, which agrees very well with the experiment value at 21.6 kcal/mol. The results show that the aqueous solution has a dominant role in shaping the potential of mean force. The solvation effect and the polarization effect together increase the activation barrier height by ∼11.4 kcal/mol: the solvation effect plays a major role by providing about 75% of the contribution, while polarization effect only contributes 25% to the activation barrier height. Our calculated potential of mean force under the CCSD(T)/MM also has a good agreement with the one estimated using data from previous gas-phase studies.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
Cross-over component code construction for multi-level block modulation codes
This paper investigates the multilevel technique for combining block coding and modulation. Several specific methods for constructing multilevel block modulation codes with interdependency among component codes are presented. Given a multilevel block modulation code C with no interdependency among the binary component codes, the proposed methods give a multilevel block modulation code C-prime which has the same rate as C, a minimum squared Euclidean distance not less than that of C, a trellis diagram with the same number of states as that of C, and a smaller number of nearest neighbor codewords than that of C.
Kasami, Tadao↗
Multi-level bandwidth efficient block modulation codes
The multilevel technique is investigated for combining block coding and modulation. There are four parts. In the first part, a formulation is presented for signal sets on which modulation codes are to be constructed. Distance measures on a signal set are defined and their properties are developed. In the second part, a general formulation is presented for multilevel modulation codes in terms of component codes with appropriate Euclidean distances. The distance properties, Euclidean weight distribution and linear structure of multilevel modulation codes are investigated. In the third part, several specific methods for constructing multilevel block modulation codes with interdependency among component codes are proposed. Given a multilevel block modulation code C with no interdependency among the binary component codes, the proposed methods give a multilevel block modulation code C which has the same rate as C, a minimum squared Euclidean distance not less than that of code C, a trellis diagram with the same number of states as that of C and a smaller number of nearest neighbor codewords than that of C. In the last part, error performance of block modulation codes is analyzed for an AWGN channel based on soft-decision maximum likelihood decoding. Error probabilities of some specific codes are evaluated based on their Euclidean weight distributions and simulation results.
Lin, Shu↗
Multidisciplinary optimization applied to a transport aircraft
Decomposition of a large optimization problem into several smaller subproblems has been proposed as an approach to making large-scale optimization problems tractable. To date, the characteristics of this approach have been tested on problems of limited complexity. The objective of the effort is to demonstrate the application of this multilevel optimization method on a large-scale design study using analytical models comparable to those currently being used in the aircraft industry. The purpose of the design study which is underway to provide this demonstration is to generate a wing design for a transport aircraft which will perform a specified mission with minimum block fuel. A definition of the problem; a discussion of the multilevel composition which is used for an aircraft wing; descriptions of analysis and optimization procedures used at each level; and numerical results obtained to date are included. Computational times required to perform various steps in the process are also given. Finally, a summary of the current status and plans for continuation of this development effort are given.
Giles, G. L.↗
A two-level GPU-accelerated incomplete LU preconditioner for general sparse linear systems
This paper presents a parallel preconditioning approach based on incomplete LU (ILU) factorizations in the framework of Domain Decomposition (DD) for general sparse linear systems. We focus on distributed memory parallel architectures, specifically, those that are equipped with graphic processing units (GPUs). In addition to block-Jacobi, we present general purpose two-level ILU Schur complement-based approaches, where different strategies are presented to solve the coarse-level reduced system. These strategies are combined with modified ILU methods in the construction of the coarse-level operator, in order to effectively remove smooth errors by targeting an algebraically smooth vector. We leverage available GPU-based sparse matrix kernels to accelerate the setup and the solve phases of the proposed ILU preconditioner. We evaluate the efficiency of the proposed methods as a smoother for algebraic multigrid (AMG) and as a preconditioner for Krylov subspace methods on challenging anisotropic diffusion problems and a collection of general sparse matrices.
97 MATHEMATICS AND COMPUTING↗
Biomechanical Analysis of Multilevel Posterior Cervical Spinal Fusion Constructs
Study Design: Controlled Laboratory Study Objective: To compare multilevel posterior cervical fusion (PCF) constructs stopping at C7, T1, and T2 under cyclic load to determine the range of motion (ROM) between the lowest instrumented level and lowest instrumented-adjacent level (LIV-1). Summary of Background Data: PCF is a mainstay of treatment for various cervical spine conditions. The transition between the flexible cervical spine and rigid thoracic spine can lead to construct failure at the cervicothoracic junction. There is little evidence to determine the most appropriate level at which to stop a multilevel PCF. Methods: Fifteen human cadaveric cervicothoracic spines were randomly assigned to 1 of 3 treatment groups: PCF stopping at C7, T1, or T2. Specimens were tested in their native state, following a simulated PCF, and after cyclic loading. Specimens were loaded in flexion-extension), lateral bending, and axial rotation. Three-dimensional kinematics were recorded to evaluate ROM. Results: The C7 group had greater flexion-extension motion than the T1 and T2 groups following instrumentation (10.17±0.83 degree vs. 2.77±1.66 degree and 1.06±0.55 degree, P <0.001), and after cyclic loading (10.42±2.30 degree vs. 2.47±0.64 degree and 1.99±1.23 degree, P <0.001). There was no significant difference between the T1 and T2 groups. The C7 group had greater lateral bending ROM than both thoracic groups after instrumentation (8.81±3.44 degree vs. 3.51±2.52 degree, P =0.013 and 1.99±1.99 degree, P =0.003) and after cyclic loading. The C7 group had greater axial rotation motion than the thoracic groups (4.46±2.27 degree vs. 1.26±0.69 degree, P =0.010; and 0.73±0.74 degree, P =0.003) following cyclic loading. Conclusion: Motion at the cervicothoracic junction is significantly greater when a multilevel PCF stops at C7 rather than T1 or T2. This is likely attributable to the transition from a flexible cervical spine to a rigid thoracic spine. Although this does not account for in vivo fusion, surgeons should consider extending multilevel PCF constructs to T1 when feasible. Level of Evidence: Not applicable.
Neurosciences & Neurology↗
Estimating posterior quantity of interest expectations in a multilevel scalable framework
Scalable approaches for uncertainty quantification are necessary for characterizing prediction confidence in large-scale subsurface flow simulations with uncertain permeability. To this end we explore a multilevel Monte Carlo approach for estimating posterior moments of a particular quantity of interest, where we employ an element-agglomerated algebraic multigrid (AMG) technique to generate the hierarchy of coarse spaces with guaranteed approximation properties for both the generation of spatially correlated random fields and the forward simulation of Darcy's law to model subsurface flow. In both these components (sampling and forward solves), we exploit solvers that rely on state-of-the-art scalable AMG. To illustrate the applicability of this approach, numerical tests are performed on two 3D examples-a unit cube and an egg-shaped domain with an irregular boundary-where the scalability of each simulation as well as the scalability of the overall algorithm are demonstrated.
97 MATHEMATICS AND COMPUTING↗
Multilevel-in-width training for deep neural network regression
A common challenge in regression is that for many problems, the degrees of freedom required for a high-quality solution also allows for overfitting. Regularization is a class of strategies that seek to restrict the range of possible solutions so as to discourage overfitting while still enabling good solutions, and different regularization strategies impose different types of restrictions. In this paper, we present a multilevel regularization strategy that constructs and trains a hierarchy of neural networks, each of which has layers that are wider versions of the previous network's layers. Here, we draw intuition and techniques from the field of Algebraic Multigrid (AMG), traditionally used for solving linear and nonlinear systems of equations, and specifically adapt the Full Approximation Scheme (FAS) for nonlinear systems of equations to the problem of deep learning. Training through V-cycles then encourage the neural networks to build a hierarchical understanding of the problem. We refer to this approach as multilevel-in-width to distinguish from prior multilevel works which hierarchically alter the depth of neural networks. The resulting approach is a highly flexible framework that can be applied to a variety of layer types, which we demonstrate with both fully connected and convolutional layers. We experimentally show with PDE regression problems that our multilevel training approach is an effective regularizer, improving the generalize performance of the neural networks studied.
97 MATHEMATICS AND COMPUTING↗
Adaptive multilevel space-time-stepping scheme for transport in heterogeneous porous media (ADM-LTS)
Not Available
42 ENGINEERING↗
Hybrid multilevel Monte Carlo polynomial chaos method for global sensitivity analysis.
Abstract not provided.
Merritt, Michael↗