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At least 1,153 records · Page 64

A method for convex black-box integer global optimization

Here we study the problem of minimizing a convex function on a nonempty, finite subset of the integer lattice when the function cannot be evaluated at noninteger points. We propose a new underestimator that does not require access to (sub)gradients of the objective; such information is unavailable when the objective is a blackbox function. Rather, our underestimator uses secant linear functions that interpolate the objective function at previously evaluated points. These linear mappings are shown to underestimate the objective in disconnected portions of the domain. Therefore, the union of these conditional cuts provides a nonconvex underestimator of the objective. We propose an algorithm that alternates between updating the underestimator and evaluating the objective function. We prove that the algorithm converges to a global minimum of the objective function on the feasible set. We present two approaches for representing the underestimator and compare their computational effectiveness. We also compare implementations of our algorithm with existing methods for minimizing functions on a subset of the integer lattice. We discuss the difficulty of this problem class and provide insights into why a computational proof of optimality is challenging even for moderate problem sizes.

97 MATHEMATICS AND COMPUTING↗

Algorithmic Patterns for $$\mathcal {H}$$-Matrices on Many-Core Processors

In this work, we consider the reformulation of hierarchical ( \(\mathcal {H}\) ) matrix algorithms for many-core processors with a model implementation on graphics processing units (GPUs). \(\mathcal {H}\) matrices approximate specific dense matrices, e.g., from discretized integral equations or kernel ridge regression, leading to log-linear time complexity in dense matrix–vector products. The parallelization of \(\mathcal {H}\) matrix operations on many-core processors is difficult due to the complex nature of the underlying algorithms. While previous algorithmic advances for many-core hardware focused on accelerating existing \(\mathcal {H}\) matrix CPU implementations by many-core processors, we here aim at totally relying on that processor type. As main contribution, we introduce the necessary parallel algorithmic patterns allowing to map the full \(\mathcal {H}\) matrix construction and the fast matrix–vector product to many-core hardware. In this work, crucial ingredients are space filling curves, parallel tree traversal and batching of linear algebra operations. The resulting model GPU implementation hmglib is the, to the best of the authors knowledge, first entirely GPU-based Open Source \(\mathcal {H}\) matrix library of this kind. We investigate application examples as present in kernel ridge regression, Gaussian Process Regression and kernel-based interpolation. In this context, an in-depth performance analysis and a comparative performance study against a standard multi-core CPU \(\mathcal {H}\) matrix library highlights profound speedups of our many-core parallel approach.

97 MATHEMATICS AND COMPUTING↗

Free Fermions and the Classical Compact Groups

There is a close connection between the ground state of non-interacting fermions in a box with classical (absorbing, reflecting, and periodic) boundary conditions and the eigenvalue statistics of the classical compact groups. The associated determinantal point processes can be extended in two natural directions: (i) we consider the full family of admissible quantum boundary conditions (i.e., self-adjoint extensions) for the Laplacian on a bounded interval, and the corresponding projection correlation kernels; (ii) we construct the grand canonical extensions at finite temperature of the projection kernels, interpolating from Poisson to random matrix eigenvalue statistics. The scaling limits in the bulk and at the edges are studied in a unified framework, and the question of universality is addressed. Whether the finite temperature determinantal processes correspond to the eigenvalue statistics of some matrix models is, a priori, not obvious. We complete the picture by constructing a finite temperature extension of the Haar measure on the classical compact groups. The eigenvalue statistics of the resulting grand canonical matrix models (of random size) corresponds exactly to the grand canonical measure of free fermions with classical boundary conditions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

State of practice and emerging application of analytical techniques of nuclear forensic analysis: highlights from the 4th Collaborative Materials Exercise of the Nuclear Forensics International Technical Working Group (ITWG)

Founded in 1996 upon the initiative of the “Group of 8” governments (G8), the Nuclear Forensics International Technical Working Group (ITWG) is an ad hoc organization of official nuclear forensics practitioners (scientists, law enforcement, and regulators) that can be called upon to provide technical assistance to the global community in the event of a seizure of nuclear or radiological materials. The ITWG is supported by and is affiliated with roughly 40 countries and international partner organizations including the International Atomic Energy Agency (IAEA), EURATOM, INTERPOL, EUROPOL, and the United Nations Interregional Crime and Justice Research Institute (UNICRI). Besides providing a network of nuclear forensics laboratories that are able to assist law enforcement during a nuclear smuggling event, the ITWG is also committed to the advancement of the science of nuclear forensic analysis, largely through participation in periodic table top and Collaborative Materials Exercises (CMXs). Exercise scenarios use “real world” samples with realistic forensics investigation time constraints and reporting requirements. These exercises are designed to promote best practices in the field and test, evaluate, and improve new technical capabilities, methods and techniques in order to advance the science of nuclear forensics. The ITWG recently completed its fourth CMX in the 20 year history of the organization. This was also the largest materials exercise to date, with participating laboratories from 16 countries or organizations. Three samples of low enriched uranium were shipped to these laboratories as part of an illicit trafficking scenario, for which each laboratory was asked to conduct nuclear forensic analyses in support of a fictitious criminal investigation. An objective review of the State Of Practice and Art of international nuclear forensic analysis based upon the outcome of this most recent exercise is provided.

ITWG CMX-4↗

Evaluation of Impact of Potential Extreme Rainfall Events on Mining in Peru

The impact that climate change may play in the future sustainability of mining projects has become increasingly important for the mining industry and its stakeholders. The most significant areas of concern are mine infrastructure, supply chains, health and safety conditions, environmental management, community relations and exploration. This is particularly relevant to mining in a country as climatically vulnerable as Peru. This study focuses on the identification of mining regions and main commodities in Peru that are potentially vulnerable to future extreme rainfall events associated with climate change. From a mine design and planning perspective, this study is a first step to illustrate the importance of considering the impacts of different climatic scenarios on mining in Peru. Based on HadGEM2-ES global climate model projections, mining regions across Peru were clustered into “super-regions” with differing potentials of extreme rainfall events during the next three decades. Five indices for precipitation extremes were used, and their variations between 1971–2000 and 2015–2034 were computed. Current and future metallic mining projects expected to take place across Peru in the next 30 years were retrieved from a mining database and subsequently exported into a geographical information systems software to represent their location and interpolate the variation for each precipitation extreme index. The results of this study point out at a decreasing trend in rainfall extremes intensity and frequency in regions of southern Peru. For copper projects located in these regions, a decrease in rainfall events could also imply an eventual decrease in total precipitation and consequently a deficit in water availability during the next three decades. Mining regions in central Peru, with significant number of zinc projects, are likely to experience a marked increase in overall annual precipitation, average daily precipitation intensity, consecutive days of precipitation and number of heavy precipitation days. At a lesser extent than in central Peru, gold projects in northern Peru are also likely to experience an overall increase in precipitation extremes. The approach used for this research could be extended to other mining regions around the world with extreme weather events.

58 GEOSCIENCES↗

Solving MaxCut with quantum imaginary time evolution

We introduce a method to solve the MaxCut problem efficiently based on quantum imaginary time evolution (QITE). We employ a linear Ansatz for unitary updates and an initial state involving no entanglement, as well as an imaginary-time-dependent Hamiltonian interpolating between a given graph and a subgraph with two edges excised. We apply the method to thousands of randomly selected graphs with up to fifty vertices. We show that our algorithm exhibits a 93% and above performance converging to the maximum solution of the MaxCut problem for all considered graphs. Our results compare favorably with the performance of classical algorithms, such as the greedy and Goemans–Williamson algorithms. We also discuss the overlap of the final state of the QITE algorithm with the ground state as a performance metric, which is a quantum feature not shared by other classical algorithms.

97 MATHEMATICS AND COMPUTING↗

Fitting Matérn smoothness parameters using automatic differentiation

The Mat$\acute{e}$rn covariance function is ubiquitous in the application of Gaussian processes to spatial statistics and beyond. Perhaps the most important reason for this is that the smoothness parameter $\nu$ gives complete control over the mean-square differentiability of the process, which has significant implications for the behavior of estimated quantities such as interpolants and forecasts. Unfortunately, derivatives of the Mat$\acute{e}$rn covariance function with respect to $\nu$ require derivatives of the modified second-kind Bessel function $K$ $\nu$ with respect to $\nu$. While closed form expressions of these derivatives do exist, they are prohibitively difficult and expensive to compute. For this reason, many software packages require fixing $\nu$ as opposed to estimating it, and all existing software packages that attempt to offer the functionality of estimating $\nu$ use finite difference estimates for $\partial$ $\nu$ $K$ $\nu$ . In this work, we introduce a new implementation of $K$$\nu$ that has been designed to provide derivatives via automatic differentiation (AD), and whose resulting derivatives are significantly faster and more accurate than those computed using finite differences. Here, we provide comprehensive testing for both speed and accuracy and show that our AD solution can be used to build accurate Hessian matrices for second-order maximum likelihood estimation in settings where Hessians built with finite difference approximations completely fail.

97 MATHEMATICS AND COMPUTING↗

Simulation of Gas Production from Multilayered Hydrate-Bearing Media with Fully Coupled Flow, Thermal, Chemical and Geomechanical Processes Using TOUGH+Millstone. Part 2: Geomechanical Formulation and Numerical Coupling

The TOUGH+Millstone simulator has been developed for the analysis of coupled flow, thermal and geomechanical processes associated with the formation and/or dissociation of CH 4 hydrates in geological media. It is composed of two constituent codes: (a) a significantly enhanced version of the TOUGH+HYDRATE simulator, v2.0, that accounts for all known flow, physical, thermodynamic and chemical processes associated with the behavior of hydrate-bearing systems undergoing changes and includes the most recent advances in the description of the system properties, coupled seamlessly with (b) Millstone v1.0, a new code that addresses the conceptual, computational and mathematical shortcomings of earlier codes used to describe the geomechanical response of these systems. The capabilities of the TOUGH+Millstone code are demonstrated in the simulation and analysis of the system flow, thermal and geomechanical behavior during gas production from a realistic complex offshore hydrate deposit. In the second part of this series, we describe the Millstone geomechanical simulator. The hydrate-dependent, rate-based poromechanical formulation is presented and solved using a finite element discretization. A novel multimesh coupling scheme is introduced, wherein interpolators are automatically built to transfer data between the finite difference discretization of TOUGH+ and the finite element discretization of Millstone. We provide verification examples against analytic solutions for poroelasticity and a simplified demonstration problem for mechanically induced phase change in a hydrate sediment.

58 GEOSCIENCES↗

The Effect of the Ill-posed Problem on Quantitative Error Assessment in Digital Image Correlation

Here, this work explores the effect of the ill-posed problem on uncertainty quantification for motion estimation using digital image correlation (DIC) (Sutton et al. 2009). We develop a correction factor for standard uncertainty estimates based on the cosine of the angle between the true motion and the image gradients, in an integral sense over a subregion of the image. This correction factor accounts for variability in the DIC solution previously unaccounted for when considering only image noise, interpolation bias, contrast, and the software settings such as subset size and spacing.

97 MATHEMATICS AND COMPUTING↗

Size Effect Studies on Tensile Tests for Hot Stamping Steel

Tensile tests have been widely used to determine basic mechanical properties of materials. However, the properties measured may be related to geometrical factors of the tested samples especially for high-strength steels; this makes the properties’ definitions and comparisons difficult. In this study, a series of tensile tests of ultra-high-strength hot-stamped steel were performed; the geometric shapes and sizes as well as the cutting direction were modified. The results demonstrate that the hot-stamped parts were isotropic and the cutting direction had no effect; the measured strengths were practically unrelated to the specimen geometries, including both size and shape. The elongations were slightly related to sample sizes within the studied range but highly depended on the sample shape, represented by the coefficient K. Such phenomena were analyzed and discussed based on microstructural observations and fracture morphologies. Moreover, two widely used elongation conversion equations, the Oliver formula and Barba’s law, were introduced to verify their applicability, and a new interpolating function was developed and compared.

36 MATERIALS SCIENCE↗

Melt Pool and Heat Treatment Optimization for the Fabrication of High-Strength and High-Toughness Additively Manufactured 4340 Steel

Additively manufactured (AM) components offer superior design flexibility compared to their conventionally manufactured counterparts, and optimizing processing parameters is key to achieving high-quality depositions with desirable and predictable mechanical properties. This study was focused on 4340 steel fabricated using laser powder bed fusion (LPBF), and 42 laser power and scan speed combinations have been systematically investigated to determine an optimized melt pool geometry that would ensure fully-dense parts. The AM material was compared with a wrought 4340 equivalent and studied in two customized heat treated conditions, optimized for strength and toughness, respectively. The microstructures of the as-fabricated and heat treated AM and wrought materials were characterized to assess differences introduced by the layer-by-layer fabrication process and subsequent heat treatment. Tensile properties of both materials were also evaluated and demonstrate that the AM materials offer equal or superior properties compared to the wrought equivalents. Differences in fracture surface morphologies indicate the distinct failure mechanisms associated with the materials’ characteristic microstructures, and the role of inclusions in the failures was studied to elucidate these differences. Complementary to the experimental investigations, the dataset was leveraged to make recommendations for future design of experiments to optimize AM build parameters in other material systems. A statistical Monte Carlo analysis was used to predict the interpolation error produced using reduced datasets and to enable informed processing parameters selection. These findings are discussed to make recommendations for the use of AM materials for high-integrity structural applications.

36 MATERIALS SCIENCE↗

An architecture for consolidating multidimensional time-series data onto a common coordinate grid

Consolidating measurement data for use by data models or in inter-comparison studies frequently requires transforming the data onto a common grid. Standard methods for interpolating multidimensional data are often not appropriate for data with non-homogenous dimensionality, and are hard to implement in a consistent manner for different datastreams. These challenges are increased when dealing with the automated procedures necessary for use with continuous, operational datastreams. In this paper we introduce a method of applying a series of one-dimensional transformations to merge data onto a common grid, examine the challenges of ensuring consistent application of data consolidation methods, present a framework for addressing those challenges, and describe the implementation of such a framework for the Atmospheric Radiation Measurement (ARM) program.

coordinate transformation↗

MFA-DVR: direct volume rendering of MFA models

3D volume rendering is widely used to reveal insightful intrinsic patterns of volumetric datasets across many domains. However, the complex structures and varying scales of volumetric data can make efficiently generating high-quality volume rendering results a challenging task. Multivariate functional approximation (MFA) is a new data model that addresses some of the critical challenges: high-order evaluation of both value and derivative anywhere in the spatial domain, compact representation for large-scale volumetric data, and uniform representation of both structured and unstructured data. Here, in this paper, we present MFA-DVR, the first direct volume rendering pipeline utilizing the MFA model, for both structured and unstructured volumetric datasets. We demonstrate improved rendering quality using MFA-DVR on both synthetic and real datasets through a comparative study. We show that MFA-DVR not only generates more faithful volume rendering than using local filters but also performs faster on high-order interpolations on structured and unstructured datasets. MFA-DVR is implemented in the existing volume rendering pipeline of the Visualization Toolkit (VTK) to be accessible by the scientific visualization community.

97 MATHEMATICS AND COMPUTING↗

A two-grid penalty method for American options

In this paper we consider the pricing of American options, governed by a partial differential complementarity problem. The differential problem is first approximated by a semi-linear PDE using two distinct penalty approaches which are well known in computational finance. We then initiate the two-grid algorithm by solving the nonlinear problem on a coarse grid and further the linearized in the interpolated coarse-grid solution problem on a fine grid. By means of the maximum principle the algorithm is shown to be of fourth order convergence rate in space. Numerical experiments verify the presented two-grid approach where we draw some interesting conclusions.

97 MATHEMATICS AND COMPUTING↗

Hilfer–Katugampola fractional derivatives

We propose a new fractional derivative, the Hilfer–Katugampola fractional derivative. Motivated by the Hilfer derivative this formulation interpolates the well-known fractional derivatives of Hilfer, Hilfer–Hadamard, Riemann–Liouville, Hadamard, Caputo, Caputo–Hadamard, Liouville, Weyl, generalized and Caputo-type. As an application, we consider a nonlinear fractional differential equation with an initial condition using this new formulation. We show that this equation is equivalent to a Volterra integral equation and demonstrate the existence and uniqueness of solution to the nonlinear initial value problem.

97 MATHEMATICS AND COMPUTING↗

A hybrid discrete bubble-lattice Boltzmann–discrete element model for gas-charged sediments

In this paper, we present a hybrid discrete bubble-lattice Boltzmann–discrete element modelling framework for simulating gas-charged sediments, especially in the seabed. A discrete bubble model proposed in chemical engineering is adapted in the coupled discrete element/lattice Boltzmann method to model the migration of gas bubbles in saturated sediments involving interactions between gas bubbles and fluid/solid phases. Surface tension is introduced into the discrete bubble model in this work, so that it can handle the complex gas–fluid–solid interface. The lattice Boltzmann and discrete element methods are, respectively, employed to simulate fluid flows and mechanical behaviours of sediments. A velocity interpolation-based immerse boundary method is utilised to resolve the coupling between the fluid flow and the solid/gas phase. The proposed technique is preliminarily validated using simulations of bubble migration in fluids, which is followed by high-resolution investigations of the transport of a gas bubble in seabed sediments. Lastly, it is demonstrated that this hybrid method can reproduce, to a certain degree, the characters of bubbles moving in seabed sediment tests.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Split representation of adaptively compressed polarizability operator

The polarizability operator plays a central role in density functional perturbation theory and other perturbative treatment of first principle electronic structure theories. The cost of computing the polarizability operator generally scales as O(Ne4) where Ne is the number of electrons in the system. The recently developed adaptively compressed polarizability operator (ACP) formulation [L. Lin, Z. Xu and L. Ying, Multiscale Model. Simul. 2017] reduces such complexity to O(Ne 3 ) in the context of phonon calculations with a large basis set for the first time, and demonstrates its effectiveness for model problems. In this paper, we improve the performance of the ACP formulation by splitting the polarizability into a near singular component that is statically compressed, and a smooth component that is adaptively compressed. The new split representation maintains the O(Ne 3 ) complexity, and accelerates nearly all components of the ACP formulation, including Chebyshev interpolation of energy levels, iterative solution of Sternheimer equations, and convergence of the Dyson equations. For simulation of real materials, we discuss how to incorporate nonlocal pseudopotentials and finite temperature effects. In this work, we demonstrate the effectiveness of our method using one-dimensional model problem in insulating and metallic regimes, as well as its accuracy for real molecules and solids.

97 MATHEMATICS AND COMPUTING↗

Transforming a Simple Structure Model to Represent a Complex Dynamic System with Unknown Boundary Restraints

Imposing a boundary condition on a structure can significantly alter its dynamic properties. However, sometimes the specifics of the new boundary conditions are not known. When the effects of a boundary condition are uncertain or there is not enough information, engineers need to excite the complex structure to obtain these modified properties. In order to experimentally obtain the new properties, engineers need multiple experiments and many outputs for interpolation in order to sufficiently represent the entire structure. In this study, the researchers attached a stinger to a cantilever beam, acting as a new transverse restraint of unknown properties. This paper presents a conversion expression that predicts the dynamic behavior of any point in the system with the new boundary condition. This expression relies only on one impact hammer experiment with one output and the model of the stinger-free cantilever beam, referred to as the simple structure. Researchers estimated the Transfer Function (TRF) of the beam and compared it with an experimentally measured TRF to validate the method. The mean absolute error of the estimated TRF compared to the experimental TRF is 1.99 dB. This demonstrates the use of the proposed method for estimating unmeasured TRFs in a system with an uncertain boundary condition using a single input, single output (SISO) test and a model of the simple structure.

42 ENGINEERING↗