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At least 1,225 records · Page 68

Derivative-free stochastic optimization via adaptive sampling strategies

In this paper, we present a novel derivative-free framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning to quantum computing involve settings where only stochastic function values are obtained via a zeroth-order oracle, which has no available gradient information and necessitates the usage of derivative-free optimization methodologies. Our approach includes estimating gradients using stochastic function evaluations and integrating adaptive sampling techniques to control the accuracy in these stochastic approximations. Our framework encapsulates several gradient estimation techniques, including standard finite-difference, Gaussian smoothing, sphere smoothing, randomized coordinate finite-difference, and randomized subspace finite-difference methods. We provide theoretical convergence guarantees for our framework and analyze the worst-case iteration and sample complexities associated with each gradient estimation method. Finally, we demonstrate the empirical performance of the methods on logistic regression and nonlinear least squares problems.

Adaptive sampling↗

Comparing wind turbine aeroelastic response predictions for turbines with increasingly flexible blades

Highly flexible blades are becoming more prevalent designs as a potential solution to the transportation challenges associated with large-scale wind turbine rotors. However, there is currently no quantitative definition of “highly flexible” blades. To further develop turbines with highly flexible blades, a precise definition of the term and accurate simulations of turbines with such blades are required. Assumptions made in the traditional aerodynamic model, Blade Element Momentum (BEM) theory, are violated in turbines with flexible blades. However, Free Vortex Wake (FVW) methods can more accurately model these turbine designs. Though more computationally expensive than BEM, FVW methods are still computationally tractable for use in iterative turbine design. The purpose of this work was to determine the blade flexibility at which BEM and FVW methods begin to produce diverging aeroelastic response results. This was accomplished by simulating the BAR-DRC reference turbine with increasingly flexible blades in a range of steady, uniform inflow conditions using OpenFAST, the National Renewable Energy Laboratory’s physics-based turbine engineering tool. Blade-tip deflections confirmed that BEM and FVW results diverge as blade flexibility increases. For the 212 m rotor diameter turbine used in this study, the two methods largely agreed for smaller blade deflections. But their results differed by an average of 5% when the out-of-plane blade-tip deflections exceeded 5% of the blade length and in-plane blade-tip deflections exceeded 1.25% of the blade length, with percent differences approaching 25% at the largest deflections.

17 WIND ENERGY↗

The Transient Multi-Level method for Monte Carlo reactor statics calculations

The Transient Multi-Level (TML) method is applied to a time-dependent Monte Carlo transport solver to offload some of the computational burden of the expensive Monte Carlo solve to lower-order Coarse Mesh Finite Difference (CMFD) and Exact Point Kinetics Equations (EPKE) solvers via factorization of the neutron flux at the transport and CMFD levels using the Predictor Corrector Quasi-Static Method (PCQM). The Monte Carlo transient is solved by a modified fission source iteration scheme that introduces a single transient source bank. The method is implemented in the production-level Monte Carlo code, Shift, and verified with prescribed reactivity ramps from the two-dimensional version of the C5G7-TD reactor benchmark. The results show that, as compared to other quasi-static methods, the TML reduces the stochastic noise inherent to the transient Monte Carlo solver by factors of ~2 to 6 for various norm comparisons of the reactor power amplitude. Finally, the TML additionally reduces the number of Monte Carlo evaluations needed to simulate the transient, leading to roughly an order of magnitude improvement in CPU time relative to the standard PCQM for the problems tested.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

An incremental block-line-Gauss-Seidel method for the Navier-Stokes equations

A block-line-Gauss-Seidel (LGS) method is developed for solving the incompressible and compressible Navier-Stokes equations in two dimensions. The method requires only one block-tridiagonal solution process per iteration and is consequently faster per step than the linearized block-ADI methods. Results are presented for both incompressible and compressible separated flows: in all cases the proposed block-LGS method is more efficient than the block-ADI methods. Furthermore, for high Reynolds number weakly separated incompressible flow in a channel, which proved to be an impossible task for a block-ADI method, solutions have been obtained very efficiently by the new scheme.

Napolitano, M.↗

Efficient Kriging Algorithms

More efficient versions of an interpolation method, called kriging, have been introduced in order to reduce its traditionally high computational cost. Written in C++, these approaches were tested on both synthetic and real data. Kriging is a best unbiased linear estimator and suitable for interpolation of scattered data points. Kriging has long been used in the geostatistic and mining communities, but is now being researched for use in the image fusion of remotely sensed data. This allows a combination of data from various locations to be used to fill in any missing data from any single location. To arrive at the faster algorithms, sparse SYMMLQ iterative solver, covariance tapering, Fast Multipole Methods (FMM), and nearest neighbor searching techniques were used. These implementations were used when the coefficient matrix in the linear system is symmetric, but not necessarily positive-definite.

Memarsadeghi, Nargess↗

Latency considerations for stochastic optimizers in variational quantum algorithms

Variational quantum algorithms, which have risen to prominence in the noisy intermediate-scale quantum setting, require the implementation of a stochastic optimizer on classical hardware. To date, most research has employed algorithms based on the stochastic gradient iteration as the stochastic classical optimizer. In this work we propose instead using stochastic optimization algorithms that yield stochastic processes emulating the dynamics of classical deterministic algorithms. This approach results in methods with theoretically superior worst-case iteration complexities, at the expense of greater per-iteration sample (shot) complexities. We investigate this trade-off both theoretically and empirically and conclude that preferences for a choice of stochastic optimizer should explicitly depend on a function of both latency and shot execution times.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Application of Machine Learning Techniques in Calibration and Data Reduction of Multi-Hole Probes

This work presents procedures for implementing machine learning methods into existing algorithms for multi-hole probe calibration and data reduction. It demonstrates that using artificial neural networks (ANNs) can decrease the amount of calibration data needed to achieve a specific calibration uncertainty by over 50%, while also significantly reducing data reduction times. Instead of surface fitting methods, ANNs are employed. Initially, directional calibration coefficients related to flow angles are computed based on pressure measurements, and then these flow angles serve as input parameters for subsequent ANNs to iteratively define Mach number, static pressure, and total pressure. In an alternative approach, new calibration coefficients directly relate pressure measurements from the five-hole probe to the quantities of interest, thereby eliminating the need for iterative algorithms used in conventional surface fitting methods. This method offers several advantages: an average increase of less than 1%in calibration uncertainty for flow angles and a significant reduction in data reduction times to a few seconds on average. Additionally, the methodology is confirmed to avoid both over- and under-fitting.

Machine Learning↗

A family of new efficient arrays for matrix multiplication

The authors present a regular iterative algorithm for matrix multiplication and show that several well-known matrix multiplication arrays are directly obtained from it, differing only in the choice of iteration vector. They then present a regular iterative algorithm for matrix multiplication using the method of Winograd (1968) and show in detail how to derive one array from this algorithmic description. Other arrays in the same family can similarly be obtained for different choices of the iteration space. The new arrays compute the product of two matrices faster than available conventional arrays and use a smaller number of processor cells.

Jagadish, H. V.↗

Using parallel banded linear system solvers in generalized eigenvalue problems

Subspace iteration is a reliable and cost effective method for solving positive definite banded symmetric generalized eigenproblems, especially in the case of large scale problems. This paper discusses an algorithm that makes use of two parallel banded solvers in subspace iteration. A shift is introduced to decompose the banded linear systems into relatively independent subsystems and to accelerate the iterations. With this shift, an eigenproblem is mapped efficiently into the memories of a multiprocessor and a high speed-up is obtained for parallel implementations. An optimal shift is a shift that balances total computation and communication costs. Under certain conditions, we show how to estimate an optimal shift analytically using the decay rate for the inverse of a banded matrix, and how to improve this estimate. Computational results on iPSC/2 and iPSC/860 multiprocessors are presented.

Zhang, Hong↗

Using parallel banded linear system solvers in generalized eigenvalue problems

Subspace iteration is a reliable and cost effective method for solving positive definite banded symmetric generalized eigenproblems, especially in the case of large scale problems. This paper discusses an algorithm that makes use of two parallel banded solvers in subspace iteration. A shift is introduced to decompose the banded linear systems into relatively independent subsystems and to accelerate the iterations. With this shift, an eigenproblem is mapped efficiently into the memories of a multiprocessor and a high speedup is obtained for parallel implementations. An optimal shift is a shift that balances total computation and communication costs. Under certain conditions, we show how to estimate an optimal shift analytically using the decay rate for the inverse of a banded matrix, and how to improve this estimate. Computational results on iPSC/2 and iPSC/860 multiprocessors are presented.

DISTRIBUTED MEMORY MULTIPROCES↗

Convergence acceleration and shock fitting for transonic aerodynamics computations

Two problems in computational fluid dynamics are studied in the context of transonic small-disturbance theory - namely, (1) how to speed up the convergence for currently available iterative procedures, and (2) how a shock-fitting method may be adapted to existing relaxation procedures with minimal alterations in computer programming and storage requirements. The paper contributes to a clarification of error analyses for sequence transformations based on the power method (including also the nonlinear transforms of Aitken, Shanks, and Wilkinson), and to developing a cyclic iterative procedure applying the transformations. Examples testing the procedure for a model Dirichlet problem and for a transonic airfoil problem show that savings in computer time by a factor of three to five are generally possible, depending on accuracy requirements and the particular iterative procedure used.-

Hafez, M. M.↗

Noniterative implicit method for tracking particles in mixed Lagrangian-Eulerian formulations

The existing implicit methods for the current initial value problems (IVPs) concerning particle-laden flows are complicated and iterative in nature. This paper presents a noniterative implicit method which can be used with pressure-based as well as with density-based algorithms. The method is illustrated by analyzing a dilute dispersion of noninteracting solid particles in an isothermal flow in a passage bounded by one straight wall and one wavy wall, in which all particles are spherical and have a finite velociy relative to the continuum phase at the inflow boundary.

Shih, T. I.-P.↗

Reduced-dimension Bayesian optimization for model calibration of transient vapor compression cycles

Development and calibration of first-principles dynamic models of vapor compression cycles (VCCs) is of critical importance for applications that include control design and fault detection and diagnostics. Nevertheless, the inherent complexity of models that are represented by large systems of differential–algebraic equations leads to significant challenges for model calibration processes that utilize classical gradient-based methods. Bayesian optimization (BO) is a sample-efficient and gradient-free approach using a probabilistic surrogate model and optimal search over a feasible parameter space. Despite the benefits of BO in reducing computational costs, challenges remain in dealing with a high-dimensional calibration task resulting from a large set of parameters that have significant impacts on system behavior and need to be calibrated simultaneously. This paper presents a reduced-dimension BO framework for calibrating transient VCCs models where the calibration space is projected to a low-dimensional subspace for accelerating convergence of the solution algorithm and consequently reducing the number of transient simulations. The proposed approach was demonstrated via two case studies associated with different VCC applications where 10 parameters were calibrated in each case using laboratory measurements. The reduced-dimension BO framework only required 1 / 8 th of the iterations associated with a standard BO method that deals with high-dimensional calibration parameters for converged solutions and yielded comparable accuracy. Furthermore, both calibrated models revealed significant accuracy improvements compared to uncalibrated models.

Ma, Jiacheng↗

Two-Level Sketching Alternating Anderson Acceleration for Complex Physics Applications

We present a novel two-level sketching extension of the Alternating Anderson–Picard (AAP) method for accelerating fixed-point iterations in challenging single- and multiphysics simulations governed by discretized PDEs. Our approach combines a static, physics-based projection that reduces the least-squares (LS) problem to the most informative field (e.g., via Schur-complement insight) with a dynamic, algebraic sketching stage driven by a backward stability analysis under Lipschitz continuity. We introduce inexpensive estimators for stability thresholds and cache-aware randomized selection strategies to balance computational cost against memory access overhead. The resulting algorithm solves reduced LS systems in place, minimizes memory footprints, and seamlessly alternates between low-cost Picard updates and Anderson mixing. Implemented in Julia, our two-level sketching AAP achieves up to 50% time-to-solution reductions compared to standard Anderson acceleration—without degrading convergence rates—on benchmark problems including Stokes, 𝑝-Laplacian, bidomain, and Navier–Stokes formulations at varying problem sizes. These results demonstrate the method’s robustness, scalability, and potential for integration into high-performance scientific computing frameworks. Our implementation is available open source in the AAP.jl library.

Barnafi, Nicolas [University of Chile, Santiago]↗

Accurate and efficient description of interacting carriers in quantum nanostructures by selected configuration interaction and perturbation theory

In this paper, we present a method to accurately and efficiently calculate many-body states of interacting carriers in quantum nanostructures based on a combination of iterative selection of configurations and perturbation theory. This method enables investigations of large excitonic complexes and multielectron systems with near full configuration interaction accuracy, even though only a small subspace of the full many-body Hilbert space is sampled, thus saving orders of magnitudes in computational resources. Important advantages of this method are that the convergence is controlled by a single parameter, the threshold, and that ground and excited states can be treated on an equal footing. On the example of InAsP nanowire quantum dots described using a million-atom tight-binding approach, we demonstrate the extreme efficiency of the method by numerical studies of large excitonic complexes filling up to the fourth electronic shell. We find that the method generally converges fast as a function of the threshold, profiting from a significant acceleration due to the perturbative corrections. The role of the choice of single-particle basis states is discussed. It is found that the algorithm converges faster in the Hartree-Fock basis only for highly charged systems, where Coulomb repulsion dominates. Finally, based on the observation that second-order perturbative energy corrections only depend on off-diagonal elements of the many-body Hamiltonian, we present a way to accurately calculate many-body states that requires only a relatively small number of Coulomb matrix elements.

36 MATERIALS SCIENCE↗

Evaluation of the critical behavior near ferromagnetic to paramagnetic phase transition in CrTe 1-x Se x alloys: An experimental study

For this study, we used the conventional solid-state reaction method to prepare stoichiometric samples of CrTe 1-x Se x , where 0 ≤ x ≤ 0.10, and investigated the structural and critical behavior of the prepared samples. Room temperature powder X-ray diffraction, along with Rietveld refinement, revealed the emergence of the NiAs structure with P6 3 /mmc (194) space group with increasing Se substitution. The high-temperature linear fit to inverse of the dc-susceptibility versus temperature for the mother sample resulted in an effective moment of 3.65μ B Cr with Curie-Weiss temperature near 335K, which is slightly higher than the Tc of ~332K obtained from the inflection point of magnetization versus temperature. Magnetization isotherms were employed to investigate the critical behavior of ferromagnetic CrTe 1-x Se x with 0.0 ≤ x ≤ 0.10 near their Curie temperatures (Tc). The magnetic behavior near Tc was found to follow 3D mean-field critical exponents with a second-order phase transition in all samples investigated. We fine-tuned the critical exponents (β, γ, and δ) using a combination of an iteration technique, the Kouvel-Fisher method, and modified Arrott plots. All samples follow a mean field behavior, with Tc ranging from 298 to 340K. The acquired values exhibit self-consistency, as indicated by the results from the Widom scaling relation. Furthermore, the magnetization isotherms exhibit a universal scaling behavior, providing additional credence to the calculated critical exponents.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Data-driven acceleration of thermal radiation transfer calculations with the dynamic mode decomposition and a sequential singular value decomposition

In this work, we present a method for accelerating discrete ordinates radiative transfer calculations for radiative transfer. Our method works with nonlinear positivity fixes, in contrast to most acceleration schemes. The method is based on the dynamic mode decomposition (DMD) and using a sequence of rank-one updates to compute the singular value decomposition needed for DMD. Using a sequential method allows us to automatically determine the number of solution vectors to include in the DMD acceleration. We present results for slab geometry discrete ordinates calculations with the standard temperature linearization. Compared with positive source iteration, our results demonstrate that our acceleration method reduces the number of transport sweeps required to solve the problem by a factor of about 3 on a standard diffusive Marshak wave problem, a factor of several thousand on a cooling problem where the effective scattering ratio approaches unity, and a factor of 20 improvement in a realistic, multimaterial radiating shock problem.

97 MATHEMATICS AND COMPUTING↗