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At least 1,225 records · Page 68

Randomized Algorithms for Scientific Computing (RASC)

Randomized algorithms have propelled advances in artificial intelligence (AI) and represent a foundational research area in advancing AI for Science. Future advancements in DOE Office of Science priority areas such as climate science, astrophysics, fusion, advanced materials, combustion, and quantum computing all require randomized algorithms for surmounting challenges of complexity, robustness, and scalability. Advances in data collection and numerical simulation have changed the dynamics of scientific research and motivate the need for randomized algorithms. For instance, advances in imaging technologies such as X-ray ptychography, electron microscopy, electron energy loss spectroscopy, or adaptive optics lattice light-sheet microscopy collect hyperspectral imaging and scattering data in terabytes, at breakneck speed enabled by state-of-the-art detectors. The data collection is exceptionally fast compared with its analysis. Likewise, advances in high-performance architectures have made exascale computing a reality and changed the economies of scientific computing in the process. Floating-point operations that create data are essentially free in comparison with data movement. Thus far, most approaches have focused on creating faster hardware. Ironically, this faster hardware has exacerbated the problem by making data still easier to create. Under such an onslaught, scientists often resort to heuristic deterministic sampling schemes (e.g., low-precision arithmetic, sampling every nth element) and sacrifice potentially valuable accuracy. Dramatically better results can be achieved via randomized algorithms, reducing the data size as much as or more than naive deterministic subsampling can achieve, while retaining the high accuracy of computing on the full data set. By randomized algorithms we mean those algorithms that employ some form of randomness in internal algorithmic decisions to accelerate time to solution, increase scalability, or improve reliability. Examples include matrix sketching for solving large-scale least-squares problems (see Figure 1) and stochastic gradient descent for training machine learning models. We are not recommending heuristic methods but rather randomized algorithms that have certificates of correctness and probabilistic guarantees of optimality and near-optimality. Such approaches can be useful beyond acceleration, for example, in understanding how to avoid measure zero worst-case scenarios that plague methods such as QR matrix factorization.

97 MATHEMATICS AND COMPUTING↗

ExaSGD: 2022 Kernel Thrust Activities

The Kernel Thrust milestone ADSE22-407 covers the development of device-capable optimization algorithms and solvers technologies required by the ExaSGD project’s software stack in order to solve security-constrained alternating current optimal power flow (SC-ACOPF) problems on emerging exascale architectures. To this extent, in FY22 the main objective of the Kernel Thrust was (i) provide sparse optimization solver that runs efficiently on hardware accelerator devices (i.e., NVIDIA and AMD GPUs) to perform intra-node computations, (ii) strengthen the reliability and increase the performance of the mixed-dense sparse (MDS) solver of HiOp for deployment on the FY22 target architectures, Summit and Crusher, and (iii) increase performance by improving the mathematical algorithm and refining the parallel MPI-based implementation of the coarse-grain parallel solver HiOp-PriDec for capabilities deployment on the FY22 target architectures, Summit and Crusher. This document presents the developments and contributions done by the Kernels Thrust Team in FY22 toward completion of the above-mentioned objectives. These contributions progressed along four main development (sub)thrusts: (1) Design and implementation of a sparse optimization solver for use on hardware accelerators; (2) Improvement of the mathematical algorithm and of the parallel implementation of HiOp-PriDec to ensure readiness and efficient coarse-grain parallelism for FY23 target exascale machine; and (3) Support Software and Application Development Thrusts of the exaSGD project in their deployment of the project’s software stack on AMD- and NVIDIA-based architectures. The development of the sparse optimization solver (thrust 1 above) was new in FY22 and resulted in a new sparse solver in HiOp (available as of version 0.6). The second development thrust was a continuation of the efforts from FY21 and improved the mathematical algorithm and the communication strategy of the HiOp-PriDec solver. The last developement thrust is a large collaborative effort. Namely, the project’s teams from multiple labs (LLNL, PNNL, ORNL, and NREL) performed large-scale demonstration of the ExaSGD software stack, namely the optimization solvers of HiOp interfaced with the modeling front-end ExaGO and the stochastic sampler PowerScenarios. These demonstration efforts solved large-scale instances of the SC-ACOPF challenge problem of medium network sizes (10, 000-bus system) and large number of contingencies on Summit (NVIDIA accelerators) and Crusher (AMD accelerators) systems at ORNL.

97 MATHEMATICS AND COMPUTING↗

The Forward Master Equation for the Joint Neutron-Photon Number Probability Distribution

The model is similar to the Binary Fission Model (BFM) in chapter three of the Stochastic Neutronics Primer Volume I, however, we add photons as a product of induced fission events (IFEs). We will find that tracking the population of an additional particle adds an additional layer of complexity because we are now looking for a joint probability distribution.

42 ENGINEERING↗

Randomized Federated Learning Methods for Nonsmooth, Nonconvex, and Hierarchical Optimization (Final Technical Report)

This final technical report summarizes the outcomes of a DOE-funded project on federated scientific machine learning (FL) under nonsmooth, nonconvex, and hierarchical optimization settings. The project develops new mathematical models, algorithms, and theoretical guarantees for decentralized stochastic, bilevel, and minimax optimization problems arising in DOE mission-relevant applications. A unified framework of randomized and zeroth-order federated optimization methods is introduced, providing provable convergence, communication efficiency, and sample-complexity guarantees. The report documents algorithmic design, theoretical analysis, and empirical validation of the proposed federated learning methods. The project also contributes to workforce development through graduate training and dissemination of results via publications and seminars.

97 MATHEMATICS AND COMPUTING↗

Mercury’s Chaotic Secular Evolution as a Subdiffusive Process

Abstract Mercury’s orbit can destabilize, generally resulting in a collision with either Venus or the Sun. Chaotic evolution can causeg 1 to decrease to the approximately constant value ofg 5 and create a resonance. Previous work has approximated the variation ing 1 as stochastic diffusion, which leads to a phenomological model that can reproduce the Mercury instability statistics of secular andN-body models on timescales longer than 10 Gyr. Here we show that the diffusive model significantly underpredicts the Mercury instability probability on timescales less than 5 Gyr, the remaining lifespan of the solar system. This is becauseg 1 exhibits larger variations on short timescales than the diffusive model would suggest. To better model the variations on short timescales, we build a new subdiffusive phenomological model forg 1 . Subdiffusion is similar to diffusion but exhibits larger displacements on short timescales and smaller displacements on long timescales. We choose model parameters based on the behavior of theg 1 trajectories in theN-body simulations, leading to a tuned model that can reproduce Mercury instability statistics from 1–40 Gyr. This work motivates fundamental questions in solar system dynamics: why does subdiffusion better approximate the variation ing 1 than standard diffusion? Why is there an upper bound ong 1 , but not a lower bound that would prevent it from reachingg 5 ?

Astronomy & Astrophysics↗

A Stochastic Approach to Reconstruct Gamma-Ray-burst Light Curves

Gamma-ray bursts (GRBs), as they are observed at high redshift ( z = 9.4), are vital to cosmological studies and investigating Population III stars. To tackle these studies, we need correlations among relevant GRB variables with the requirement of small uncertainties on their variables. Thus, we must have good coverage of GRB light curves (LCs). However, gaps in the LC hinder the precise determination of GRB properties and are often unavoidable. Therefore, extensive categorization of GRB LCs remains a hurdle. We address LC gaps using a stochastic reconstruction, wherein we fit two preexisting models (the Willingale model; W07; and a broken power law; BPL) to the observed LC, then use the distribution of flux residuals from the original data to generate data to fill in the temporal gaps. We also demonstrate a model-independent LC reconstruction via Gaussian processes. At 10% noise, the uncertainty of the end time of the plateau, its correspondent flux, and the temporal decay index after the plateau decreases by 33.3%, 35.03%, and 43.32% on average for the W07, and by 33.3%, 30.78%, 43.9% for the BPL, respectively. The uncertainty of the slope of the plateau decreases by 14.76% in the BPL. After using the Gaussian process technique, we see similar trends of a decrease in uncertainty for all model parameters for both the W07 and BPL models. These improvements are essential for the application of GRBs as standard candles in cosmology, for the investigation of theoretical models, and for inferring the redshift of GRBs with future machine-learning analyses.

79 ASTRONOMY AND ASTROPHYSICS↗

A suboptimal stochastic controller for an N-body spacecraft

Considerable attention, in the open literature, is being focused on the problem of developing a suitable set of deterministic dynamical equations for a complex spacecraft. This paper considers the problem of determining a stochastic optimal controller for an n-body spacecraft. The approach used in obtaining the stochastic controller involves the application, interpretation, and combination of advanced dynamical principles and the theoretical aspects of modern control theory. The stochastic controller obtained herein for a complicated model of a spacecraft uses sensor angular measurements associated with the base body to obtain smoothed estimates of the entire state vector. It can be easily implemented, and it enables system performance to be significantly improved.

Larson, V.↗

On the robustness of a Bayes estimate

This paper examines the robustness of a Bayes estimator with respect to the assigned prior distribution. A Bayesian analysis for a stochastic scale parameter of a Weibull failure model is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by the Monte Carlo method in which, although an inverted gamma is the assigned prior, realizations are generated using distribution functions of varying shape. For several distributional forms and even for some fixed values of the parameter, simulated mean squared errors of Bayes and minimum variance unbiased estimators are determined and compared. Results indicate that the Bayes estimator remains squared-error superior and appears to be largely robust to the form of the assigned prior distribution.

Canavos, G. C.↗

Temperature fluctuations and infrared emission from dust particles in a hot gas

In this paper, the effect of temperature fluctuations in very small dust particles caused by electronic collisions with an ambient hot gas, is calculated. The dust-temperature distribution differs strongly from that derived on the basis of equilibrium heating models, peaking at lower temperatures in the stochastically heated case. The resulting infrared spectrum is broadened at short wavelengths, giving much more emission than expected from equilibrium calculations, and at long wavelengths exhibits a lower color temperature. Dust-temperature fluctuations are thus expected to play an important role in determining the infrared spectrum of dusty, X-ray-emitting plasmas. A power-law distribution of grain radii extended to very small grain sizes will have a distinct infrared spectrum characterized by an infrared excess at the Wien side of the spectrum. This excess emission represents a high-temperature component in the spectrum, resulting from the stochastic heating of very small dust particles. Its magnitude depends on the grain-size distribution and the temperature and density of the ambient hot gas. This excess emission may be observed by IRAS in supernova remnants and rich clusters of galaxies.

Dwek, E.↗

On magnetic field stochasticity and nonthermal line broadening in solar flares

Observations of nonthermal line broadening seen in solar flares by the Solar Maximum Mission satellite are discussed in light of recent results on the generation of magnetic field stochasticity. It is shown that a consistent model for the data can be constructed by assuming that the observations signal the destruction of an ambient magnetohydrodynamic equilibrium.

Antonucci, E.↗

A few parts in 10 to the 8th geodetic baseline repeatablity in the Gulf of California using the Global Positioning System

GPS geodetic measurements of 350-650 km baselines across the Pacific-North America plate boundary in the Gulf of California are presented. The analysis employs a four-station U.S. fiducial network and combined carrier phase and pseudorange data. Water vapor radiometer data at the Gulf sites are used to calibrate the GPS signal for wet tropospheric path delays. Residual tropospheric delays are modeled as first-order exponentially correlated stochastic processes. The measurement precision for horizontal components is a few parts in 10 to the 8th or better.

Tralli, David M.↗

Spectral Density of Laser Beam Scintillation in Wind Turbulence: Theory - Part 1

The temporal spectral density of the log-amplitude scintillation of a laser beam wave due to a spatially dependent vector-valued crosswind (deterministic as well as random) is evaluated. The path weighting functions for normalized spectral moments are derived, and offer a potential new technique for estimating the wind velocity profile. The Tatarskii-Klyatskin stochastic propagation equation for the Markov turbulence model is used with the solution approximated by the Rytov method. The Taylor 'frozen-in' hypothesis is assumed for the dependence of the refractive index on the wind velocity, and the Kolmogorov spectral density is used for the refractive index field.

Balakrishnan, A. V.↗

Initialization and Restart in Stochastic Local Search: Computing a Most Probable Explanation in Bayesian Networks

For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs.

Mengshoel, Ole J.↗

A Discussion on Uncertainty Representation and Interpretation in Model-Based Prognostics Algorithms based on Kalman Filter Estimation Applied to Prognostics of Electronics Components

This article discusses several aspects of uncertainty representation and management for model-based prognostics methodologies based on our experience with Kalman Filters when applied to prognostics for electronics components. In particular, it explores the implications of modeling remaining useful life prediction as a stochastic process and how it relates to uncertainty representation, management, and the role of prognostics in decision-making. A distinction between the interpretations of estimated remaining useful life probability density function and the true remaining useful life probability density function is explained and a cautionary argument is provided against mixing interpretations for the two while considering prognostics in making critical decisions.

Celaya, Jose R.↗

Uncertainty Representation and Interpretation in Model-Based Prognostics Algorithms Based on Kalman Filter Estimation

This article discusses several aspects of uncertainty representation and management for model-based prognostics methodologies based on our experience with Kalman Filters when applied to prognostics for electronics components. In particular, it explores the implications of modeling remaining useful life prediction as a stochastic process, and how it relates to uncertainty representation, management and the role of prognostics in decision-making. A distinction between the interpretations of estimated remaining useful life probability density function is explained and a cautionary argument is provided against mixing interpretations for two while considering prognostics in making critical decisions.

Galvan, Jose Ramon↗

Preliminary Evaluation of the Simplified Higher Order Closure (SHOC) in the NASA Goddard Earth Observing System (GEOS)

Here we evaluate alternative planetary boundary layer (PBL) schemes in the NASA Goddard Earth Observing System (GEOS) model. The model currently calculates turbulent diffusivities with a local Richardson number-based scheme for stable layers, and a K-profile scheme with surface- and cloud-driven plumes based on Lock et al. (2000) for unstable layers. In this study, these are replaced with the TKE-based Simplified Higher Order Closure (SHOC). SHOC combines a 1.5-order turbulence closure with a double-Gaussian PDF serving as a subgrid condensation scheme. The new diffusivity calculations are paired with two new shallow mass flux schemes. First, the University of Washington shallow cumulus scheme of Park and Bretherton (2009), a buoyancy-sorting entraining-detraining bulk plume with overshooting entrainment and a TKE/CIN-based closure. Second, an Eddy Diffusivity Mass Flux (EDMF) scheme based on the multiple plume model of Suselj et al. (2013) with stochastic lateral entrainment. Global climatologies of low level temperature, humidity, and wind are evaluated against MERRA-2 and ERA-Interim reanalyses, and significant reductions in bias are seen with both mass flux schemes. The diurnal cycle over the continental United States is evaluated using MERRA-2 and an in situ network of surface Lidar profilers.

Arnold, Nathan↗

Particle transport in Markov stochastic mixtures with spatial gradients

Markov geometries are a prototype class of stochastic media that are widely used to model complex disordered systems. In a series of recent works, we have shown that spatially homogeneous (but possibly non-isotropic) Poisson tessellations can be conveniently used in order to generate three-dimensional realizations of Markov media and thus characterize the features of particle transport e.g. in fragmented fuel elements following severe nuclear accidents or Rayleigh-Taylor turbulent mixing for inertial confinement fusion. In this paper we show that Poisson tessellations can be extended to take into account the presence of spatial gradients, which commonly occur in real-world applications due to material stratification. For this purpose, we will provide an explicit construction of spatially-non-homogeneous Poisson tessellations, fully characterize their statistical properties, and finally illustrate the behaviour of particle transport in such random media. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Gradient-Based Optimization of the Common Research Model Wing Subject to CFD-Based Gust and Flutter Constraints

The linearized frequency-domain method was recently implemented in the stabilized finite element solver in NASA’s FUN3D code. Previous work by the authors used this method for enforcing flutter constraints during gradient-based optimizations. More recently, the solver was expanded to account for continuous (also known as stochastic) gust responses. This paper expands on recent Common Research Model wing optimization work, which demonstrated gradient-based optimization with flutter and stochastic gust constraints, among others. While that work utilized FUN3D for static aeroelastic solutions but relied on doublet lattice aerodynamics for gust and flutter responses, the present work replaces these unsteady aerodynamic analyses with those of FUN3D’s linearized frequency-domain solver. With analytic derivatives available, gradient-based optimization is performed through the use of the OpenMDAO/MPhys libraries with over 700 shape, structural, and aerodynamic design variables and over 10 nonlinear constraints. Comparisons of analysis results and optimized designs are made between doublet lattice and linearized frequency-domain solutions.

aeroelasticity↗