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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 127 records · Page 7
All sourcesNASA NTRSDOE OSTI
DOE OSTI2013

Conditioning Analysis of Incomplete Cholesky Factorizations with Orthogonal Dropping

The analysis of preconditioners based on incomplete Cholesky factorization in which the neglected (dropped) components are orthogonal to the approximations being kept is presented. General estimate for the condition number of the preconditioned system is given which only depends on the accuracy of individual approximations. The estimate is further improved if, for instance, only the newly computed rows of the factor are modified during each approximation step. In this latter case it is further shown to be sharp. The analysis is illustrated with some existing factorizations in the context of discretized elliptic partial differential equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization

In this paper, we present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set consists of probability distributions with given bounds on their moments. Moments of arbitrary order, as well as nonpolynomial moments, can be included in the formulation. We show that this gives rise to a hierarchy of optimization problems with decreasing levels of risk-aversion, with classic robust optimization at one end of the spectrum and stochastic programming at the other. Although our primary motivation is to solve distributionally robust optimization problems with moment uncertainty, the cutting surface method for general semi-infinite convex programs is also of independent interest. The proposed method is applicable to problems with nondifferentiable semi-infinite constraints indexed by an infinite dimensional index set. Examples comparing the cutting surface algorithm to the central cutting plane algorithm of Kortanek and No demonstrate the potential of our algorithm even in the solution of traditional semi-infinite convex programming problems, whose constraints are differentiable, and are indexed by an index set of low dimension. After the rate of convergence analysis of the cutting surface algorithm, we extend the authors' moment matching scenario generation algorithm to a probabilistic algorithm that finds optimal probability distributions subject to moment constraints. The combination of this distribution optimization method and the central cutting surface algorithm yields a solution to a family of distributionally robust optimization problems that are considerably more general than the ones proposed to date.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

The NonConforming Virtual Element Method for the Stokes Equations

In this paper, we present the nonconforming virtual element method (VEM) for the numerical approximation of velocity and pressure in the steady Stokes problem. The pressure is approximated using discontinuous piecewise polynomials, while each component of the velocity is approximated using the nonconforming virtual element space. On each mesh element the local virtual space contains the space of polynomials of up to a given degree, plus suitable nonpolynomial functions. The virtual element functions are implicitly defined as the solution of local Poisson problems with polynomial Neumann boundary conditions. As typical in VEM approaches, the explicit evaluation of the non-polynomial functions is not required. This approach makes it possible to construct nonconforming (virtual) spaces for any polynomial degree regardless of the parity, for two- and three-dimensional problems, and for meshes with very general polygonal and polyhedral elements. We show that the nonconforming VEM is inf-sup stable and establish optimal a priori error estimates for the velocity and pressure approximations. Finally, numerical examples confirm the convergence analysis and the effectiveness of the method in providing high-order accurate approximations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2019

An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming

Here, we present an asynchronous bundle-trust-region algorithm within the context of Lagrangian dual decomposition for stochastic mixed-integer programs. The approach solves the Lagrangian master problem by using a bundle method with a trust-region constraint. This scheme enables asynchronous computations and can thus help mitigate severe load imbalance issues (associated with the solution of scenario subproblems) and improve parallel efficiency. We provide a convergence analysis and an implementation of the proposed scheme. We also present extensive numerical results on eighty instances of a large-scale stochastic unit commitment problem, and demonstrate that the proposed approach provides significant reductions in solution time and achieves strong scaling.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Stochastic Learning Approach for Binary Optimization: Application to Bayesian Optimal Design of Experiments

Here, we present a novel stochastic approach to binary optimization suited for optimal experimental design (OED) for Bayesian inverse problems governed by mathematical models such as partial differential equations. The OED utility function, namely, the regularized optimality criterion, is cast into a stochastic objective function in the form of an expectation over a multivariate Bernoulli distribution. The probabilistic objective is then solved by using a stochastic optimization routine to find an optimal observational policy. This formulation (a) is generally applicable to binary optimization problems with soft constraints and is ideal for OED and sensor placement problems; (b) does not require differentiability of the original objective function (e.g., a utility function in OED applications) with respect to the design variable, and thus it enables direct employment of sparsity-enforcing penalty functions such as $\ell_0$, without needing to utilize a continuation procedure or apply a rounding technique; (c) exhibits much lower computational cost than traditional gradient-based relaxation approaches; and (d) can be applied to both linear and nonlinear OED problems with proper choice of the utility function. The proposed approach is analyzed from an optimization perspective with detailed convergence analysis of the optimization approach and is also analyzed from a machine learning perspective with correspondence to policy gradient reinforcement learning. The approach is demonstrated numerically by using an idealized two-dimensional Bayesian linear inverse problem and validated by extensive numerical experiments carried out for sensor placement in a parameter identification setup.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A Pseudoreversible Normalizing Flow for Stochastic Dynamical Systems with Various Initial Distributions

Here, we present a pseudoreversible normalizing flow method for efficiently generating samples of the state of a stochastic differential equation (SDE) with various initial distributions. The primary objective is to construct an accurate and efficient sampler that can be used as a surrogate model for computationally expensive numerical integration of SDEs, such as those employed in particle simulation. After training, the normalizing flow model can directly generate samples of the SDE’s final state without simulating trajectories. The existing normalizing flow model for SDEs depends on the initial distribution, meaning the model needs to be retrained when the initial distribution changes. The main novelty of our normalizing flow model is that it can learn the conditional distribution of the state, i.e., the distribution of the final state conditional on any initial state, such that the model only needs to be trained once and the trained model can be used to handle various initial distributions. This feature can provide a significant computational saving in studies of how the final state varies with the initial distribution. Additionally, we propose to use a pseudoreversible network architecture to define the normalizing flow model, which has sufficient expressive power and training efficiency for a variety of SDEs in science and engineering, e.g., in particle physics. We provide a rigorous convergence analysis of the pseudoreversible normalizing flow model to the target probability density function in the Kullback–Leibler divergence metric. Numerical experiments are provided to demonstrate the effectiveness of the proposed normalizing flow model.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Generalization of mixed multiscale finite element methods with applications

Many science and engineering problems exhibit scale disparity and high contrast. The small scale features cannot be omitted in the physical models because they can affect the macroscopic behavior of the problems. However, resolving all the scales in these problems can be prohibitively expensive. As a consequence, some types of model reduction techniques are required to design efficient solution algorithms. For practical purpose, we are interested in mixed finite element problems as they produce solutions with certain conservative properties. Existing multiscale methods for such problems include the mixed multiscale finite element methods. We show that for complicated problems, the mixed multiscale finite element methods may not be able to produce reliable approximations. This motivates the need of enrichment for coarse spaces. Two enrichment approaches are proposed, one is based on generalized multiscale finte element metthods (GMsFEM), while the other is based on spectral element-based algebraic multigrid (rAMGe). The former one, which is called mixed GMsFEM, is developed for both Darcy’s flow and linear elasticity. Application of the algorithm in two-phase flow simulations are demonstrated. For linear elasticity, the algorithm is subtly modified due to the symmetry requirement of the stress tensor. The latter enrichment approach is based on rAMGe. The algorithm differs from GMsFEM in that both of the velocity and pressure spaces are coarsened. Due the multigrid nature of the algorithm, recursive application is available, which results in an efficient multilevel construction of the coarse spaces. Stability, convergence analysis, and exhaustive numerical experiments are carried out to validate the proposed enrichment approaches. iii

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Physics Verification Overview

The purpose of the verification project is to establish, through rigorous convergence analysis, that each ASC computational physics code correctly implements a set of physics models and algorithms (code verification); Evaluate and analyze the uncertainties of code outputs associated with the choice of temporal and spatial discretization (solution or calculation verification); and Develop and maintain the capability to expand and update these analyses on demand. This presentation describes project milestones.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

General Improvements to the MCNP Alpha-Eigenvalue Solver

In this document, a new algorithm for computing the α-eigenvalue is implemented and tested in MCNP. The algorithm follows the traditional k-α method in which neutrons are followed from birth until fission in batches. During this simulation, a number of tallies are performed which are derived from integrating the transport equation over all phase space. These new tallies along with the collapsed transport equation are used to compute a physically valid α with or without delayed neutrons. The performance and accuracy of the method is then tested, in which it is found that the new algorithm typically out- performs the current implementation while also representing a more complete physical picture. Through a convergence analysis, it was found that many simple test problems had unexpectedly large biases for reasonable quantities of neutrons per batch. This occurred with both the old and the new algorithm. However, the tally method had lower biases for all problems tested. Special implementation considerations are also discussed.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

A backward SDE method for uncertainty quantification in deep learning

Here, we develop a backward stochastic differential equation based probabilistic machine learning method, which formulates a class of stochastic neural networks as a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced with the gradient computed through a backward stochastic differential equation. Convergence analysis for stochastic gradient descent optimization and numerical experiments for applications of stochastic neural networks are carried out to validate our methodology in both theory and performance.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Frontal Slice Approaches for Tensor Linear Systems

Inspired by the row and column action methods for solving large-scale linear systems, in this work, we explore the use of frontal slices for solving tensor linear systems. In particular, this paper presents a novel approach for using frontal slices of a tensor $\mathcal{A}$ to solve tensor linear systems $\mathcal{A} ∗\mathcal{X} = \mathcal{B}$ where ∗ denotes the $t$-product. In addition, we consider variations of this method, including cyclic, block, and randomized approaches, each designed to optimize performance in different operational contexts. Our primary contribution lies in the development and convergence analysis of these methods. Experimental results on synthetically generated and real-world data, including applications such as image and video deblurring, demonstrate the efficacy of our proposed approaches and validate our theoretical findings.

Luo, Hengrui↗
DOE OSTI2023

SUHMO: an adaptive mesh refinement SUbglacial Hydrology MOdel v1.0

Abstract. Water flowing under ice sheets and glaciers can have a strong influence on ice dynamics, particularly through pressure changes, suggesting that a comprehensive ice sheet model should include the effect of basal hydrology. Modeling subglacial hydrology remains a challenge, however, mainly due to the range of spatial and temporal scales involved – from subglacial channels to vast subglacial lakes. Additionally, networks of subglacial drainage channels dynamically evolve over time. To address some of these challenges, we have developed an adaptive mesh refinement (AMR) model based on the Chombo software framework. We extend the model proposed by Sommers et al. (2018) with a small but significant change to accommodate the transition from unresolved to resolved flow features. We handle the strong nonlinearities present in the equations by resorting to an efficient nonlinear full approximation scheme multigrid (FAS-MG) algorithm. We outline the details of the algorithm and present convergence analysis results demonstrating its good performance. Additionally, we present results validating our approach, using test cases from the Subglacial Hydrology Model Intercomparison Project (SHMIP) (de Fleurian et al., 2018). We finish by presenting a more complex, 100 km-by-100 km synthetic test case with peaks and valleys that we use to investigate the effective pressure distribution as the number of AMR levels increases. These preliminary results suggest that a minimum spatial resolution is needed to properly capture channel features, but additional work is required to precisely quantify this and its impact on accurately modeling the coupled ice sheet–hydrology system. The efficiency of our approach, relying on localized refinement, is also demonstrated. Future work will include coupling the SUbglacial Hydrology MOdel (SUHMO) with the BISICLES AMR ice sheet model (Cornford et al., 2013), both built on the same numerical framework.

58 GEOSCIENCES↗
NASA NTRS1970

The potential calculation and some applications

Potential calculation from given source distribution, including direct and iterative methods, error analysis, convergence, computer programs and applications in plasma physics

Hockney, R. W.↗
NASA NTRS1982

Three-dimensional finite-element analysis of layered composite plates

Results are presented for an investigation of the three-dimensional, geometrically nonlinear, finite-element analysis of the bending of laminated anisotropic composite plates. The individual laminae are treated as homogeneous, transversely isotropic, and linearly elastic. A fully three-dimensional isoparametric finite element with eight modes (i.e., linear element) and 24 degrees of freedom (three displacement components per node) is used. The numerical results obtained using this linear analysis are compared with the exact solutions given in Pagano (1969, 1970). It is found that the results of the linear analysis converge to the exact solution as the mesh is refined.

Putcha, N. S.↗
NASA NTRS1988

Parameter estimation for boundary value problems by integral equations of the second kind

This paper is concerned with the parameter estimation for boundary integral equations of the second kind. The parameter estimation technique through use of the spline collocation method is proposed. Based on the compactness assumption imposed on the parameter space, the convergence analysis for the numerical method of parameter estimation is discussed. The results obtained here are applied to a boundary parameter estimation for 2-D elliptic systems.

Kojima, Fumio↗
NASA NTRS1989

Domain decomposition methods for systems of conservation laws: Spectral collocation approximations

Hyperbolic systems of conversation laws are considered which are discretized in space by spectral collocation methods and advanced in time by finite difference schemes. At any time-level a domain deposition method based on an iteration by subdomain procedure was introduced yielding at each step a sequence of independent subproblems (one for each subdomain) that can be solved simultaneously. The method is set for a general nonlinear problem in several space variables. The convergence analysis, however, is carried out only for a linear one-dimensional system with continuous solutions. A precise form of the error reduction factor at each iteration is derived. Although the method is applied here to the case of spectral collocation approximation only, the idea is fairly general and can be used in a different context as well. For instance, its application to space discretization by finite differences is straight forward.

Quarteroni, Alfio↗
NASA NTRS1988

Parameter estimation technique for boundary value problems by spline collocation method

A parameter-estimation technique for boundary-integral equations of the second kind is developed. The output least-squares identification technique using the spline collocation method is considered. The convergence analysis for the numerical method is discussed. The results are applied to boundary parameter estimations for two-dimensional Laplace and Helmholtz equations.

Kojima, Fumio↗
NASA NTRS1988

The Galerkin/least-squares method for advective-diffusive equations

Galerkin/least-squares finite-element methods are presented for advective-diffusive equations. Galerkin/least-squares represents a conceptual simplification of streamline-upwind Petrov-Galerkin methods, and is in fact applicable to a wide variety of other problem types. A convergence analysis and error estimates are presented. Some numerical results for compressible Navier-Stokes flows are presented.

Hughes, T. J. R.↗