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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 OSTI2022

Ensemble approximate control variate estimators: Applications to multi-fidelity importance sampling.

The recent growth in multifidelity uncertainty quantification has given rise to a large set of variance reduction techniques that leverage information from model ensembles to provide variance reduction for estimates of the statistics of a high-fidelity model. In this paper we provide two contributions: (1) we utilize an ensemble estimator to account for uncertainties in the optimal weights of approximate control variate (ACV) approaches and derive lower bounds on the number of samples required to guarantee variance reduction; and (2) we extend an existing multifidelity importance sampling (MFIS) scheme to leverage control variates. Our approach directly addresses a limitation of many multifidelity sampling strategies that require the usage of pilot samples to estimate covariances. As such we make significant progress towards both increasing the practicality of approximate control variates—for instance, by accounting for the effect of pilot samples—and using multifidelity approaches more effectively for estimating low-probability events. The numerical results indicate our hybrid MFIS-ACV estimator achieves up to 50% improvement in variance reduction over the existing state-of-the-art MFIS estimator, which had already shown an outstanding convergence rate compared to the Monte Carlo method, on several problems of computational mechanics.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Online Adaptive Algorithm for Constraint Energy Minimizing Generalized Multiscale Discontinuous Galerkin Method

Here in this research, we propose an online basis enrichment strategy within the framework of a recently developed constraint energy minimizing generalized multiscale discontinuous Galerkin method. Combining the technique of oversampling, one makes use of the information of the current residuals to adaptively construct basis functions in the online stage to reduce the error of multiscale approximation. A complete analysis of the method is presented, which shows the proposed online enrichment leads to a fast convergence from multiscale approximation to the fine-scale solution. The error reduction can be made sufficiently large by suitably selecting oversampling regions and the number of oversampling layers. Further, the convergence rate of the enrichment algorithm depends on a factor of exponential decay regarding the number of oversampling layers and a user-defined parameter. Numerical results are provided to demonstrate the effectiveness and efficiency of the proposed online adaptive algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Learning Optimal Multigrid Smoothers via Neural Networks

Multigrid methods are one of the most efficient techniques for solving large sparse linear systems arising from partial differential equations (PDEs) and graph Laplacians from machine learning applications. One of the key components of multigrid is smoothing, which aims at reducing high-frequency errors on each grid level. However, finding optimal smoothing algorithms is problem-dependent and can impose challenges for many problems. In this paper, we propose an efficient adaptive framework for learning optimized smoothers from operator stencils in the form of convolutional neural networks (CNNs). Here, the CNNs are trained on small-scale problems from a given type of PDEs based on a supervised loss function derived from multigrid convergence theories and can be applied to large-scale problems of the same class of PDEs. Numerical results on anisotropic rotated Laplacian problems and variable coefficient diffusion problems demonstrate improved convergence rates and solution time compared with classical hand-crafted relaxation methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Learning Functions Varying along a Central Subspace

Many functions of interest are in a high-dimensional space but exhibit low-dimensional structures. This paper studies regression of an s-Hölder function in $R^D$ which varies along a central subspace of dimension $d$ while $d \ll D$. A direct approximation of $f$ in $R^D$ with an accuracy $\varepsilon$ requires the number of samples in the order of $\varepsilon^{-(2s+D)/s}$. In this paper, we analyze the generalized contour regression (GCR) algorithm for the estimation of the central subspace and use piecewise polynomials for function approximation. GCR is among the best estimators for the central subspace, but its sample complexity is an open question. In this paper, we partially answer this questions by proving that if a variance quantity is exactly known, GCR leads to a mean squared estimation error of $O(n^{-1})$ for the central subspace. The estimation error of this variance quantity is also given in this paper. The mean squared regression error of $f$ is proved to be in the order of $(n/\log n)^{-\frac{2s}{2s+d}}$, where the exponent depends on the dimension of the central subspace instead of the ambient space . This result demonstrates that GCR is effective in learning the low-dimensional central subspace. We also propose a modified GCR with improved efficiency. Here, the convergence rate is validated through several numerical experiments.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Parallel-in-Time Solution of Scalar Nonlinear Conservation Laws

Here, we consider the parallel-in-time solution of scalar nonlinear conservation laws in one spatial dimension. The equations are discretized in space with a conservative finite-volume method using weighted essentially nonoscillatory (WENO) reconstructions, and in time with high-order explicit Runge–Kutta methods. The solution of the global, discretized space-time problem is sought via a nonlinear iteration that uses a novel linearization strategy in cases of nondifferentiable equations. Under certain choices of discretization and algorithmic parameters, the nonlinear iteration coincides with Newton’s method, although, more generally, it is a preconditioned residual correction scheme. At each nonlinear iteration, the linearized problem takes the form of a certain discretization of a linear conservation law over the space-time domain in question. An approximate parallel-in-time solution of the linearized problem is computed with a single multigrid reduction-in-time (MGRIT) iteration; however, any other effective parallel-in-time method could be used in its place. The MGRIT iteration employs a novel coarse-grid operator that is a modified conservative semi-Lagrangian discretization and generalizes those we have developed previously for nonconservative scalar linear hyperbolic problems. Numerical tests are performed for the inviscid Burgers and Buckley–Leverett equations. For many test problems, the solver converges in just a handful of iterations with a convergence rate independent of mesh resolution, including problems with (interacting) shocks and rarefactions.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Parallel-in-Time Solution of Hyperbolic PDE Systems via Characteristic-Variable Block Preconditioning

We consider the parallel-in-time solution of both linear and nonlinear hyperbolic partial differential equation (PDE) systems in one spatial dimension. In the nonlinear setting, the discretized equations are solved with a preconditioned residual iteration based on a global linearization. The linear(ized) equation systems are approximately solved parallel-in-time using a block preconditioner applied in the characteristic variables of the underlying linear(ized) hyperbolic PDE. This change of variables is motivated by the observation that intervariable coupling between characteristic variables is weak, at least locally where spatio-temporal variations in the eigenvectors of the associated flux Jacobian are sufficiently small, while that between the original variables is not. For an ℓ-dimensional system of PDEs, applying the preconditioner consists of solving a sequence of ℓ scalar linear(ized)-advection-like problems, each associated with a different characteristic wave-speed in the underlying linear(ized) PDE. Furthermore, we approximately solve these linear advection problems using multigrid reduction-in-time (MGRIT); however, any other suitable parallel-in-time method could be used. Numerical examples are shown for the (linear) acoustics equations in heterogeneous media and for the (nonlinear) shallow water equations and Euler equations of gas dynamics with shocks and rarefactions. For many test problems, the solver converges in just a handful of iterations and with mesh-independent convergence rates.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Enhancing Gaussian Process Surrogates for Optimization and Posterior Approximation via Random Exploration

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical GP-UCB algorithm, but the additional random exploration step accelerates their convergence, nearly achieving the optimal convergence rate. Furthermore, to facilitate Bayesian inference with intractable likelihoods, we propose to utilize optimization iterates for maximum a posteriori estimation to build a Gaussian process surrogate model for the unnormalized log-posterior density. We provide bounds for the Hellinger distance between the true and the approximate posterior distributions in terms of the number of design points. We demonstrate the effectiveness of our Bayesian optimization algorithms in nonconvex benchmark objective functions, in a machine learning hyperparameter tuning problem, and in a black-box engineering design problem. The effectiveness of our posterior approximation approach is demonstrated in two Bayesian inference problems for parameters of dynamical systems.

Bayesian inference↗
DOE OSTI2026

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]↗
DOE OSTI2024

Finding MIDDLE Ground: Scalable and Secure Distributed Learning

Edge computing methods allow devices to efficiently train a high-performing, robust, and personalized model for predictive tasks. However, these methods succumb to privacy and scalability concerns such as adversarial data recovery and expensive model communication. Furthermore, edge computing methods unrealistically assume that all devices train an identical model. In practice, edge devices have varying computational and memory constraints which may not allow certain devices to have the space or speed to train a specific model. To overcome these issues, we propose MIDDLE: a model independent distributed learning algorithm which allows heterogeneous edge devices to assist each other’s training while communicating only non-sensitive information. MIDDLE unlocks the ability for edge devices, regardless of computational or memory constraints, to assist each other even with completely different model architectures. Furthermore, MIDDLE does not require model or gradient communication which greatly reduces communication size and time. We prove that MIDDLE attains the optimal convergence rate O(1/sqrt(TM)) of stochastic gradient descent for convex and non-convex smooth optimization (for total iterations T and batch size M). Finally, our experimental results demonstrate that MIDDLE (even in non-IID data settings) attains robust and high-performing models without model or gradient communication.

Bornstein, Marc I.↗
DOE OSTI2020

Improving Solution Accuracy and Convergence for Stochastic Physics Parameterizations with Colored Noise

Stochastic parameterizations are used in numerical weather prediction and climate modeling to help capture the uncertainty in the simulations and improve their statistical properties. Convergence issues can arise when time integration methods originally developed for deterministic differential equations are applied naively to stochastic problems. In previous studies, it has been demonstrated that a correction term, known in stochastic analysis as the Itô correction, can help improve solution accuracy for various deterministic numerical schemes and ensure convergence to the physically relevant solution without substantial computational overhead. The usual formulation of the Itô correction is valid only when the stochasticity is represented by white noise. In this study, a generalized formulation of the Itô correction is derived for noises of any color. The formulation is applied to a test problem described by an advection–diffusion equation forced with a spectrum of fast processes. We present numerical results for cases with both constant and spatially varying advection velocities to show that, for the same time step sizes, the introduction of the generalized Itô correction helps to substantially reduce time integration error and significantly improve the convergence rate of the numerical solutions when the forcing term in the governing equation is rough (fast varying); alternatively, for the same target accuracy, the generalized Itô correction allows for the use of significantly longer time steps and, hence, helps to reduce the computational cost of the numerical simulation.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2023

A Fast Temporal Decomposition Procedure for Long-Horizon Nonlinear Dynamic Programming

We propose a fast temporal decomposition procedure for solving long-horizon nonlinear dynamic programs. The core of the procedure is sequential quadratic programming (SQP) that utilizes a differentiable exact augmented Lagrangian as the merit function. Within each SQP iteration, we approximately solve the Newton system using an overlapping temporal decomposition strategy. We show that the approximate search direction is still a descent direction of the augmented Lagrangian provided the overlap size and penalty parameters are suitably chosen, which allows us to establish the global convergence. Moreover, we show that a unit step size is accepted locally for the approximate search direction and further establish a uniform, local linear convergence over stages. This local convergence rate matches the rate of the recent Schwarz scheme (Na et al. 2022). However, the Schwarz scheme has to solve nonlinear subproblems to optimality in each iteration, whereas we only perform a single Newton step instead. Numerical experiments validate our theories and demonstrate the superiority of our method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Wavefront shaping with a Hadamard basis for scattering soil imaging

Here, soil is a scattering medium that inhibits imaging of plant-microbial-mineral interactions that are essential to plant health and soil carbon sequestration. However, optical imaging in the complex medium of soil has been stymied by the seemingly intractable problems of scattering and contrast. Here, we develop a wavefront shaping method based on adaptive stochastic parallel gradient descent optimization with a Hadamard basis to focus light through soil mineral samples. Our approach allows a sparse representation of the wavefront with reduced dimensionality for the optimization. We further divide the used Hadamard basis set into subsets and optimize a certain subset at once. Simulation and experimental optimization results demonstrate our method has an approximately seven times higher convergence rate and overall better performance compared to that with optimizing all pixels at once. The proposed method can benefit other high-dimensional optimization problems in adaptive optics and wavefront shaping.

47 OTHER INSTRUMENTATION↗
DOE OSTI2022

PyAMG: Algebraic Multigrid Solvers in Python

PyAMG is a Python package of algebraic multigrid (AMG) solvers and supporting tools for approximating the solution to large, sparse linear systems of algebraic equations, Ax = b, where A is an n × n sparse matrix. Sparse linear systems arise in a range of problems in science, from fluid flows to solid mechanics to data analysis. While the direct solvers available in SciPy’s sparse linear algebra package (scipy.sparse.linalg) are highly efficient, in many cases iterative methods are preferred due to overall complexity. However, the iterative methods in SciPy, such as CG and GMRES, often require an efficient preconditioner in order to achieve a lower complexity. Preconditioning is a powerful tool whereby the conditioning of the linear system and convergence rate of the iterative method are both dramatically improved. PyAMG constructs multigrid solvers for use as a preconditioner in this setting. A summary of multigrid and algebraic multigrid solvers can be found in Olson (2015a), in Olson (2015b), and in Falgout (2006); a detailed description can be found in Briggs et al. (2000) and Trottenberg et al. (2001).

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Investigation of finite-volume methods to capture shocks and turbulence spectra in compressible flows

The aim of the present paper is to provide a comparison between several finite-volume methods of different numerical accuracy: the second-order Godunov method with PPM interpolation and the high-order finite-volume WENO method. In this work, the results show that while on a smooth problem the high-order method performs better than the second-order one, when the solution contains a shock all the methods collapse to first-order accuracy. In the context of the decay of compressible homogeneous isotropic turbulence with shocklets, the actual overall order of accuracy of the methods reduces to second-order, despite the use of fifth-order reconstruction schemes at cell interfaces. Most important, results in terms of turbulent spectra are similar regardless of the numerical methods employed, except that the PPM method fails to provide an accurate representation in the high-frequency range of the spectra. It is found that this specific issue comes from the slope-limiting procedure and a novel hybrid PPM/WENO method is developed that has the ability to capture the turbulent spectra with the accuracy of a high-order method, but at the cost of the second-order Godunov method. Overall, it is shown that virtually the same physical solution can be obtained much faster by refining a simulation with the second-order method and carefully chosen numerical procedures, rather than running a coarse high-order simulation. Our results demonstrate the importance of evaluating the accuracy of a numerical method in terms of its actual spectral dissipation and dispersion properties on mixed smooth/shock cases, rather than by the theoretical formal order of convergence rate.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

nPINNs: nonlocal Physics-Informed Neural Networks for a parametrized nonlocal universal Laplacian operator. Algorithms and Applications

Physics-informed neural networks (PINNs) are effective in solving inverse problems based on differential and integro-differential equations with sparse, noisy, unstructured, and multifidelity data. PINNs incorporate all available information, including governing equations (reflecting physical laws), initial-boundary conditions, and observations of quantities of interest, into a loss function to be minimized, thus recasting the original problem into an optimization problem. In this paper, we extend PINNs to parameter and function inference for integral equations such as nonlocal Poisson and nonlocal turbulence models, and we refer to them as nonlocal PINNs (nPINNs). The contribution of the paper is three-fold. First, we propose a unified nonlocal Laplace operator, which converges to the classical Laplacian as one of the operator parameters, the nonlocal interaction radius δ goes to zero, and to the fractional Laplacian as δ goes to infinity. This universal operator forms a super-set of classical Laplacian and fractional Laplacian operators and, thus, has the potential to fit a broad spectrum of data sets. We provide theoretical convergence rates with respect to δ and verify them via numerical experiments. Second, we use nPINNs to estimate the two parameters, δ and α, characterizing the kernel of the unified operator. The strong non-convexity of the loss function yielding multiple (good) local minima reveals the occurrence of the operator mimicking phenomenon, that is, different pairs of estimated parameters could produce multiple solutions of comparable accuracy. Third, we propose another nonlocal operator with spatially variable order α(γ), which is more suitable for modeling turbulent Couette flow. Our results show that nPINNs can jointly infer this function as well as δ. More importantly, these parameters exhibit a universal behavior with respect to the Reynolds number, a finding that contributes to our understanding of nonlocal interactions in wall-bounded turbulence.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2020

Improvements to the New CTH Code Verification & Validation Test Suite (FY2020)

The CTH multiphysics hydrocode, which is used for a wide range of important calculations, has undertaken in recent years to overhaul its software quality and testing processes. A key part of this effort entailed building a new, robust V&V test suite made up of traditional hydrocode verification problems, such as those listed in the ASC Tri-Lab Test Suite and the Enhanced Tri-Lab Test Suite, as well as validation problems for some of CTHs most frequently used equations of state, materials models, and other key capabilities. Substantial progress towards this goal was made in FY19. In FY20, this test suite has been expanded to include verification and validation tests of the Sesame and JWL equation of state models as well as the Mader verification problem from the Tri-Lab Test Suite and the Blake verification problem - a linear elastic analog to the Hunter problem from the Enhanced Tri-Lab Test Suite. This report documents CTH performance on the new test suite problems. Verification test results are compared to analytic solutions and, for most tests, convergence results are presented. Validation test results are compared to experimental data and mesh refinement studies are included. CTH performs well overall on the new test problems. Convergence rates for the Blake and Mader problems are comparable to those for similar ASC codes. The JWL and Sesame verification tests show good agreement with analytic solutions. Likewise, CTH simulation results show good agreement with experimental validation data for the Sesame and JWL equations of state for the materials tested. Future V&V work will focus on adding tests for other key capabilities like fracture and high explosive models.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

A virtual element generalization on polygonal meshes of the Scott-Vogelius finite element method for the 2-D Stokes problem

The virtual element method (VEM) is a Galerkin approximation method that extends the finite element method to polytopal meshes. In this paper, we present a conforming formulation that generalizes the Scott-Vogelius finite element method (FEM) for the numerical approximation of the Stokes problem to polygonal meshes in the framework of the virtual element method. In particular, we consider a straightforward application of the virtual element approximation space for scalar elliptic problems to the vector case and approximate the pressure variable through discontinuous polynomials. We assess the effectiveness of the numerical approximation by investigating the convergence on a manufactured solution problem and a set of representative polygonal meshes. We numerically show that this formulation is convergent with optimal convergence rates except for the lowest-order case on triangular and square meshes where the method coincides with the P 1 - P 0 Scott-Vogelius scheme, which is well-known to be unstable.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Combining DPG in space with DPG time-marching scheme for the transient advection-reaction equation

In this article, we present a general methodology to combine the Discontinuous PetrovGalerkin (DPG) method in space and time in the context of methods of lines for transient advection-reaction problems. We first introduce a semidiscretization in space with a DPG method redefining the ideas of optimal testing and practicality of the method in this context. Then, we apply the recently developed DPG-based time-marching scheme, which is of exponential-type, to the resulting system of Ordinary Differential Equations (ODEs). We also discuss how to efficiently compute the action of the exponential of the matrix coming from the space semidiscretization without assembling the full matrix. Finally, we verify the proposed method for 1D+time advection-reaction problems showing optimal convergence rates for smooth solutions and more stable results for linear conservation laws comparing to the classical exponential integrators.

97 MATHEMATICS AND COMPUTING↗