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Adaptive resource allocation for surrogate modeling of systems comprised of multiple disciplines with varying fidelity

We present an adaptive algorithm for constructing surrogate models for integrated systems composed of a set of coupled components. With this goal we introduce ‘coupling’ variables with a priori unknown distributions that allow approximations of each component to be built independently. Once built, the surrogates of the components are combined and used to predict system-level quantities of interest (QoI) at a fraction of the cost of interrogating the full system model. We use a greedy experimental design procedure, based upon a modification of Multi-Index Stochastic Collocation (MISC), to minimize the error of the combined surrogate. This is achieved by refining each component surrogate in accordance with its relative contribution to error in the approximation of the system-level QoI. Our adaptation of MISC is a multi-fidelity procedure that can leverage ensembles of models of varying cost and accuracy, for one or more components, to produce estimates of system-level QoI. Several numerical examples demonstrate the efficacy of the proposed approach on systems involving feed-forward and feedback coupling. For a fixed computational budget, the proposed algorithm is able to produce approximations that are orders of magnitude more accurate than approximations that treat the integrated system as a black-box.

97 MATHEMATICS AND COMPUTING↗

Computation of Sound Propagation by Boundary Element Method

This report documents the development of a Boundary Element Method (BEM) code for the computation of sound propagation in uniform mean flows. The basic formulation and implementation follow the standard BEM methodology; the convective wave equation and the boundary conditions on the surfaces of the bodies in the flow are formulated into an integral equation and the method of collocation is used to discretize this equation into a matrix equation to be solved numerically. New features discussed here include the formulation of the additional terms due to the effects of the mean flow and the treatment of the numerical singularities in the implementation by the method of collocation. The effects of mean flows introduce terms in the integral equation that contain the gradients of the unknown, which is undesirable if the gradients are treated as additional unknowns, greatly increasing the sizes of the matrix equation, or if numerical differentiation is used to approximate the gradients, introducing numerical error in the computation. It is shown that these terms can be reformulated in terms of the unknown itself, making the integral equation very similar to the case without mean flows and simple for numerical implementation. To avoid asymptotic analysis in the treatment of numerical singularities in the method of collocation, as is conventionally done, we perform the surface integrations in the integral equation by using sub-triangles so that the field point never coincide with the evaluation points on the surfaces. This simplifies the formulation and greatly facilitates the implementation. To validate the method and the code, three canonic problems are studied. They are respectively the sound scattering by a sphere, the sound reflection by a plate in uniform mean flows and the sound propagation over a hump of irregular shape in uniform flows. The first two have analytical solutions and the third is solved by the method of Computational Aeroacoustics (CAA), all of which are used to compare the BEM solutions. The comparisons show very good agreements and validate the accuracy of the BEM approach implemented here.

Guo, Yueping↗

Practical formulation of a positively conservative scheme

Approximate Riemann solvers have been highly successful for computing the Euler/Navier-Stokes equations, but linearized Riemann solvers are known to fail occasionally by predicting non-physical states with negative density or internal energy. Positively conservative schemes, in contrast, guarantee physical solutions from realistic input. The Harten-Lax-van Leer-Einfeldt (HLLE) scheme is a typical example of a positively conservative scheme. However, the HLLE scheme is highly dissipative at contact discontinuities and shear layers and thus it is not applicable to practicle simulations. An existing modification to the HLLE scheme, known as HLLEM, enhances the resolution to that of the Roe scheme. However, this modification violates the positivity of density and internal energy. Precise derivation of the modification yields a quatratic inequality and thus requires a case-by-case treatment. This Note describes a new, modified HLLE scheme that satisfies the positively conservative condition approximately. Sample computationa are included to demonstrate the resolution and the robustness of the scheme.

Obayashi, Shigeru↗

Solving the Dynamics-Aware Economic Dispatch Problem with the Koopman Operator

The dynamics-aware economic dispatch (DED) problem embeds low-level generator dynamics and operational constraints to enable near real-time scheduling of generation units in a power network. DED produces a more dynamic supervisory control policy than traditional economic dispatch (T-ED) that reduces overall generation costs. However, in contrast to T-ED, DED is a nonlinear, non-convex optimization problem that is computationally prohibitive to solve. We introduce a machine learning-based operator-theoretic approach for solving the DED problem efficiently. Specifically, we develop a novel discrete-time Koopman Operator (KO) formulation that embeds domain information into the structure of the KO to learn high-fidelity approximations of the generator dynamics. Using the KO approximation, the DED problem can be reformulated as a computationally tractable linear program (abbreviated DED-KO). We demonstrate the high solution quality and computational-time savings of the DED-KO model over the original DED formulation on a 9-bus test system.

King, Ethan↗

Accuracy of approximations to the Navier-Stokes equations

The systems of truncated differential equations that have been proposed to reduce the complexity and large computational costs of solutions to the full Navier-Stokes equations are considered. These systems are computationally efficient and capture all the physically relevant behavior. The systems follow a certain hierarchy: (1) the classical boundary-layer equations with specified edge properties (usually the streamwise pressure distribution); (2) the coupled boundary-layer/inviscid equations; (3) the so-called thin-layer equations that discard streamwise diffusion; and (4) the Navier-Stokes equations. Consideration is given to each of these approximations applied to an incompressible, laminar-separating flow at low and moderate Reynolds numbers. It is pointed out that for any flow or region of flow for which viscous-inviscid interaction effects are small, classical boundary-layer equations will provide a satisfactory description of the viscous flow at a fraction of the computational cost of any higher approximations.

Murphy, J. D.↗

High Order Approximations for Compressible Fluid Dynamics on Unstructured and Cartesian Meshes

The development of high-order accurate numerical discretization techniques for irregular domains and meshes is often cited as one of the remaining challenges facing the field of computational fluid dynamics. In structural mechanics, the advantages of high-order finite element approximation are widely recognized. This is especially true when high-order element approximation is combined with element refinement (h-p refinement). In computational fluid dynamics, high-order discretization methods are infrequently used in the computation of compressible fluid flow. The hyperbolic nature of the governing equations and the presence of solution discontinuities makes high-order accuracy difficult to achieve. Consequently, second-order accurate methods are still predominately used in industrial applications even though evidence suggests that high-order methods may offer a way to significantly improve the resolution and accuracy for these calculations. To address this important topic, a special course was jointly organized by the Applied Vehicle Technology Panel of NATO's Research and Technology Organization (RTO), the von Karman Institute for Fluid Dynamics, and the Numerical Aerospace Simulation Division at the NASA Ames Research Center. The NATO RTO sponsored course entitled "Higher Order Discretization Methods in Computational Fluid Dynamics" was held September 14-18, 1998 at the von Karman Institute for Fluid Dynamics in Belgium and September 21-25, 1998 at the NASA Ames Research Center in the United States. During this special course, lecturers from Europe and the United States gave a series of comprehensive lectures on advanced topics related to the high-order numerical discretization of partial differential equations with primary emphasis given to computational fluid dynamics (CFD). Additional consideration was given to topics in computational physics such as the high-order discretization of the Hamilton-Jacobi, Helmholtz, and elasticity equations. This volume consists of five articles prepared by the special course lecturers. These articles should be of particular relevance to those readers with an interest in numerical discretization techniques which generalize to very high-order accuracy. The articles of Professors Abgrall and Shu consider the mathematical formulation of high-order accurate finite volume schemes utilizing essentially non-oscillatory (ENO) and weighted essentially non-oscillatory (WENO) reconstruction together with upwind flux evaluation. These formulations are particularly effective in computing numerical solutions of conservation laws containing solution discontinuities. Careful attention is given by the authors to implementational issues and techniques for improving the overall efficiency of these methods. The article of Professor Cockburn discusses the discontinuous Galerkin finite element method. This method naturally extends to high-order accuracy and has an interpretation as a finite volume method. Cockburn addresses two important issues associated with the discontinuous Galerkin method: controlling spurious extrema near solution discontinuities via "limiting" and the extension to second order advective-diffusive equations (joint work with Shu). The articles of Dr. Henderson and Professor Schwab consider the mathematical formulation and implementation of the h-p finite element methods using hierarchical basis functions and adaptive mesh refinement. These methods are particularly useful in computing high-order accurate solutions containing perturbative layers and corner singularities. Additional flexibility is obtained using a mortar FEM technique whereby nonconforming elements are interfaced together. Numerous examples are given by Henderson applying the h-p FEM method to the simulation of turbulence and turbulence transition.

Barth, Timothy↗

Approximation Of Multi-Valued Inverse Functions Using Clustering And Sugeno Fuzzy Inference

Finding the inverse of a continuous function can be challenging and computationally expensive when the inverse function is multi-valued. Difficulties may be compounded when the function itself is difficult to evaluate. We show that we can use fuzzy-logic approximators such as Sugeno inference systems to compute the inverse on-line. To do so, a fuzzy clustering algorithm can be used in conjunction with a discriminating function to split the function data into branches for the different values of the forward function. These data sets are then fed into a recursive least-squares learning algorithm that finds the proper coefficients of the Sugeno approximators; each Sugeno approximator finds one value of the inverse function. Discussions about the accuracy of the approximation will be included.

Walden, Maria A.↗

Investigation of Turbulent Mixing Processes

With water as driving medium and delivered medium in a device similar to a simple jet apparatus, the pressure and velocity fields of the mixing zone were explored with a pitot bar; the ratio of delivered to driving volume ranged between the values 0, 1, 2, and 4. An attempt was also made to analyze the mixing flow mathematically by integration of the equation of motion, with the aid of conventional formulas for the turbulent shearing stress, but this succeeded only approximately for the very simplified case that a driving jet is introduced in an unlimited parallel flow, while the pressure over the whole mixing field is assumed to be constant. In spite of these dissimilar assumptions for the theory and the experiment, the form of the measured and the computed velocity profiles indicates a very high degree of approximation. The pressure rise, which was approximated by Flugel's formulas, disclosed good agreement with the measured values.

Viktorin, K.↗

Capabilities of multivariate Bayesian inference toward seismic hazard assessment

Multivariate Bayesian analysis can bring significant benefits to seismic hazard analysis: Its multivariate feature enables computing scalar and vector hazard without making any approximations; Correlations between intensity measures are implicitly modeled, permitting direct simulation of ground motion selection tools such as the conditional mean spectrum and the generalized conditioning intensity measure; and Its updating feature enables a seamless integration of new ground motion data into the hazard results. Here, we first develop a multivariate Bayesian ground motion model through the NGA-West2 database. The model functional form considers fault-type, magnitude, and distance dependencies, and also the linear and the rock intensity dependent site response. We use a hybrid Markov Chain Monte Carlo sampling to perform Bayesian inference consisting of Gibbs step and a multilevel Metropolis-Hastings step. We then perform several checks on the model and note that its performance is satisfactory. Finally, we illustrate the merits of this multivariate Bayesian analysis, which include: ground motion model updating with ground motion data recorded in the last four years not part of the NGA-West2 database; computation of scalar and vector seismic hazard using the un-updated and updated ground motion models for Los Angeles, CA; and simulation of the conditional mean spectrum under scalar and vector IM conditioning while accounting for different sources of aleatoric and epistemic uncertainties.

58 GEOSCIENCES↗

Wormholes and black hole microstates in AdS/CFT

It has long been known that the coarse-grained approximation to the black hole density of states can be computed using classical Euclidean gravity. In this work we argue for another entry in the dictionary between Euclidean gravity and black hole physics, namely that Euclidean wormholes describe a coarse-grained approximation to the energy level statistics of black hole microstates. To do so we use the method of constrained instantons to obtain an integral representation of wormhole amplitudes in Einstein gravity and in full-fledged AdS/CFT. These amplitudes are non-perturbative corrections to the two-boundary problem in AdS quantum gravity. The full amplitude is likely UV sensitive, dominated by small wormholes, but we show it admits an integral transformation with a macroscopic, weakly curved saddle-point approximation. The saddle is the “double cone” geometry of Saad, Shenker, and Stanford, with fixed moduli. In the boundary description this saddle appears to dominate a smeared version of the connected two-point function of the black hole density of states, and suggests level repulsion in the microstate spectrum. Using these methods we further study Euclidean wormholes in pure Einstein gravity and in IIB supergravity on Euclidean AdS 5 × S 5 . We address the perturbative stability of these backgrounds and study brane nucleation instabilities in 10d supergravity. In particular, brane nucleation instabilities of the Euclidean wormholes are lifted by the analytic continuation required to obtain the Lorentzian spectral form factor from gravity. Our results indicate a factorization paradox in AdS/CFT.

79 ASTRONOMY AND ASTROPHYSICS↗

Nonunitary Variational Quantum Eigensolver with the Localized Active Space Method and Cost Mitigation

Accurately describing strongly correlated systems with affordable quantum resources remains a central challenge for quantum chemistry applications on near and intermediate term quantum computers. The localized active space self-consistent field (LASSCF) approximates the complete active space self-consistent field (CASSCF) by generating active space-based wave functions within specific fragments while treating interfragment correlation with mean-field approach, hence is computationally less expensive. Hardware-efficient ansatzes (HEA) offer affordable and shallower circuits, yet they often fail to capture the necessary correlation. Previously, Jastrow-factor-inspired nonunitary qubit operators were proposed to use with HEA for variational quantum eigensolver (VQE) calculations (so-called nuVQE), as they do not increase circuit depths and recover correlation beyond the mean-field level for Hartree–Fock initial states. Here, in this study, we explore running nuVQE with LASSCF as the initial state. The method, named LAS-nuVQE, is shown to recover interfragment correlations, reach chemical accuracy with a small number of gates (<70) in both H 4 and square cyclobutadiene (C 4 H 4 ), and produces more accurate energetics than its HEA counterparts at all circuit depths. To further address the inherent symmetry-breaking in HEA, we implemented spin-constrained LAS-nuVQE to extend the capabilities of HEA further and show spin-pure results for square cyclobutadiene. We also mitigate the increased measurement overhead of nuVQE via Pauli grouping and shot-frugal sampling, reducing measurement costs by up to 2 orders of magnitude compared to ungrouped operator, and show that one can achieve better accuracy with a small number of shots (10 3–4 ) per one expectation value calculation compared to noiseless simulations with one or two orders of magnitude more shots. Finally, wall clock time estimates show that, with our measurement mitigation protocols, nuVQE becomes a cheaper and more accurate alternative than vanilla VQE with HEA. Taken together, these developments illustrate a practical pathway toward performing multireference chemical simulations with accuracy and affordable resources on today’s quantum hardware, achieving both accuracy and affordability in challenging correlated systems.

Wang, Qiaohong [Univ. of Chicago, IL (United State↗

Revisiting the ODE Method for Recursive Algorithms: Fast Convergence Using Quasi Stochastic Approximation

Several decades ago, Profs. Sean Meyn and Lei Guo were postdoctoral fellows at ANU, where they shared interest in recursive algorithms. It seems fitting to celebrate Lei Guo's 60th birthday with a review of the ODE Method and its recent evolution. The method has been regarded as a technique for algorithm analysis. It is argued that this viewpoint is backwards: The original stochastic approximation method was surely motivated by an ODE, and tools for analysis came much later (based on establishing robustness of Euler approximations). The paper presents a brief survey of recent research in machine learning that shows the power of algorithm design in continuous time, following by careful approximation to obtain a practical recursive algorithm. While these methods are usually presented in a stochastic setting, this is not a prerequisite. In fact, recent theory shows that rates of convergence can be dramatically accelerated by applying techniques inspired by quasi Monte-Carlo. Subject to conditions, the optimal rate of convergence can be obtained by applying the averaging technique of Polyak and Ruppert. The conditions are not universal, but theory suggests alternatives to achieve acceleration. The theory is illustrated with applications to gradient-free optimization, and policy gradient algorithms for reinforcement learning.

learning and adaptive systems in artificial intell↗

Static Subspace Approximation for Random Phase Approximation Correlation Energies: Applications to Materials for Catalysis and Electrochemistry

Modeling complex materials using high-fidelity, ab initio methods at low cost is a fundamental goal for quantum chemical software packages. The GW approximation and random phase approximation (RPA) provide a unified description of both electronic structure and total energies using the same physics in a many-body perturbative approach that can be more accurate than generalized-gradient density functional theory (DFT) methods. However, GW/RPA implementations have historically been limited to either specific materials classes or application toward small chemical systems. Here, the static subspace approximation allows for reduced cost full-frequency GW/RPA calculations and has previously been benchmarked thoroughly for GW calculations. Here, we describe our approach to including partial occupations of electronic orbitals in full-frequency GW and RPA calculations for the study of electrocatalysts. We benchmarked RPA total energy calculations using the subspace approximation across a diverse test suite of materials for a variety of computational parameters. The benchmarking quantifies the impact of different extrapolation procedures for representing the static polarizability at infinite screened cutoff, and shows that using screened cutoffs above 20-25 Ryd result in diminishing accuracy returns for predicting RPA total energies. Additionally, for moderately sized electrocatalytic models, 2-3 times fewer computational resources are used to compute RPA total energies by representing the static polarizability with 20-30% of the static subspace basis, with an error of approximately 0.01 eV or better in RPA adsorption energy calculations. Finally, we show that for these electrochemical models RPA can shift DFT adsorption energy shifts by up to 0.5 eV and that GW can frequently shift DFT eigenvalues of surface and adsorbate states by approximately 0.5-1 eV.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Generalization of low pressure, gas-liquid, metastable sound speed to high pressures

A theory is developed for isentropic metastable sound propagation in high pressure gas-liquid mixtures. Without simplification, it also correctly predicts the minimum speed for low pressure air-water measurements where other authors are forced to postulate isothermal propagation. This is accomplished by a mixture heat capacity ratio which automatically adjusts from its single phase values to approximately the isothermal value of unity needed for the minimum speed. Computations are made for the pure components parahydrogen and nitrogen, with emphasis on the latter. With simplifying assumptions, the theory reduces to a well known approximate formula limited to low pressure.

Bursik, J. W.↗

Virtual element approximations of the time-fractional nonlinear convection-diffusion equation on polygonal meshes

We extend the Virtual Element Method to a two-dimensional unsteady nonlinear convection-diffusion equation characterized by a fractional-order derivative with respect to the time variable. Our methodology is based on three fundamental technical components: a fractional version of the Grunwald-Letnikov approximation, discrete maximal regularity, and the regularity theory associated with non-linearity. We prove the method's well-posedness, i.e., the approximate solution's existence and uniqueness to the time-fractional convection-diffusion equation with a Lipschitz nonlinear source term. The fully discrete scheme inherently maintains stability and consistency by leveraging the discrete maximal regularity and the energy projection operator. The convergence in the L 2 -norm and H 1 -norm to various mesh configurations is validated by numerical results, underlining the practical effectiveness of the proposed method.

97 MATHEMATICS AND COMPUTING↗

Computational Algorithms for Unit Commitment with AC Power Flows (Final Report)

Security-constrained unit commitment (SCUC) is a key component in power system operations. When AC power flow constraints are considered in the SCUC model (AC-SCUC), the problem becomes extremely difficult due to its discrete and non-convex nature, as described in “Grid Optimization Competition Challenge 3 Problem Formulation (GOCC)”. There are four main challenges: (i) Discrete decisions regarding unit online/offline status and start-up/shut-down procedures for every single unit. The number of discrete decision variables increases considerably when a system integrates multiple generators; (ii) Configuration-based combined-cycle formulations, and multi-commodity models that include ramping products, spin/non-spin products, and regulation up/down products. The combined-cycle units introduce additional discrete decision variables and auxiliary service products further complicate the model by connecting multi-commodity products’ continuous and discrete variables; (iii) SCUC models with AC power flow constraints are far more complex due to massive bilinear terms in the large-scale nonlinear power balance equations. The nonlinear power balance equations are further complicated by the discrete step control variables of shunts; (iv) N − 1 contingency analysis. The size of the model increases linearly with the number of contingencies considered, greatly increasing the size of the optimization model. Accordingly, there is an emergent need to develop a robust algorithm capable of deriving a high-quality solution in a short time and passing through contingency tests simultaneously. In this project, we explore innovative techniques to address this challenging problem by integrating advanced polyhedral theory, approximation methods, relaxation strategies, decomposition techniques, and parallel computing. Each technique approaches the problem from a different perspective, leveraging its specific strengths to tackle distinct challenges. Each individual method has demonstrated its effectiveness in the PI’s previous research. Their integration is expected to significantly reduce the computational time required to solve the proposed complex problem. Successful completion of this project has the potential to transform the industry by enhancing optimization solvers capable of handling large-scale day-ahead energy market clearing models within strict time constraints, while incorporating AC power flow constraints. This advancement will lead to reduced overall generation costs and, consequently, increased social welfare.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Solar reflection from a regular array of horizontally finite clouds

The reflected flux from a regular array of 2- and 3-D clouds has been computed to estimate the effect of fractional cloud cover on albedos and the solar flux available to heat the earth's surface. The broken clouds are represented by a regular array of identical cuboids for the 3-D problem and equally spaced, infinitely long, bars for the 2-D problem. A diffusion approximation to the radiative transfer equation is used to compute the fluxes leaving each face of the cloud. Interaction between clouds is simulated by assuming diffuse exitance from the cloud faces and applying angle factors to obtain modified boundary conditions on each cloud face.

Weinman, J. A.↗

Tissue scale agent-based simulation of premalignant progressions in Barrett’s esophagus

Barrett’s esophagus (BE) is a benign condition of the distal esophagus that initiates a multistage pathway to esophageal adenocarcinoma (EAC). Short of frequent intrusive (and costly) surveillance, effective screening for neoplasia in BE populations is yet to be established since progressors are rare and virtually undetectable without routine biopsies, which often sample only a small portion of the BE tissue. As a result, reliable estimation of the true prevalence of dysplasia in a BE population and evidence-based optimization of screening for at-risk individuals is challenging. Data-driven microsimulations, i.e., model-generated instances of disease history in a predefined virtual population, have found utility in the EAC screening literature as low-overhead alternatives to real-world hypothesis testing of optimal interventions for dysplasia. Despite the successes, computational limitations, paucity of knowledge and data on Barrett’s dysplasia, and the complexities of disease progression as a multiscale multiphysics process have hindered the treatment of disease progression in BE as a spatial process. Agent-based modeling of nucleation and proliferation processes in dysplasia warrants exploration in this context as an approximation that operates at a trade-off between computational tractability and precise representation of the composition and physics of the substrate (tissue). In this study, we describe spatially resolved simulations of premalignant progression toward EAC in a coarse-grained model of Barrett’s tissue that resolves the metaplastic tissue at a length scale of 0.42 mm (~3300 crypts/mm 2 ). Finally, the model is calibrated to reproduce historical high-grade dysplasia prevalence when model-generated patients are screened using the Seattle protocol.

59 BASIC BIOLOGICAL SCIENCES↗