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Results for “multilevel methods”
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Optimizing shift selection in multilevel Monte Carlo for disconnected diagrams in lattice QCD
The calculation of disconnected diagram contributions to physical signals is a computationally expensive task in Lattice QCD. To extract the physical signal, the trace of the inverse Lattice Dirac operator, a large sparse matrix, must be stochastically estimated. Because the variance of the stochastic estimator is typically large, variance reduction techniques must be employed. Multilevel Monte Carlo (MLMC) methods reduce the variance of the trace estimator by utilizing a telescoping sequence of estimators. Frequency Splitting is one such method that uses a sequence of inverses of shifted operators to estimate the trace of the inverse lattice Dirac operator, however there is no a priori way to select the shifts that minimize the cost of the multilevel trace estimation. Here we present a sampling and interpolation scheme that is able to predict the variances associated with Frequency Splitting under displacements of the underlying space time lattice. The interpolation scheme is able to predict the variances to high accuracy and therefore chooses shifts that correspond to an approximate minimum of the cost for the trace estimation. We show that Frequency Splitting with the chosen shifts displays significant speedups over multigrid deflation, and that these shifts can be used for multiple configurations within the same ensemble with no penalty to performance.
Interpolation as a means of shift selection for multilevel Monte Carlo with lattice displacements
The calculation of disconnected diagram contributions to physical signals is a computationally expensive task in Lattice QCD. To extract the physical signal, the trace of the inverse Lattice Dirac operator, a large sparse matrix, must be stochastically estimated. Because the variance of the stochastic estimator is typically large, variance reduction techniques must be employed. Multilevel Monte Carlo (MLMC) methods reduce the variance of the trace estimator by utilizing a telescoping sequence of estimators. Frequency Splitting is one such method that uses a sequence of inverses of shifted operators to estimate the trace of the inverse of the lattice Dirac operator, however there is no a priori way to select the shifts that minimize the cost of the multilevel trace estimation. We present a sampling and interpolation scheme that is able to predict the variances associated with Frequency Splitting under displacements of the underlying space time lattice. The interpolation scheme is able to predict the variances to high accuracy and therefore choose shifts that correspond to an approximate minimum of the cost for the trace estimation. We show that Frequency Splitting with the chosen shifts displays significant speedups over multigrid deflation
Multilevel segmentation of intracranial aneurysms in CT angiography images
Purpose: Segmentation of aneurysms plays an important role in interventional planning. Yet, the segmentation of both the lumen and the thrombus of an intracranial aneurysm in computed tomography angiography (CTA) remains a challenge. This paper proposes a multilevel segmentation methodology for efficiently segmenting intracranial aneurysms in CTA images. Methods: The proposed methodology first uses the lattice Boltzmann method (LBM) to extract the lumen part directly from the original image. Then, the LBM is applied again on an intermediate image whose lumen part is filled by the mean gray-level value outside the lumen, to yield an image region containing part of the aneurysm boundary. After that, an expanding disk is introduced to estimate the complete contour of the aneurysm. Finally, the contour detected is used as the initial contour of the level set with ellipse to refine the aneurysm. Results: The results obtained on 11 patients from different hospitals showed that the proposed segmentation was comparable with manual segmentation, and that quantitatively, the average segmentation matching factor (SMF) reached 86.99%, demonstrating good segmentation accuracy. Chan–Vese method, Sen’s model, and Luca’s model were used to compare the proposed method and their average SMF values were 39.98%, 40.76%, and 77.11%, respectively. Conclusions: The authors have presented a multilevel segmentation method based on the LBM and level set with ellipse for accurate segmentation of intracranial aneurysms. Compared to three existing methods, for all eleven patients, the proposed method can successfully segment the lumen with the highest SMF values for nine patients and second highest SMF values for the two. It also segments the entire aneurysm with the highest SMF values for ten patients and second highest SMF value for the one. This makes it potential for clinical assessment of the volume and aspect ratio of the intracranial aneurysms.
Multilevel Monte Carlo Estimators For Derivative-Free Optimization Under Uncertainty
Optimization is a key tool for scientific and engineering applications; however, in the presence of models affected by uncertainty, the optimization formulation needs to be extended to consider statistics of the quantity of interest. Optimization under uncertainty (OUU) deals with this endeavor and requires uncertainty quantification analyses at several design locations; i.e., its overall computational cost is proportional to the cost of performing a forward uncertainty analysis at each design location. An OUU workflow has two main components: an inner loop strategy for the computation of statistics of the quantity of interest, and an outer loop optimization strategy tasked with finding the optimal design, given a merit function based on the inner loop statistics. Here, in this work, we propose to alleviate the cost of the inner loop uncertainty analysis by leveraging the so-called multilevel Monte Carlo (MLMC) method, which is able to allocate resources over multiple models with varying accuracy and cost. The resource allocation problem in MLMC is formulated by minimizing the computational cost given a target variance for the estimator. We consider MLMC estimators for statistics usually employed in OUU workflows and solve the corresponding allocation problem. For the outer loop, we consider a derivative-free optimization strategy implemented in the SNOWPAC library; our novel strategy is implemented and released in the Dakota software toolkit. We discuss several numerical test cases to showcase the features and performance of our approach with respect to its Monte Carlo single fidelity counterpart.
Hazard analysis for identifying common cause failures of digital safety systems using a redundancy-guided systems-theoretic approach
Replacing the existing aging analog instrumentation and control (I&C) systems with modern safety control and protection, digital technology offers one of the foremost means of performance improvements and cost reductions for the existing nuclear power plants (NPPs). However, the qualification of digital I&C systems remains a challenge, especially considering the issue of software common-cause failures (CCFs), which are difficult to address. With the application and upgrades of advanced digital I&C systems, software CCFs have become a potential threat to plant safety because most redundant designs use similar digital platforms or software in the operating and application systems. With complex designs of multilayer redundancy to meet the single-failure criterion, digital I&C safety systems (e.g., engineered safety-features actuation system [ESFAS]) are of a particular concern in the U.S. Nuclear Regulatory Commission (NRC) licensing procedures. Here, this paper applies a modularized approach to conduct redundancy-guided systems-theoretic hazard analysis for an advanced digital ESFAS with multilevel redundancy designs. Systematic methods and risk-informed tools are incorporated to address both hardware and software CCFs, which provide guidance to eliminate the causal factors of potential single points of failure in the design of digital safety systems in advanced plant designs.
Nonlinear multigrid solvers exploiting AMGe coarse spaces with approximation properties
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A scalable nonlinear fluid–structure interaction solver based on a Schwarz preconditioner with isogeometric unstructured coarse spaces in 3D
Nonlinear fluid-structure interaction (FSI) problems on unstructured meshes in 3D appear many applications in science and engineering, such as vibration analysis of aircrafts and patient-specific diagnosis of cardiovascular diseases. In this work, we develop a highly scalable, parallel algorithmic and software framework for FSI problems consisting of a nonlinear fluid system and a nonlinear solid system, that are coupled monolithically. The FSI system is discretized by a stabilized finite element method in space and a fully implicit backward difference scheme in time. To solve the large, sparse system of nonlinear algebraic equations at each time step, we propose an inexact Newton-Krylov method together with a multilevel, smoothed Schwarz preconditioner with isogeometric coarse meshes generated by a geometry preserving coarsening algorithm. Here ''geometry'' includes the boundary of the computational domain and the wet interface between the fluid and the solid. We show numerically that the proposed algorithm and implementation are highly scalable in terms of the number of linear and nonlinear iterations and the total compute time on a supercomputer with more than 10,000 processor cores for several problems with hundreds of millions of unknowns.
Linear-Response Time-Dependent Embedded Mean-Field Theory
We present a time-dependent (TD) linear-response description of excited electronic states within the framework of embedded mean-field theory (EMFT). TD-EMFT allows for subsystems to be described at different mean-field levels of theory, enabling straightforward treatment of excited states and transition properties. We provide benchmark demonstrations of TD-EMFT for both local and nonlocal excitations in organic molecules, as well as applications to chlorophyll a, solvatochromic shifts of a dye in solution, and sulfur K-edge X-ray absorption spectroscopy (XAS). It is found that mixed-basis implementations of TD-EMFT lead to substantial errors in terms of transition properties; however, as previously found for ground-state EMFT, these errors are largely eliminated with the use of Fock-matrix corrections. These results indicate that TD-EMFT is a promising method for the efficient, multilevel description of excited-state electronic structure and dynamics in complex systems.
Multigrid-Reduction-in-Time for the Rotating Shallow Water Equations
We consider multilevel time-parallel methods for the numerical solution of the rotating shallow water equations. In particular, the multigrid-reduction-in-time (MGRIT) algorithm is used for the parallel time integration. An asymptotic model is used at the coarse levels while the full model is employed at the finer levels. The asymptotic model is well-suited for highly oscillatory partial differential equations like the rotating shallow water equations because it can accurately and stably take the required large time-steps on coarse levels. Our work exploits the flexibility of the MGRIT algorithm in terms of the number of levels and relaxation schemes to show some computational benefits, especially with respect to FCF-relaxation and data reuse.
Buckling and vibration analysis of laminated panels using VICONOPT
The analysis aspects of the 23,000-line FORTRAN program VIPASA with constraints and optimization (VICONOPT) are described. Overall stiffness matrices assembled from the earlier exact vibration and instability of plate assemblies including shear and anisotropy (VIPASA) flat plate stiffnesses are optionally coupled by Langrangian multipliers to find critical buckling loads, or natural frequencies of undamped vibration, of prismatic assemblies of anisotropic flat plates with arbitrarily located point supports or simple transverse supporting frames. The longitudunal continuity of typical wing and fuselage panels is closely approximated because the solutions are for the infinitely long structure obtained by repeating a bay and its supports longitudinally. Any longitudinally invariant in-plane plate stresses are permitted, and very rapid solutions are guaranteed by numerous refinements, including multilevel substructuring and a method for repetitive cross sections that is exact for regular polygons used to represent cylinders. Modal displacements and stresses in or between plies of laminated plates are calculated and plotted, with values being recovered at all nodes of substructures. Comparison with usual approximate finite-element methods confirms that, for comparably converged solutions, VICONOPT is typically between 100 and 10(exp 4) times faster.
Design guidelines for advanced LSI microcircuit packaging using thick film multilayer technology
Ceramic multilayer circuitry results from the sequential build-up of two or more layers of pre-determined conductive interconnections separated by dielectric layers and fired at an elevated temperature to form a solidly fused structure. The resultant ceramic interconnect matrix is used as a base to mount active and passive devices and provide the necessary electrical interconnection to accomplish the desired electrical circuit. Many methods are known for developing multilevel conductor mechanisms such as multilayer printed circuits, welded wire matrices, flexible copper tape conductors, and thin and thick-film ceramic multilayers. Each method can be considered as a specialized field with each possessing its own particular set of benefits and problems. This design guide restricts itself to the art of design, fabrication and assembly of ceramic multilayer circuitry and the reliability of the end product.
Region-adaptive, Error-controlled Scientific Data Compression using Multilevel Decomposition
The increase of computer processing speed is significantly outpacing improvements in network and storage bandwidth, leading to the big data challenge in modern science, where scientific applications can quickly generate much more data than that can be transferred and stored. As a result, big scientific data must be reduced by a few orders of magnitude while the accuracy of the reduced data needs to be guaranteed for further scientific explorations. Moreover, scientists are often interested in some specific spatial/temporal regions in their data, where higher accuracy is required. The locations of the regions requiring high accuracy can sometimes be prescribed based on application knowledge, while other times they must be estimated based on general spatial/temporal variation. In this paper, we develop a novel multilevel approach which allows users to impose region-wise compression error bounds. Our method utilizes the byproduct of a multilevel compressor to detect regions where details are rich and we provide the theoretical underpinning for region-wise error control. With spatially varying precision preservation, our approach can achieve significantly higher compression ratios than single-error bounded compression approaches and control errors in the regions of interest.We conduct the evaluations on two climate use cases – one targeting small-scale, node features and the other focusing on long, areal features. For both use cases, the locations of the features were unknown ahead of the compression. By selecting approximately 16% of the data based on multi-scale spatial variations and compressing those regions with smaller error tolerances than the rest, our approach improves the accuracy of post-analysis by approximately 2 × compared to single-error-bounded compression at the same compression ratio. Using the same error bound for the region of interest, our approach can achieve an increase of more than 50% in overall compression ratio.
Aerospace engineering design by systematic decomposition and multilevel optimization
This paper describes a method for systematic analysis and optimization of large engineering systems, e.g., aircraft, by decomposition of a large task into a set of smaller, self-contained subtasks that can be solved concurrently. The subtasks may be arranged in many hierarchical levels with the assembled system at the top level. Analyses are carried out in each subtask using inputs received from other subtasks, and are followed by optimizations carried out from the bottom up. Each optimization at the lower levels is augmented by analysis of its sensitivity to the inputs received from other subtasks to account for the couplings among the subtasks in a formal manner. The analysis and optimization operations alternate iteratively until they converge to a system design whose performance is maximized with all constraints satisfied. The method, which is still under development, is tentatively validated by test cases in structural applications and an aircraft configuration optimization. It is pointed out that the method is intended to be compatible with the typical engineering organization and the modern technology of distributed computing.
Multilevel filtering elliptic preconditioners
A class of preconditioners is presented for elliptic problems built on ideas borrowed from the digital filtering theory and implemented on a multilevel grid structure. They are designed to be both rapidly convergent and highly parallelizable. The digital filtering viewpoint allows the use of filter design techniques for constructing elliptic preconditioners and also provides an alternative framework for understanding several other recently proposed multilevel preconditioners. Numerical results are presented to assess the convergence behavior of the new methods and to compare them with other preconditioners of multilevel type, including the usual multigrid method as preconditioner, the hierarchical basis method and a recent method proposed by Bramble-Pasciak-Xu.
Direct handling of equality constraints in multilevel optimization
In recent years there have been several hierarchic multilevel optimization algorithms proposed and implemented in design studies. Equality constraints are often imposed between levels in these multilevel optimizations to maintain system and subsystem variable continuity. Equality constraints of this nature will be referred to as coupling equality constraints. In many implementation studies these coupling equality constraints have been handled indirectly. This indirect handling has been accomplished using the coupling equality constraints' explicit functional relations to eliminate design variables (generally at the subsystem level), with the resulting optimization taking place in a reduced design space. In one multilevel optimization study where the coupling equality constraints were handled directly, the researchers encountered numerical difficulties which prevented their multilevel optimization from reaching the same minimum found in conventional single level solutions. The researchers did not explain the exact nature of the numerical difficulties other than to associate them with the direct handling of the coupling equality constraints. The coupling equality constraints are handled directly, by employing the Generalized Reduced Gradient (GRG) method as the optimizer within a multilevel linear decomposition scheme based on the Sobieski hierarchic algorithm. Two engineering design examples are solved using this approach. The results show that the direct handling of coupling equality constraints in a multilevel optimization does not introduce any problems when the GRG method is employed as the internal optimizer. The optimums achieved are comparable to those achieved in single level solutions and in multilevel studies where the equality constraints have been handled indirectly.
Use of local noise power spectrum and wavelet analysis in quantitative image quality assurance for EPIDs
Purpose: To investigate the use of local noise power spectrum (NPS) to characterize image noise and wavelet analysis to isolate defective pixels and inter-subpanel flat-fielding artifacts for quantitative quality assurance (QA) of electronic portal imaging devices (EPIDs). Methods: A total of 93 image sets including custom-made bar-pattern images and open exposure images were collected from four iViewGT a-Si EPID systems over three years. Global quantitative metrics such as modulation transform function (MTF), NPS, and detective quantum efficiency (DQE) were computed for each image set. Local NPS was also calculated for individual subpanels by sampling region of interests within each subpanel of the EPID. The 1D NPS, obtained by radially averaging the 2D NPS, was fitted to a power-law function. The r-square value of the linear regression analysis was used as a singular metric to characterize the noise properties of individual subpanels of the EPID. The sensitivity of the local NPS was first compared with the global quantitative metrics using historical image sets. It was then compared with two commonly used commercial QA systems with images collected after applying two different EPID calibration methods (single-level gain and multilevel gain). To detect isolated defective pixels and inter-subpanel flat-fielding artifacts, Haar wavelet transform was applied on the images. Results: Global quantitative metrics including MTF, NPS, and DQE showed little change over the period of data collection. On the contrary, a strong correlation between the local NPS (r-square values) and the variation of the EPID noise condition was observed. The local NPS analysis indicated image quality improvement with the r-square values increased from 0.80 ± 0.03 (before calibration) to 0.85 ± 0.03 (after single-level gain calibration) and to 0.96 ± 0.03 (after multilevel gain calibration), while the commercial QA systems failed to distinguish the image quality improvement between the two calibration methods. With wavelet analysis, defective pixels and inter-subpanel flat-fielding artifacts were clearly identified as spikes after thresholding the inversely transformed images. Conclusions: The proposed local NPS (r-square values) showed superior sensitivity to the noise level variations of individual subpanels compared with global quantitative metrics such as MTF, NPS, and DQE. Wavelet analysis was effective in detecting isolated defective pixels and inter-subpanel flat-fielding artifacts. The proposed methods are promising for the early detection of imaging artifacts of EPIDs.