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At least 163 records · Page 9

Block smoothers and generalized ideal interpolation in AMG (Final Report)

The Pennsylvania State University (“Subcontractor”) worked on developing new parallel algebraic multilevel methods suitable for solving PDEs. Specifically, work on the design of multigrid solvers for coupled systems of partial differential equations arising in numerical modeling of various applications was completed. A main emphasis was on the design of new ideal algebraic multigrid interpolation for problems such as Maxwell’s equations where block smoothers are needed and the standard form of ideal interpolation is not an effective choice.

97 MATHEMATICS AND COMPUTING↗

Gauges, loops, and polynomials for partition functions of graphical models

Graphical models represent multivariate and generally not normalized probability distributions. Computing the normalization factor, called the partition function, is the main inference challenge relevant to multiple statistical and optimization applications. The problem is #P-hard that is of an exponential complexity with respect to the number of variables. Here, aimed at approximating the partition function, we consider multi-graph models where binary variables and multivariable factors are associated with edges and nodes, respectively, of an undirected multi-graph. We suggest a new methodology for analysis and computations that combines the Gauge function technique from Chertkov and Chernyak with the technique developed in Anari and Oveis Gharan 2017 arXiv:1702.02937; Gurvits 2011 arXiv:1106.2844; Straszak and Vishnoi 2017 55th Annual Allerton Conf. on Communication, Control, and Computing, based on the recent progress in the field of real stable polynomials. We show that the Gauge function, representing a single-out term in a finite sum expression for the partition function which achieves extremum at the so-called belief-propagation gauge, has a natural polynomial representation in terms of gauges/variables associated with edges of the multi-graph. Moreover, Gauge function can be used to recover the partition function through a sequence of transformations allowing appealing algebraic and graphical interpretations. Algebraically, one step in the sequence consists of the application of a differential operator over gauges associated with an edge. Graphically, the sequence is interpreted as a repetitive elimination/contraction of edges resulting in multi-graph models on decreasing in size (number of edges) graphs with the same partition function as in the original multi-graph model. Even though the complexity of computing factors in the sequence of the derived multi-graph models and respective Gauge functions grow exponentially with the number of eliminated edges, polynomials associated with the new factors remain bi-stable if the original factors have this property. Moreover, we show that BP estimations in the sequence do not decrease, each low-bounding the partition function.

97 MATHEMATICS AND COMPUTING↗

Generalized Grad–Shafranov equation for non-axisymmetric MHD equilibria

The structure of static MHD equilibria that admit continuous families of Euclidean symmetries is well understood. Such field configurations are governed by the classical Grad–Shafranov equation, which is a single elliptic partial differential equation in two space dimensions. By revealing a hidden symmetry, here we show that in fact all smooth solutions of the equilibrium equations with non-vanishing pressure gradients away from the magnetic axis satisfy a generalization of the Grad–Shafranov equation. In contrast to solutions of the classical Grad–Shafranov equation, solutions of the generalized equation are not automatically equilibria, but instead only satisfy force balance averaged over the one-parameter hidden symmetry. We then explain how the generalized Grad–Shafranov equation can be used to reformulate the problem of finding exact three-dimensional smooth solutions of the equilibrium equations as finding an optimal volume-preserving symmetry.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Extending water vapor measurement capability of photon-limited differential absorption lidars through simultaneous denoising and inversion

Abstract. The micropulse differential absorption lidar (MPD) was developed at Montana State University (MSU) and the National Center for Atmospheric Research (NCAR) to perform range-resolved water vapor (WV) measurements using low-power lasers and photon-counting detectors. The MPD has proven to produce accurate WV measurements up to 6 km altitude. However, the MPD's ability to produce accurate higher-altitude WV measurements is impeded by the current standard differential absorption lidar (DIAL) retrieval methods. These methods are built upon a fundamental methodology that algebraically solves for the WV using the MPD forward models and noisy observations, which exacerbates any random noise in the lidar observations. The work in this paper introduces the adapted Poisson total variation (PTV) specifically for the MPD instrument. PTV was originally developed for a ground-based high spectral resolution lidar, and this paper reports on the adaptations that were required in order to apply PTV on MPD WV observations. The adapted PTV method, coined PTV-MPD, extends the maximum altitude of the MPD from 6 to 8 km and substantially increases the accuracy of the WV retrievals starting above 2 km. PTV-MPD achieves the improvement by simultaneously denoising the MPD noisy observations and inferring the WV by separating the random noise from the non-random WV. An analysis with 130 radiosonde (RS) comparisons shows that the relative root-mean-square difference (RRMSE) of WV measurements between RS and PTV-MPD exceeds 100 % between 6 and 8 km, whereas the RRMSE between RS and the standard method exceeds 100 % near 3 km. In addition, we show that by employing PTV-MPD, the MPD is able to extend its useful range of WV estimates beyond that of the ARM Southern Great Plains Raman lidar (RRMSE exceeding 100 % between 3 and 4 km); the Raman lidar has a power-aperture product 500 times greater than that of the MPD.

54 ENVIRONMENTAL SCIENCES↗

Hardware acceleration for HPS algorithms in two and three dimensions

We provide a flexible, open-source framework for hardware acceleration, namely massively-parallel execution on general-purpose graphics processing units (GPUs), applied to the hierarchical Poincaré–Steklov (HPS) family of algorithms for building fast direct solvers for linear elliptic partial differential equations. To take full advantage of the power of hardware acceleration, we propose two variants of HPS algorithms to improve performance on two- and three-dimensional problems. In the two-dimensional setting, we introduce a novel recomputation strategy that minimizes costly data transfers to and from the GPU; in three dimensions, we modify and extend the adaptive discretization technique of Geldermans and Gillman [1] to greatly reduce peak memory usage. We provide an open-source implementation of these methods written in JAX, a high-level accelerated linear algebra package, which allows for the first integration of a high-order fast direct solver with automatic differentiation tools. We conclude with extensive numerical examples showing our methods are fast and accurate on two- and three-dimensional problems.

Fast direct solvers↗

Tusas: A fully implicit parallel approach for coupled phase-field equations

In this study, we develop a fully-coupled, fully-implicit approach for phase-field modeling of solidification in metals and alloys. Predictive simulation of solidification in pure metals and metal alloys remains a significant challenge in the field of materials science, as microstructure formation during the solidification process plays a critical role in the properties and performance of the solid material. Our simulation approach consists of a finite element spatial discretization of the fully-coupled nonlinear system of partial differential equations at the microscale, which is treated implicitly in time with a preconditioned Jacobian-free Newton-Krylov method. The approach is algorithmically scalable as well as efficient due to an effective preconditioning strategy based on algebraic multigrid and block factorization. We implement this approach in the open-source Tusas framework, which is a general, flexible tool developed in C++ for solving coupled systems of nonlinear partial differential equations. The performance of our approach is analyzed in terms of algorithmic scalability and efficiency, while the computational performance of Tusas is presented in terms of parallel scalability and efficiency on emerging heterogeneous architectures. We demonstrate that modern algorithms, discretizations, and computational science, and heterogeneous hardware provide a robust route for predictive phase-field simulation of microstructure evolution during additive manufacturing.

97 MATHEMATICS AND COMPUTING↗

Leverage Score Sampling for Parametric PDEs (Final Technical Report)

This final technical report summarizes the accomplishments of work performed under DOE Office of Science Award DE-SC0022266, which is titled “Leverage Score Sampling for Parametric PDEs”. The goal of the project was to extend methods from Randomized Numerical Linear Algebra (RandNLA) to tackle central computational challenges in model order reduction and uncertainty quantification (UQ) for parametric partial differential equations (PDEs). In particular, we sought to use importance sampling methods originally developed for RandNLA to develop sample efficient active learning algorithms for approximating high-dimensional scalar functions, e.g. by polynomials, Gaussian process models, and simple neural networks. Such methods can be immediately applied to developing surrogate models or to approximating quantity of interest (QoI) surfaces. In the context of PDEs, each sample used for learning equates to the solution of the differential equation for a particular set of parameters, so sample efficiency translates to improved computational efficiency for a variety of downstream tasks.

97 MATHEMATICS AND COMPUTING↗

The kinetic origin of the fluid helicity—A symmetry in the kinetic phase space

Helicity, a topological degree that measures the winding and linking of vortex lines, is preserved by ideal (barotropic) fluid dynamics. In the context of the Hamiltonian description, the helicity is a Casimir invariant characterizing a foliation of the associated Poisson manifold. Casimir invariants are special invariants that depend on the Poisson bracket, not on the particular choice of the Hamiltonian. The total mass (or particle number) is another Casimir invariant, whose invariance guarantees the mass (particle) conservation (independent of any specific choice of the Hamiltonian). In a kinetic description (e.g., that of the Vlasov equation), the helicity is no longer an invariant (although the total mass remains a Casimir of the Vlasov’s Poisson algebra). The implication is that some “kinetic effect” can violate the constancy of the helicity. To elucidate how the helicity constraint emerges or submerges, we examine the fluid reduction of the Vlasov system; the fluid (macroscopic) system is a “sub-algebra” of the kinetic (microscopic) Vlasov system. In the Vlasov system, the helicity can be conserved if a special helicity symmetry condition holds. To put it another way, breaking helicity symmetry induces a change in the helicity. We delineate the geometrical meaning of helicity symmetry and show that for a special class of flows (the so-called epi-two-dimensional flows), the helicity symmetry is written as ∂γ = 0 for a coordinate γ of the configuration space.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Moment-Fourier approach to ion parallel fluid closures and transport for a toroidally confined plasma

A general method of solving the drift kinetic equation is developed for an axisymmetric magnetic field. Expanding a distribution function in general moments, a set of ordinary differential equations is obtained. Successively expanding the moments and magnetic-field involved quantities in Fourier series, a set of linear algebraic equations is obtained. The set of full (Maxwellian and non-Maxwellian) moment equations is solved to express the first-order density, temperature, and flow velocity in terms of radial gradients of the zeroth-order pressure and temperature. Closure relations that connect parallel heat flux density and viscosity to the radial gradients and parallel gradients of temperature and flow velocity are also obtained by solving the non-Maxwellian moment equations. The closure relations combined with the linearized fluid equations reproduce the same solution obtained directly from the full moment equations. Furthermore, the method can be generalized to derive closures and transport for an electron-ion plasma and a multi-ion plasma in a general magnetic field.

neoclassical transport↗

Hierarchical off-diagonal low-rank approximation of Hessians in inverse problems, with application to ice sheet model initialization

Obtaining lightweight and accurate approximations of discretized objective functional Hessians in inverse problems governed by partial differential equations (PDEs) is essential to make both deterministic and Bayesian statistical large-scale inverse problems computationally tractable. The cubic computational complexity of dense linear algebraic tasks, such as Cholesky factorization, that provide a means to sample Gaussian distributions and determine solutions of Newton linear systems is a computational bottleneck at large-scale. These tasks can be reduced to log-linear complexity by utilizing hierarchical off-diagonal low-rank (HODLR) matrix approximations. In this work, we show that a class of Hessians that arise from inverse problems governed by PDEs are well approximated by the HODLR matrix format. In particular, we study inverse problems governed by PDEs that model the instantaneous viscous flow of ice sheets. In these problems, we seek a spatially distributed basal sliding parameter field such that the flow predicted by the ice sheet model is consistent with ice sheet surface velocity observations. Here, we demonstrate the use of HODLR Hessian approximation to efficiently sample the Laplace approximation of the posterior distribution with covariance further approximated by HODLR matrix compression. Computational studies are performed which illustrate ice sheet problem regimes for which the Gauss–Newton data-misfit Hessian is more efficiently approximated by the HODLR matrix format than the low-rank (LR) format. We then demonstrate that HODLR approximations can be favorable, when compared to global LR approximations, for large-scale problems by studying the data-misfit Hessian associated with inverse problems governed by the first-order Stokes flow model on the Humboldt glacier and Greenland ice sheet.

97 MATHEMATICS AND COMPUTING↗

CFT correlators, $\mathcal{W}$-algebras and generalized Catalan numbers

In two spacetime dimensions the Virasoro heavy-heavy-light-light (HHLL) vacuum block in a certain limit is governed by the Catalan numbers. The equation for their generating function can be generalized to a differential equation which the logarithm of the block satisfies. We show that a similar story holds for the HHLL $\mathcal{W}_N$ vacuum blocks, where a suitable generalization of the Catalan numbers plays the main role. Moreover, the $\mathcal{W}_N$ blocks have the same form as the stress tensor sector of HHLL near lightcone conformal correlators in 2(N – 1) spacetime dimensions. In the latter case the Catalan numbers are generalized to the numbers of linear extensions of certain partially ordered sets.

1/N expansion↗

Fast Computational Algorithms for Partial Differential Equations and Uncertainty Quantifications

This project concerned the construction, testing and analysis of computational algorithms for solving parameterized and stochastic partial differential equations. The study and understanding of equations of this type is of fundamental importance in numerous engineering and scientific applications. Examples include simulation of plasma dynamics in models of electric propulsion and nuclear fusion, simulation of multiphase flows, such as the flow of water, gas and oil in reservoirs, and structural analysis of the dependence of structures on materials. Parametrization is used in such settings when properties of the models such as viscosity of fluids or electric resistivity of materials are not precisely understood and instead are treated as random variables. The resulting solutions are themselves random, and having such solutions will enable engineers to use probabilistic methods to assess the likelihood of events, for example, whether a pollutant in a liquid will exceed a limit, and to use such analyses to develop ways to ensure positive outcomes. Construction of accurate (high resolution) computational solutions is expensive, requiring significant computer time and computational resources, and there is need to reduce computational cost to make simulation useful and effective. The aim of the project was to construct algorithms to efficiently compute surrogate solutions to parameterized problems to allow for efficient and accurate simulation. The technical approach used focused on two related strategies, based on rank-reduction methods and reduced-order models. These methods construct surrogate solutions of parameter-dependent models by projection or interpolation into low-dimensional approximation spaces. Cost savings are achieved if the low-dimensional spaces can be identified and constructed efficiently and if the resulting low-dimensional algebraic systems can be solved cheaply. Accomplishments include: Theoretical and empirical demonstration of the effectiveness of fast multigrid solution strategies for computing low-rank representations of parameter-dependent solutions to discrete partial differential equations, including the first proof establishing so-called textbook convergence properties for low-rank methods. Development of efficient solution algorithms for solving nonlinear parameter-dependent partial differential equations used in models of fluid dynamics. Developent of efficient algorithms for low-rank representation of solutions of time-dependent simulations of fluid dynamics using multi-dimensional tensor representations of solutions.

97 MATHEMATICS AND COMPUTING↗

Machine learning changes the rules for flux limiters

Learning to integrate non-linear equations from highly resolved direct numerical simulations has seen recent interest for reducing the computational load for fluid simulations. Here, we focus on determining a flux-limiter for shock capturing methods. Focusing on flux limiters provides a specific plug-and-play component for existing numerical methods. Since their introduction, an array of flux limiters has been designed. Using the coarse-grained Burgers' equation, we show that flux-limiters may be rank-ordered in terms of their log-error relative to high-resolution data. We then develop a theory to find an optimal flux-limiter and present flux-limiters that outperform others tested for integrating Burgers' equation on lattices with [Formula: see text], and 2x, 3x, 4x, and 8x coarse-grainings. We train a continuous piecewise linear limiter by minimizing the mean-squared misfit to six-grid point segments of high-resolution data, averaged over all segments. While flux limiters are generally designed to have an output of φ(r) = 1 at a flux ratio of r = 1, our limiters are not bound by this rule and yet produce a smaller error than standard limiters. Here we find that our machine learned limiters have distinctive features that may provide new rules-of-thumb for the development of improved limiters. Additionally, we use our theory to learn flux-limiters that outperform standard limiters across a range of values (as opposed to at a specific fixed value) of coarse-graining, number of discretized bins, and diffusion parameter. This demonstrates the ability to produce flux limiters that should be more broadly useful than standard limiters for general applications.

97 MATHEMATICS AND COMPUTING↗

Partial spectral flow in the D1D5 CFT

The two-dimensional 𝒩 = 4 superconformal algebra has a free field realization with four bosons and four fermions. There is an automorphism of the algebra called spectral flow. Under spectral flow, the four fermions are transformed together. In this paper, we study partial spectral flow where only two of the four fermions are transformed. Partial spectral flow is applied to the D1D5 CFT where a marginal deformation moves the CFT away from the free point. The partial spectral flow is broken by the deformation. We show that this effect can be studied due to a transformation of the deformation which is well-defined under partial spectral flow. As a result in the spectrum, we demonstrate how to compute the second-order energy lift of a D1D5P state through its partial spectral flowed state. We find that D1D5P states related by partial spectral flow do not have the same lift in general.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Hypercomplex Automatic Differentiation in the Eulerian Hydrocode PAGOSA

Enabling the computation of partial derivatives or sensitivities in production hydrocodes is beneficial for design, optimization, sensitivity analysis, and uncertainty quantification. Traditional finite difference approximations of these sensitivities are inefficient since convergence studies of the step size is required for each parameter of interest. For these reasons, HYPercomplex Automatic Differentiation (HYPAD) was implemented in the Eulerian hydrocode PAGOSA. HYPAD is analogous to forward-mode automatic differentiation except hypercomplex numbers (numbers with multiple imaginary parts) are used instead of dual numbers. Accurate partial derivatives can be computed of all state variables with respect to multiple input variables in a single run. The method was implemented using operator overloading to handle hypercomplex algebra. HYPAD was demonstrated and verified on Sod’s shock tube problem to compute derivatives of the state variables with respect to a material parameter, initial conditions, and geometry.

97 MATHEMATICS AND COMPUTING↗

Scalable multilevel Monte Carlo methods exploiting parallel redistribution on coarse levels

Here, we study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the number of MPI processes used on the finest level. The overall procedure generates coarse elements (general unstructured unions of fine grid elements) within the framework of element-based algebraic multigrid methods (or AMGe) studied previously. The AMGe-generated coarse spaces have the ability to exhibit approximation properties of the same order as the fine-level spaces since by construction they contain the piecewise polynomials of the same order as on the fine level. These approximation properties are key for the successful use of AMGe in multilevel solvers for nonlinear partial differential equations as well as for multilevel Monte Carlo (MLMC) simulations. The ability to coarsen without being constrained by the number of MPI processes, as described in the present paper, allows to improve the scalability of these solvers as well as the overall MLMC method. The paper illustrates this latter fact with detailed scalability study of MLMC simulations applied to model Darcy equations with a stochastic log-normal permeability field.

AMGe↗

JAXtronomy: A JAX port of lenstronomy

Gravitational lensing is a phenomenon where light bends around massive objects, resulting in distorted images seen by an observer. Studying gravitationally lensed systems provides insights into cosmology and astrophysics, including constraints of the expansion rate of the Universe and the distribution of dark matter. Thus, we introduce JAXtronomy, a re-implementation of the gravitational lensing software package lenstronomy (Birrer, 2021; Birrer & Amara, 2018) using JAX (Bradbury et al., 2018). JAX is a Python library that uses an accelerated linear algebra (XLA) compiler to improve the performance of computing software. Our core design principle of JAXtronomy is to maintain an identical API to that of lenstronomy. The main JAX features utilized in JAXtronomy are just-in-time compilation, which can lead to significant reductions in execution time, and automatic differentiation, which allows for the implementation of gradient-based algorithms that were previously impossible. Additionally, JAX allows code to be run on GPUs or parallelized across CPU cores, further boosting the performance of JAXtronomy.

astronomy↗

A new form of the Saint-Venant equations for variable topography

The solution stability of river models using the one-dimensional (1D) Saint-Venant equations can be easily undermined when source terms in the discrete equations do not satisfy the Lipschitz smoothness condition for partial differential equations. Although instability issues have been previously noted, they are typically treated as model implementation issues rather than as underlying problems associated with the form of the governing equations. This study proposes a new reference slope form of the Saint-Venant equations to ensure smooth slope source terms and eliminate one source of potential numerical oscillations. It is shown that a simple algebraic transformation of channel geometry provides a smooth reference slope while preserving the correct cross-section flow area and the total Piezometric pressure gradient that drives the flow. The reference slope method ensures the slope source term in the governing equations is Lipschitz continuous while maintaining all the underlying complexity of the real-world geometry. The validity of the mathematical concept is demonstrated with the open-source Simulation Program for River Networks (SPRNT) model in a series of artificial test cases and a simulation of a small urban creek. Validation comparisons are made with analytical solutions and the Hydrologic Engineering Center's River Analysis System (HEC-RAS) model. The new method reduces numerical oscillations and instabilities without requiring ad hoc smoothing algorithms.

54 ENVIRONMENTAL SCIENCES↗