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NASA NTRS1988

Krylov subspace methods on supercomputers

A short survey of recent research on Krylov subspace methods with emphasis on implementation on vector and parallel computers is presented. Conjugate gradient methods have proven very useful on traditional scalar computers, and their popularity is likely to increase as three-dimensional models gain importance. A conservative approach to derive effective iterative techniques for supercomputers has been to find efficient parallel/vector implementations of the standard algorithms. The main source of difficulty in the incomplete factorization preconditionings is in the solution of the triangular systems at each step. A few approaches consisting of implementing efficient forward and backward triangular solutions are described in detail. Polynomial preconditioning as an alternative to standard incomplete factorization techniques is also discussed. Another efficient approach is to reorder the equations so as to improve the structure of the matrix to achieve better parallelism or vectorization. An overview of these and other ideas and their effectiveness or potential for different types of architectures is given.

Saad, Youcef↗

DOE OSTI2021

Bayesian learning of orthogonal embeddings for multi-fidelity Gaussian Processes

Uncertainty propagation in complex engineering systems often poses significant computational challenges related to modeling and quantifying probability distributions of model outputs, as those emerge as the result of various sources of uncertainty that are inherent in the system under investigation. Gaussian Processes regression (GPs) is a robust meta-modeling technique that allows for fast model prediction and exploration of response surfaces. Multi-fidelity variations of GPs further leverage information from cheap and low fidelity model simulations in order to improve their predictive performance on the high fidelity model. In order to cope with the high volume of data required to train GPs in high dimensional design spaces, a common practice is to introduce latent design variables that are typically projections of the original input space to a lower dimensional subspace, and therefore substitute the problem of learning the initial high dimensional mapping, with that of training a GP on a low dimensional space. Here in this paper, we present a Bayesian approach to identify optimal transformations that map the input points to low dimensional latent variables. The \projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to be inferred jointly with the GP parameters, conditioned on the available training data. The proposed Bayesian inference scheme relies on a two-step iterative algorithm that samples from the marginal posteriors of the GP parameters and the projection matrix respectively, both using Markov Chain Monte Carlo (MCMC) sampling. In order to take into account the orthogonality constraints imposed on the orthonormal projection matrix, a Geodesic Monte Carlo sampling algorithm is employed, that is suitable for exploiting probability measures on manifolds. We extend the proposed framework to multi-fidelity models using GPs including the scenarios of training multiple outputs together. We validate our framework on three synthetic problems with a known lower-dimensional subspace. The benefits of our proposed framework, are illustrated on the computationally challenging aerodynamic optimization of a last-stage blade for an industrial gas turbine, where we study the effect of an 85-dimensional shape parameterization of a three-dimensional airfoil on two output quantities of interest, specifically on the aerodynamic efficiency and the degree of reaction

42 ENGINEERING↗

DOE OSTI2022

Long-time simulations for fixed input states on quantum hardware

Publicly accessible quantum computers open the exciting possibility of experimental dynamical quantum simulations. While rapidly improving, current devices have short coherence times, restricting the viable circuit depth. Despite these limitations, we demonstrate long-time, high fidelity simulations on current hardware. Specifically, we simulate an XY-model spin chain on Rigetti and IBM quantum computers, maintaining a fidelity over 0.9 for 150 times longer than is possible using the iterated Trotter method. Our simulations use an algorithm we call fixed state Variational Fast Forwarding (fsVFF). Recent work has shown an approximate diagonalization of a short time evolution unitary allows a fixed-depth simulation. fsVFF substantially reduces the required resources by only diagonalizing the energy subspace spanned by the initial state, rather than over the total Hilbert space. We further demonstrate the viability of fsVFF through large numerical simulations, and provide an analysis of the noise resilience and scaling of simulation errors.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Algebraic Multigrid with Filtering: An Efficient Preconditioner for Interior Point Methods in Large-Scale Contact Mechanics Optimization

Large-scale contact mechanics simulations are crucial in many engineering fields such as structural design and manufacturing. In the frictionless case, contact can be modeled by minimizing an energy functional; however, these problems are often nonlinear, nonconvex, and increasingly difficult to solve as mesh resolution increases. In this work, we employ a Newton-based interior-point (IP) filter line-search method, an effective approach for large-scale constrained optimization. While this method converges rapidly, each iteration requires solving a large saddle-point linear system that becomes ill-conditioned as the optimization process converges, largely due to IP treatment of the contact constraints. Such ill-conditioning can hinder solver scalability and increase iteration counts with mesh refinement. Here, to address this, we introduce a novel preconditioner, algebraic multigrid with filtering (AMGF), tailored to the Schur complement of the saddle-point system. Building on the classical AMG solver, commonly used for elasticity, we augment it with a specialized subspace correction that filters near null space components introduced by contact interface constraints. Through theoretical analysis and numerical experiments on a range of linear and nonlinear contact problems, we demonstrate that the proposed solver achieves mesh independent convergence and maintains robustness against the ill-conditioning that notoriously plagues IP methods. These results indicate that AMGF makes contact mechanics simulations more tractable and broadens the applicability of Newton-based IP methods in challenging engineering scenarios. More broadly, AMGF is well suited for problems, optimization or otherwise, where solver performance is limited by a low-dimensional subspace, such as those arising from localized constraints, interface conditions, or model heterogeneities. This makes the method widely applicable beyond contact mechanics and constrained optimization.

Mathematics and Computing↗

DOE OSTI2020

Extended Lagrangian Born–Oppenheimer molecular dynamics using a Krylov subspace approximation

It is shown how the electronic equations of motion in extended Lagrangian Born–Oppenheimer molecular dynamics simulations can be integrated using low-rank approximations of the inverse Jacobian kernel. This kernel determines the metric tensor in the harmonic oscillator extension of the Lagrangian that drives the evolution of the electronic degrees of freedom. The proposed kernel approximation is derived from a pseudoinverse of a low-rank estimate of the Jacobian, which is expressed in terms of a generalized set of directional derivatives with directions that are given from a Krylov subspace approximation. The approach allows a tunable and adaptive approximation that can take advantage of efficient preconditioning techniques. The proposed kernel approximation for the integration of the electronic equations of motion makes it possible to apply extended Lagrangian first-principles molecular dynamics simulations to a broader range of problems, including reactive chemical systems with numerically sensitive and unsteady charge solutions. This can be achieved without requiring exact full calculations of the inverse Jacobian kernel in each time step or relying on iterative non-linear self-consistent field optimization of the electronic ground state prior to the force evaluations as in regular direct Born–Oppenheimer molecular dynamics. We note the low-rank approximation of the Jacobian is directly related to Broyden’s class of quasi-Newton algorithms and Jacobian-free Newton–Krylov methods and provides a complementary formulation for the solution of nonlinear systems of equations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2024

Reduced-dimension Bayesian optimization for model calibration of transient vapor compression cycles

Development and calibration of first-principles dynamic models of vapor compression cycles (VCCs) is of critical importance for applications that include control design and fault detection and diagnostics. Nevertheless, the inherent complexity of models that are represented by large systems of differential–algebraic equations leads to significant challenges for model calibration processes that utilize classical gradient-based methods. Bayesian optimization (BO) is a sample-efficient and gradient-free approach using a probabilistic surrogate model and optimal search over a feasible parameter space. Despite the benefits of BO in reducing computational costs, challenges remain in dealing with a high-dimensional calibration task resulting from a large set of parameters that have significant impacts on system behavior and need to be calibrated simultaneously. This paper presents a reduced-dimension BO framework for calibrating transient VCCs models where the calibration space is projected to a low-dimensional subspace for accelerating convergence of the solution algorithm and consequently reducing the number of transient simulations. The proposed approach was demonstrated via two case studies associated with different VCC applications where 10 parameters were calibrated in each case using laboratory measurements. The reduced-dimension BO framework only required 1 / 8 th of the iterations associated with a standard BO method that deals with high-dimensional calibration parameters for converged solutions and yielded comparable accuracy. Furthermore, both calibrated models revealed significant accuracy improvements compared to uncalibrated models.

Ma, Jiacheng↗

DOE OSTI2025

Sylvester-preconditioned adaptive-rank implicit time integrators for advection-diffusion equations with variable coefficients

Here, we consider the adaptive-rank integration of multi-dimensional time-dependent advection-diffusion partial differential equations (PDEs) with variable coefficients. We employ a standard finite-difference method for spatial discretization coupled with high-order diagonally implicit Runge-Kutta temporal schemes. The discrete equation is a generalized Sylvester equation (GSE), which we solve with a projection-based adaptive-rank algorithm structured around two key strategies: (i) constructing dimension-wise subspaces using a novel atypical extended Krylov strategy, and (ii) efficiently solving the basis coefficient matrix with a preconditioned GMRES solver. The low-rank decomposition is performed in 2D using SVD and with high-order SVD (HOSVD) in 3D to represent the tensor in a compressed Tucker format. For d-dimensional problems (here, d = 2 or 3), the computational complexity and memory storage of the approach are found numerically to scale as and $\mathscr{O}(Nr^2) + \mathscr{O} (r^{d+1})$ and $\mathscr{O}(Nr) + \mathscr{O} (r^{d})$, respectively, with the one-dimensional resolution and the maximal rank during the Krylov iteration (which we find to be largely independent of on our numerical examples). We present numerical examples that illustrate the advertised properties of the algorithm.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2018

A fully coupled two-level Schwarz preconditioner based on smoothed aggregation for the transient multigroup neutron diffusion equations

The neutron multigroup diffusion equations is an important approximation of the neutron transport equation, and has been widely used for studying the motion of neutrons and their interactions with the stationary background materials. Solving the multigroup diffusion equations faces challenging because many variables are coupled together and a lot of computing resources are required. In this paper, we focus on the development of a scalable parallel algorithm framework for the system of equations arising from the discretization of the multigroup diffusion equations using a finite element method in space and using an implicit scheme in time. The parallel agorithm framweork consists of an inexact Jacobian-free Newton for the nonlinear equations, a Krylov subspace method for the Jacobian system and a parallel Schwarz preconditioner for the acceleration of the algorithm convergence. A coarse space based on smoothed aggregation is introduced to construct a two-level method to improve the parallel performance of the Schwarz preconditioner. We numerically shown that compared with the one-level method, the proposed two-level method works significantly better in terms of the number of linear iterations and the compute time for a system of equations with millions of unknowns and a supercomputer with thousands of processors.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1996

Preserving Symmetry in Preconditioned Krylov Subspace Methods

We consider the problem of solving a linear system Ax = b when A is nearly symmetric and when the system is preconditioned by a symmetric positive definite matrix M. In the symmetric case, one can recover symmetry by using M-inner products in the conjugate gradient (CG) algorithm. This idea can also be used in the nonsymmetric case, and near symmetry can be preserved similarly. Like CG, the new algorithms are mathematically equivalent to split preconditioning, but do not require M to be factored. Better robustness in a specific sense can also be observed. When combined with truncated versions of iterative methods, tests show that this is more effective than the common practice of forfeiting near-symmetry altogether.

Chan, Tony F.↗

DOE OSTI2025

Dynamic, symmetry-preserving, and hardware-adaptable circuits for quantum computing many-body states and correlators of the Anderson impurity model

We present a hardware-reconfigurable ansatz on N q -qubits for the variational preparation of many-body states of the Anderson impurity model (AIM) with N imp + N bath = N q /2 sites, which conserves total charge and spin z component within each variational search subspace. The many-body ground state of the AIM is determined as the minimum over all minima of O(N$^2_ q$) distinct charge-spin sectors. Hamiltonian expectation values are shown to require ω(N q ) < N meas. $\leqslant$ O(N imp N bath ) symmetry-preserving, parallelizable measurement circuits, each amenable to postselection. To obtain the one-particle impurity Green’s function we show how initial Krylov vectors can be computed via midcircuit measurement and how Lanczos iterations can be computed using the symmetry-preserving ansatz. For a single-impurity Anderson model with a number of bath sites increasing from one to seven, we show using numerical emulation that the ease of variational ground-state preparation is suggestive of linear scaling in circuit depth and subquartic scaling in optimizer complexity. We therefore expect that, combined with time-dependent methods for Green’s function computation, our ansatz provides a useful tool to account for electronic correlations on early fault-tolerant processors. Finally, with a view towards computing real materials properties of interest like magnetic susceptibilities and electron-hole propagators, we provide a straightforward method to compute many-body, time-dependent correlation functions using a combination of time evolution, midcircuit measurement-conditioned operations, and the Hadamard test.

36 MATERIALS SCIENCE↗

NASA NTRS1995

Robust integration schemes for generalized viscoplasticity with internal-state variables. Part 1: Theoretical developments and applications

This two-part report is concerned with the development of a general framework for the implicit time-stepping integrators for the flow and evolution equations in generalized viscoplastic models. The primary goal is to present a complete theoretical formulation, and to address in detail the algorithmic and numerical analysis aspects involved in its finite element implementation, as well as to critically assess the numerical performance of the developed schemes in a comprehensive set of test cases. On the theoretical side, the general framework is developed on the basis of the unconditionally-stable, backward-Euler difference scheme as a starting point. Its mathematical structure is of sufficient generality to allow a unified treatment of different classes of viscoplastic models with internal variables. In particular, two specific models of this type, which are representative of the present start-of-art in metal viscoplasticity, are considered in applications reported here; i.e., fully associative (GVIPS) and non-associative (NAV) models. The matrix forms developed for both these models are directly applicable for both initially isotropic and anisotropic materials, in general (three-dimensional) situations as well as subspace applications (i.e., plane stress/strain, axisymmetric, generalized plane stress in shells). On the computational side, issues related to efficiency and robustness are emphasized in developing the (local) interative algorithm. In particular, closed-form expressions for residual vectors and (consistent) material tangent stiffness arrays are given explicitly for both GVIPS and NAV models, with their maximum sizes 'optimized' to depend only on the number of independent stress components (but independent of the number of viscoplastic internal state parameters). Significant robustness of the local iterative solution is provided by complementing the basic Newton-Raphson scheme with a line-search strategy for convergence. In the present first part of the report, we focus on the theoretical developments, and discussions of the results of numerical-performance studies using the integration schemes for GVIPS and NAV models.

Saleeb, Atef F.↗

NASA NTRS1995

Robust integration schemes for generalized viscoplasticity with internal-state variables. Part 2: Algorithmic developments and implementation

This two-part report is concerned with the development of a general framework for the implicit time-stepping integrators for the flow and evolution equations in generalized viscoplastic models. The primary goal is to present a complete theoretical formulation, and to address in detail the algorithmic and numerical analysis aspects involved in its finite element implementation, as well as to critically assess the numerical performance of the developed schemes in a comprehensive set of test cases. On the theoretical side, the general framework is developed on the basis of the unconditionally-stable, backward-Euler difference scheme as a starting point. Its mathematical structure is of sufficient generality to allow a unified treatment of different classes of viscoplastic models with internal variables. In particular, two specific models of this type, which are representative of the present start-of-art in metal viscoplasticity, are considered in applications reported here; i.e., fully associative (GVIPS) and non-associative (NAV) models. The matrix forms developed for both these models are directly applicable for both initially isotropic and anisotropic materials, in general (three-dimensional) situations as well as subspace applications (i.e., plane stress/strain, axisymmetric, generalized plane stress in shells). On the computational side, issues related to efficiency and robustness are emphasized in developing the (local) interative algorithm. In particular, closed-form expressions for residual vectors and (consistent) material tangent stiffness arrays are given explicitly for both GVIPS and NAV models, with their maximum sizes 'optimized' to depend only on the number of independent stress components (but independent of the number of viscoplastic internal state parameters). Significant robustness of the local iterative solution is provided by complementing the basic Newton-Raphson scheme with a line-search strategy for convergence. In the present second part of the report, we focus on the specific details of the numerical schemes, and associated computer algorithms, for the finite-element implementation of GVIPS and NAV models.

Li, Wei↗

DOE OSTI2021

Quarter 4 Report: Report on Final Findings and Opportunities for Future Work in the Use of Mixed Precision in Iterative Solvers

The fourth quarter of the project was spent developing an error analysis of the s-step Lanczos and CG algorithms. Our theoretical bounds and numerical experiments show that the numerical behavior of the algorithm can be significantly improved by using extra precision in a small part of the computation related to the computation and application of the Gram matrix. We have published a technical report which includes all steps of the analysis [8]; a shortened version for journal submission is in preparation. We plan to submit this paper in the following weeks. Activities related to this also include a collaboration with Ichitaro Yamazaki on gathering performance results for these new mixed precision s-step Krylov subspace methods using single/double precision on GPUs. Namely, we would like to obtain performance results that show that the performance overhead of using double the working precision in these select computations is minimal. Other activities include attending biweekly xSDK meetings and presenting a pitch talk on this work to the group on February 25, 2021. In the remainder of the document, we summarize our findings on the potential for mixed precision in classical Krylov subspace methods and s-step Krylov subspace methods, as well as key opportunities for future work.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1996

Multigrid and Krylov Subspace Methods for the Discrete Stokes Equations

Discretization of the Stokes equations produces a symmetric indefinite system of linear equations. For stable discretizations, a variety of numerical methods have been proposed that have rates of convergence independent of the mesh size used in the discretization. In this paper, we compare the performance of four such methods: variants of the Uzawa, preconditioned conjugate gradient, preconditioned conjugate residual, and multigrid methods, for solving several two-dimensional model problems. The results indicate that where it is applicable, multigrid with smoothing based on incomplete factorization is more efficient than the other methods, but typically by no more than a factor of two. The conjugate residual method has the advantage of being both independent of iteration parameters and widely applicable.

Elman, Howard C.↗

DOE OSTI2024

Crossing The Gap Using Variational Quantum Eigensolver: A Comparative Study

Within the evolving domain of quantum computational chemistry, the Variational Quantum Eigensolver (VQE) has been developed to explore not only the ground state but also the excited states of molecules. In this study, we compare the performance of Variational Quantum Deflation (VQD) and Subspace-Search Variational Quantum Eigensolver (SSVQE) methods in determining the low-lying excited states of $LiH$. Our investigation reveals that while VQD exhibits a slight advantage in accuracy, SSVQE stands out for its efficiency, allowing the determination of all low-lying excited states through a single parameter optimization procedure. We further evaluate the effectiveness of optimizers, including Gradient Descent (GD), Quantum Natural Gradient (QNG), and Adam optimizer, in obtaining $LiH$'s first excited state, with the Adam optimizer demonstrating superior efficiency in requiring the fewest iterations. Moreover, we propose a novel approach combining Folded Spectrum VQE (FS-VQE) with either VQD or SSVQE, enabling the exploration of highly excited states. We test the new approaches for finding all three $H_4$'s excited states. Folded Spectrum SSVQE (FS-SSVQE) can find all three highly excited states near $-1.0$ Ha with only one optimizing procedure, but the procedure converges slowly. In contrast, although Folded spectrum VQD (FS-VQD) gets highly excited states with individual optimizing procedures, the optimizing procedure converges faster.

Chen, I-Chi↗

DOE OSTI2016

Iterative Strategies for Aftershock Classification in Automatic Seismic Processing Pipelines

We report aftershock sequences following very large earthquakes present enormous challenges to near-real-time generation of seismic bulletins. The increase in analyst resources needed to relocate an inflated number of events is compounded by failures of phase-association algorithms and a significant deterioration in the quality of underlying, fully automatic event bulletins. Current processing pipelines were designed a generation ago, and, due to computational limitations of the time, are usually limited to single passes over the raw data. With current processing capability, multiple passes over the data are feasible. Processing the raw data at each station currently generates parametric data streams that are then scanned by a phase-association algorithm to form event hypotheses. We consider the scenario in which a large earthquake has occurred and propose to define a region of likely aftershock activity in which events are detected and accurately located, using a separate specially targeted semiautomatic process. This effort may focus on so-called pattern detectors, but here we demonstrate a more general grid-search algorithm that may cover wider source regions without requiring waveform similarity. Given many well-located aftershocks within our source region, we may remove all associated phases from the original detection lists prior to a new iteration of the phase-association algorithm. We provide a proof-of-concept example for the 2015 Gorkha sequence, Nepal, recorded on seismic arrays of the International Monitoring System. Even with very conservative conditions for defining event hypotheses within the aftershock source region, we can automatically remove about half of the original detections that could have been generated by Nepal earthquakes and reduce the likelihood of false associations and spurious event hypotheses. Lastly, further reductions in the number of detections in the parametric data streams are likely, using correlation and subspace detectors and/or empirical matched field processing.

58 GEOSCIENCES↗

NASA NTRS1973

An iterative approach to the feature selection problem

The B-average divergence for m-distinct classes, resulting from the linear transformation y = Bx, is proposed as a feature selection criterion, where B is a k by n matrix of rank k not greater than n. It is shown that if the B-average divergence resulting from B is large enough, then the probability of misclassification, considered as a function f the class of all k by n matrices, is essentially minimized by B. A computer program, utilizing a gradient procedure, is developed to numerically maximize the B-average divergence and results are presented for the Cl flight line. For this example, corresponding to 9-distinct classes, most of the discriminatory information is found to lie in a 3-dimensional subspace, defined by an appropriately chosen 3 by 12 matrix B.

Decell, H. P., Jr.↗

DOE OSTI2018

BootCMatch: A Software Package for Bootstrap AMG Based on GraphWeighted Matching

This article has two main objectives: one is to describe some extensions of an adaptive Algebraic Multigrid (AMG) method of the form previously proposed by the first and third authors, and a second one is to present a new software framework, named BootCMatch, which implements all the components needed to build and apply the described adaptive AMG both as a stand-alone solver and as a preconditioner in a Krylov method. The adaptive AMG presented is meant to handle general symmetric and positive definite (SPD) sparse linear systems, without assuming any a priori information of the problem and its origin; the goal of adaptivity is to achieve a method with a prescribed convergence rate. The presented method exploits a general coarsening process based on aggregation of unknowns, obtained by a maximum weight matching in the adjacency graph of the system matrix. More specifically, a maximum product matching is employed to define an effective smoother subspace (complementary to the coarse space), a process referred to as compatible relaxation, at every level of the recursive two-level hierarchical AMG process. Results on a large variety of test cases and comparisons with related work demonstrate the reliability and efficiency of the method and of the software.

97 MATHEMATICS AND COMPUTING↗