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At least 1,783 records · Page 99

All sources NASA NTRS DOE OSTI

DOE OSTI2021

A primal–dual algorithm for risk minimization

In this paper, we develop an algorithm to efficiently solve risk-averse optimization problems posed in reflexive Banach space. Such problems often arise in many practical applications as, e.g., optimization problems constrained by partial differential equations with uncertain inputs. Unfortunately, for many popular risk models including the coherent risk measures, the resulting risk-averse objective function is nonsmooth. Here, this lack of differentiability complicates the numerical approximation of the objective function as well as the numerical solution of the optimization problem. To address these challenges, we propose a primal–dual algorithm for solving large-scale nonsmooth risk-averse optimization problems. This algorithm is motivated by the classical method of multipliers and by epigraphical regularization of risk measures. As a result, the algorithm solves a sequence of smooth optimization problems using derivative-based methods. We prove convergence of the algorithm even when the subproblems are solved inexactly and conclude with numerical examples demonstrating the efficiency of our method.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1985

A multistage time-stepping scheme for the Navier-Stokes equations

A class of explicit multistage time-stepping schemes is used to construct an algorithm for solving the compressible Navier-Stokes equations. Flexibility in treating arbitrary geometries is obtained with a finite-volume formulation. Numerical efficiency is achieved by employing techniques for accelerating convergence to steady state. Computer processing is enhanced through vectorization of the algorithm. The scheme is evaluated by solving laminar and turbulent flows over a flat plate and an NACA 0012 airfoil. Numerical results are compared with theoretical solutions or other numerical solutions and/or experimental data.

Swanson, R. C.↗

NASA NTRS1985

A multistage time-stepping scheme for the Navier-Stokes equations

Swanson, R. C.↗

DOE OSTI2023

Ciel

Compiler optimizations can alter the numerical results of scientific computing applications. When numerical results differ significantly between compilers, optimization levels, and floating-point hardware, these numerical inconsistencies can impact programming productivity. Ciel is a framework that helps programmers identify locations in the source code that are affected by compiler optimizations in CPU and GPU code. Ciel uses a floating-point precision enhancement strategy, guided by a recursive bisection search algorithm with increasing search granularity, to identify the program expressions that induce numerical inconsistencies due to compiler optimizations.

Miao, Wenjun↗

DOE OSTI2021

Implementation of Monte Carlo Transport in the General Relativistic SpEC Code

Neutrino transport and neutrino-matter interactions are known to play an important role in the evolution of neutron star mergers and of their post-merger remnants. Neutrinos cool remnants, drive post-merger winds, and deposit energy in the low-density polar regions where relativistic jets may eventually form. Neutrinos also modify the composition of the ejected material, impacting the outcome of nucleosynthesis in merger outflows and the properties of the optical/infrared transients that they power (kilonovae). So far, merger simulations have largely relied on approximate treatments of the neutrinos (leakage, moments) that simplify the equations of radiation transport in a way that makes simulations more affordable but also introduces unquantifiable errors in the results. To improve on these methods, we recently published a first simulation of neutron star mergers using a low-cost Monte Carlo algorithm for neutrino radiation transport. Our transport code limits costs in optically thick regions by placing a hard ceiling on the value of the absorption opacity of the fluid, yet all approximations made within the code are designed to vanish in the limit of infinite numerical resolution. We provide here an in-depth description of this algorithm, of its implementation in the SpEC merger code, and of the expected impact of our approximations in optically thick regions. We argue that the last is a subdominant source of error at the accuracy reached by current simulations and for the interactions currently included in our code. We also provide tests of the most important features of this code.

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS1989

Numerical solutions of forward-flight rotor flow using an upwind method

A finite-volume upwind algorithm for solving the 3-D Euler equations with a moving grid has been developed for computing helicopter forward-flight rotor flows. The computed pressure distributions and shock positions of high-speed rotor flow are compared with various experimental data as well as with other numerical results, and the agreement is encouraging. A comparison of quasi-steady solutions with unsteady solutions reveals that when a shock occurs in the flowfield, the assumption of quasi-steady flow may fail due to the time-lag of the shock motion. Similarly, three-dimensional effects cannot be neglected. Sufficient subiterations for each time step are required to avoid numerical lag effects in using the present method. The redistribution of the residual due to the coordinate transformation is discussed. For high-order MUSCL-type schemes, a coordinate-independent solution can be obtained by interpolating primitive variables.

Chen, C. L.↗

NASA NTRS1990

Numerical computation of transition to turbulence

Current applications of numerical simulations, including studies of mildly nonlinear and strongly nonlinear effects, and incipient turbulence are reviewed, and it is observed that one mildly nonlinear application for which direct simulations need to take a leading part is in establishing confidence in the dominant instability of a flow, while direct simulations are the primary tool when nonlinear effects are stronger than can be handled by existing asymptotic methods. The characteristics of existing algorithms for transition simulations are discussed, along with algorithmic improvements which would extend the range of problems amenable to numerical simulations. Current and future issues and problems are outlined.

Zang, Thomas A.↗

DOE OSTI2023

Optimal design of chemoepitaxial guideposts for the directed self-assembly of block copolymer systems using an inexact Newton algorithm

Directed self-assembly (DSA) of block copolymers (BCPs) is one of the most promising developments in the cost-effective production of nanoscale devices. The process makes use of the natural tendency for BCP melts to form nanoscale structures upon phase separation. The phase separation can be directed through the use of chemically patterned substrates to promote the formation of morphologies that are essential to the production of semiconductor devices. Moreover, the design of substrate pattern can be formulated as an optimization problem for which we seek optimal substrate designs that effectively produce given target morphologies. In this paper, we adopt a phase field model given by a nonlocal Cahn–Hilliard partial differential equation (PDE) based on the minimization of the Ohta–Kawasaki free energy, and present an efficient PDE-constrained optimization framework for the optimal design problem. The design variables are the locations of circular- or strip-shaped guiding posts that are used to model the substrate chemical pattern. To solve the ensuing optimization problem, we propose a variant of an inexact Newton conjugate gradient algorithm tailored to this problem. Additionally, we demonstrate the effectiveness of our computational strategy on numerical examples that span a range of target morphologies. Owing to our second-order optimizer and fast state solver, the numerical results demonstrate five orders of magnitude reduction in computational cost over previous work. The efficiency of our framework and the fast convergence of our optimization algorithm enable us to rapidly solve the optimal design problem in not only two, but also three spatial dimensions.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1977

An implicit factored scheme for the compressible Navier-Stokes equations

An implicit finite difference scheme is developed for the numerical solution of the compressible Navier-Stokes equations in conservation-law form. The algorithm is second-order-time accurate, noniterative, and spatially factored. In order to obtain an efficient factored algorithm, the spatial cross-derivatives are evaluated explicitly. However, the algorithm is unconditionally stable and, although a three-time-level scheme, requires only two-time-levels of data storage. The algorithm is constructed in a 'delta' form (i.e., increments of the conserved variables and fluxes) that provides a direct derivation of the scheme and leads to an efficient computational algorithm. In addition, the delta form has the advantageous property of a steady-state (if one exists) independent of the size of the time step. Numerical results are presented for a two-dimensional shock boundary-layer interaction problem.

Beam, R. M.↗

NASA NTRS2002

Aerocapture Guidance Algorithm Comparison Campaign

The aerocapture is a promising technique for the future human interplanetary missions. The Mars Sample Return was initially based on an insertion by aerocapture. A CNES orbiter Mars Premier was developed to demonstrate this concept. Mainly due to budget constraints, the aerocapture was cancelled for the French orbiter. A lot of studies were achieved during the three last years to develop and test different guidance algorithms (APC, EC, TPC, NPC). This work was shared between CNES and NASA, with a fruitful joint working group. To finish this study an evaluation campaign has been performed to test the different algorithms. The objective was to assess the robustness, accuracy, capability to limit the load, and the complexity of each algorithm. A simulation campaign has been specified and performed by CNES, with a similar activity on the NASA side to confirm the CNES results. This evaluation has demonstrated that the numerical guidance principal is not competitive compared to the analytical concepts. All the other algorithms are well adapted to guaranty the success of the aerocapture. The TPC appears to be the more robust, the APC the more accurate, and the EC appears to be a good compromise.

Rousseau, Stephane↗

NASA NTRS1982

The CMC:3DPNS computer program for prediction of three-dimensional, subsonic, turbulent aerodynamic juncture region flow. Volume 1: Theoretical

An order-of-magnitude analysis of the subsonic three dimensional steady time averaged Navier-Stokes equations, for semibounded aerodynamic juncture geometries, yields the parabolic Navier-Stokes simplification. The numerical solution of the resultant pressure Poisson equation is cast into complementary and particular parts, yielding an iterative interaction algorithm with an exterior three dimensional potential flow solution. A parabolic transverse momentum equation set is constructed, wherein robust enforcement of first order continuity effects is accomplished using a penalty differential constraint concept within a finite element solution algorithm. A Reynolds stress constitutive equation, with low turbulence Reynolds number wall functions, is employed for closure, using parabolic forms of the two-equation turbulent kinetic energy-dissipation equation system. Numerical results document accuracy, convergence, and utility of the developed finite element algorithm, and the CMC:3DPNS computer code applied to an idealized wing-body juncture region. Additional results document accuracy aspects of the algorithm turbulence closure model.

Baker, A. J.↗

DOE OSTI2025

Iterative quantum optimization of spin glass problems with rapidly oscillating transverse fields

In this work, we introduce a new iterative quantum algorithm, called Iterative Symphonic Tunneling for Satisfiability problems (IST-SAT), which solves quantum spin glass optimization problems using high-frequency oscillating transverse fields. IST-SAT operates as a sequence of iterations, in which bitstrings returned from one iteration are used to set spin-dependent phases in oscillating transverse fields in the next iteration. Over several iterations, the novel mechanism of the algorithm steers the system toward the problem ground state. We benchmark IST-SAT on sets of hard MAX-3-XORSAT problem instances with exact state vector simulation, and report polynomial speedups over Trotterized adiabatic quantum computation and the best known semi-greedy classical algorithm. When IST-SAT is seeded with a sufficiently good initial approximation, the algorithm converges to exact solution(s) in a polynomial number of iterations. Our numerical results identify a critical Hamming radius, or quality of initial approximation, where the time-to-solution crosses from exponential to polynomial scaling in problem size. This work proposes IST-SAT a new quantum algorithm, which improves upon solutions obtained from initial classical or quantum optimization algorithms. The steering mechanism we introduce through IST-SAT presents a new path toward achieving quantum advantage in optimization.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

NASA NTRS1987

Single-mode projection filters for identification and state estimation of flexible structures

Single-mode projection filters are developed for eigensystem parameter identification and state estimation from both analytical results and test data. Explicit formulations of these projection filters are derived using the pseudoinverse matrices of the controllabilty and observability matrices in the general sense. A global minimum optimization algorithm is developed to update the filter parameters by using the interval analysis method. Modal parameters can be identified and updated in the global sense within a specified region of parameters by passing the experimental data through the projection filters. For illustration of this new approach, a numerical example is shown by using a one-dimensional global optimization algorithm to estimate modal frequencies and damping.

Huang, Jen-Kuang↗

DOE OSTI2022

Online Learning and Pricing for Service Systems with Reusable Resources

We consider a price-based revenue management problem with finite reusable resources over a finite time horizon T. Customers arrive following a price-dependent Poisson process, and each customer requests one unit of c homogeneous reusable resources. If there is an available unit, the customer gets served within a price-dependent exponentially distributed service time; otherwise, the customer waits in a queue until the next available unit. In this paper, we assume that the firm does not know how the arrival and service rates depend on posted prices, and thus it makes adaptive pricing decisions in each period based only on past observations to maximize the cumulative revenue. Given a discrete price set with cardinality P, we propose two online learning algorithms, termed batch upper confidence bound (BUCB) and batch Thompson sampling (BTS), and prove that the cumulative regret upper bound is O˜(√PT) , which matches the regret lower bound. In establishing the regret, we bound the transient system performance upon price changes via a novel coupling argument, and also generalize bandits to accommodate subexponential rewards. Here, we also extend our approach to models with balking and reneging customers and discuss a continuous price setting. Our numerical experiments demonstrate the efficacy of the proposed BUCB and BTS algorithms.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

On the use of adjoints in the inversion of observed quasi-static deformation

An adjoint-based conjugate gradient algorithm provides an efficient means for imaging sources of deformation within the Earth, such as volume stresses associated with fluid flow in aquifers and reservoirs. For time intervals over which the overburden deforms elastically, one can calculate the gradient elements for a single model update using just two numerical simulations. The first is a forward run that is used to compute the residuals associated with the given iteration. The second simulation is to evaluate the application of the adjoint operator to the residuals. In this adjoint calculation, the residual displacements are applied as sources at the measurement locations, driving the deformation in the simulation. The volume stress on the source grid blocks, in response to the residual displacements, provide the gradient components. We apply this technique to satellite-based interferometric synthetic aperture radar (InSAR) line-of-sight displacements that were observed over an oil reservoir in California’s Central Valley. Furthermore, we find that the adjoint-based gradient estimates, requiring 18 CPU seconds, agree with conventional numerical calculations that take over 3700 CPU seconds to compute. Conjugate gradient algorithms utilizing the conventional approach and adjoint-based gradient computations give roughly the same reductions in misfit and similar final estimates of reservoir volume change.

58 GEOSCIENCES↗

DOE OSTI2023

Real-Time Krylov Theory for Quantum Computing Algorithms

Quantum computers provide new avenues to access ground and excited state properties of systems otherwise difficult to simulate on classical hardware. New approaches using subspaces generated by real-time evolution have shown efficiency in extracting eigenstate information, but the full capabilities of such approaches are still not understood. In recent work, we developed the variational quantum phase estimation (VQPE) method, a compact and efficient real-time algorithm to extract eigenvalues on quantum hardware. Here we build on that work by theoretically and numerically exploring a generalized Krylov scheme where the Krylov subspace is constructed through a parametrized real-time evolution, which applies to the VQPE algorithm as well as others. We establish an error bound that justifies the fast convergence of our spectral approximation. We also derive how the overlap with high energy eigenstates becomes suppressed from real-time subspace diagonalization and we visualize the process that shows the signature phase cancellations at specific eigenenergies. We investigate various algorithm implementations and consider performance when stochasticity is added to the target Hamiltonian in the form of spectral statistics. To demonstrate the practicality of such real-time evolution, we discuss its application to fundamental problems in quantum computation such as electronic structure predictions for strongly correlated systems.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1992

An investigation of the information propagation and entropy transport aspects of Stirling machine numerical simulation

Aspects of the information propagation modeling behavior of integral machine computer simulation programs are investigated in terms of a transmission line. In particular, the effects of pressure-linking and temporal integration algorithms on the amplitude ratio and phase angle predictions are compared against experimental and closed-form analytic data. It is concluded that the discretized, first order conservation balances may not be adequate for modeling information propagation effects at characteristic numbers less than about 24. An entropy transport equation suitable for generalized use in Stirling machine simulation is developed. The equation is evaluated by including it in a simulation of an incompressible oscillating flow apparatus designed to demonstrate the effect of flow oscillations on the enhancement of thermal diffusion. Numerical false diffusion is found to be a major factor inhibiting validation of the simulation predictions with experimental and closed-form analytic data. A generalized false diffusion correction algorithm is developed which allows the numerical results to match their analytic counterparts. Under these conditions, the simulation yields entropy predictions which satisfy Clausius' inequality.

Goldberg, Louis F.↗

NASA NTRS1990

Numerical methods for TVD transport and coupled relaxing processes in gases and plasmas

The construction of second-order upwind schemes for nonequilibrium plasmas, for both one- and two-fluid formulations is demonstrated. Coupled relaxation processes, including ionization kinetics and radiative processes and their algorithms for nonequilibrium, multiple temperature conditions are described as well. The paper applies the numerical techniques on some simple test cases, points out critical problems and their solutions, and makes qualitative comparisons with known results, whenever possible.

Cambier, Jean-Luc↗