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Physics-embedded inverse analysis with algorithmic differentiation for the earth’s subsurface

Abstract Inverse analysis has been utilized to understand unknown underground geological properties by matching the observational data with simulators. To overcome the underconstrained nature of inverse problems and achieve good performance, an approach is presented with embedded physics and a technique known as algorithmic differentiation. We use a physics-embedded generative model, which takes statistically simple parameters as input and outputs subsurface properties (e.g., permeability or P-wave velocity), that embeds physical knowledge of the subsurface properties into inverse analysis and improves its performance. We tested the application of this approach on four geologic problems: two heterogeneous hydraulic conductivity fields, a hydraulic fracture network, and a seismic inversion for P-wave velocity. This physics-embedded inverse analysis approach consistently characterizes these geological problems accurately. Furthermore, the excellent performance in matching the observational data demonstrates the reliability of the proposed method. Moreover, the application of algorithmic differentiation makes this an easy and fast approach to inverse analysis when dealing with complicated geological structures.

54 ENVIRONMENTAL SCIENCES↗

SICOPOLIS-AD v1: an open-source adjoint modeling framework for ice sheet simulation enabled by the algorithmic differentiation tool OpenAD

We present a new capability of the ice sheet model SICOPOLIS that enables flexible adjoint code generation via source transformation using the open-source algorithmic differentiation (AD) tool OpenAD.The adjoint code enables efficient calculation of the sensitivities of a scalar-valued objective function or quantity of interest (QoI) to a range of important, often spatially varying and uncertain model input variables, including initial and boundary conditions, as well as model parameters.Compared to earlier work on the adjoint code generation of SICOPOLIS, our work makes several important advances:(i) it is embedded within the up-to-date trunk of the SICOPOLIS repository – accounting for 1.5 decades of code development and improvements – and is readily available to the wider community;(ii) the AD tool used, OpenAD, is an open-source tool;(iii) the adjoint code developed is applicable to both Greenland and Antarctica, including grounded ice as well as floating ice shelves, with an extended choice of thermodynamical representations.A number of code refactorization steps were required. They are discussed in detail in an Appendix as they hold lessons for the application of AD to legacy codes at large.As an example application, we examine the sensitivity of the total Antarctic Ice Sheet volume to changes in initial ice thickness, austral summer precipitation, and basal and surface temperatures across the ice sheet.Simulations of Antarctica with floating ice shelves show that over 100 years of simulation the sensitivity of total ice sheet volume to the initial ice thickness and precipitation is almost uniformly positive, while the sensitivities to surface and basal temperature are almost uniformly negative. Sensitivity to austral summer precipitation is largest on floating ice shelves from Queen Maud to Queen Mary Land. The largest sensitivity to initial ice thickness is at outlet glaciers around Antarctica. Comparison between total ice sheet volume sensitivities to surface and basal temperature shows that surface temperature sensitivities are higher broadly across the floating ice shelves, while basal temperature sensitivities are highest at the grounding lines of floating ice shelves and outlet glaciers. A uniformly perturbed region of East Antarctica reveals that, among the four control variables tested here, total ice sheet volume is the most sensitive to variations in austral summer precipitation as formulated in SICOPOLIS.Comparison between adjoint- and finite-difference-derived sensitivities shows good agreement, lending confidence that the AD tool is producing correct adjoint code.The new modeling infrastructure is freely available at http://www.sicopolis.net (last access: 2 April 2020) under the development trunk.

58 GEOSCIENCES↗

Handling Iterative Solvers in an Algorithmic Differentiation Framework Using Implicit Methods

Differentiable programming is a powerful concept as it enables the seemly propagation of gradients through functions, algorithms, and/or whole physics simulations. These gradients are useful for a wide variety of applications, including sensitivity studies and machine learning, but one of particular interest is optimization. Gradient-based optimization, enabled through automatic/algorithmic differentiation (AD), can be used on predictive physical models to efficiently optimize a set of design variables. AD methods are a particularly promising approach to complex physics simulations because they can be shown to scale well with an increasing number of design variables; however, care must be taken when coupling between different models or different states of a single model.

algorithmic differentiation↗

Preliminary study of auto-differentiation algorithm in beam dynamics with stochastic process

Modern particle accelerator optimization requires sophisticated computational methods to address the inherently stochastic nature of beam dynamics. This research develops a framework applying AD to SDEs that specifically addresses beam dynamics challenges in particle accelerators, focusing on accurately modeling and optimizing beam behavior in regimes dominated by stochastic processes. By incorporating key physical phenomena such as synchrotron radiation, wakefield effects, and quantum excitation, the framework aims to provide auto differentiation on the figure of merit of the phase space evolution and beam dynamics. The methodology will enable effective optimization method in a dynamic system with stochastic process.

Accelerator Physics↗

Efficient derivative computation for unsteady fatigue-constrained nonlinear aero-structural wind turbine blade optimization

Gradient-based optimization offers significant efficiency advantages for wind turbine blade design, but its application has often been limited by the cost and accuracy of finite-difference derivative calculations, especially when fatigue constraints are considered. In this work, we systematically compare and evaluate four differentiation techniques, namely algorithmic differentiation, implicit differentiation, sparsity exploitation, and parallelization, to determine their effectiveness in computing accurate gradients through time-domain aero-structural simulations. By integrating these techniques with unsteady nonlinear aerodynamic and structural models, we develop software designed for accurate gradient computation. We show that combining these techniques addresses memory and runtime challenges associated with long simulations required by design load cases. Specifically, the most effective combination reduces derivative computation wall time by over an order of magnitude compared to finite differencing while maintaining superior accuracy. We demonstrate this approach in a proof-of-concept aero-structural optimization of a wind turbine blade that improves the cost of energy by 12.78 %. This comparative study establishes a viable approach for fatigue-aware blade design that balances computational efficiency with modeling accuracy.

17 WIND ENERGY↗

Optimization using pathwise algorithmic derivatives of electromagnetic shower simulations

Among the well-known methods to approximate derivatives of expectancies computed by Monte-Carlo simulations, averages of pathwise derivatives are often the easiest one to apply. Computing them via algorithmic differentiation typically does not require major manual analysis and rewriting of the code, even for very complex programs like simulations of particle-detector interactions in high-energy physics. However, the pathwise derivative estimator can be biased if there are discontinuities in the program, which may diminish its value for applications. This work integrates algorithmic differentiation into the electromagnetic shower simulation code HepEmShow based on G4HepEm, allowing us to study how well pathwise derivatives approximate derivatives of energy depositions in a sampling calorimeter with respect to parameters of the beam and geometry. We found that when multiple scattering is disabled in the simulation, means of pathwise derivatives converge quickly to their expected values, and these are close to the actual derivatives of the energy deposition. Additionally, we demonstrate the applicability of this novel gradient estimator for stochastic gradient-based optimization in a model example.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A Trajectory-Driven Algorithm for Differentiating SRB Measures on Unstable Manifolds

Sinai-Ruelle-Bowen (SRB) measures are limiting stationary distributions describing the statistical behavior of chaotic dynamical systems. Directional derivatives of SRB measure densities conditioned on unstable manifolds are critical in the sensitivity analysis of hyperbolic chaos. These derivatives, known as the SRB density gradients, are by-products of the regularization of Lebesgue integrals appearing in the original linear response expression. In this paper, we propose a novel trajectory- driven algorithm for computing the SRB density gradient defined for systems with high-dimensional unstable manifolds. We apply the concept of measure preservation together with the chain rule on smooth manifolds. Due to the recursive one-step nature of our derivations, the proposed procedure is memory-efficient and can be naturally integrated with existing Monte Carlo schemes widely used in computational chaotic dynamics. Here, we numerically show the exponential convergence of our scheme, analyze the computational cost, and present its use in the context of Monte Carlo integration.

97 MATHEMATICS AND COMPUTING↗

Seven open problems in applied combinatorics

We present and discuss seven different open problems in applied combinatorics. Additionally, the application areas relevant to this compilation include quantum computing, algorithmic differentiation, topological data analysis, iterative methods, hypergraph cut algorithms, and power systems.

97 MATHEMATICS AND COMPUTING↗

PETSc TSAdjoint: A Discrete Adjoint ODE Solver for First-Order and Second-Order Sensitivity Analysis

Here, we present a new software system PETSc TSAdjoint for first-order and second order adjoint sensitivity analysis of time-dependent nonlinear differential equations. The derivative calculation in PETSc TSAdjoint is essentially a high-level algorithmic differentiation process. The adjoint models are derived by differentiating the timestepping algorithms and implementing them based on the parallel infrastructure in PETSc. Full differentiation of the library code, including MPI routines, is avoided, and users do not need to derive their own adjoint models for their specific applications. PETSc TSAdjoint can compute the first-order derivative, that is, the gradient of a scalar functional, and the Hessian-vector product, which carries second-order derivative information, while requiring minimal input (a few callbacks) from the users. The adjoint model employs optimal checkpointing schemes in a manner that is transparent to users. Finally, usability, efficiency, and scalability are demonstrated through examples from a variety of applications.

79 ASTRONOMY AND ASTROPHYSICS↗

Quantum machine learning with differential privacy

Abstract Quantum machine learning (QML) can complement the growing trend of using learned models for a myriad of classification tasks, from image recognition to natural speech processing. There exists the potential for a quantum advantage due to the intractability of quantum operations on a classical computer. Many datasets used in machine learning are crowd sourced or contain some private information, but to the best of our knowledge, no current QML models are equipped with privacy-preserving features. This raises concerns as it is paramount that models do not expose sensitive information. Thus, privacy-preserving algorithms need to be implemented with QML. One solution is to make the machine learning algorithm differentially private, meaning the effect of a single data point on the training dataset is minimized. Differentially private machine learning models have been investigated, but differential privacy has not been thoroughly studied in the context of QML. In this study, we develop a hybrid quantum-classical model that is trained to preserve privacy using differentially private optimization algorithm. This marks the first proof-of-principle demonstration of privacy-preserving QML. The experiments demonstrate that differentially private QML can protect user-sensitive information without signficiantly diminishing model accuracy. Although the quantum model is simulated and tested on a classical computer, it demonstrates potential to be efficiently implemented on near-term quantum devices [noisy intermediate-scale quantum (NISQ)]. The approach’s success is illustrated via the classification of spatially classed two-dimensional datasets and a binary MNIST classification. This implementation of privacy-preserving QML will ensure confidentiality and accurate learning on NISQ technology.

97 MATHEMATICS AND COMPUTING↗

High-precision quantum algorithms for partial differential equations

Quantum computers can produce a quantum encoding of the solution of a system of differential equations exponentially faster than a classical algorithm can produce an explicit description. However, while high-precision quantum algorithms for linear ordinary differential equations are well established, the best previous quantum algorithms for linear partial differential equations (PDEs) have complexity poly(1/ϵ), where ϵ is the error tolerance. By developing quantum algorithms based on adaptive-order finite difference methods and spectral methods, we improve the complexity of quantum algorithms for linear PDEs to be poly(d,log(1/ϵ)), where d is the spatial dimension. Our algorithms apply high-precision quantum linear system algorithms to systems whose condition numbers and approximation errors we bound. We develop a finite difference algorithm for the Poisson equation and a spectral algorithm for more general second-order elliptic equations.

97 MATHEMATICS AND COMPUTING↗

A set of test problems for nonlinear optimization

The software is a set of test problems for nonlinear optimization algorithms, including subroutines such as linear algebra routines and automatic differentiation algorithms. The test problems come from chemical engineering open literature, and describe optimization tasks related to the design and operation of processes such as carbon capture, Hydrogen production, heat exchange, and distillation.

Parker, Robert↗

Information and Collaboration Levels in Vehicular Strings: A Comparative Study

The potential safety, productivity, and energy benefits of automated vehicles have driven a surge of research interest in their algorithms. Even within single-lane driving, control engineers now have a profusion of approaches available to them. Algorithm classes include classical controllers, receding horizon controllers, and constrained eco-driving formulae based on Pontryagin’s Minimum Principle. Differing connectivity architectures and collaboration levels further differentiate algorithms from one another. This study evaluated six controllers in two drive cycle-based scenarios using an electric powertrain model for energy analysis. Individual-vehicle and string performance were examined, including string stability and length. Algorithms with greater access to information generally performed best. Although collaboration affected energy use only slightly, it made a greater impact on string length.

Dollar, R. Austin↗

MITgcm-AD v2: Open source tangent linear and adjoint modeling framework for the oceans and atmosphere enabled by the Automatic Differentiation tool Tapenade

The Massachusetts Institute of Technology General Circulation Model (MITgcm) is widely used by the climate science community to simulate planetary atmosphere and ocean circulations. A defining feature of the MITgcm is that it has been developed to be compatible with an algorithmic differentiation (AD) tool, TAF, enabling the generation of tangent-linear and adjoint models. These provide gradient information which enables dynamics-based sensitivity and attribution studies, state and parameter estimation, and rigorous uncertainty quantification. Importantly, gradient information is essential for computing comprehensive sensitivities and performing efficient large-scale data assimilation, ensuring that observations collected from satellites and in-situ measuring instruments can be effectively used to optimize a large uncertain control space. As a result, the MITgcm forms the dynamical core of a key data assimilation product employed by the physical oceanography research community: Estimating the Circulation and Climate of the Ocean (ECCO) state estimate. Although MITgcm and ECCO are used extensively within the research community, the AD tool TAF is proprietary and hence inaccessible to a large proportion of these users. The new version 2 (MITgcm-AD v2) framework introduced here is based on the source-to-source AD tool Tapenade, which has recently been open-sourced. Another feature of Tapenade is that it stores required variables by default (instead of recomputing them) which simplifies the implementation of efficient, AD-compatible code. The framework has been integrated with the MITgcm model’s main branch and is now freely available.

Adjoints↗

Reverse-mode differentiation in arbitrary tensor network format: with application to supervised learning.

This paper describes an efficient reverse-mode differentiation algorithm for contraction operations of tensor networks that may have arbitrary and unconventional network topologies. The approach leverages the tensor contraction tree of Evenbly and Pfeifer (2014), which provides an instruction set for the contraction sequence of a network. We show that this tree can be efficiently leveraged for differentiation of a full tensor network contraction using a recursive scheme that exploits (1) the bilinear property of contraction and (2) the property that trees have single path from root to leaves. While differentiation of tensor-tensor contraction is already possible in most automatic differentiation packages, we show that exploiting these two additional properties in the specific context of contraction sequences can improve efficiency. Following a description of the algorithm and computational complexity analysis, we investigate its utility for gradient-based supervised learning for low-rank function recovery and for fitting real-world unstructured datasets. We demonstrate improved performance over alternating least-squares optimization approaches and the capability to handle heterogeneous and arbitrary tensor network formats. When compared to alternating minimization algorithms, we find that the gradient-based approach requires a smaller oversampling ratio (number of samples compared to number model parameters) for recovery. This increased efficiency extends to fitting unstructured data of varying dimensionality and when employing a variety of tensor network formats. Here, we show improved learning using the hierarchical Tucker method over the tensor-train in high-dimensional settings on a number of benchmark problems.

97 MATHEMATICS AND COMPUTING↗

TurboRVB: A many-body toolkit for ab initio electronic simulations by quantum Monte Carlo

TurboRVB is a computational package for ab initio Quantum Monte Carlo (QMC) simulations of both molecular and bulk electronic systems. The code implements two types of well established QMC algorithms: Variational Monte Carlo (VMC) and diffusion Monte Carlo in its robust and efficient lattice regularized variant. A key feature of the code is the possibility of using strongly correlated many-body wave functions (WFs), capable of describing several materials with very high accuracy, even when standard mean-field approaches [e.g., density functional theory (DFT)] fail. The electronic WF is obtained by applying a Jastrow factor, which takes into account dynamical correlations, to the most general mean-field ground state, written either as an antisymmetrized geminal power with spin-singlet pairing or as a Pfaffian, including both singlet and triplet correlations. This WF can be viewed as an efficient implementation of the so-called resonating valence bond (RVB) Ansatz, first proposed by Pauling and Anderson in quantum chemistry [L. Pauling, The Nature of the Chemical Bond (Cornell University Press, 1960)] and condensed matter physics [P.W. Anderson, Mat. Res. Bull 8, 153 (1973)], respectively. The RVB Ansatz implemented in TurboRVB has a large variational freedom, including the Jastrow correlated Slater determinant as its simplest, but nontrivial case. Moreover, it has the remarkable advantage of remaining with an affordable computational cost, proportional to the one spent for the evaluation of a single Slater determinant. Therefore, its application to large systems is computationally feasible. The WF is expanded in a localized basis set. Several basis set functions are implemented, such as Gaussian, Slater, and mixed types, with no restriction on the choice of their contraction. The code implements the adjoint algorithmic differentiation that enables a very efficient evaluation of energy derivatives, comprising the ionic forces. Thus, one can perform structural optimizations and molecular dynamics in the canonical NVT ensemble at the VMC level. For the electronic part, a full WF optimization (Jastrow and antisymmetric parts together) is made possible, thanks to state-of-the-art stochastic algorithms for energy minimization. In the optimization procedure, the first guess can be obtained at the mean-field level by a built-in DFT driver. The code was efficiently parallelized by using a hybrid MPI-OpenMP protocol, which is also an ideal environment for exploiting the computational power of modern Graphics Processing Unit accelerators.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Quandary

Quandary numerically simulates and optimizes the time-evolution of open quantum systems. The underlying dynamics are modelled by Lindblad's master equation, a linear ordinary differential equation (ODE) describing quantum systems interacting with the environment. Quandary solves this ODE numerically by applying a time-stepping integration scheme, and utilizes a gradient-based optimization approach to determine optimal control pulses that drive the quantum system to a desired target state. Two optimization objectives are considered: (a) Unitary gate optimization that finds controls to realize a unitary gate transformation, and (b) optimal reset that aims to drive the quantum system to the ground states. Gradient-based optimization schemes utilizing Petsc's Tao optimization package are applied to generate control pulses that minimize the respective measure. To evaluate the gradient of the objective function, the discrete adjoint method is used while leveraging techniques from Algorithmic Differentiation to produce exact and consistent gradients. To mitigate excessive execution run times, the software can be build together with the XBraid software library which provides a parallelization strategy to distribute the time-evolution of the underlying dynamics onto multiple processor.

Petersson, NilsA.↗

Graph-based Reversible Evaluation and Tangents Library

GRETL is a C++ library for evaluation, re-evaluation and algorithmic differentiation of functional operations on an arbitrary computational graph with limited memory usage. Similar to popular machine learning frameworks in Python, like PyTorch and JAX, it tracks and stores both operations and output data as functions are evaluated. Once this composition of functions is built up, the entire chain of operations can be back propagated to compute sensitivities of the final result with respect to any number of inputs. In contrast to most machine learning applications, memory usage becomes the bottleneck for back propagation in many physics applications, especially for time-dependent PDEs. Dynamic check pointing becomes essential. An important distinguishing feature of GRETL is its ability to limit the maximum memory usage by automatically dynamic checkpointing the data output for each graph operation (see Wang, Moin, Iaccarino, 2009). During backpropagation, parts of the graph that are no longer in memory are automatically re-evaluated from upstream checkpointed states as needed for derivative sensitivity calculations (or more precisely, for vector-Jacobian products). GRETL is particularly beneficial for applications, such as coupled multi-physics, where deriving adjoint-based sensitivities and managing checkpoint memory across modules becomes onerous. Cases which can be readily handled by the GRETL library include: different time-integration algorithms per physics (e.g., coupled predictor-corrector algorithms, IMEX, etc.), sub-cycling, asynchronous integrators, state dependent timestep sizes, iterative solvers and coupling algorithms, controller algorithms, and more.

Tupek, MichaelR [Lawrence Livermore National Labor↗