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At least 19 records

Online randomized interpolative decomposition with a posteriori error estimator for temporal PDE data reduction

Traditional low-rank approximation is a powerful tool for compressing large data matrices that arise in simulations of partial differential equations (PDEs), but suffers from high computational cost and requires several passes over the PDE data. The compressed data may also lack interpretability thus making it difficult to identify feature patterns from the original data. Here, to address these issues, we present an online randomized algorithm to compute the interpolative decomposition (ID) of large-scale data matrices in situ. Compared to previous randomized IDs that used the QR decomposition to determine the column basis, we adopt a streaming ridge leverage score-based column subset selection algorithm that dynamically selects proper basis columns from the data and thus avoids an extra pass over the data to compute the coefficient matrix of the ID. In particular, we adopt a single-pass error estimator based on the non-adaptive Hutch++ algorithm to provide real-time error approximation for determining the best coefficients. As a result, our approach only needs a single pass over the original data and thus is suitable for large and high-dimensional matrices stored outside of core memory or generated in PDE simulations. A strategy to improve the accuracy of the reconstructed data gradient, when desired, within the ID framework is also presented. We provide numerical experiments on turbulent channel flow and ignition simulations, and on the NSTX Gas Puff Image dataset, comparing our algorithm with the offline ID algorithm to demonstrate its utility in real-world applications.

Column subset selection↗

Pass-efficient methods for compression of high-dimensional turbulent flow data

The future of high-performance computing, specifically on future Exascale computers, will presumably see memory capacity and bandwidth fail to keep pace with data generated, for instance, from massively parallel partial differential equation (PDE) systems. Current strategies proposed to address this bottleneck entail the omission of large fractions of data, as well as the incorporation of in situ compression algorithms to avoid overuse of memory. To ensure that post-processing operations are successful, this must be done in a way that a sufficiently accurate representation of the solution is stored. Moreover, in situations where the input/output system becomes a bottleneck in analysis, visualization, etc., or the execution of the PDE solver is expensive, the number of passes made over the data must be minimized. In the interest of addressing this problem, this work focuses on the utility of pass-efficient, parallelizable, low-rank, matrix decomposition methods in compressing high-dimensional simulation data from turbulent flows. Additionally, a particular emphasis is placed on using coarse representation of the data – compatible with the PDE discretization grid – to accelerate the construction of the low-rank factorization. This includes the presentation of a novel single-pass matrix decomposition algorithm for computing the so-called interpolative decomposition. The methods are described extensively and numerical experiments on two turbulent channel flow data are performed. In the first (unladen) channel flow case, compression factors exceeding 400 are achieved while maintaining accuracy with respect to first- and second-order flow statistics. In the particle-laden case, compression factors of 100 are achieved and the compressed data is used to recover particle velocities. These results show that these compression methods can enable efficient computation of various quantities of interest in both the carrier and disperse phases.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Direct interpolative construction of the discrete Fourier transform as a matrix product operator

The quantum Fourier transform (QFT), which can be viewed as a reindexing of the discrete Fourier transform (DFT), has been shown to be compressible as a low-rank matrix product operator (MPO) or quantized tensor train (QTT) operator. However, the original proof of this fact does not furnish a construction of the MPO with a guaranteed error bound. Meanwhile, the existing practical construction of this MPO, based on the compression of a quantum circuit, is not as efficient as possible. We present a simple closed-form construction of the QFT MPO using the interpolative decomposition, with guaranteed near-optimal compression error for a given rank. This construction can speed up the application of the QFT and the DFT, respectively, in quantum circuit simulations and QTT applications. We also connect our interpolative construction to the approximate quantum Fourier transform (AQFT) by demonstrating that the AQFT can be viewed as an MPO constructed using a different interpolation scheme.

97 MATHEMATICS AND COMPUTING↗

A Linear-Complexity Tensor Butterfly Algorithm for Compressing High-Dimensional Oscillatory Integral Operators

This paper presents a multilevel tensor compression algorithm called tensor butterfly algorithm for efficiently representing large-scale and high-dimensional oscillatory integral operators, including Green's functions for wave equations and integral transforms such as Radon transforms and Fourier transforms. The proposed algorithm leverages a tensor extension of the so-called complementary low-rank property of existing matrix butterfly algorithms. The algorithm partitions the discretized integral operator tensor into subtensors of multiple levels and factorizes each subtensor at the middle level as a Tucker-type interpolative decomposition, whose factor matrices are formed in a multilevel fashion. For a d-dimensional (d > 1) integral operator discretized into a 2d-mode tensor with n2d entries, the overall CPU time and memory requirement scale as O(nd), in stark contrast to the O(nd log n) complexity of existing matrix algorithms such as matrix butterfly algorithms and fast Fourier transforms (FFTs), where n is the number of points per direction. When comparing with other tensor algorithms such as quantized tensor train (QTT), the proposed algorithm also shows superior CPU and memory performance for tensor contraction. Remarkably, the tensor butterfly algorithm can efficiently model high-frequency Green's function interactions between two unit cubes, each spanning 512 wavelengths per direction, which represents problems of scale over 512× larger than that existing butterfly algorithms can handle, with the same amount of computation resources. On the other hand, for a problem representing 64 wavelengths per direction, which is the largest size existing algebraic matrix algorithms can handle, our tensor butterfly algorithm exhibits 200x speedups and 30× memory reduction compared with existing ones. Moreover, the tensor butterfly algorithm also permits O(nd)-complexity FFTs and Radon transforms up to d = 6 dimensions.

Kielstra, P Michael↗

TensorID v1.0

This Python software package includes new and efficient algorithms for satellite and core interpolative decomposition of tensor data. In general, these algorithms target high-dimensional data reduction and compression. The software is purely numerical and can be applied by others to many important sources of tensor data generated by computation or experiment.

Zhang, Yifan [Lawrence Berkeley National Laborator↗

Final Technical Report for "Cloud-based Low-Scaling Quantum Chemistry Simulations for Materials"

The objective of phase I was to develop the basic infrastructure for performing efficient hybrid DFT calculations on solid materials with a turnaround time amenable to the use in large-scale data-driven approaches. To fulfill the goal we have developed a novel algorithm that significantly reduces the cost of exchange matrix formation. The algorithm does so by making use of three ingredients (a) interpolative decomposition of the electron integrals (b) robust pseudospectral method and (c) occ-RI approach. Our published work demonstrates that the algorithm is orders of magnitude faster than any other hybrid-DFT method and is on the order of only 3-4 times slower than pure DFT. All steps of the algorithm developed during phase I can be accelerated to the point that, for large enough systems, the diagonalization of the Fock matrix will become the most expensive step. To treat such large systems we have created an interface to the ASCR-funded PEXSI library. The PEXSI method is used to compute the density matrix directly from the Fock matrix in a manner that preserves the sparsity of the local representation.

Shiozaki, Toru↗

Randomized Algorithms for Low-Rank Matrix and Tensor Decompositions

This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality reduction, such as the singular value decomposition (SVD) or interpolative (ID) and CUR decompositions. Recent advances in randomized dimensionality reduction are discussed, including new methods of fast matrix sketching and sampling techniques, which are incorporated into classical matrix algorithms for fast low-rank matrix approximations. The extension of randomized matrix algorithms to tensors is then explored for several low-rank tensor decompositions in the CP and Tucker formats, including the higher-order SVD, ID, and CUR decomposition.

Pearce, Katherine J. [The University of Texas at A↗

Tuning the Interpolation Basis in a Multigrid Decomposition for Local Error Control

In the compression of scientific data, error-controlled compressors enable to considerably decrease the size of the dataset while maintaining adequate levels of accuracy. In this paper, we note that multi-level refactoring scheme such as MGARD i) rely on an approximation of the data based on the interpolation of coefficients, ii) estimate the resulting error with global metrics on the dataset. To improve on these two aspects, we propose a method that aims to divide the original dataset into blocks based on their smoothness and refactors each block separately with the most relevant interpolation order. We show the relevance of such a method on tailored datasets and the benefits and challenges when applying it to large scientific data.

Vidal, Nicolas [ORNL]↗

Learning Conservation Laws in Unknown Quantum Dynamics

We present a learning algorithm for discovering conservation laws given as sums of geometrically local observables in quantum dynamics. This includes conserved quantities that arise from local and global symmetries in closed and open quantum many-body systems. The algorithm combines the classical shadow formalism for estimating expectation values of observable and data analysis techniques based on singular value decompositions and robust polynomial interpolation to discover all such conservation laws in unknown quantum dynamics with rigorous performance guarantees. Our method can be directly realized in quantum experiments, which we illustrate with numerical simulations, using closed and open quantum system dynamics in a ℤ 2 gauge theory and in many-body localized spin chains.

Machine learning↗

Discrete Empirical Interpolation Method Based Dynamic Load Model Reduction

Dynamic load models add significant complexity to bulk power system time-domain simulations. The complexity is due to the large number of ordinary differential equations (ODEs) introduced by the dynamic load components such as induction motors. It is challenging to derive reduced-order models (ROMs) for dynamic loads due to the nonlinear functions in their governing equations. This paper applies the discrete empirical interpolation method enhanced proper orthogonal decomposition (DEIM-POD) to approximate the full dynamic load model with the ROM that minimizes the projection error of the nonlinear functions in dynamic load ODEs onto their dominant modes. This approach only requires evaluation of nonlinear functions at selected observation points. The observation points selected by DEIM also provide information for screening critical load buses where dynamic load model parameters contribute the most to the accuracy of ROM across multiple contingencies. The proposed approach is validated on IEEE 9-bus, WECC 179-bus and 2384-bus Polish systems.

bulk power system↗

Rendezvous algorithms for large-scale modeling and simulation

Rendezvous algorithms encode a communication pattern that is useful when processors sending data do not know who the receiving processors should be, or vice versa. The idea is to define an intermediate decomposition where datums from different sending processors can ”rendezvous” to perform a computation, in a manner that both the senders and eventual receivers of the results can identify the appropriate rendezvous processor. Though they were originally designed for interpolating between overlaid grids with independent parallel decompositions (Plimpton et al., 2004), we have recently found rendezvous algorithms useful for a variety of operations in particle- or grid-based simulation codes when running large problems on large numbers of processors. In particular, we show they can perform well when a load-balanced intermediate decomposition is randomized and not spatial, requiring all-to-all communication to move data between processors. In this case rendezvous algorithms leverage the large bisection communication bandwidths which parallel machines provide. We describe how rendezvous algorithms work in a scientific computing context and give specific examples for molecular dynamics and Direct Simulation Monte Carlo codes which result in dramatic performance improvements versus simpler algorithms which do not scale as well. We explain how a generic rendezvous algorithm can be implemented, and also point out similarities with the MapReduce paradigm popularized by Google and Hadoop.

97 MATHEMATICS AND COMPUTING↗

Extended dynamic mode decomposition for model reduction in fluid dynamics simulations

High computational cost and storage/memory requirements of fluid dynamics simulations constrain their usefulness as a predictive tool. Reduced-order models (ROMs) provide a viable solution to this challenge by extracting the key underlying dynamics of a complex system directly from data. We investigate the efficacy and robustness of an extended dynamic mode decomposition (xDMD) algorithm in constructing ROMs of three-dimensional cardiovascular computations. Focusing on the ROMs' accuracy in representation and interpolation, we relate these metrics to the truncation rank of singular value decomposition, which underpins xDMD and other approaches to ROM construction. Our key innovation is to relate the truncation rank to the singular values of the original flow problem. This result establishes a priori guidelines for the xDMD deployment and its likely success as a means of data compression and reconstruction of the system's dynamics from dominant spatiotemporal structures present in the data.

Mechanics↗

Breaking the curse of dimensionality: Solving configurational integrals for crystalline solids by tensor networks

Accurately evaluating configurational integrals for dense solids remains a central and difficult challenge in the statistical mechanics of condensed systems. Here, we present a tensor network approach that reformulates the high-dimensional configurational integral for identical-particle crystals into a sequence of computationally efficient summations. We represent the integrand as a high-dimensional tensor and apply tensor-train (TT) decomposition together with a custom TT-cross interpolation. This approach circumvents the need to explicitly construct the full tensor. We introduce tailored rank-1 and rank-2 schemes optimized for sharply peaked Boltzmann probability densities, typical for identical-particle crystals. When applied to the calculation of internal energy and pressure-temperature curves for crystalline Cu and Ar at high (GPa) pressures, as well as the alpha-to-beta phase transition diagram of Sn, our method accurately reproduces molecular dynamics simulation results using tight-binding, machine learning, hierarchical interacting particle–neural network, and modified embedded atom method potentials,all within seconds of computation time.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Proper orthogonal decomposition based reduced-order modeling of flux-Limited gray thermal radiation

Here, in this work, a proper orthogonal decomposition (POD) based reduced-order model (ROM) is developed to solve gray, flux-limited thermal radiation diffusion. We focus on the variable opacity radiation penetration benchmark posed by Olson, Auer, and Hall. The T -3 relationship for opacity in conjunction with high-temperature radiation penetrating an initially cold material produces a strong thermal radiation shock. This class of problems is particularly challenging for standard POD-based reduced-order modeling due to the nonlinearities presented by 1) the T 4 source term, and 2) flux-limited diffusion operator. To address these challenges and develop a cost competitive ROM, we employ a “hyper-reduction” technique through discrete empirical interpolation (DEIM) and allow for adaptive reduced-order projections through principal interval decomposition (PID). Performance of the proposed methodology is quantified by comparing the cost savings and accuracy relative to a full-order computation. Reference solutions and snapshot data are obtained through a full-order calculation performed by the University of Chicago maintained astrophysics code, FLASH. For consistency and potential extensibility, the developed ROM is also implemented in FLASH. We find that in the initialization regime, where the thermal radiation wave is initially created by the warming of the material, this class of problems is highly reducible and suitable for POD-based ROMs. However, the strong convective nature of the wave propagation regime is less reducible and more challenging to create an efficient ROM.

42 ENGINEERING↗

DRIPS: A framework for dimension reduction and interpolation in parameter space

Reduced-order models are often used to describe the behavior of complex systems, whose simulation with a full model is too expensive, or to extract salient features from the full model’s output. We introduce a new model-reduction framework DRIPS (dimension reduction and interpolation in parameter space) that combines the offline local model reduction with the online parameter interpolation of reduced-order bases (ROBs). The offline step of this framework relies on dynamic mode decomposition (DMD) to build a low-rank linear surrogate model, equipped with a local ROB, for quantities of interest derived from the training data generated by repeatedly solving the (nonlinear) high-fidelity model for multiple parameter points. The online step consists of the construction of a parametric reduced-order model for each target/test point in the parameter space, with the interpolation of ROBs done on a Grassman manifold and the interpolation of reduced-order operators done on a matrix manifold. The DMD component enables DRIPS to model (typically low-dimensional) quantities of interest directly, without having to access the (typically high-dimensional and possibly nonlinear) operators in a high-fidelity model that governs the dynamics of the underlying high-dimensional state variables, as required in projection-based reduced-order modeling. A series of numerical experiments suggests that DRIPS yields a model reduction, which is computationally more efficient than the commonly used projection-based proper orthogonal decomposition; it does so without requiring a prior knowledge of the governing equation for quantities of interest. Furthermore, for the nonlinear systems considered, DRIPS is more accurate than Gaussian-process interpolation (Kriging).

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Evaluation of data driven low-rank matrix factorization for accelerated solutions of the Vlasov equation

Low-rank methods have shown success in accelerating simulations of a collisionless plasma described by the Vlasov equation, but still rely on computationally costly linear algebra every time step. We propose a data-driven factorization method using artificial neural networks, specifically with convolutional layer architecture, that trains on existing simulation data. At inference time, the model outputs a low-rank decomposition of the distribution field of the charged particles, and we demonstrate that this step is faster than the standard linear algebra technique. Numerical experiments show that the method achieves comparable reconstruction accuracy for interpolation tasks, generalizing to unseen test data in a manner beyond just memorizing training data; patterns in factorization also inherently followed the same numerical trend as those within algebraic methods (e.g., truncated singular-value decomposition). However, when training on the first 70% of a time-series data and testing on the remaining 30%, the method fails to meaningfully extrapolate. Despite this limiting result, the technique may have benefits for simulations in a statistical steady-state or otherwise showing temporal stability. These results suggest that while the model offers a computationally efficient alternative for datasets with temporal stability, its current formulation is best suited for interpolation rather than for predicting future states in time-evolving systems. This study thus lays the groundwork for further refinement of neural network-based approaches to low-rank matrix factorization in high-dimensional plasma simulations.

97 MATHEMATICS AND COMPUTING↗

Metrics for Intercomparison of Remapping Algorithms (MIRA) protocol applied to Earth system models

Abstract. Strongly coupled nonlinear phenomena such as those described by Earth system models (ESMs) are composed of multiple component models with independent mesh topologies and scalable numerical solvers. A common operation in ESMs is to remap or interpolate component solution fields defined on their computational mesh to another mesh with a different combinatorial structure and decomposition, e.g., from the atmosphere to the ocean, during the temporal integration of the coupled system. Several remapping schemes are currently in use or available for ESMs. However, a unified approach to compare the properties of these different schemes has not been attempted previously. We present a rigorous methodology for the evaluation and intercomparison of remapping methods through an independently implemented suite of metrics that measure the ability of a method to adhere to constraints such as grid independence, monotonicity, global conservation, and local extrema or feature preservation. A comprehensive set of numerical evaluations is conducted based on a progression of scalar fields from idealized and smooth to more general climate data with strong discontinuities and strict bounds. We examine four remapping algorithms with distinct design approaches, namely ESMF Regrid (Hill et al., 2004), TempestRemap (Ullrich and Taylor, 2015), generalized moving least squares (GMLS) (Trask and Kuberry, 2020) with post-processing filters, and WLS-ENOR (Li et al., 2020). By repeated iterative application of the high-order remapping methods to the test fields, we verify the accuracy of each scheme in terms of their observed convergence order for smooth data and determine the bounded error propagation using challenging, realistic field data on both uniform and regionally refined mesh cases. In addition to retaining high-order accuracy under idealized conditions, the methods also demonstrate robust remapping performance when dealing with non-smooth data. There is a failure to maintain monotonicity in the traditional L2-minimization approaches used in ESMF and TempestRemap, in contrast to stable recovery through nonlinear filters used in both meshless GMLS and hybrid mesh-based WLS-ENOR schemes. Local feature preservation analysis indicates that high-order methods perform better than low-order dissipative schemes for all test cases. The behavior of these remappers remains consistent when applied on regionally refined meshes, indicating mesh-invariant implementations. The MIRA intercomparison protocol proposed in this paper and the detailed comparison of the four algorithms demonstrate that the new schemes, namely GMLS and WLS-ENOR, are competitive compared to standard conservative minimization methods requiring computation of mesh intersections. The work presented in this paper provides a foundation that can be extended to include complex field definitions, realistic mesh topologies, and spectral element discretizations, thereby allowing for a more complete analysis of production-ready remapping packages.

58 GEOSCIENCES↗