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All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Demonstrating Computational Equivalence Between Continuous and Discrete Adjoint Methods by Calculating Time-Dependent Adjoint Solutions with Neutron Diffusion Models

The continuous adjoint method and the discrete adjoint method are two alternative approaches used to calculate adjoint solutions for adjoint systems. The continuous adjoint method derives adjoint equations analytically from continuous forward equations and then solves the adjoint equations either analytically or numerically in a discretized form whereas the discrete adjoint method calculates the adjoint solutions directly from the discretized forward equations. With regard to the methodology development and calculation procedure, distinct differences are well recognized between the two methods. For certain reasons, both methods are exclusively preferred and commonly used by different computational communities, but limited studies clarify the connections between the two adjoint methods from either of the communities. Herein, this paper demonstrates the computational equivalence between the continuous and discrete adjoint methods by investigating time-dependent adjoint solutions to the two-group neutron diffusion model in nuclear reactor analysis problems using both methods. Adjoint solutions can be used to estimate system parameters for reactor safety analysis. Appropriate final state conditions for the adjoint systems are specified in both of the methods, and the conditions are clarified with proper physical explanations. With the help of an event-based case study on neutron diffusion models, the accuracy of the time-dependent adjoint fluxes obtained from both methods is verified, and the pros and cons of both adjoint methods are examined. More importantly, the computational equivalence of both methods is demonstrated when they are applied to multigroup neutron diffusion systems. The advantage of calculating time-dependent adjoint fluxes by directly solving time-dependent adjoint systems rather than taking steady-state approximations as in common practice is also demonstrated.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2021

A Sparse-Grid Probabilistic Scheme for Approximation of the Runaway Probability of Electrons in Fusion Tokamak Simulation

Runaway electrons (RE) generated during magnetic disruptions present a major threat to the safe operation of plasma nuclear fusion reactors. A critical aspect of understanding RE dynamics is to calculate the runaway probability, i.e., the probability that an electron in the phase space will runaway on, or before, a prescribed time. Such probability can be obtained by solving the adjoint equation of the underlying Fokker-Planck equation that controls the electron dynamics. In this effort, we present a sparse-grid probabilistic scheme for computing the runaway probability. The key ingredient of our approach is to represent the solution of the adjoint equation as a conditional expectation, such that discretizing the differential operator reduces to the approximation of a set of integrals. Adaptive sparse grid interpolation is utilized to approximate the map from the phase space to the runaway probability. The main novelties of this effort are the integration of the sparse-grid method into the probabilistic numerical scheme for computing escape probability, and the application of the proposed method in computing RE probabilities. Two numerical examples are given to illustrate that the proposed method can achieve O(Δt) convergence, and that the local anisotropic adaptive refinement strategy (M. Stoyanov, Adaptive sparse grid construction in a context of local anisotropy and multiple hierarchical parents. In: Sparse Grids and Applications-Miami 2016, Springer, Berlin, 2018, pp. 175–199) can effectively handle the sharp transition layer between the runaway and non-runaway regions.

Yang, Minglei↗
DOE OSTI2020

Novel strategies for modal-based structural material identification

Here, we present modal-based methods for model calibration in structural dynamics, and address several key challenges in the solution of gradient-based optimization problems with eigenvalues and eigenvectors, including the solution of singular Helmholtz problems encountered in sensitivity calculations, non-differentiable objective functions caused by mode swapping during optimization, and cases with repeated eigenvalues. Unlike previous literature that relied on direct solution of the eigenvector adjoint equations, we present a parallel iterative domain decomposition strategy (Adjoint Computation via Modal Superposition with Truncation Augmentation) for the solution of the singular Helmholtz problems. For problems with repeated eigenvalues we present a novel Mode Separation via Projection algorithm, and in order to address mode swapping between inverse iterations we present a novel Injective mode ordering metric. We present the implementation of these methods in a massively parallel finite element framework with the ability to use measured modal data to extract unknown structural model parameters from large complex problems. A series of increasingly complex numerical examples are presented that demonstrate the implementation and performance of the methods in a massively parallel finite element framework [7], [5], using gradient-based optimization techniques in the Rapid Optimization Library (ROL) [21].

36 MATERIALS SCIENCE↗
DOE OSTI2023

Probability of Initiation in Neutron Transport

We discuss the numerical solution of the nonlinear integro-differential equation for the probability of a divergent neutron chain in a stationary system (i.e., the probability of initiation (POI)). We follow the development described in Bell’s classic paper on the stochastic theory of neutron transport. As noted by Bell, the linearized form of this equation resembles the linear adjoint neutron transport equation. A matrix formalism for the discretized steady state (or forward) neutron equation in slab geometry is first developed and is then used to derive the discrete adjoint equation. A main advantage of this discrete development is that the resulting discrete adjoint equation does not depend upon how the multigroup cross sections for the forward problem are obtained. That is, we derive the discrete adjoint directly from the discrete forward equations rather than discretizing directly the adjoint equation. This also guarantees that the discrete adjoint operator is consistent with the inner product used to define the adjoint operator. We discuss three approaches for the numerical solution of the POI equations, and present numerical results on several test problems. The three solution methods are a simple fixed-point iteration, a second approach that is akin to a nonlinear Power iteration, and a third approach which uses a Newton-Krylov nonlinear solver. We also give sufficient conditions to guarantee the existence and uniqueness of nontrivial solutions to our discrete POI equations when the discrete system is supercritical, and that only the trivial solution exists when the discrete system is subcritical. Our approach is modeled after the analysis presented for the continuous POI equations by Mokhtar-Kharroubi and Jarmouni-Idrissi, and by Pazy and Rabinowitz.

42 ENGINEERING↗
DOE OSTI2021

Adjoint DSMC for nonlinear Boltzmann equation constrained optimization

Applications for kinetic equations such as optimal design and inverse problems often involve finding unknown parameters through gradient-based optimization algorithms. Based on the adjoint-state method, we derive two different frameworks for approximating the gradient of an objective functional constrained by the nonlinear Boltzmann equation. While the forward problem can be solved by the DSMC method, it is difficult to efficiently solve the high-dimensional continuous adjoint equation obtained by the “optimize-then-discretize” approach. This challenge motivates us to propose an adjoint DSMC method following the “discretize-then-optimize” approach for Boltzmann-constrained optimization. We also analyze the properties of the two frameworks and their connections. Here, several numerical examples are presented to demonstrate their accuracy and efficiency.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Adjoint DSMC for nonlinear spatially-homogeneous Boltzmann equation with a general collision model

We derive an adjoint method for the Direct Simulation Monte Carlo (DSMC) method for the spatially homogeneous Boltzmann equation with a general collision law. This generalizes our previous results in Caflisch et al., which was restricted to the case of Maxwell molecules, for which the collision rate is constant. The main difficulty in generalizing the previous results is that a rejection sampling step is required in the DSMC algorithm in order to handle the variable collision rate. We find a new term corresponding to the so-called score function in the adjoint equation and a new adjoint Jacobian matrix capturing the dependence of the collision parameter on the velocities. The new formula works for a much more general class of collision models.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Randomized Sketching Algorithms for Low-Memory Dynamic Optimization

This paper develops a novel limited-memory method to solve dynamic optimization problems. The memory requirements for such problems often present a major obstacle, particularly for problems with PDE constraints such as optimal flow control, full waveform inversion, and optical tomography. In these problems, PDE constraints uniquely determine the state of a physical system for a given control; the goal is to find the value of the control that minimizes an objective. While the control is often low dimensional, the state is typically more expensive to store. This paper suggests using randomized matrix approximation to compress the state as it is generated and shows how to use the compressed state to reliably solve the original dynamic optimization problem. Concretely, the compressed state is used to compute approximate gradients and to apply the Hessian to vectors. The approximation error in these quantities is controlled by the target rank of the sketch. This approximate first- and second-order information can readily be used in any optimization algorithm. As an example, we develop a sketched trust-region method that adaptively chooses the target rank using a posteriori error information and provably converges to a stationary point of the original problem. Numerical experiments with the sketched trust-region method show promising performance on challenging problems such as the optimal control of an advection-reaction-diffusion equation and the optimal control of fluid flow past a cylinder.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Space to Air High-Altitude Region Adjoint Neutron Transport

Neutrons from an atmospheric nuclear explosion can be detected by sensors in orbit. Current tools for characterizing the neutron energy spectrum assume a known source and use forward transport to recreate the detector response. In realistic scenarios the true source is unknown, making this an inefficient, iterative approach. In contrast, the adjoint approach directly solves for the source spectrum, enabling source reconstruction. The time–energy fluence at the satellite and adjoint transport equation allow a Monte Carlo method to characterize the neutron source’s energy spectrum directly in a new model: the Space to High-Altitude Region Adjoint (SAHARA) model. A new adjoint source event estimator was developed in SAHARA to find feasible solutions to the neutron transport problem given the constraints of the adjoint environment. This work explores SAHARA’s development and performance for mono-energetic and continuous neutron energy sources. In general, the identified spectra were shifted towards energies approximately 5% lower than the true source spectra, but SAHARA was able to capture the correct spectral shapes. Continuous energy sources, including real-world sources Fat Man and Little Boy, resulted in identifiable spectra that could have been produced by the same distribution as the true sources as demonstrated by two-dimensional (2D) Kolmogorov–Smirnov tests.

LaMere, Zachary W.↗
DOE OSTI2022

Dynamic Learning of Correlation Potentials for a Time-Dependent Kohn-Sham System

We develop methods to learn the correlation potential for a time-dependent Kohn-Sham (TDKS) system in one spatial dimension. We start from a low-dimensional two-electron system for which we can numerically solve the time-dependent Schr¨odinger equation; this yields electron densities suitable for training models of the correlation potential. We frame the learning problem as one of optimizing a least-squares objective subject to the constraint that the dynamics obey the TDKS equation. Applying adjoints, we develop efficient methods to compute gradients and thereby learn models of the correlation potential. Our results show that it is possible to learn values of the correlation potential such that the resulting electron densities match ground truth densities. We also show how to learn correlation potential functionals with memory, demonstrating one such model that yields reasonable results for trajectories outside the training set.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

A Feynman-Kac based numerical method for the exit time probability of a class of transport problems

The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport problems. In this work, we present an accurate and efficient numerical method for computing this probability for systems described by non-autonomous (time-dependent) stochastic differential equations (SDEs) or their equivalent Fokker-Planck partial differential equations. The method is based on the direct approximation of the Feynman-Kac formula that establishes a link between the adjoint Fokker-Planck equation and the forward SDE. The Feynman-Kac formula is approximated using the Gauss-Hermite quadrature rules and piecewise cubic Hermite interpolating polynomials, and a GPU accelerated matrix representation is used to compute the entire time evolution of the exit time probability using a single pass of the algorithm. The method is unconditionally stable, exhibits second order convergence in space, first order convergence in time, and it is straightforward to parallelize. Applications are presented to the advection diffusion of a passive tracer in a fluid flow exhibiting chaotic advection, and to the runaway acceleration of electrons in a plasma in the presence of an electric field, collisions, and radiation damping. Benchmarks against analytical solutions as well as comparisons with explicit and implicit finite difference standard methods for the adjoint Fokker-Planck equation are presented.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2025

An Optimization-Based Coupling of Reduced Order Models with an Efficient Reduced Adjoint Basis Generation Approach

Optimization-based coupling (OBC) is an attractive alternative to traditional Lagrange multiplier approaches in multiple modeling and simulation contexts. However, application of OBC to time-dependent problems has been hindered by the computational cost of finding the stationary points of the associated Lagrangian, which requires primal and adjoint solves. This issue can be mitigated by using OBC in conjunction with computationally efficient reduced order models (ROMs). To demonstrate the potential of this combination, in this paper, we develop an optimization-based ROM-ROM coupling for a transient advection-diffusion transmission problem. We pursue the “optimize-then-reduce” path toward solving the minimization problem at each time step and solve reduced space adjoint system of equations, where the main challenge in this formulation is the generation of adjoint snapshots and reduced bases for the adjoint systems required by the optimizer. One of the main contributions of the paper is a new technique for an efficient adjoint snapshot collection for gradient-based optimizers in the context of optimization-based ROM-ROM couplings. In conclusion, we present numerical studies demonstrating the accuracy of the approach along with comparison between various approaches for selecting a reduced order basis for the adjoint systems, including decay of snapshot energy, average iteration counts, and timings.

coupled problems↗
DOE OSTI2023

Deep learning closure models for large-eddy simulation of flows around bluff bodies

Near-wall flow simulation remains a central challenge in aerodynamics modelling: Reynolds-averaged Navier–Stokes predictions of separated flows are often inaccurate, and large-eddy simulation (LES) can require prohibitively small near-wall mesh sizes. A deep learning (DL) closure model for LES is developed by introducing untrained neural networks into the governing equations and training in situ for incompressible flows around rectangular prisms at moderate Reynolds numbers. The DL-LES models are trained using adjoint partial differential equation (PDE) optimization methods to match, as closely as possible, direct numerical simulation (DNS) data. They are then evaluated out-of-sample – for aspect ratios, Reynolds numbers and bluff-body geometries not included in the training data – and compared with standard LES models. The DL-LES models outperform these models and are able to achieve accurate LES predictions on a relatively coarse mesh (downsampled from the DNS mesh by factors of four or eight in each Cartesian direction). We study the accuracy of the DL-LES model for predicting the drag coefficient, near-wall and far-field mean flow, and resolved Reynolds stress. A crucial challenge is that the LES quantities of interest are the steady-state flow statistics; for example, a time-averaged velocity component $\langle {u}_i\rangle (x) = \lim _{t \rightarrow \infty } ({1}/{t}) \int _0^t u_i(s,x)\, {\rm d}s$ . Calculating the steady-state flow statistics therefore requires simulating the DL-LES equations over a large number of flow times through the domain. It is a non-trivial question whether an unsteady PDE model with a functional form defined by a deep neural network can remain stable and accurate on $t \in [0, \infty )$ , especially when trained over comparatively short time intervals. Our results demonstrate that the DL-LES models are accurate and stable over long time horizons, which enables the estimation of the steady-state mean velocity, fluctuations and drag coefficient of turbulent flows around bluff bodies relevant to aerodynamics applications.

Mechanics↗
DOE OSTI2024

LATTE: Los Alamos TravelTime package based on Eikonal equation

This Fortran code focuses on traveltime computation and tomography based on eikonal equation. Specifically, the package provides three major functionalities: (1) forward modeling of traveltime from single-point or ensemble source based on factorized eikonal equation, (2) adjoint-state first-arrival traveltime tomography based on picked first arrival traveltime using steepest descent, conjugate gradient, or limited-memory BFGS inversion scheme, and (3) adjoint-state joint transmission-reflection tomography based on picked first-arrival and reflection traveltimes. The package applies to forward modeling and tomography based on traveltime in 2D and 3D isotropic regular-grid models. We name this package LATTE – Los Alamos TravelTime package based on Eikonal equation. * The code is for accompanying a journal paper under preparation. The paper will be submitted via LA-UR separately later.

Gao, Kai↗
DOE OSTI2021

Decoupled Fréchet kernels based on a fractional viscoacoustic wave equation

We formulate the Fréchet kernel computation using the adjoint-state method based on a fractional viscoacoustic wave equation. We first numerically prove that both the 1/2- and the 3/2-order fractional Laplacian operators are self-adjoint. Using this property, we show that the adjoint wave propagator preserves the dispersion and compensates the amplitude, while the time-reversed adjoint wave propagator behaves identically as the forward propagator with the same dispersion and dissipation characters. Without introducing rheological mechanisms, this formulation adopts an explicit Q parameterization, which avoids the implicit Q in the conventional viscoacoustic/viscoelastic full waveform inversion (Q-FWI). In addition, because of the decoupling of operators in the wave equation, the viscoacoustic Fréchet kernel is separated into three distinct contributions with clear physical meanings: lossless propagation, dispersion, and dissipation. Here, we find that the lossless propagation kernel dominates the velocity kernel, while the dissipation kernel dominates the attenuation kernel over the dispersion kernel.

58 GEOSCIENCES↗
DOE OSTI2021

Embedded training of neural-network subgrid-scale turbulence models

We report that the weights of a deep neural-network model are optimized in conjunction with the governing flow equations to provide a model for subgrid-scale stresses in a temporally developing plane turbulent jet at Reynolds number Re 0 = 6000 . The objective function for training is first based on the instantaneous filtered velocity fields from a corresponding direct numerical simulation, and the training is by a stochastic gradient descent method, which uses the adjoint Navier-Stokes equations to provide the end-to-end sensitivities of the model weights to the velocity fields. In-sample and out-of-sample testing on multiple dual-jet configurations show that its required mesh density in each coordinate direction for prediction of mean flow, Reynolds stresses, and spectra is half that needed by the dynamic Smagorinsky model for comparable accuracy. The same neural-network model trained directly to match filtered subgrid-scale stresses, without the constraint of being embedded within the flow equations during the training, fails to provide a qualitatively correct prediction. The coupled formulation is generalized to train based only on mean-flow and Reynolds stresses, which are more readily available in experiments. The mean-flow training provides a robust model, which is important, though a somewhat less accurate prediction for the same coarse meshes, as might be anticipated due to the reduced information available for training in this case. The anticipated advantage of the formulation is that the inclusion of resolved physics in the training increases its capacity to extrapolate. This is assessed for the case of passive scalar transport, for which it outperforms established models due to improved mixing predictions.

42 ENGINEERING↗
DOE OSTI2024

A Stochastic Calculus Approach to Boltzmann Transport

Traditional Monte Carlo methods for particle transport utilize source iteration to express the solution, the flux density, of the transport equation as a Neumann series. Our contribution is to show that the particle paths simulated within source iteration are associated with the adjoint flux density and the adjoint particle paths are associated with the flux density. Here, we make our assertion rigorous through the use of stochastic calculus by representing the particle path used in source iteration as a solution to a stochastic differential equation (SDE). The solution to the adjoint Boltzmann equation is then expressed in terms of the same SDE, and the solution to the Boltzmann equation is expressed in terms of the SDE associated with the adjoint particle process. An important consequence is that the particle paths used within source iteration simultaneously provide Monte Carlo samples of the flux density and adjoint flux density in the detector and source regions, respectively. The significant practical implication is that particle trajectories can be reused to obtain both forward and adjoint quantities of interest. To the best our knowledge, the reuse of entire particles paths has not appeared in the literature. Monte Carlo simulations are presented to support the reuse of the particle paths.

Boltzmann transport↗
DOE OSTI2024

A physics-constrained deep learning surrogate model of the runaway electron avalanche growth rate

A surrogate model of the runaway electron avalanche growth rate in a magnetic fusion plasma is developed. This is accomplished by employing a physics-informed neural network (PINN) to learn the parametric solution of the adjoint to the relativistic Fokker–Planck equation. The resulting PINN is able to evaluate the runaway probability function across a broad range of parameters in the absence of any synthetic or experimental data. This surrogate of the adjoint relativistic Fokker–Planck equation is then used to infer the avalanche growth rate as a function of the electric field, synchrotron radiation and effective charge. Predictions of the avalanche PINN are compared against first principle calculations of the avalanche growth rate with excellent agreement observed across a broad range of parameters.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2023

A physics-informed deep learning model of the hot tail runaway electron seed

A challenging aspect of the description of a tokamak disruption is evaluating the hot tail runaway electron seed that emerges during the thermal quench. This problem is made challenging due to the requirement of describing a strongly non-thermal electron distribution, together with the need to incorporate a diverse range of multiphysics processes, including magnetohydrodynamic instabilities, impurity transport, and radiative losses. Here this work develops a physics-informed neural network (PINN) tailored to the solution of the hot tail seed during an axisymmetric thermal quench. Here, a PINN is developed to identify solutions to the adjoint relativistic Fokker–Planck equation in the presence of a rapid quench of the plasma's thermal energy. It is shown that the PINN is able to accurately predict the hot tail seed across a range of parameters, including the thermal quench timescale, initial plasma temperature, and local current density, in the absence of experimental or simulation data. The hot tail PINN is verified by comparison with direct Monte Carlo simulations, with excellent agreement found across a broad range of thermal quench conditions.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗