Forward integration and Adjoint Optimization for Dynamic Coupled Scales
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97 MATHEMATICS AND COMPUTING↗
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An adjoint-based optimization method for jointly inverting heterogeneous material properties and fault slip from earthquake surface deformation data
SUMMARY Analysis of tectonic and earthquake-cycle associated deformation of the crust can provide valuable insights into the underlying deformation processes including fault slip. How those processes are expressed at the surface depends on the lateral and depth variations of rock properties. The effect of such variations is often tested by forward models based on a priori geological or geophysical information. Here, we first develop a novel technique based on an open-source finite-element computational framework to invert geodetic constraints directly for heterogeneous media properties. We focus on the elastic, coseismic problem and seek to constrain variations in shear modulus and Poisson’s ratio, proxies for the effects of lithology and/or temperature and porous flow, respectively. The corresponding nonlinear inversion is implemented using adjoint-based optimization that efficiently reduces the cost function that includes the misfit between the calculated and observed displacements and a penalty term. We then extend our theoretical and numerical framework to simultaneously infer both heterogeneous Earth’s structure and fault slip from surface deformation. Based on a range of 2-D synthetic cases, we find that both model parameters can be satisfactorily estimated for the megathrust setting-inspired test problems considered. Within limits, this is the case even in the presence of noise and if the fault geometry is not perfectly known. Our method lays the foundation for a future reassessment of the information contained in increasingly data-rich settings, for example, geodetic GNSS constraints for large earthquakes such as the 2011 Tohoku-oki M9 event, or distributed deformation along plate boundaries as constrained from InSAR.
Geochemistry & Geophysics↗
Enhanced Data Efficiency Using Deep Neural Networks and Gaussian Processes for Aerodynamic Design Optimization
Adjoint-based optimization methods are attractive for aerodynamic shape design primarily due to their computational costs being independent of the dimensionality of the input space and their ability to generate high-fidelity gradients that can then be used in a gradient-based optimizer. This makes them very well suited for high-fidelity simulation based aerodynamic shape optimization of highly parametrized geometries such as aircraft wings. However, the development of adjoint-based solvers involve careful mathematical treatment and their implementation require detailed software development. Furthermore, they can become prohibitively expensive when multiple optimization problems are being solved, each requiring multiple restarts to circumvent local optima. In this work, we propose a machine learning enabled, surrogate-based framework that replaces the expensive adjoint solver, without compromising on predicting predictive accuracy. Specifically, we first train a deep neural network (DNN) from training data generated from evaluating the high-fidelity simulation model on a model-agnostic design of experiments on the geometry shape parameters. The optimum shape may then be computed by using a gradient-based optimizer coupled with the trained DNN. Subsequently, we also perform a gradient-free Bayesian optimization, where the trained DNN is used as the prior mean. We observe that the latter framework (DNN-BO) improves upon the DNN-only based optimization strategy for the same computational cost. Overall, this framework predicts the true optimum with very high accuracy, while requiring far fewer high-fidelity function calls compared to the adjoint-based method. Furthermore, we show that multiple optimization problems can be solved with the same machine learning model with high accuracy, to amortize the offline costs associated with constructing our models. Our methodology finds applications in the early stages of aerospace design. (C) 2021 Published by Elsevier Masson SAS.
Renganathan, S. Ashwin↗
Overall Cooling Effectiveness With Internal Serpentine Channels and Optimized Film Cooling Holes
Abstract The overall cooling effectiveness for gas turbine airfoils is a function of the combined cooling due to internal cooling configurations and film cooling configurations. Typically, film cooling configurations are evaluated independent of the cooling effects of the internal feed channels, generally based on adiabatic effectiveness measurements. In this study, we consider the coupled effects of internal cooling and film cooling configurations through measurements of overall cooling effectiveness for film cooling holes fed by a coflow/counterflow channel and a serpentine channel. A film cooling hole designed by adjoint optimization techniques (X-AOpt) is compared to a standard-shaped hole with 7 deg forward and lateral expansions (7-7-7 SI). Experiments without film cooling showed that the serpentine channel had 35–50% greater overall cooling effectiveness than the straight, coflow channel. Experiments with the X-AOpt hole combined with a serpentine channel showed an area-averaged overall cooling effectiveness of ϕ¯¯=0.58, which was a 70% increase compared to the overall cooling effectiveness of the serpentine channel without film cooling. When the X-AOpt hole was fed with a coflow channel with similar coolant mass flowrate, the overall cooling effectiveness was ϕ¯¯=0.44, i.e., 30% lower than when using the serpentine channel. Interestingly, adiabatic effectiveness measurements with the X-AOpt holes showed a more uniform hole-to-hole performance when using the serpentine channel compared to the coflow channel.
Engineering↗
When ancient numerical demons meet physics-informed machine learning: adjoint-based gradients for implicit differentiable modeling
Recent advances in differentiable modeling, a genre of physics-informed machine learning that trains neural networks (NNs) together with process-based equations, have shown promise in enhancing hydrological models' accuracy, interpretability, and knowledge-discovery potential. Current differentiable models are efficient for NN-based parameter regionalization, but the simple explicit numerical schemes paired with sequential calculations (operator splitting) can incur numerical errors whose impacts on models' representation power and learned parameters are not clear. Implicit schemes, however, cannot rely on automatic differentiation to calculate gradients due to potential issues of gradient vanishing and memory demand. Here we propose a “discretize-then-optimize” adjoint method to enable differentiable implicit numerical schemes for the first time for large-scale hydrological modeling. The adjoint model demonstrates comprehensively improved performance, with Kling–Gupta efficiency coefficients, peak-flow and low-flow metrics, and evapotranspiration that moderately surpass the already-competitive explicit model. Therefore, the previous sequential-calculation approach had a detrimental impact on the model's ability to represent hydrological dynamics. Furthermore, with a structural update that describes capillary rise, the adjoint model can better describe baseflow in arid regions and also produce low flows that outperform even pure machine learning methods such as long short-term memory networks. The adjoint model rectified some parameter distortions but did not alter spatial parameter distributions, demonstrating the robustness of regionalized parameterization. Despite higher computational expenses and modest improvements, the adjoint model's success removes the barrier for complex implicit schemes to enrich differentiable modeling in hydrology.
58 GEOSCIENCES↗
Optimal checkpointing for adjoint multistage time-stepping schemes
Here, we consider checkpointing strategies that minimize the number of recomputations needed when performing discrete adjoint computations using multistage time-stepping schemes that require computing several substeps within one complete time step. Specifically, we propose two algorithms that can generate optimal checkpoint-ing schedules under weak assumptions. The first is an extension of the seminal Revolve algorithm adapted to multistage schemes. The second algorithm, named CAMS, is developed based on dynamic programming, and it requires the least number of recomputations when compared with other algorithms. The CAMS algorithm is made publicly available in a library with bindings to C and Python. Numerical results show that the proposed algorithms can deliver up to two times the speedup compared with that of classical Revolve. Moreover, we discuss the utilization of the CAMS library in mature scientific computing libraries and demonstrate the ease of using it in an adjoint workflow. The proposed algorithms have been adopted by the PETSc TSAdjoint library. Their performance has been demonstrated with a large-scale PDE-constrained optimization problem on a leadership-class supercomputer. This work is a significant extension of the authors' conference paper.
97 MATHEMATICS AND COMPUTING↗
Development of a Method for Shape Optimization for a Gas Turbine Fuel Injector Design Using Metal-Additive Manufacturing
Adjoint shape optimization has enabled physics-based optimal designs for aerodynamic surfaces. Additive manufacturing (AM) makes it possible to manufacture complex shapes. However, there has been a gap between optimal and manufacturable surfaces due to the inherent limitations of commercial computational fluid dynamics (CFD) codes to implement geometric constraints during adjoint computation. In such cases, the design sensitivities are exported and used to perform constrained shape modifications using parametric information stored in computer aided design (CAD) files to satisfy manufacturability constraints. However, modifying the design using adjoint methods in CFD solvers and performing constrained shape modification in CAD can lead to inconsistencies due to different shape parameterization schemes. This paper describes a method to enable the simultaneous optimization of the fluid domain and impose AM manufacturability constraints, resolving one of the key issues of geometry definition for isogeometric analysis. Similar to a grid convergence study, the proposed method verifies the consistencies between shape parameterization techniques present within commercial CAD and CFD software during mesh movement as a part of the adjoint shape optimization routine. By identifying the appropriate parameters essential to a shape optimization study, the error metric between the different parameterization techniques converges to demonstrate sufficient consistencies for justifiable exchange of data between CAD and CFD. For the identified shape optimization parameters, the error metric to measure the deviation between the two parameterization schemes lies within the AM laser-powder bed fusion (L-PBF) process tolerance. Additionally, comparison for subsequent objective function calculations between iterations of the optimization loop showed acceptable differences within 1% variation between the modified geometries obtained using the two parameterization schemes. This method provides justification for the use of multiphysics guided adjoint design sensitivities computed in CFD software to perform shape modifications in CAD to incorporate AM manufacturability constraints during the shape optimization loop such that optimal designs are also additively manufacturable.
33 ADVANCED PROPULSION SYSTEMS↗
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↗
Multipoint Aerostructural Optimization of Wind Turbine Rotors Using a Coupled Blade‐Resolved Aerostructural Solver
Physics‐based design optimization workflows thread the needle between computational cost limitations and simulation complexity, often compromising between modeling detail and the range of operating design conditions. Multipoint aerostructural optimization of wind turbine rotors has so far been confined to low‐fidelity analyses or to high‐fidelity studies with simplified structural models, leaving the most complex design trade‐offs unexplored. We close this gap by performing the first tightly coupled gradient‐based multipoint aerostructural rotor optimization using 3D aerodynamic and structural solvers with discrete coupled adjoints. The optimizer simultaneously varies blade planform, airfoil shapes, and structural thickness through more than 270 design variables, minimizing a weighted combination of rotor mass and power across multiple wind speeds. Applied to a modified DTU 10‐MW benchmark under conservative structural and aerodynamic constraints, our multipoint optimization reduces rotor mass by up to 36% and increases power by 12%–15% across the main operating conditions; biasing the objective toward power yields power gains up to 18% and a 17% mass reduction. For a nominal wind distribution, 3‐point rotor designs accounting for low RPM and high thrust conditions capture dominant trade‐offs and outperform single‐point designs. Adding two off‐design points changes individual‐condition power by less than 3% but leaves the weighted average within 0.5%, and the mass‐power bias has a stronger effect on the final design than the operating‐point weighting itself. Our framework extends naturally to richer load cases and site‐specific wind distributions, providing a basis for high‐fidelity multipoint design earlier in industrial workflows.
17 WIND ENERGY↗
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↗
Lossy checkpoint compression in full waveform inversion: a case study with ZFPv0.5.5 and the overthrust model
This paper proposes a new method that combines checkpointing methods with error-controlled lossy compression for large-scale high-performance full-waveform inversion (FWI), an inverse problem commonly used in geophysical exploration. This combination can significantly reduce data movement, allowing a reduction in run time as well as peak memory. In the exascale computing era, frequent data transfer (e.g., memory bandwidth, PCIe bandwidth for GPUs, or network) is the performance bottleneck rather than the peak FLOPS of the processing unit. Like many other adjoint-based optimization problems, FWI is costly in terms of the number of floating-point operations, large memory footprint during backpropagation, and data transfer overheads. Past work for adjoint methods has developed checkpointing methods that reduce the peak memory requirements during backpropagation at the cost of additional floating-point computations. Combining this traditional checkpointing with error-controlled lossy compression, we explore the three-way tradeoff between memory, precision, and time to solution. We investigate how approximation errors introduced by lossy compression of the forward solution impact the objective function gradient and final inverted solution. Empirical results from these numerical experiments indicate that high lossy-compression rates (compression factors ranging up to 100) have a relatively minor impact on convergence rates and the quality of the final solution.
58 GEOSCIENCES↗
Integrated Turbine Component Cooling Designs Facilitated by Additive Manufacturing and Optimization
This research program involved the development of improved gas turbine cooling by optimizing the combined internal and film cooling configurations used for turbine blades and vanes. Improved cooling of turbine airfoils allows the gas turbines to be operated at higher temperatures which improves efficiency for gas turbine-based power generation. This also facilitates operation with hydrogen-based fuels which inherently generate higher operating temperatures. Designs of the new cooling configurations were based on the added geometric flexibility that is available when using metal additive manufacturing techniques. When making these designs, adjustments were made to account for imperfections occurring in the metal additive manufacturing process. New designs for film cooling holes were developed using computational adjoint gradient optimization techniques which generated a unique film cooling hole with 70% greater film cooling effectiveness compared to conventional shaped film cooling holes. A major factor in improving the film cooling effectiveness were small external protrusions on either side of the new hole which generated vortices that pushed coolant towards the surface and increased the lateral spreading of the coolant. Our studies also included optimization of film cooling holes that can be built with conventional manufacturing techniques and optimizing the internal coolant channels that supply coolant to the film cooling holes. Various internal coolant channel shapes were investigated and designs that maximized the cooling of the airfoil while minimizing pressure losses in the channel flows were identified. Testing and verification of the performance of the final configurations was done with a transonic wind tunnel facility which allowed testing at engine realistic high velocities. Final testing of the combined internal and film cooling configurations was done by incorporating the configurations in Penn State’s National Experimental Turbine (NExT) vane. These tests confirmed the enhanced overall cooling effectiveness provided by the new cooling configuration designs.
03 NATURAL GAS↗
Linear stability analysis of two fluid columns of different densities and viscosities in a gravity field
The linear stability of a vertical interface separating two miscible fluid columns of different densities and viscosities under the influence of gravity is investigated. This flow possesses a time-dependent reference state (each column accelerates at different rates owing to their different densities) and the interface thickness grows as the square root of time (by diffusion). Numerical integration of the linear initial-value problem is carried out and discussed in detail as a function of vertical and spanwise wavenumbers and the flow parameters. Adjoint-based optimization is performed in order to determine initial conditions that lead to maximum growth of disturbances in finite time. Results indicate that the rate of growth of the perturbation energy at small wavenumbers (less affected by viscosity initially) is dominated by two-dimensional modes (no spanwise variation). Substantial transient growth is observed at higher wave modes initially, followed by asymptotic decay of the perturbations at large time. Sensitivity of perturbation growth with respect to initial time, density and viscosity ratios is investigated. This work is complementary to previous inviscid analysis of this configuration, which showed that the interface was unconditionally unstable at all wave modes, even in the presence of surface tension, and that instability grew as the exponential of time squared.
Mechanics↗
Progress on Optimizing Wind Farms and Rotor Designs Using Adjoints
Modern wind plants are increasingly tasked with multiple performance objectives. In addition to designing plants that maximize power output and minimize the levelized cost of energy (LCOE), the design and operation of wind plants is increasingly influenced by challenges regarding grid integration of variable generation renewables. This places a growing emphasis on making wind plants more controllable and predictable. WindSE is a Reynolds-averaged Navier-Stokes (RANS) model designed around analytical gradient and adjoint methods, with the ability to capture terrain-induced effects, as shown in Figure 1. The recent addition of an unsteady solver with an actuator line method (ALM) and ongoing work to enable massively parallel optimizations gives it a unique niche to explore coupled plant-level controls and design problems. This code is an open source python package built on the FEniCS framework that utilizes fast, parallel PETSc solvers to model fluid flow throughout wind-farm scale domains. Two recent studies performed using WindSE demonstrate the capability to optimize under a wide variety of flow conditions and objective functions. In the first, we present an optimization focused on modifying the layout of a wind farm with a fixed number of turbines for maximum total power output [1]. This study highlights the ability to quickly perform simulations using the steady Navier-Stokes solver combined with rotors represented as actuator disks while also stressing the importance of capturing terrain-induced effects. Gradient-based optimization using the RANS equations is viable due to the inclusion of efficiently computed adjoint derivatives. We interpret the physical results of the optimal layout and also discuss the computational cost of scaling to larger problems. In the second study, we present the capabilities of the unsteady Navier-Stokes solver, where rotor-blade profiles represented by actuator lines are optimized to enhance wake steering effects and overall power production [2]. We quantify the wind plant performance gains obtained from this type of simultaneous control co-design optimization as compared to optimizing the blade design and yaw independently. Figure 2 shows the differences between a baseline two-turbine system and an optimized system where we fine-tune the blade chord profile. Results and challenges from each study are quickly summarized and used to motivate the current development efforts within WindSE. Current and future work is focused on enabling higher-resolution studies with more degrees of freedom through parallelization of both the simulation and optimization algorithms. We present benchmarking results to show that WindSE performs well in both weak- and strong-scaling tests and further demonstrate that the optimizer obtains the same convergence rates in both shared- and distributed-memory environments. Using larger wind farms, we can study deep-array effects within an optimization context, allowing the use of objective functions that have been previously unstudied. As an example, we present ongoing work on a blockage metric which characterizes the loss of available kinetic energy due to wake effects from multiple upstream turbines.
adjoint optimization↗
Optimized Tandem Catalyst Patterning for CO 2 Reduction Flow Reactors
Tandem catalysis involves two or more catalysts arranged in proximity within a single reaction vessel, with the aim of synergistically aligning the catalysts’ reaction pathways to maximize overall system performance. This study presents a proof of concept showing the integration of continuum transport modeling with design optimization in a simplified two-dimensional flow reactor setup for electrochemical CO 2 reduction. Ag catalysts provide the CO 2 ⟶ CO reaction capability, and Cu catalysts provide the CO ⟶ high-value products reaction capability. Given a set of input parameters, the optimization algorithm uses adjoint methods to modify the Ag/Cu surface patterning in order to maximize the current density toward high-value products, such as ethylene. The optimized designs yield significant performance enhancement especially at more negative applied voltages (i.e., stronger surface reactions) and for larger numbers of patterning sections. For an applied voltage of −1.7 V vs. SHE, the 12-section optimized design increases the current density toward ethylene by up to 65% compared to the unoptimized 2-section design. For the optimized cases, observed differences in the production and consumption of CO (the key intermediate species) and minimized zones of low CO reactant surface concentration on Cu sections explain the improved reactor performance.
CO2 reduction↗
An optimization method for chaotic turbulent flow
Evidence indicates that quantities-of-interest in some turbulent flows can be controlled despite the overall chaotic dynamics. It is typically thought that this is via relatively deterministic, larger-scale components of the turbulence. However, finding such controls, if they exist, is challenging because chaos causes sensitivity gradients to explode and the search space to become intractably non-convex. This challenge is analyzed, and a penalty method is introduced to cope with it. In the new approach, the time domain is broken into segments approximately matching the chaos time scales, so that the solution within each segment is both physical and relatively deterministic. The initial condition of each segment is included in an adjoint-based gradient optimization, which temporarily introduces artificial Δq discontinuities in the overall solution. The optimization then proceeds in stages with increasing penalization of Δq. The method is developed and illustrated for a logistic map, the Lorenz Equation, and an advection augmented Kuramoto–Sivashinsky Equation. These examples show how the Δq temporarily increases the search scale prior to the strong Δq → 0 penalization that recovers a physical solution. It is then applied to turbulent Kolmogorov flow, for which it also far outperforms a standard adjoint-based gradient search. Finally, the utility of such an optimized chaotic solution is discussed.
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↗
A general approach to seismic inversion with automatic differentiation
Imaging Earth structure or seismic sources from seismic data involves minimizing a target misfit function, and is commonly solved through gradient-based optimization. The adjoint-state method has been developed to compute the gradient efficiently; however, its implementation can be time-consuming and difficult. We develop a general seismic inversion framework to calculate gradients using reverse-mode automatic differentiation. The central idea is that adjoint-state methods and reverse-mode automatic differentiation are mathematically equivalent. Here, the mapping between numerical PDE simulation and deep learning allows us to build a seismic inverse modeling library, ADSeismic, based on deep learning frameworks, which supports high performance reverse-mode automatic differentiation on CPUs and GPUs. We demonstrate the performance of ADSeismic on inverse problems related to velocity model estimation, rupture imaging, earthquake location, and source time function retrieval. ADSeismic has the potential to solve a wide variety of inverse modeling applications within a unified framework.
58 GEOSCIENCES↗