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At least 19 records

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↗

High-Order Coronagraphic Wavefront Control With Algorithmic Differentiation: First Experimental Demonstration

Future space-based coronagraphs will rely critically on focal-plane wavefront sensing and control with deformable mirrors to reach deep contrast by mitigating optical aberrations in the primary beam path. Until now, most focal-plane wavefront control algorithms have been formulated in terms of Jacobian matrices, which encode the predicted effect of each deformable mirror actuator on the focal-plane electric field. A disadvantage of these methods is that Jacobian matrices can be cumbersome to compute and manipulate, particularly when the number of deformable mirror actuators is large. Recently, we proposed a new class of focal-plane wavefront control algorithms that utilize gradient-based optimization with algorithmic differentiation to compute wavefront control solutions while avoiding the explicit computation and manipulation of Jacobian matrices entirely. In simulations using a coronagraph design for the proposed Large UV/Optical/Infrared Surveyor (LUVOIR), we showed that our approach reduces overall CPU time and memory consumption compared to a Jacobian-based algorithm. Here, we expand on these results by implementing the proposed algorithm on the High Contrast Imager for Complex Aperture Telescopes (HiCAT) testbed at the Space Telescope Science Institute (STScI) and present initial experimental results, demonstrating contrast suppression capabilities equivalent to Jacobian-based methods.

wavefront control↗

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↗

The Ground Flash Fraction Retrieval Algorithm Employing Differential Evolution: Simulations and Applications

The ability to estimate the fraction of ground flashes in a set of flashes observed by a satellite lightning imager, such as the future GOES-R Geostationary Lightning Mapper (GLM), would likely improve operational and scientific applications (e.g., severe weather warnings, lightning nitrogen oxides studies, and global electric circuit analyses). A Bayesian inversion method, called the Ground Flash Fraction Retrieval Algorithm (GoFFRA), was recently developed for estimating the ground flash fraction. The method uses a constrained mixed exponential distribution model to describe a particular lightning optical measurement called the Maximum Group Area (MGA). To obtain the optimum model parameters (one of which is the desired ground flash fraction), a scalar function must be minimized. This minimization is difficult because of two problems: (1) Label Switching (LS), and (2) Parameter Identity Theft (PIT). The LS problem is well known in the literature on mixed exponential distributions, and the PIT problem was discovered in this study. Each problem occurs when one allows the numerical minimizer to freely roam through the parameter search space; this allows certain solution parameters to interchange roles which leads to fundamental ambiguities, and solution error. A major accomplishment of this study is that we have employed a state-of-the-art genetic-based global optimization algorithm called Differential Evolution (DE) that constrains the parameter search in such a way as to remove both the LS and PIT problems. To test the performance of the GoFFRA when DE is employed, we applied it to analyze simulated MGA datasets that we generated from known mixed exponential distributions. Moreover, we evaluated the GoFFRA/DE method by applying it to analyze actual MGAs derived from low-Earth orbiting lightning imaging sensor data; the actual MGA data were classified as either ground or cloud flash MGAs using National Lightning Detection Network[TM] (NLDN) data. Solution error plots are provided for both the simulations and actual data analyses.

Koshak, William↗

A fast algorithm for spectral differentiation

A simple algorithm is presented for matrix multiplication in just over half the number of operations entailed by the conventional algorithm, in cases where the matrix possesses the degree of symmetry widely exhibited by derivative matrices. The algorithm is used to multiply the Chebyshev derivative matrix by a vector. For the larger values of n, the ratio of execution times approached the expected value of 2.

Solomonoff, Alex↗

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↗

Algorithms For Integrating Nonlinear Differential Equations

Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.

Freed, A. D.↗

The Next Frontier for Remote Sensing of Freshwater HABS: Utilizing Imaging Spectroscopy Data to Identify Cyanobacteria Bloom Types

Cyanobacteria Harmful Algal Blooms (HABs) and their associated toxicity are a concern for inland waters. Due to the extensive spatial coverage and frequent data availability of satellite-based sensors, multi-spectral remote sensing tools have demonstrated utility for monitoring, understanding, and managing these blooms. The next frontier is utilizing high spectral resolution imaging spectroscopy data, such as from NASA’s upcoming PACE, GLIMR, and SBG missions planned for this decade, which allow for the development of more sophisticated cyanobacteria detection algorithms. We evaluate the performance of cyanobacteria genera differentiation algorithms using precursor datasets in support of these upcoming hyperspectral missions. In situ measurements of lake optical, biological, chemical, and physical properties are used to characterize cyanobacteria blooms in hypereutrophic Clear Lake, CA, USA, which supports large, diverse algal and cyanobacteria populations. Data collection occurred during 12 field events in 2021-2022 across all seasons. Three field events were conducted concurrently with hyperspectral data acquisitions from the DESIS sensor on the International Space Station. The results of this study will support the development of future tools utilizing satellite-based imaging spectroscopy data to identify the cyanobacteria genera present in a bloom, and thus the potential for cyanotoxin production. This outcome – the ability to quickly characterize a cyanobacteria bloom at a low cost – will have enormous benefits for public health.

remote sensing↗

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↗