Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “discrete adjoints”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

Discrete Adjoint Sensitivity Analysis of Hybrid Dynamical Systems With Switching [Discrete Adjoint Sensitivity Analysis of Hybrid Dynamical Systems]

Sensitivity analysis is an important tool for describing power system dynamic behavior in response to parameter variations. It is a central component in preventive and corrective control applications. The existing approaches for sensitivity calculations, namely, finite-difference and forward sensitivity analysis, require a computational effort that increases linearly with the number of sensitivity parameters. In this paper, we investigate, implement, and test a discrete adjoint sensitivity approach whose computational effort is effectively independent of the number of sensitivity parameters. The proposed approach is highly efficient for calculating sensitivities of larger systems and is consistent, within machine precision, with the function whose sensitivity we are seeking. This is an essential feature for use in optimization applications. Moreover, our approach includes a consistent treatment of systems with switching, such as dc exciters, by deriving and implementing the adjoint jump conditions that arise from state-dependent and time-dependent switchings. The accuracy and the computational efficiency of the proposed approach are demonstrated in comparison with the forward sensitivity analysis approach. In conclusion, this paper focuses primarily on the power system dynamics, but the approach is general and can be applied to hybrid dynamical systems in a broader range of fields.

42 ENGINEERING↗
DOE OSTI2015

A practical discrete-adjoint method for high-fidelity compressible turbulence simulations

Methods and computing hardware advances have enabled accurate predictions of complex compressible turbulence phenomena, such as the generation of jet noise that motivates the present effort. However, limited understanding of underlying physical mechanisms restricts the utility of such predictions since they do not, by themselves, indicate a route to design improvements. Gradient-based optimization using adjoints can circumvent the flow complexity to guide designs, though this is predicated on the availability of a sufficiently accurate solution of the forward and adjoint systems. These are challenging to obtain, since both the chaotic character of the turbulence and the typical use of discretizations near their resolution limits in order to efficiently represent its smaller scales will amplify any approximation errors made in the adjoint formulation. Formulating a practical exact adjoint that avoids such errors is especially challenging if it is to be compatible with state-of-the-art simulation methods used for the turbulent flow itself. Automatic differentiation (AD) can provide code to calculate a nominally exact adjoint, but existing general-purpose AD codes are inefficient to the point of being prohibitive for large-scale turbulence simulations. Here, we analyze the compressible flow equations as discretized using the same high-order workhorse methods used for many high-fidelity compressible turbulence simulations, and formulate a practical space–time discrete-adjoint method without changing the basic discretization. A key step is the definition of a particular discrete analog of the continuous norm that defines our cost functional; our selection leads directly to an efficient Runge–Kutta-like scheme, though it would be just first-order accurate if used outside the adjoint formulation for time integration, with finite-difference spatial operators for the adjoint system. Its computational cost only modestly exceeds that of the flow equations. We confirm that its accuracy is limited by computing precision, and we demonstrate it on the aeroacoustic control of a mixing layer with a challengingly broad range of turbulence scales. For comparison, the error from a corresponding discretization of the continuous-adjoint equations is quantified to potentially explain its limited success in past efforts to control jet noise. The differences are illuminating: the continuous-adjoint is shown to suffer from exponential error growth in (reverse) time even for the best-resolved largest turbulence scales. Implications for jet noise reduction and turbulence control in general are discussed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
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 OSTI2022

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↗
DOE OSTI2016

An adjoint method for a high-order discretization of deforming domain conservation laws for optimization of flow problems

We report the fully discrete adjoint equations and the corresponding adjoint method are derived for a globally high-order accurate discretization of conservation laws on parametrized, deforming domains. The conservation law on the deforming domain is transformed into one on a fixed reference domain by the introduction of a time-dependent mapping that encapsulates the domain deformation and parametrization, resulting in an Arbitrary Lagrangian–Eulerian form of the governing equations. A high-order discontinuous Galerkin method is used to discretize the transformed equation in space and a high-order diagonally implicit Runge–Kutta scheme is used for the temporal discretization. Quantities of interest that take the form of space–time integrals are discretized in a solver-consistent manner. The corresponding fully discrete adjoint method is used to compute exact gradients of quantities of interest along the manifold of solutions of the fully discrete conservation law. These quantities of interest and their gradients are used in the context of gradient-based PDE-constrained optimization. The adjoint method is used to solve two optimal shape and control problems governed by the isentropic, compressible Navier–Stokes equations. The first optimization problem seeks the energetically optimal trajectory of a 2D airfoil given a required initial and final spatial position. The optimization solver, driven by gradients computed via the adjoint method, reduced the total energy required to complete the specified mission nearly an order of magnitude. The second optimization problem seeks the energetically optimal flapping motion and time-morphed geometry of a 2D airfoil given an equality constraint on the x-directed impulse generated on the airfoil. The optimization solver satisfied the impulse constraint to greater than 8 digits of accuracy and reduced the required energy between a factor of 2 and 10, depending on the value of the impulse constraint, as compared to the nominal configuration.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
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 OSTI2015

An adjoint view on flux consistency and strong wall boundary conditions to the Navier–Stokes equations

Inconsistent discrete expressions in the boundary treatment of Navier–Stokes solvers and in the definition of force objective functionals can lead to discrete-adjoint boundary treatments that are not a valid representation of the boundary conditions to the corresponding adjoint partial differential equations. The underlying problem is studied for an elementary 1D advection–diffusion problem first using a node-centred finite-volume discretisation. The defect of the boundary operators in the inconsistently defined discrete-adjoint problem leads to oscillations and becomes evident with the additional insight of the continuous-adjoint approach. A homogenisation of the discretisations for the primal boundary treatment and the force objective functional yields second-order functional accuracy and eliminates the defect in the discrete-adjoint boundary treatment. Subsequently, the issue is studied for aerodynamic Reynolds-averaged Navier–Stokes problems in conjunction with a standard finite-volume discretisation on median-dual grids and a strong implementation of noslip walls, found in many unstructured general-purpose flow solvers. Going out from a base-line discretisation of force objective functionals which is independent of the boundary treatment in the flow solver, two improved flux-consistent schemes are presented; based on either body wall-defined or farfield-defined control-volumes they resolve the dual inconsistency. The behaviour of the schemes is investigated on a sequence of grids in 2D and 3D.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

Adjoint sensitivity analysis of chaotic dynamical systems with non-intrusive least squares shadowing

This paper presents a discrete adjoint version of the recently developed non-intrusive least squares shadowing (NILSS) algorithm, which circumvents the instability that conventional adjoint methods encounter for chaotic systems. The NILSS approach involves solving a smaller minimization problem than other shadowing approaches and can be implemented with only minor modifications to preexisting tangent and adjoint solvers. Adjoint NILSS is demonstrated on a small chaotic ODE, a one-dimensional scalar PDE, and a direct numerical simulation (DNS) of the minimal flow unit, a turbulent channel flow on a small spatial domain. This is the first application of an adjoint shadowing-based algorithm to a three-dimensional turbulent flow. - Highlights: • A discrete adjoint non-intrusive least squares shadowing (NILSS) is presented. • The NILSS approach is closely related to multiple shooting shadowing (MSS). • Adjoint NILSS prevents exponential growth in time of the adjoint field. • Adjoint NILSS is demonstrated on a simulation of wall-bounded turbulent flow.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Haydock’s recursive solution of self-adjoint problems. Discrete spectrum

Haydock’s recursive solution is shown to underline a number of different concepts such as (i) quasi-exactly solvable models, (ii) exactly solvable models, (iii) three-term recurrence solutions based on Schweber’s quantization criterion in Hilbert spaces of entire analytic functions, and (iv) a discrete quantum mechanics of Odake and Sasaki. A recurrent theme of Haydock’s recursive solution is that the spectral properties of any self-adjoint problem can be mapped onto a corresponding sequence of polynomials (p{sub n}(E)) in energy variable E. The polynomials (p{sub n}(E)) are orthonormal with respect to the density of states n{sub 0}(E) and energy eigenstate |E〉 is the generating function of (p{sub n}(E)). The generality of Haydock’s recursive solution enables one to see the different concepts from a unified perspective and mutually benefiting from each other. Some results obtained within the particular framework of any of (i) to (iv) may have much broader significance.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Parallelizable adjoint stencil computations using transposed forward-mode algorithmic differentiation

Algorithmic differentiation (AD) is a tool for generating discrete adjoint solvers, which efficiently compute gradients of functions with many inputs, for example for use in gradient-based optimization. AD is often applied to large computations such as stencil operators, which are an important part of most structured-mesh PDE solvers. Stencil computations are often parallelized, for example by using OpenMP, and optimized by using techniques such as cache-blocking and tiling to fully utilize multicore CPUs and many-core accelerators and GPUs. Differentiating these codes with conventional reverse-mode AD results in adjoint codes that cannot be expressed as stencil operations and may not be easily parallelizable. They thus leave most of the compute power of modern architectures unused. We present a method that combines forward-mode AD and loop transformation to generate adjoint solvers that use the same memory access pattern as the original computation that they are derived from and can benefit from the same optimization techniques. The effectiveness of this method is demonstrated by generating a scalable adjoint CFD solver for multicore CPUs and Xeon Phi accelerators.

algorithmic differentiation↗
DOE OSTI2022

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↗
DOE OSTI2016

Adjoint-based sensitivity analysis of localized ignition in a non-premixed hydrogen-air mixing layer

A space-time discrete-adjoint method recently developed for high-fidelity compressible turbulence simulations is extended to chemically-reacting mixtures for the purpose of measuring sensitivity of localized ignition in a non-premixed hydrogen-air mixing layer. The ignition source is modeled as a source in the energy equation, which introduces several parameters that need to be chosen with care. Because ignition is inherently discontinuous in parameter space (i.e., it succeeds or fails after some period), the resulting gradients in modeling parameters are ill-defined near its threshold. To this end, a cost functional is designed to provide short-time sensitivity in concert with an indicator function that informs whether or not successful ignition has occurred. The corresponding sensitivity is used in a line-search algorithm to identify a point on the ignition boundary in high-dimensional parameter space (7 dimensional in our 7-parameter demonstration). This is used to quantify the relative importance of parameters on ignition.

Capecelatro, Jesse↗
DOE OSTI2017

Radiation Source Mapping with Bayesian Inverse Methods

In this work, we present a method to map the spectral and spatial distributions of radioactive sources using a limited number of detectors. Locating and identifying radioactive materials is important for border monitoring, in accounting for special nuclear material in processing facilities, and in cleanup operations following a radioactive material spill. Most methods to analyze these types of problems make restrictive assumptions about the distribution of the source. In contrast, the source mapping method presented here allows an arbitrary three-dimensional distribution in space and a gamma peak distribution in energy. To apply the method, the problem is cast as an inverse problem where the system’s geometry and material composition are known and fixed, while the radiation source distribution is sought. A probabilistic Bayesian approach is used to solve the resulting inverse problem since the system of equations is ill-posed. The posterior is maximized with a Newton optimization method. The probabilistic approach also provides estimates of the confidence in the final source map prediction. A set of adjoint, discrete ordinates flux solutions, obtained in this work by the Denovo code, is required to efficiently compute detector responses from a candidate source distribution. These adjoint fluxes form the linear mapping from the state space to the response space. The test of the method’s success is simultaneously locating a set of 137 Cs and 60 Co gamma sources in a room. This test problem is solved using experimental measurements that we collected for this purpose. Because of the weak sources available for use in the experiment, some of the expected photopeaks were not distinguishable from the Compton continuum. However, by supplanting 14 flawed measurements (out of a total of 69) with synthetic responses computed by MCNP, the proof-of-principle source mapping was successful. The locations of the sources were predicted within 25 cm for two of the sources and 90 cm for the third, in a room with an ~4-x 4-m floor plan. Finally, the predicted source intensities were within a factor of ten of their true value.

07 ISOTOPE AND RADIATION SOURCES↗
DOE OSTI2017

Optimization of wind plant layouts using an adjoint approach

Abstract. Using adjoint optimization and three-dimensional steady-state Reynolds-averaged Navier–Stokes (RANS) simulations, we present a new gradient-based approach for optimally siting wind turbines within utility-scale wind plants. By solving the adjoint equations of the flow model, the gradients needed for optimization are found at a cost that is independent of the number of control variables, thereby permitting optimization of large wind plants with many turbine locations. Moreover, compared to the common approach of superimposing prescribed wake deficits onto linearized flow models, the computational efficiency of the adjoint approach allows the use of higher-fidelity RANS flow models which can capture nonlinear turbulent flow physics within a wind plant. The steady-state RANS flow model is implemented in the Python finite-element package FEniCS and the derivation and solution of the discrete adjoint equations are automated within the dolfin-adjoint framework. Gradient-based optimization of wind turbine locations is demonstrated for idealized test cases that reveal new optimization heuristics such as rotational symmetry, local speedups, and nonlinear wake curvature effects. Layout optimization is also demonstrated on more complex wind rose shapes, including a full annual energy production (AEP) layout optimization over 36 inflow directions and 5 wind speed bins.

17 WIND ENERGY↗
DOE OSTI2016

Efficient Adjoint Computation of Hybrid Systems of Differential Algebraic Equations with Applications in Power Systems

Sensitivity analysis is an important tool to describe power system dynamic behavior in response to parameter variations. It is a central component in preventive and corrective control applications. The existing approaches for sensitivity calculations, namely, finite-difference and forward sensitivity analysis, require a computational effort that increases linearly with the number of sensitivity parameters. In this work, we investigate, implement, and test a discrete adjoint sensitivity approach whose computational effort is effectively independent of the number of sensitivity parameters. The proposed approach is highly efficient for calculating trajectory sensitivities of larger systems and is consistent, within machine precision, with the function whose sensitivity we are seeking. This is an essential feature for use in optimization applications. Moreover, our approach includes a consistent treatment of systems with switching, such as DC exciters, by deriving and implementing the adjoint jump conditions that arise from state and time-dependent discontinuities. The accuracy and the computational efficiency of the proposed approach are demonstrated in comparison with the forward sensitivity analysis approach.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2018

A non-intrusive parallel-in-time adjoint solver with the XBraid library

In this paper, an adjoint solver for the multigrid-in-time software library XBraid is presented. XBraid provides a non-intrusive approach for simulating unsteady dynamics on multiple processors while parallelizing not only in space but also in the time domain (XBraid: Parallel multigrid in time, http://llnl.gov/casc/xbraid). It applies an iterative multigrid reduction in time algorithm to existing spatially parallel classical time propagators and computes the unsteady solution parallel in time. Techniques from Automatic Differentiation are used to develop a consistent discrete adjoint solver which provides sensitivity information of output quantities with respect to design parameter changes. The adjoint code runs backwards through the primal XBraid actions and accumulates gradient information parallel in time. It is highly non-intrusive as existing adjoint time propagators can easily be integrated through the adjoint interface. The adjoint code is validated on advection-dominated flow with periodic upstream boundary condition. We report it provides similar strong scaling results as the primal XBraid solver and offers great potential for speeding up the overall computational costs for sensitivity analysis using multiple processors.

97 MATHEMATICS AND COMPUTING↗