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At least 19 records

Bounded Error Schemes for the Wave Equation on Complex Domains

This paper considers the application of the method of boundary penalty terms ("SAT") to the numerical solution of the wave equation on complex shapes with Dirichlet boundary conditions. A theory is developed, in a semi-discrete setting, that allows the use of a Cartesian grid on complex geometries, yet maintains the order of accuracy with only a linear temporal error-bound. A numerical example, involving the solution of Maxwell's equations inside a 2-D circular wave-guide demonstrates the efficacy of this method in comparison to others (e.g. the staggered Yee scheme) - we achieve a decrease of two orders of magnitude in the level of the L2-error.

Abarbanel, Saul↗

Probabilistic Error Bounds for Low-Rank Tensor Decompositions Used in Large-Scale Data Analysis Applications (LDRD Final Report)

This report documents a research project on analyzing low-rank tensor models for data analysis that took place at Sandia National Laboratories from October 2023–September 2025. The focus of this work was to extend theoretical frameworks from statistics and probability theory for use with models for scalar, vector, and matrix data to models with tensor, or general multi-dimensional array, data. Through this work, we have provided a new set of tools for bounding errors on low-rank tensor models of both complete and sampled data. The remainder of this report is organized as follows. In Section 1, we describe the proposed work at the start of the project. Section 2 describes the research advances made as part of the project. Other research contributions in the form of conference presentations and software development is provided in Section 3. Workforce development at Sandia and Florida Atlantic University (via a subcontract on this project) is provided in Section 4.

97 MATHEMATICS AND COMPUTING↗

Mean-square error bounds for reduced-error linear state estimators

The mean-square error of reduced-order linear state estimators for continuous-time linear systems is investigated. Lower and upper bounds on the minimal mean-square error are presented. The bounds are readily computable at each time-point and at steady state from the solutions to the Ricatti and the Lyapunov equations. The usefulness of the error bounds for the analysis and design of reduced-order estimators is illustrated by a practical numerical example.

Baram, Y.↗

TopoSZ: Preserving Topology in Error-Bounded Lossy Compression

Existing error-bounded lossy compression techniques control the pointwise error during compression to guarantee the integrity of the decompressed data. However, they typically do not explicitly preserve the topological features in data. When performing post hoc analysis with decompressed data using topological methods, preserving topology in the compression process to obtain topologically consistent and correct scientific insights is desirable. In this paper, we introduce TopoSZ, an error-bounded lossy compression method that preserves the topological features in 2D and 3D scalar fields. Specifically, we aim to preserve the types and locations of local extrema as well as the level set relations among critical points captured by contour trees in the decompressed data. The main idea is to derive topological constraints from contour-tree-induced segmentation from the data domain, and incorporate such constraints with a customized error-controlled quantization strategy from the SZ compressor (version 1.4). In conclusion, our method allows users to control the pointwise error and the loss of topological features during the compression process with a global error bound and a persistence threshold.

97 MATHEMATICS AND COMPUTING↗

A Survey on Error-Bounded Lossy Compression for Scientific Datasets

Error-bounded lossy compression has been effective in significantly reducing the data storage/transfer burden while preserving the reconstructed data fidelity very well. Many error-bounded lossy compressors have been developed for a wide range of parallel and distributed use cases for years. They are designed with distinct compression models and principles, such that each of them features particular pros and cons. In this article, we provide a comprehensive survey of emerging error-bounded lossy compression techniques. The key contribution is fourfold. (1) We summarize a novel taxonomy of lossy compression into six classic models. (2) We provide a comprehensive survey of 10 commonly used compression components/modules. (3) We summarized pros and cons of 47 state-of-the-art lossy compressors and present how state-of-the-art compressors are designed based on different compression techniques. (4) We discuss how customized compressors are designed for specific scientific applications and use-cases. We believe this survey is useful to multiple communities including scientific applications, high-performance computing, lossy compression, and big data.

Error-Bounded Lossy Compression↗

An error bound for instantaneous coverage

An error bound is derived for a reliability model approximation method. The approximation method is appropriate for the semi-Markov models of reconfigurable systems that are designed to achieve extremely high reliability. The semi-Markov models of these system are complex, and a significant amount of their complexity arises from the detailed descriptions of the reconfiguration processes. The reliability model approximation method consists of replacing a detailed description of a reconfiguration process with the probabilities of the possible outcomes of the reconfiguration process. These probabilities are included in the model as instantaneous jumps from the fault-occurrence state. Since little time is spent in the reconfiguration states, instantaneous jumps are a close approximation to the original model. This approximation procedure is shown to produce an overestimation for the probability of system failure, and an error bound is derived for this overestimation.

White, Allan L.↗

Combined Uncertainty and A-Posteriori Error Bound Estimates for General CFD Calculations: Theory and Software Implementation

This workshop presentation discusses the design and implementation of numerical methods for the quantification of statistical uncertainty, including a-posteriori error bounds, for output quantities computed using CFD methods. Hydrodynamic realizations often contain numerical error arising from finite-dimensional approximation (e.g. numerical methods using grids, basis functions, particles) and statistical uncertainty arising from incomplete information and/or statistical characterization of model parameters and random fields. The first task at hand is to derive formal error bounds for statistics given realizations containing finite-dimensional numerical error [1]. The error in computed output statistics contains contributions from both realization error and the error resulting from the calculation of statistics integrals using a numerical method. A second task is to devise computable a-posteriori error bounds by numerically approximating all terms arising in the error bound estimates. For the same reason that CFD calculations including error bounds but omitting uncertainty modeling are only of limited value, CFD calculations including uncertainty modeling but omitting error bounds are only of limited value. To gain maximum value from CFD calculations, a general software package for uncertainty quantification with quantified error bounds has been developed at NASA. The package provides implementations for a suite of numerical methods used in uncertainty quantification: Dense tensorization basis methods [3] and a subscale recovery variant [1] for non-smooth data, Sparse tensorization methods[2] utilizing node-nested hierarchies, Sampling methods[4] for high-dimensional random variable spaces.

CFD↗

Model reduction by trimming for a class of semi-Markov reliability models and the corresponding error bound

Semi-Markov processes have proved to be an effective and convenient tool to construct models of systems that achieve reliability by redundancy and reconfiguration. These models are able to depict complex system architectures and to capture the dynamics of fault arrival and system recovery. A disadvantage of this approach is that the models can be extremely large, which poses both a model and a computational problem. Techniques are needed to reduce the model size. Because these systems are used in critical applications where failure can be expensive, there must be an analytically derived bound for the error produced by the model reduction technique. A model reduction technique called trimming is presented that can be applied to a popular class of systems. Automatic model generation programs were written to help the reliability analyst produce models of complex systems. This method, trimming, is easy to implement and the error bound easy to compute. Hence, the method lends itself to inclusion in an automatic model generator.

White, Allan L.↗

On the Calculation of Uncertainty Statistics with Error Bounds for CFD Calculations Containing Random Parameters and Fields

This chapter discusses the ongoing development of combined uncertainty and error bound estimates for computational fluid dynamics (CFD) calculations subject to imposed random parameters and random fields. An objective of this work is the construction of computable error bound formulas for output uncertainty statistics that guide CFD practitioners in systematically determining how accurately CFD realizations should be approximated and how accurately uncertainty statistics should be approximated for output quantities of interest. Formal error bounds formulas for moment statistics that properly account for the presence of numerical errors in CFD calculations and numerical quadrature errors in the calculation of moment statistics have been previously presented in [8]. In this past work, hierarchical node-nested dense and sparse tensor product quadratures are used to calculate moment statistics integrals. In the present work, a framework has been developed that exploits the hierarchical structure of these quadratures in order to simplify the calculation of an estimate of the quadrature error needed in error bound formulas. When signed estimates of realization error are available, this signed error may also be used to estimate output quantity of interest probability densities as a means to assess the impact of realization error on these density estimates. Numerical results are presented for CFD problems with uncertainty to demonstrate the capabilities of this framework.

Uncertainty↗

A Framework for Error-Bounded Approximate Computing, with an Application to Dot Products

Approximate computing techniques, which trade off the computation accuracy of an algorithm for better performance and energy efficiency, have been successful in reducing computation and power costs in several domains. However, error sensitive applications in high-performance computing are unable to benefit from existing approximate computing strategies that are not developed with guaranteed error bounds. While approximate computing techniques can be developed for individual high-performance computing applications by domain specialists, this often requires additional theoretical analysis and potentially extensive software modification. Hence, the development of low-level error-bounded approximate computing strategies that can be introduced into any high-performance computing application without requiring additional analysis or significant software alterations is desirable. In this paper, we provide a contribution in this direction by proposing a general framework for designing error-bounded approximate computing strategies and apply it to the dot product kernel to develop \bf qdot---an error-bounded approximate dot product kernel. Following the introduction of qdot, here we perform a theoretical analysis that yields a deterministic bound on the relative approximation error introduced by qdot. Empirical tests are performed to illustrate the tightness of the derived error bound and to demonstrate the effectiveness of qdot on a synthetic dataset, as well as two scientific benchmarks---the conjugate gradient (CG) and power methods. In some instances, using qdot for the dot products in CG can result in many components being quantized to half precision without increasing the iteration count required for convergence to the same solution as CG using a double precision dot product.

97 MATHEMATICS AND COMPUTING↗

Optimizing Error-Bounded Lossy Compression for Scientific Data With Diverse Constraints

Vast volumes of data are produced by today's scientific simulations and advanced instruments. These data cannot be stored and transferred efficiently because of limited I/O bandwidth, network speed, and storage capacity. Error-bounded lossy compression can be an effective method for addressing these issues: not only can it significantly reduce data size, but it can also control the data distortion based on user-defined error bounds. In practice, many scientific applications have specific requirements or constraints for lossy compression, in order to guarantee that the reconstructed data are valid for post hoc analysis. For example, some datasets contain irrelevant data that should be isolated in particular and users often have intuition regarding value ranges, geospatial regions, and other data subsets that are crucial for subsequent analysis. Existing state-of-the-art error-bounded lossy compressors, however, do not consider these constraints during compression, resulting in inferior compression ratios with respect to user's post hoc analysis, due to the fact that the data itself provides little or no value for post hoc analysis. In this work we address this issue by proposing an optimized framework that can preserve diverse constraints during the error-bounded lossy compression, e.g., cleaning the irrelevant data, efficiently preserving different precision for multiple value intervals, and allowing users to set diverse precision over both regular and irregular regions. We perform our evaluation on a supercomputer with up to 2,100 cores. Experiments with six real-world applications show that our proposed diverse constraints based error-bounded lossy compressor can obtain a higher visual quality or data fidelity on reconstructed data with the same or even higher compression ratios compared with the traditional state-of-the-art compressor SZ. Furthermore, our experiments also demonstrate very good scalability in compression performance compared with the I/O throughput of the parallel file system.

97 MATHEMATICS AND COMPUTING↗

Ultrafast Error-bounded Lossy Compression for Scientific Datasets

Today's scientific high-performance computing applications and advanced instruments are producing vast volumes of data across a wide range of domains, which impose a serious burden on data transfer and storage. Error-bounded lossy compression has been developed and widely used in the scientific community because it not only can significantly reduce the data volumes but also can strictly control the data distortion based on the user-specified error bound. Existing lossy compressors, however, cannot offer ultrafast compression speed, which is highly demanded by numerous applications or use cases (such as in-memory compression and online instrument data compression). In this paper, we propose a novel ultrafast error-bounded lossy compressor that can obtain fairly high compression performance on both CPUs and GPUs and with reasonably high compression ratios. The key contributions are threefold. (1) We propose a generic error-bounded lossy compression framework---called SZx---that achieves ultrafast performance through its novel design comprising only lightweight operations such as bitwise and addition/subtraction operations, while still keeping a high compression ratio. (2) We implement SZx on both CPUs and GPUs and optimize the performance according to their architectures. (3) We perform a comprehensive evaluation with six real-world production-level scientific datasets on both CPUs and GPUs. Experiments show that SZx is 2~16x faster than the second-fastest existing error-bounded lossy compressor (either SZ or ZFP) on CPUs and GPUs, with respect to both compression and decompression.

Yu, Xiaodong↗

Magnitude error bounds for sampled-data frequency response obtained from the truncation of an infinite series, and compensator improvement program

The frequency response method of analyzing control system performance is discussed, and the difficulty of obtaining the sampled frequency response of the continuous system is considered. An upper bound magnitude error equation is obtained which yields reasonable estimates of the actual error. Finalization of the compensator improvement program is also reported, and the program was used to design compensators for Saturn 5/S1-C dry workshop and Saturn 5/S1-C Skylab.

Mitchell, J. R.↗

SZ3: A Modular Framework for Composing Prediction-Based Error-Bounded Lossy Compressors

Today's scientific simulations require a significant reduction of data volume because of extremely large amounts of data they produce and the limited I/O bandwidth and storage space. Here, error-bounded lossy compression has been considered one of the most effective solutions to the above problem. In practice, however, the best-fit compression method often needs to be customized or optimized in particular because of diverse characteristics in different datasets and various user requirements on the compression quality and performance. In this paper, we address this issue with a novel modular, composable compression framework named SZ3. Our contributions are four-folds. (1) We develop SZ3 which features an innovative modular abstraction for the prediction-based compression framework, such that compression modules can be plugged in easily to create new compressors based on characteristics of data and user requirements. (2) We create a new compression pipeline by SZ3 for GAMESS data, which significantly improves the compression ratios over state-of-the-art compressors. (3) We develop an adaptive compression pipeline by SZ3 for APS data with minimal efforts, which leads to the best rate-distortion among all existing error-bounded lossy compressors for any bit-rate. (4) We compare the sustainability of SZ3 with leading error-bounded prediction-based compressors, and then demonstrate the necessity of diverse pipelines by integrating and evaluating several compression pipelines on diverse scientific datasets from multiple disciplines. Experiments show that SZ3 incurs very limited overhead in compressor integration and our customized compression pipelines lead to up to 20% improvement in compression ratios under the same data distortion, when compared with the best existing approach.

97 MATHEMATICS AND COMPUTING↗

Error-Bounded Learned Scientific Data Compression with Preservation of Derived Quantities

Scientific applications continue to grow and produce extremely large amounts of data, which require efficient compression algorithms for long-term storage. Compression errors in scientific applications can have a deleterious impact on downstream processing. Thus, it is crucial to preserve all the “known” Quantities of Interest (QoI) during compression. To address this issue, most existing approaches guarantee the reconstruction error of the original data or primary data (PD), but cannot directly control the problem of preserving the QoI. In this work, we propose a physics-informed compression technique that is composed of two parts: (i) reduction of the PD with bounded errors and (ii) preservation of the QoI. In the first step, we combine tensor decompositions, autoencoders, product quantizers, and error-bounded lossy compressors to bound the reconstruction error at high levels of compression. In the second step, we use constraint satisfaction post-processing followed by quantization to preserve the QoI. To illustrate the challenges of reducing the reconstruction errors of the PD and QoI, we focus on simulation data generated by a large-scale fusion code, XGC, which can produce tens of petabytes in a single day. The results show that our approach can achieve a high compression amount while accurately preserving the QoI within scientifically acceptable bounds.

97 MATHEMATICS AND COMPUTING↗