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All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

Fast inversion, preconditioned quantum linear system solvers, fast Green's-function computation, and fast evaluation of matrix functions

Preconditioning is the most widely used and effective way for treating ill-conditioned linear systems in the context of classical iterative linear system solvers. We introduce a quantum primitive called fast inversion, which can be used as a preconditioner for solving quantum linear systems. The key idea of fast inversion is to directly block encode a matrix inverse through a quantum circuit implementing the inversion of eigenvalues via classical arithmetics. We demonstrate the application of preconditioned linear system solvers for computing single-particle Green's functions of quantum many-body systems, which are widely used in quantum physics, chemistry, and materials science. We analyze the complexities in three scenarios: the Hubbard model, the quantum many-body Hamiltonian in the plane-wave-dual basis, and the Schwinger model. We also provide a method for performing Green's function calculation in second quantization within a fixed-particle manifold and note that this approach may be valuable for simulation more broadly. Aside from solving linear systems, fast inversion also allows us to develop fast algorithms for computing matrix functions, such as the efficient preparation of Gibbs states. Furthermore, we introduce two efficient approaches for such a task, based on the contour-integral formulation and the inverse transform, respectively.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Preconditioned least‐squares Petrov–Galerkin reduced order models

Abstract In this article, we introduce a methodology for improving the accuracy and efficiency of reduced order models (ROMs) constructed using the least‐squares Petrov–Galerkin (LSPG) projection method through the introduction of preconditioning. Unlike prior related work, which focuses on preconditioning the linear systems arising within the ROM numerical solution procedure to improve linear solver performance, our approach leverages a preconditioning matrix directly within the minimization problem underlying the LSPG formulation. Applying preconditioning in this way has the potential to improve ROM accuracy for several reasons. First, preconditioning the LSPG formulation changes the norm defining the residual minimization, which can improve the residual‐based stability constant bounding the ROM solution's error. The incorporation of a preconditioner into the LSPG formulation can have the additional effect of scaling the components of the residual being minimized to make them roughly of the same magnitude, which can be beneficial when applying the LSPG method to problems with disparate scales (e.g., dimensional equations, multi‐physics problems). Importantly, we demonstrate that an “ideal preconditioned” LSPG ROM (a ROM in which the preconditioner is the inverse of the Jacobian of its corresponding full order model) emulates projection of the full order model solution increment onto the reduced basis. This quantity defines a lower bound on the error of a ROM solution for a given reduced basis. By designing preconditioners that approximate the Jacobian inverse—as is common in designing preconditioners for solving linear systems—it is possible to obtain a ROM whose error approaches this lower bound. The proposed approach is evaluated on several mechanical and thermo‐mechanical problems implemented within the Albany HPC code and run in the predictive regime, with prediction across material parameter space. We demonstrate numerically that the introduction of simple Jacobi, Gauss‐Seidel, and ILU preconditioners into the proper orthogonal decomposition/LSPG formulation reduces significantly the ROM solution error, the reduced Jacobian condition number, the number of nonlinear iterations required to reach convergence, and the wall time (thereby improving efficiency). Moreover, our numerical results reveal that the introduction of preconditioning can deliver a robust and accurate solution for test cases in which the unpreconditioned LSPG method fails to converge.

Lindsay, Payton↗
DOE OSTI2021

Polynomial Preconditioned Arnoldi with Stability Control

Polynomial preconditioning can improve the convergence of the Arnoldi method for computing eigenvalues. Such preconditioning significantly reduces the cost of orthogonalization; for difficult problems, it can also reduce the number of matrix-vector products. Parallel computations can particularly benefit from the reduction of communication-intensive operations. Additoinally, the GMRES algorithm provides a simple and effective way of generating the preconditioning polynomial. For some problems high degree polynomials are especially effective, but they can lead to stability problems that must be mitigated. A two-level “double polynomial preconditioning” strategy provides an effective way to generate high-degree preconditioners.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications

Deep neural networks have been successfully employed in an extensive variety of research areas, including solving partial differential equations. Despite its significant success, there are some challenges in effectively training DNN, such as avoiding overfitting in over-parameterized DNNs and accelerating the optimization in DNNs with pathological curvature. Here, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an adaptive empirical method. That is, one will alternatively sample from the posterior using preconditioned stochastic gradient Langevin Dynamics (PSGLD), and optimize the latent variables via stochastic approximation. The sparsity of the network is achieved while optimizing the hyperparameters with adaptive searching and penalizing. A popular SG-MCMC approach is Stochastic gradient Langevin dynamics (SGLD). However, considering the complex geometry in the model parameter space in nonconvex learning, updating parameters using a universal step size in each component as in SGLD may cause slow mixing. To address this issue, we apply a computationally manageable preconditioner in the updating rule, which provides a step-size parameter to adapt to local geometric properties. Moreover, by smoothly optimizing the hyperparameter in the preconditioning matrix, our proposed algorithm ensures a decreasing bias, which is introduced by ignoring the correction term in the preconditioned SGLD. According to the existing theoretical framework, we show that the proposed algorithm can asymptotically converge to the correct distribution with a controllable bias under mild conditions. Numerical tests are performed on both synthetic regression problems and learning solutions of elliptic PDE, which demonstrate the accuracy and efficiency of the present work.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Jacobian-free Newton–Krylov method for the simulation of non-thermal plasma discharges with high-order time integration and physics-based preconditioning

A preconditioning framework for the numerical simulation of non-thermal streamer discharges is developed using the Jacobian-free Newton-Krylov (JFNK) method. A reduced plasma fluid model is considered, consisting of electrons, one positive ion, one negative ion, and the electrostatic potential. Here, the plasma kinetics model includes ionization, electron-ion recombination, electron attachment, electron detachment, and ion-ion recombination. The governing equations are made dimensionless, discretized in space with finite differences, and integrated in time with a fully implicit method based on high-order backward differentiation formulas. The preconditioning framework is based on a linearized form of the governing equations and physics-based operator splitting. The efficiency of the preconditioning strategy is assessed through two test cases: streamer propagation between parallel plates and an axisymmetric pin-to-pin discharge. The fully implicit approach overcomes traditional restrictions in the time step size due to processes such as electron drift, electron diffusion, and dielectric relaxation. Excellent performance is observed through relevant statistics of the JFNK solver, although the number of linear iterations increases for the pin-to-pin discharge when nonlinear numerical boundary conditions are imposed at the electrodes. Performance studies show scalability with O(100-1000) processors for O(10M) unknowns with ample room for optimization.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2023

A family of independent Variable Eddington Factor methods with efficient preconditioned iterative solvers

We present a family of discretizations for the Variable Eddington Factor (VEF) equations that have high-order accuracy on curved meshes and efficient preconditioned iterative solvers. The VEF discretizations are combined with the Discontinuous Galerkin transport discretization from to form effective high-order, linear transport methods. The VEF discretizations are derived by extending the unified analysis of Discontinuous Galerkin methods for elliptic problems presented by Arnold et al. to the VEF equations. This framework is used to define analogs of the interior penalty, second method of Bassi and Rebay, minimal dissipation local Discontinuous Galerkin, and continuous finite element methods. The analysis of subspace correction preconditioners, which use a continuous operator to iteratively precondition the discontinuous discretization, is extended to the case of the non-symmetric VEF system. Numerical results demonstrate that the VEF discretizations have arbitrary-order accuracy on curved meshes, preserve the thick diffusion limit, and are effective on a proxy problem from thermal radiative transfer in both outer transport iterations and inner preconditioned linear solver iterations. We demonstrate that the VEF solution converges to the S N transport solution as the mesh is refined on both problems with smooth and non-smooth behavior in angle. Parallel performance studies show that the interior penalty VEF discretization's linear solve weak scales out to 1024 processors and strong scales well on a single node. Particular attention is paid to the parallel performance of the VEF algorithm when used in combination with a parallel block Jacobi transport sweep.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Sequential Kalman tuning of the t -preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems

Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models. However, when applied to the Bayesian inverse problem EKI is only exact in the regime of Gaussian target measures and linear forward models. Here, in this work we propose embedding EKI and Flow Annealed Kalman Inversion, its normalizing flow (NF) preconditioned variant, within a Bayesian annealing scheme as part of an adaptive implementation of the t-preconditioned Crank-Nicolson (tpCN) sampler. The tpCN sampler differs from standard pCN in that its proposal is reversible with respect to the multivariate t-distribution. The more flexible tail behaviour allows for better adaptation to sampling from non-Gaussian targets. Within our Sequential Kalman Tuning (SKT) adaptation scheme, EKI is used to initialize and precondition the tpCN sampler for each annealed target. The subsequent tpCN iterations ensure particles are correctly distributed according to each annealed target, avoiding the accumulation of errors that would otherwise impact EKI. We demonstrate the performance of SKT for tpCN on three challenging numerical benchmarks, showing significant improvements in the rate of convergence compared to adaptation within standard SMC with importance weighted resampling at each temperature level, and compared to similar adaptive implementations of standard pCN. The SKT scheme applied to tpCN offers an efficient, practical solution for solving the Bayesian inverse problem when gradients of the forward model are not available. Code implementing the SKT schemes for tpCN is available at https://github.com/RichardGrumitt/KalmanMC.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Pyrolysis Vapor and Bio-Oil Preconditioning via Ex Situ Hydrodeoxygenation and Alkylation Using a Heteropolyacid Catalyst

Ex situ catalytic preconditioning of biomass pyrolysis vapors (partial deoxygenation) has the potential for both reducing the oxygen content and beneficially influencing the oxygen speciation of condense bio-oils for enhancement of downstream condensed phase upgrading processes. Here, condensed phase upgrading processes may refer to both coprocessing and hydroprocessing with vacuum gas-oil (VGO). Reduction of oxygen content to produce bio-oils with greater hydrophobicity can enhance VGO-solubility while tailoring of oxygen speciation by removal of reactive carbonyls (e.g., acetic acid) can lessen catalytic deactivation via coking reactions. 1,2 Furthermore, enhanced VGO-solubility and reduced coking leads to greater biogenic carbon incorporation in end-products from condensed phase upgrading processes. By leveraging the hydrodeoxygenation and alkylation activity of a titania-supported molybdenum-heteropolyacid (Mo-HPA/TiO2) catalyst, pyrolysis vapors and resulting condensed bio-oils were effectively preconditioned for downstream upgrading. 3 Data regarding the use of Mo-HPA/TiO2 for pyrolysis vapor preconditioning will be presented on, including method of employment, catalyst characterization, and impacts on bio-oil in relation to downstream condensed phase upgrading processes. Our approach is to: Compare Mo-HPA/TiO2 product distribution to HZSM-5; Investigate Mo-HPA/TiO2 regeneration and characterize changes in acid site character; Assess product differences in terms of enhanced VGO-solubility.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗
DOE OSTI2022

Space-Time Block Preconditioning for Incompressible Flow

Parallel-in-time methods have become increasingly popular in the simulation of time-dependent numerical PDEs, allowing for the efficient use of additional message passing interface processes when spatial parallelism saturates. Most methods treat the solution and parallelism in space and time separately. In contrast, all-at-once methods solve the full space-time system directly, largely treating time as simply another spatial dimension. All-at-once methods offer a number of benefits over separate treatment of space and time, most notably significantly increased parallelism and faster time to solution (when applicable). However, the development of fast, scalable all-at-once methods has largely been limited to time-dependent (advection-)diffusion problems. This paper introduces the concept of space-time block preconditioning for the all-at-once solution of incompressible flow. By extending well-known concepts of spatial block preconditioning to the space-time setting, we develop a block preconditioner whose application requires the solution of a space-time (advection-)diffusion equation in the velocity block, coupled with a pressure Schur complement approximation consisting of independent spatial solves at each time-step, and a space-time matrix-vector multiplication. The new method is tested on four classical models in incompressible flow. Finally, the results indicate perfect scalability in refinement of spatial and temporal mesh spacing, perfect scalability in nonlinear Picard iteration count when applied to a nonlinear Navier--Stokes problem, and minimal overhead in terms of number of preconditioner applications compared with sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Scalable preconditioning for the stabilized contact mechanics problem

We present a family of preconditioning strategies for the contact problem in fractured and faulted porous media. We combine low-order continuous finite elements to simulate the bulk deformation with piecewise constant Lagrange multipliers to impose the frictional contact constraints. This formulation is not uniformly inf-sup stable and requires stabilization. We improve previous work by Franceschini et al. (2020) by introducing a novel jump stabilization technique that requires only local geometrical and mechanical properties. We then design scalable preconditioning strategies that take advantage of the block structure of the Jacobian matrix using a physics-based partitioning of the unknowns by field type, namely displacement and Lagrange multipliers. The key to the success of the proposed preconditioners is a pseudo-Schur complement obtained by eliminating the Lagrange multiplier degrees of freedom, which can then be efficiently solved using an optimal multigrid method. Numerical results, including complex real-world problems, are presented to illustrate theoretical properties, scalability and robustness of the preconditioner. A comparison with other approaches available in the literature is also provided.

58 GEOSCIENCES↗
DOE OSTI2022

Accelerating astronomical and cosmological inference with preconditioned Monte Carlo

ABSTRACT We introduce preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilizes a Normalizing Flow (NF) in order to decorrelate the parameters of the distribution and then proceeds by sampling from the preconditioned target distribution using an adaptive Sequential Monte Carlo (SMC) scheme. The results produced by PMC include samples from the posterior distribution and an estimate of the model evidence that can be used for parameter inference and model comparison, respectively. The aforementioned framework has been thoroughly tested in a variety of challenging target distributions achieving state-of-the-art sampling performance. In the cases of primordial feature analysis and gravitational wave inference, PMC is approximately 50 and 25 times faster, respectively, than nested sampling (NS). We found that in higher dimensional applications, the acceleration is even greater. Finally, PMC is directly parallelisable, manifesting linear scaling up to thousands of CPUs.

79 ASTRONOMY AND ASTROPHYSICS↗
DOE OSTI2023

End-to-end GPU acceleration of low-order-refined preconditioning for high-order finite element discretizations

In this article, we present algorithms and implementations for the end-to-end GPU acceleration of matrix-free low-order-refined preconditioning of high-order finite element problems. The methods described here allow for the construction of effective preconditioners for high-order problems with optimal memory usage and computational complexity. The preconditioners are based on the construction of a spectrally equivalent low-order discretization on a refined mesh, which is then amenable to, for example, algebraic multigrid preconditioning. The constants of equivalence are independent of mesh size and polynomial degree. For vector finite element problems in H(curl) and H(div) (e.g., for electromagnetic or radiation diffusion problems), a specially constructed interpolation–histopolation basis is used to ensure fast convergence. Detailed performance studies are carried out to analyze the efficiency of the GPU algorithms. The kernel throughput of each of the main algorithmic components is measured, and the strong and weak parallel scalability of the methods is demonstrated. The different relative weighting and significance of the algorithmic components on GPUs and CPUs is discussed. Results on problems involving adaptively refined nonconforming meshes are shown, and the use of the preconditioners on a large-scale magnetic diffusion problem using all spaces of the finite element de Rham complex is illustrated.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Toward efficient polynomial preconditioning for GMRES

Here, we present a polynomial preconditioner for solving large systems of linear equations. The polynomial is derived from the minimum residual polynomial (the GMRES polynomial) and is more straightforward to compute and implement than many previous polynomial preconditioners. Our current implementation of this polynomial using its roots is naturally more stable than previous methods of computing the same polynomial. We implement further stability control using added roots, and this allows for high degree polynomials. We discuss the effectiveness and challenges of root-adding and give an additional check for stability. In this article, we study the polynomial preconditioner applied to GMRES; however it could be used with any Krylov solver. This polynomial preconditioning algorithm can dramatically improve convergence for some problems, especially for difficult problems, and can reduce dot products by an even greater margin.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Randomized Preconditioned Solvers for Strong Constraint 4D-Var Data Assimilation

The Strong Constraint 4D Variational (SC-4DVAR) data assimilation method is widely used in climate and weather applications. SC-4DVAR involves solving a minimization problem to compute the maximum a posteriori estimate, which we tackle using the Gauss-Newton method. The computation of the descent direction is expensive since it involves the solution of a large-scale and potentially ill-conditioned linear system, solved using the preconditioned conjugate gradient (PCG) method. Here, to address this cost, we efficiently construct scalable preconditioners using three different randomization techniques, which all rely on a certain low-rank structure involving the Gauss-Newton Hessian. The proposed techniques come with theoretical guarantees on the condition number, and at the same time, are amenable to parallelization. We also develop an adaptive approach to estimate the sketch size and choose between the reuse or recomputation of the preconditioner. We demonstrate the performance and effectiveness of our methodology on two representative model problems—the Burgers and barotropic vorticity equation—showing a drastic reduction in both the number of PCG iterations and the number of Gauss-Newton Hessian products after including the preconditioner construction cost.

Gauss-Newton↗
DOE OSTI2025

Sylvester-preconditioned adaptive-rank implicit time integrators for advection-diffusion equations with variable coefficients

Here, we consider the adaptive-rank integration of multi-dimensional time-dependent advection-diffusion partial differential equations (PDEs) with variable coefficients. We employ a standard finite-difference method for spatial discretization coupled with high-order diagonally implicit Runge-Kutta temporal schemes. The discrete equation is a generalized Sylvester equation (GSE), which we solve with a projection-based adaptive-rank algorithm structured around two key strategies: (i) constructing dimension-wise subspaces using a novel atypical extended Krylov strategy, and (ii) efficiently solving the basis coefficient matrix with a preconditioned GMRES solver. The low-rank decomposition is performed in 2D using SVD and with high-order SVD (HOSVD) in 3D to represent the tensor in a compressed Tucker format. For d-dimensional problems (here, d = 2 or 3), the computational complexity and memory storage of the approach are found numerically to scale as and $\mathscr{O}(Nr^2) + \mathscr{O} (r^{d+1})$ and $\mathscr{O}(Nr) + \mathscr{O} (r^{d})$, respectively, with the one-dimensional resolution and the maximal rank during the Krylov iteration (which we find to be largely independent of on our numerical examples). We present numerical examples that illustrate the advertised properties of the algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Scalable simulation of coupled adsorption and transport of methane in confined complex porous media with density preconditioning

The growing significance of shales and tight formations in the transition to less carbon-intensive and clean energy drives the research endeavor to understand the physics of gas flow within these systems. However, shales are composed of massively heterogeneous physical and chemical features. Most nano-sized pores connect to millimeter-scale fractures, leading to multiscale transport. These nano-scale pore throats demonstrate non-classical flow behavior, such as non-negligible slip velocities and adsorbed gas layers at the boundary. As a result, classical computational fluid dynamics models do not capture the physics. In this work, we develop a coupling scheme for the multiple-relaxation-time (MRT) lattice Boltzmann (LB) method that integrates the Peng-Robinson equation of state into a pseudo-potential interaction model to capture the physics of methane flow in irregular networks of channels that represent nano-scale porous media. We use atomistic simulations to calibrate and validate our model in slit nano-channels. We propose a preconditioning scheme to initialize the coupled transport and adsorption simulation of methane in complex porous media. The results of this implementation of LB agree with Direct Simulation Monte Carlo (DSMC) and Molecular Dynamics (MD) simulations. We then scale up the LB implementation through vectorization and indirect addressing. We parallelize it using Message Passing Interface (MPI) and OpenMP frameworks to simulate transport and adsorption in complex media with a million lattices. Additionally, we analyze the differences between coupled and transport-only simulations in two case studies and show that considering phase behavior, i.e., adsorption, can significantly change the flow behavior. This work constitutes an important step towards bridging the gap between molecular flow and system-scale behavior of complex disordered porous media.

42 ENGINEERING↗