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Formulation analysis and computation of an optimization-based local-to-nonlocal coupling method

D'Elia, Marta D.; Bochev, Pavel B.

We present an optimization-based coupling method for local and nonlocal continuum models. Our approach couches the coupling of the models into a control problem where the states are the solutions of the nonlocal and local equations, the objective is to minimize their mismatch on the overlap of the local and nonlocal problem domains, and the virtual controls are the nonlocal volume constraint and the local boundary condition. We present the method in the context of Local-to-Nonlocal diffusion coupling. Numerical examples illustrate the theoretical properties of the approach.

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A Fast Solver for the Fractional Helmholtz Equation

Glusa, Christian A.; D'Elia, Marta D.; Antil, Harbir; Weiss, Chester J.; van Bloemen Waanders, Bart G.

The purpose of this paper is to study a Helmholtz problem with a spectral fractional Laplacian, instead ofthe standard Laplacian. Recently, it has been established that such a fractional Helmholtz problem better captures the underlying behavior in Geophysical Electromagnetics. We establish the well-posedness and regularity of this problem. We introduce a hybrid finite element-spectral approach to discretize it and show well-posedness of the discrete system. In addition, we derive a priori discretization error estimates. Finally, we introduce an efficient solver that scales as well as the best possible solver for the classical integer-order Helmholtz equation. We conclude with several illustrative examples that confirm our theoretical findings.

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Ensemble grouping strategies for embedded stochastic collocation methods applied to anisotropic diffusion problems

SIAM-ASA Journal on Uncertainty Quantification

D'Elia, Marta D.; Phipps, Eric T.; Edwards, Harold C.; Hu, Jonathan J.; Rajamanickam, Sivasankaran R.

Previous work has demonstrated that propagating groups of samples, called ensembles, together through forward simulations can dramatically reduce the aggregate cost of sampling-based uncertainty propagation methods [E. Phipps, M. D'Elia, H. C. Edwards, M. Hoemmen, J. Hu, and S. Rajamanickam, SIAM J. Sci. Comput., 39 (2017), pp. C162-C193]. However, critical to the success of this approach when applied to challenging problems of scientific interest is the grouping of samples into ensembles to minimize the total computational work. For example, the total number of linear solver iterations for ensemble systems may be strongly influenced by which samples form the ensemble when applying iterative linear solvers to parameterized and stochastic linear systems. In this work we explore sample grouping strategies for local adaptive stochastic collocation methods applied to PDEs with uncertain input data, in particular canonical anisotropic diffusion problems where the diffusion coefficient is modeled by truncated Karhunen-Loève expansions. We demonstrate that a measure of the total anisotropy of the diffusion coefficient is a good surrogate for the number of linear solver iterations for each sample and therefore provides a simple and effective metric for grouping samples.

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Nonlocal Convection-Diffusion Problems on Bounded Domains and Finite-Range Jump Processes

Computational Methods in Applied Mathematics

D'Elia, Marta D.; Du, Qiang; Gunzburger, Max; Lehoucq, Richard B.

In this paper, a nonlocal convection-diffusion model is introduced for the master equation of Markov jump processes in bounded domains. With minimal assumptions on the model parameters, the nonlocal steady and unsteady state master equations are shown to be well-posed in a weak sense. Finally, then the nonlocal operator is shown to be the generator of finite-range nonsymmetric jump processes and, when certain conditions on the model parameters hold, the generators of finite and infinite activity Lévy and Lévy-type jump processes are shown to be special instances of the nonlocal operator.

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Embedded ensemble propagation for improving performance, portability, and scalability of uncertainty quantification on emerging computational architectures

SIAM Journal on Scientific Computing

Phipps, Eric T.; D'Elia, Marta D.; Edwards, Harold C.; Hoemmen, Mark F.; Hu, Jonathan J.; Rajamanickam, Sivasankaran R.

In this study, quantifying simulation uncertainties is a critical component of rigorous predictive simulation. A key component of this is forward propagation of uncertainties in simulation input data to output quantities of interest. Typical approaches involve repeated sampling of the simulation over the uncertain input data, and can require numerous samples when accurately propagating uncertainties from large numbers of sources. Often simulation processes from sample to sample are similar and much of the data generated from each sample evaluation could be reused. We explore a new method for implementing sampling methods that simultaneously propagates groups of samples together in an embedded fashion, which we call embedded ensemble propagation. We show how this approach takes advantage of properties of modern computer architectures to improve performance by enabling reuse between samples, reducing memory bandwidth requirements, improving memory access patterns, improving opportunities for fine-grained parallelization, and reducing communication costs. We describe a software technique for implementing embedded ensemble propagation based on the use of C++ templates and describe its integration with various scientific computing libraries within Trilinos. We demonstrate improved performance, portability and scalability for the approach applied to the simulation of partial differential equations on a variety of CPU, GPU, and accelerator architectures, including up to 131,072 cores on a Cray XK7 (Titan).

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A coupling strategy for nonlocal and local diffusion models with mixed volume constraints and boundary conditions

Computers and Mathematics with Applications

D'Elia, Marta D.; Perego, Mauro P.; Bochev, Pavel B.; Littlewood, David J.

We develop and analyze an optimization-based method for the coupling of nonlocal and local diffusion problems with mixed volume constraints and boundary conditions. The approach formulates the coupling as a control problem where the states are the solutions of the nonlocal and local equations, the objective is to minimize their mismatch on the overlap of the nonlocal and local domains, and the controls are virtual volume constraints and boundary conditions. When some assumptions on the kernel functions hold, we prove that the resulting optimization problem is well-posed and discuss its implementation using Sandia's agile software components toolkit. The latter provides the groundwork for the development of engineering analysis tools, while numerical results for nonlocal diffusion in three-dimensions illustrate key properties of the optimization-based coupling method.

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A coupling strategy for nonlocal and local diffusion models with mixed volume constraints and boundary conditions

Computers and Mathematics with Applications (Oxford)

D'Elia, Marta D.; Perego, Mauro P.; Bochev, Pavel B.; Littlewood, David J.

We develop and analyze an optimization-based method for the coupling of nonlocal and local diffusion problems with mixed volume constraints and boundary conditions. The approach formulates the coupling as a control problem where the states are the solutions of the nonlocal and local equations, the objective is to minimize their mismatch on the overlap of the nonlocal and local domains, and the controls are virtual volume constraints and boundary conditions. When some assumptions on the kernel functions hold, we prove that the resulting optimization problem is well-posed and discuss its implementation using Sandia’s agile software components toolkit. As a result, the latter provides the groundwork for the development of engineering analysis tools, while numerical results for nonlocal diffusion in three-dimensions illustrate key properties of the optimization-based coupling method.

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Results 26–50 of 69
Results 26–50 of 69