Publications

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Polynomial chaos methods have been extensively used to analyze systems in uncertainty quantification. Furthermore, several approaches exist to determine a low-dimensional approximation (or sparse approximation) for some quantity of interest in a model, where just a few orthogonal basis polynomials are required. In this work, we consider linear dynamical systems consisting of ordinary differential equations with random variables. The aim of this paper is to explore methods for producing low-dimensional approximations of the quantity of interest further. We investigate two numerical techniques to compute a low-dimensional representation, which both fit the approximation to a set of samples in the time domain. On the one hand, a frequency domain analysis of a stochastic Galerkin system yields the selection of the basis polynomials. It follows a linear least squares problem. On the other hand, a sparse minimization yields the choice of the basis polynomials by information from the time domain only. An orthogonal matching pursuit produces an approximate solution of the minimization problem. Finally, we compare the two approaches using a test example from a mechanical application.

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Containerization, or OS-level virtualization has taken root within the computing industry. However, container utilization and its impact on performance and functionality within High Performance Computing (HPC) is still relatively undefined. This paper investigates the use of containers with advanced supercomputing and HPC system software. With this, we define a model for parallel MPI application DevOps and deployment using containers to enhance development effort and provide container portability from laptop to clouds or supercomputers. In this endeavor, we extend the use of Sin- gularity containers to a Cray XC-series supercomputer. We use the HPCG and IMB benchmarks to investigate potential points of overhead and scalability with containers on a Cray XC30 testbed system. Furthermore, we also deploy the same containers with Docker on Amazon's Elastic Compute Cloud (EC2), and compare against our Cray supercomputer testbed. Our results indicate that Singularity containers operate at native performance when dynamically linking Cray's MPI libraries on a Cray supercomputer testbed, and that while Amazon EC2 may be useful for initial DevOps and testing, scaling HPC applications better fits supercomputing resources like a Cray.

Optimizing thermal generation commitments and dispatch in the presence of high penetrations of renewable resources such as solar energy requires a characterization of their stochastic properties. In this study, we describe novel methods designed to create day-ahead, wide-area probabilistic solar power scenarios based only on historical forecasts and associated observations of solar power production. Each scenario represents a possible trajectory for solar power in next-day operations with an associated probability computed by algorithms that use historical forecast errors. Scenarios are created by segmentation of historic data, fitting non-parametric error distributions using epi-splines, and then computing specific quantiles from these distributions. Additionally, we address the challenge of establishing an upper bound on solar power output. Our specific application driver is for use in stochastic variants of core power systems operations optimization problems, e.g., unit commitment and economic dispatch. These problems require as input a range of possible future realizations of renewables production. However, the utility of such probabilistic scenarios extends to other contexts, e.g., operator and trader situational awareness. Finally, we compare the performance of our approach to a recently proposed method based on quantile regression, and demonstrate that our method performs comparably to this approach in terms of two widely used methods for assessing the quality of probabilistic scenarios: the Energy score and the Variogram score.

We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differential equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.

In numerous applications, scientists and engineers acquire varied forms of data that partially characterize the inputs to an underlying physical system. This data is then used to inform decisions such as controls and designs. Consequently, it is critical that the resulting control or design is robust to the inherent uncertainties associated with the unknown probabilistic characterization of the model inputs. Here in this work, we consider optimal control and design problems constrained by partial differential equations with uncertain inputs. We do not assume a known probabilistic model for the inputs, but rather we formulate the problem as a distributionally robust optimization problem where the outer minimization problem determines the control or design, while the inner maximization problem determines the worst-case probability measure that matches desired characteristics of the data. We analyze the inner maximization problem in the space of measures and introduce a novel measure approximation technique, based on the approximation of continuous functions, to discretize the unknown probability measure. Finally, we prove consistency of our approximated min-max problem and conclude with numerical results.

We derive an intrinsically temperature-dependent approximation to the correlation grand potential for many-electron systems in thermodynamical equilibrium in the context of finite-temperature reduced-density-matrix-functional theory (FT-RDMFT). We demonstrate its accuracy by calculating the magnetic phase diagram of the homogeneous electron gas. We compare it to known limits from highly accurate quantum Monte Carlo calculations as well as to phase diagrams obtained within existing exchange-correlation approximations from density functional theory and zero-temperature RDMFT.

With the rapid spread in use of Digital Image Correlation (DIC) globally, it is important there be some standard methods of verifying and validating DIC codes. To this end, the DIC Challenge board was formed and is maintained under the auspices of the Society for Experimental Mechanics (SEM) and the international DIC society (iDICs). The goal of the DIC Board and the 2D–DIC Challenge is to supply a set of well-vetted sample images and a set of analysis guidelines for standardized reporting of 2D–DIC results from these sample images, as well as for comparing the inherent accuracy of different approaches and for providing users with a means of assessing their proper implementation. This document will outline the goals of the challenge, describe the image sets that are available, and give a comparison between 12 commercial and academic 2D–DIC codes using two of the challenge image sets.

The role of an external field on capillary waves at the liquid-vapor interface of a dipolar fluid is investigated using molecular dynamics simulations. For fields parallel to the interface, the interfacial width squared increases linearly with respect to the logarithm of the size of the interface across all field strengths tested. The value of the slope decreases with increasing field strength, indicating that the field dampens the capillary waves. With the inclusion of the parallel field, the surface stiffness increases with increasing field strength faster than the surface tension. For fields perpendicular to the interface, the interfacial width squared is linear with respect to the logarithm of the size of the interface for small field strengths, and the surface stiffness is less than the surface tension. Above a critical field strength that decreases as the size of the interface increases, the interface becomes unstable due to the increased amplitude of the capillary waves.

Algebraic multigrid (AMG) preconditioners are considered for discretized systems of partial differential equations (PDEs) where unknowns associated with different physical quantities are not necessarily colocated at mesh points. Specifically, we investigate a Q2−Q1 mixed finite element discretization of the incompressible Navier–Stokes equations where the number of velocity nodes is much greater than the number of pressure nodes. Consequently, some velocity degrees of freedom (DOFs) are defined at spatial locations where there are no corresponding pressure DOFs. Thus, AMG approaches leveraging this colocated structure are not applicable. This paper instead proposes an automatic AMG coarsening that mimics certain pressure/velocity DOF relationships of the Q2−Q1 discretization. The main idea is to first automatically define coarse pressures in a somewhat standard AMG fashion and then to carefully (but automatically) choose coarse velocity unknowns so that the spatial location relationship between pressure and velocity DOFs resembles that on the finest grid. To define coefficients within the intergrid transfers, an energy minimization AMG (EMIN-AMG) is utilized. EMIN-AMG is not tied to specific coarsening schemes and grid transfer sparsity patterns, and so it is applicable to the proposed coarsening. Numerical results highlighting solver performance are given on Stokes and incompressible Navier–Stokes problems.

This paper describes versions of OPAL, the Occam-Plausibility Algorithm (Farrell et al. in J Comput Phys 295:189–208, 2015) in which the use of Bayesian model plausibilities is replaced with information-theoretic methods, such as the Akaike information criterion and the Bayesian information criterion. Applications to complex systems of coarse-grained molecular models approximating atomistic models of polyethylene materials are described. All of these model selection methods take into account uncertainties in the model, the observational data, the model parameters, and the predicted quantities of interest. A comparison of the models chosen by Bayesian model selection criteria and those chosen by the information-theoretic criteria is given.

In this study we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach is used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated — reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.

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We study the optimization of an energy function used by the meshing community to measure and improve mesh quality. This energy is non-traditional because it is dependent on both the primal triangulation and its dual Voronoi (power) diagram. The energy is a measure of the mesh's quality for usage in Discrete Exterior Calculus (DEC), a method for numerically solving PDEs. In DEC, the PDE domain is triangulated and this mesh is used to obtain discrete approximations of the continuous operators in the PDE. The energy of a mesh gives an upper bound on the error of the discrete diagonal approximation of the Hodge star operator. In practice, one begins with an initial mesh and then makes adjustments to produce a mesh of lower energy. However, we have discovered several shortcomings in directly optimizing this energy, e.g. its non-convexity, and we show that the search for an optimized mesh may lead to mesh inversion (malformed triangles). We propose a new energy function to address some of these issues.

The FY18Q1 milestone of the ECP/VTK-m project includes the implementation of a multiblock data set, the completion of a gradients filtering operation, and the release of version 1.1 of the VTK-m software. With the completion of this milestone, the new multiblock data set allows us to iteratively schedule algorithms on composite data structures such as assemblies or hierarchies like AMR. The new gradient algorithms approximate derivatives of fields in 3D structures with finite differences. Finally, the release of VTK-m version 1.1 tags a stable release of the software that can more easily be incorporated into external projects.

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