Publications

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Engineering decisions are often formulated as optimization problems such as the optimal design or control of physical systems. In these applications, the resulting optimization problems are constrained by large-scale simulations involving systems of partial differential equations (PDEs), ordinary differential equations (ODEs), and differential algebraic equations (DAEs). In addition, critical components of these systems are fraught with uncertainty, including unverifiable modeling assumptions, unknown boundary and initial conditions, and uncertain coefficients. Typically, these components are estimated using noisy and incomplete data from a variety of sources (e.g., physical experiments). The lack of knowledge of the true underlying probabilistic characterization of model inputs motivates the need for optimal solutions that are robust to this uncertainty. In this report, we introduce a framework for handling "distributional" uncertainties in the context of simulation-based optimization. This includes a novel measure discretization technique that will lead to an adaptive optimization algorithm tailored to exploit the structures inherent to simulation- based optimization.

Parametric sensitivities of dynamic system responses are very useful in a variety of applications, including circuit optimization and uncertainty quantification. Sensitivity calculation methods fall into two related categories: direct and adjoint methods. Effective implementation of such methods in a production circuit simulator poses a number of technical challenges, including instrumentation of device models. This report documents several years of work developing and implementing direct and adjoint sensitivity methods in the Xyce circuit simulator. Much of this work sponsored by the Laboratory Directed Research and Development (LDRD) Program at Sandia National Laboratories, under project LDRD 14-0788.

Remote sensing systems have firmly established a role in providing immense value to commercial industry, scientific exploration, and national security. Continued maturation of sensing technology has reduced the cost of deploying highly-capable sensors while at the same time increased reliance on the information these sensors can provide. The demand for time on these sensors is unlikely to diminish. Coordination of next-generation sensor systems, larger constellations of satellites, unmanned aerial vehicles, ground telescopes, etc. is prohibitively complex for existing heuristics-based scheduling techniques. The project was a two-year collaboration spanning multiple Sandia centers and included a partnership with Texas A&M University. We have developed algorithms and software for collection scheduling, remote sensor field-of-view pointing models, and bandwidth-constrained prioritization of sensor data. Our approach followed best practices from the operations research and computational geometry communities. These models provide several advantages over state of the art techniques. In particular, our approach is more flexible compared to heuristics that tightly couple models and solution techniques. First, our mixed-integer linear models afford a rigorous analysis so that sensor planners can quantitatively describe a schedule relative to the best possible. Optimal or near-optimal schedules can be produced with commercial solvers in operational run-times. These models can be modified and extended to incorporate different scheduling and resource constraints and objective function definitions. Further, we have extended these models to proactively schedule sensors under weather and ad hoc collection uncertainty. This approach stands in contrast to existing deterministic schedulers which assume a single future weather or ad hoc collection scenario. The field-of-view pointing algorithm produces a mosaic with the fewest number of images required to fully cover a region of interest. The bandwidth-constrained algorithms find the highest priority information that can be transmitted. All of these are based on mixed-integer linear programs so that, in the future, collection scheduling, field-of-view, and bandwidth prioritization can be combined into a single problem. Experiments conducted using the developed models, commercial solvers, and benchmark datasets have demonstrated that proactively scheduling against uncertainty regularly and significantly outperforms deterministic schedulers.

This report summarizes the methods and algorithms that were developed on the Sandia National Laboratory LDRD project entitled "Advanced Uncertainty Quantification Methods for Circuit Simulation", which was project # 173331 and proposal # 2016-0845. As much of our work has been published in other reports and publications, this report gives an brief summary. Those who are interested in the technical details are encouraged to read the full published results and also contact the report authors for the status of follow-on projects.

The XVis project brings together the key elements of research to enable scientific discovery at extreme scale. Scientific computing will no longer be purely about how fast computations can be performed. Energy constraints, processor changes, and I/O limitations necessitate significant changes in both the software applications used in scientific computation and the ways in which scientists use them. Components for modeling, simulation, analysis, and visualization must work together in a computational ecosystem, rather than working independently as they have in the past. This project provides the necessary research and infrastructure for scientific discovery in this new computational ecosystem by addressing four interlocking challenges: emerging processor technology, in situ integration, usability, and proxy analysis.

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This report describes a new capability for hierarchical task-data parallelism using Sandia's Kokkos and Qthreads, and evaluation of this capability with sparse matrix Cholesky factorization and social network triangle enumeration mini-applications. Hierarchical task-data parallelism consists of a collection of tasks with executes-after dependences where each task contains data parallel operations performed on a team of hardware threads. The collection of tasks and dependences form a directed acyclic graph of tasks - a task DAG. Major challenges of this research and development effort include: portability and performance across multicore CPU; manycore Intel Xeon Phi, and NVIDIA GPU architectures; scalability with respect to hardware concurrency and size of the task DAG; and usability of the application programmer interface (API).

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We assess how geospatial-temporal semantic graphs and our GeoGraphy code implementation might contribute to induced seismicity analysis. We focus on evaluating strengths and weaknesses of both 1) the fundamental concept of semantic graphs and 2) our current code implementation. With extensions and research effort, code implementation limitations can be overcome. The paper also describes relevance including possible data input types, expected analytical outcomes and how it can pair with other approaches and fit into a workflow.