Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the distributions of the high-dimensional solution fields of a model with stochastic input parameters. However, due to the highly nonlinear nature of the parameter-to-solution map in even the simplest dynamical systems, the constructed SC surrogates are often inaccurate. This work presents an alternative approach, where we apply the SC approximation over the dynamics of the model, rather than the solution. By combining the data-driven sparse identification of nonlinear dynamics framework with SC, we construct dynamics surrogates and integrate them through time to construct the surrogate solutions. We demonstrate that the SC-over-dynamics framework leads to smaller errors, both in terms of the approximated system trajectories as well as the model state distributions, when compared against full-field SC applied to the solutions directly. We present numerical evidence of this improvement using three test problems: a chaotic ordinary differential equation, and two partial differential equations from solid mechanics.
For multi-scale multi-physics applications e.g., the turbulent combustion code Pele, robust and accurate dimensionality reduction is crucial to solving problems at exascale and beyond. A recently developed technique, Co-Kurtosis based Principal Component Analysis (CoK-PCA) which leverages principal vectors of co-kurtosis, is a promising alternative to traditional PCA for complex chemical systems. To improve the effectiveness of this approach, we employ Artificial Neural Networks for reconstructing thermo-chemical scalars, species production rates, and overall heat release rates corresponding to the full state space. Our focus is on bolstering confidence in this deep learning based non-linear reconstruction through Uncertainty Quantification (UQ) and Sensitivity Analysis (SA). UQ involves quantifying uncertainties in inputs and outputs, while SA identifies influential inputs. One of the noteworthy challenges is the computational expense inherent in both endeavors. To address this, we employ the Monte Carlo methods to effectively quantify and propagate uncertainties in our reduced spaces while managing computational demands. Our research carries profound implications not only for the realm of combustion modeling but also for a broader audience in UQ. By showcasing the reliability and robustness of CoK-PCA in dimensionality reduction and deep learning predictions, we empower researchers and decision-makers to navigate complex combustion systems with greater confidence.
For turbulent reacting flow systems, identification of low-dimensional representations of the thermo-chemical state space is vitally important, primarily to significantly reduce the computational cost of device-scale simulations. Principal component analysis (PCA), and its variants, are a widely employed class of methods. Recently, an alternative technique that focuses on higher-order statistical interactions, co-kurtosis PCA (CoK-PCA), has been shown to effectively provide a low-dimensional representation by capturing the stiff chemical dynamics associated with spatiotemporally localized reaction zones. While its effectiveness has only been demonstrated based on a priori analyses with linear reconstruction, in this work, we employ nonlinear techniques to reconstruct the full thermo-chemical state and evaluate the efficacy of CoK-PCA compared to PCA. Specifically, we combine a CoK-PCA-/PCA-based dimensionality reduction (encoding) with an artificial neural network (ANN) based reconstruction (decoding) and examine, a priori, the reconstruction errors of the thermo-chemical state. In addition, we evaluate the errors in species production rates and heat release rates, which are nonlinear functions of the reconstructed state, as a measure of the overall accuracy of the dimensionality reduction technique. We employ four datasets to assess CoK-PCA/PCA coupled with ANN-based reconstruction: zero-dimensional (homogeneous) reactor for autoignition of an ethylene/air mixture that has conventional single-stage ignition kinetics, a dimethyl ether (DME)/air mixture which has two-stage (low and high temperature) ignition kinetics, a one-dimensional freely propagating premixed ethylene/air laminar flame, and a two-dimensional dataset representing turbulent autoignition of ethanol in a homogeneous charge compression ignition (HCCI) engine. Results from the analyses demonstrate the robustness of the CoK-PCA based low-dimensional manifold with ANN reconstruction in accurately capturing the data, specifically from the reaction zones.
This report details a new method for propagating parameter uncertainty (forward uncertainty quantification) in partial differential equations (PDE) based computational mechanics applications. The method provides full-field quantities of interest by solving for the joint probability density function (PDF) equations which are implied by the PDEs with uncertain parameters. Full-field uncertainty quantification enables the design of complex systems where quantities of interest, such as failure points, are not known apriori. The method, motivated by the well-known probability density function (PDF) propagation method of turbulence modeling, uses an ensemble of solutions to provide the joint PDF of desired quantities at every point in the domain. A small subset of the ensemble is computed exactly, and the remainder of the samples are computed with approximation of the driving (dynamics) term of the PDEs based on those exact solutions. Although the proposed method has commonalities with traditional interpolatory stochastic collocation methods applied directly to quantities of interest, it is distinct and exploits the parameter dependence and smoothness of the dynamics term of the governing PDEs. The efficacy of the method is demonstrated by applying it to two target problems: solid mechanics explicit dynamics with uncertain material model parameters, and reacting hypersonic fluid mechanics with uncertain chemical kinetic rate parameters. A minimally invasive implementation of the method for representative codes SPARC (reacting hypersonics) and NimbleSM (finite- element solid mechanics) and associated software details are described. For solid mechanics demonstration problems the method shows order of magnitudes improvement in accuracy over traditional stochastic collocation. For the reacting hypersonics problem, the method is implemented as a streamline integration and results show very good accuracy for the approximate sample solutions of re-entry flow past the Apollo capsule geometry at Mach 30.
The objective of this milestone was to finish integrating GenTen tensor software with combustion application Pele using the Ascent in situ analysis software, partnering with the ALPINE and Pele teams. Also, to demonstrate the usage of the tensor analysis as part of a combustion simulation.
The decomposition of higher-order joint cumulant tensors of spatio-temporal data sets is useful in analyzing multi-variate non-Gaussian statistics with a wide variety of applications (e.g. anomaly detection, independent component analysis, dimensionality reduction). Computing the cumulant tensor often requires computing the joint moment tensor of the input data first, which is very expensive using a naïve algorithm. The current state-of-the-art algorithm takes advantage of the symmetric nature of a moment tensor by dividing it into smaller cubic tensor blocks and only computing the blocks with unique values and thus reducing computation. We propose a refactoring of this algorithm by posing its computation as matrix operations, specifically Khatri-Rao products and standard matrix multiplications. An analysis of the computational and cache complexity indicates significant performance savings due to the refactoring. Implementations of our refactored algorithm in Julia show speedups up to 10x over the reference algorithm in single processor experiments. We describe multiple levels of hierarchical parallelism inherent in the refactored algorithm, and present an implementation using an advanced programming model that shows similar speedups in experiments run on a GPU.
We present a minimally invasive method for forward propagation of material property uncertainty to full-field quantities of interest in solid dynamics. Full-field uncertainty quantification enables the design of complex systems where quantities of interest, such as failure points, are not known a priori. The method, motivated by the well-known probability density function (PDF) propagation method of turbulence modeling, uses an ensemble of solutions to provide the joint PDF of desired quantities at every point in the domain. A small subset of the ensemble is computed exactly, and the remainder of the samples are computed with approximation of the evolution equations based on those exact solutions. Although the proposed method has commonalities with traditional interpolatory stochastic collocation methods applied directly to quantities of interest, it is distinct and exploits the parameter dependence and smoothness of the driving term of the evolution equations. The implementation is model independent, storage and communication efficient, and straightforward. We demonstrate its efficiency, accuracy, scaling with dimension of the parameter space, and convergence in distribution with two problems: a quasi-one-dimensional bar impact, and a two material notched plate impact. For the bar impact problem, we provide an analytical solution to PDF of the solution fields for method validation. With the notched plate problem, we also demonstrate good parallel efficiency and scaling of the method.
Accurate modeling of mixing in large-eddy simulation (LES)/transported probability density function (PDF) modeling of turbulent combustion remains an outstanding issue. The issue is particularly salient in turbulent premixed combustion under extreme conditions such as high-Karlovitz number Ka. The present study addresses this issue by conducting an a priori analysis of a power-law scaling based mixing timescale model for the transported PDF model. A recently produced DNS dataset of a high-Ka turbulent jet flame is used for the analysis. A power-law scaling is observed for a scaling factor used to model the sub-filter scale mixing timescale in this high-Ka turbulent premixed DNS flame when the LES filter size is much greater than the characteristic thermal thickness of a laminar premixed flame. The sensitivity of the observed power-law scaling to the different viewpoints (local or global) and to the different scalars for the data analysis is examined and the dependence of the model parameters on the dimensionless numbers Ka and Re (the Reynolds number) is investigated. Different model formulations for the mixing timescale are then constructed and assessed in the DNS flame. The proposed model is found to be able to reproduce the mixing timescale informed by the high-Ka DNS flame significantly better than a previous model.
Proceedings of FTXS 2020: Fault Tolerance for HPC at eXtreme Scale, Held in conjunction with SC 2020: The International Conference for High Performance Computing, Networking, Storage and Analysis
Benefits of local recovery (restarting only a failed process or task) have been previously demonstrated in parallel solvers. Local recovery has a reduced impact on application performance due to masking of failure delays (for message-passing codes) or dynamic load balancing (for asynchronous many-task codes). In this paper, we implement MPI-process-local checkpointing and recovery of data (as an extension of the Fenix library) in combination with an existing method for local detection of silent errors in partial-differential-equation solvers, to show a path for incorporating lightweight silent-error resilience. In addition, we demonstrate how asynchrony introduced by maximizing computation-communication overlap can halt the propagation of delays. For a prototype stencil solver (including an iterative-solver-like variant) with injected memory bit flips, results show greatly reduced overhead under weak scaling compared to global recovery, and high failure-masking efficiency. The approach is expected to be generalizable to other MPI-based solvers.
Proceedings of FTXS 2020: Fault Tolerance for HPC at eXtreme Scale, Held in conjunction with SC 2020: The International Conference for High Performance Computing, Networking, Storage and Analysis
Benefits of local recovery (restarting only a failed process or task) have been previously demonstrated in parallel solvers. Local recovery has a reduced impact on application performance due to masking of failure delays (for message-passing codes) or dynamic load balancing (for asynchronous many-task codes). In this paper, we implement MPI-process-local checkpointing and recovery of data (as an extension of the Fenix library) in combination with an existing method for local detection of silent errors in partial-differential-equation solvers, to show a path for incorporating lightweight silent-error resilience. In addition, we demonstrate how asynchrony introduced by maximizing computation-communication overlap can halt the propagation of delays. For a prototype stencil solver (including an iterative-solver-like variant) with injected memory bit flips, results show greatly reduced overhead under weak scaling compared to global recovery, and high failure-masking efficiency. The approach is expected to be generalizable to other MPI-based solvers.
The dramatic increase in the scale of current and planned high-end HPC systems is leading new challenges, such as the growing costs of data movement and IO, and the reduced mean time between failures (MTBF) of system components. In-situ workflows, i.e., executing the entire application workflows on the HPC system, have emerged as an attractive approach to address data-related challenges by moving computations closer to the data, and staging-based frameworks have been effectively used to support in-situ workflows at scale. However, the resilience of these staging-based solutions has not been addressed, and they remain susceptible to expensive data failures. Furthermore, naive use of data resilience techniques such as n-way replication and erasure codes can impact latency and/or result in significant storage overheads. In this article, we present CoREC, a scalable and resilient in-memory data staging runtime for large-scale in-situ workflows. CoREC uses a novel hybrid approach that combines dynamic replication with erasure coding based on data access patterns. It also leverages multiple levels of replications and erasure coding to support diverse data resiliency requirements. Furthermore, the article presents optimizations for load balancing and conflict-avoiding encoding, and a low overhead, lazy data recovery scheme. We have implemented the CoREC runtime and have deployed with the DataSpaces staging service on leadership class computing machines and present an experimental evaluation in the article. The experiments demonstrate that CoREC can tolerate in-memory data failures while maintaining low latency and sustaining high overall storage efficiency at large scales.
We propose an anomaly detection method for multi-variate scientific data based on analysis of high-order joint moments. Using kurtosis as a reliable measure of outliers, we suggest that principal kurtosis vectors, by analogy to principal component analysis (PCA) vectors, signify the principal directions along which outliers appear. The inception of an anomaly, then, manifests as a change in the principal values and vectors of kurtosis. Obtaining the principal kurtosis vectors requires decomposing a fourth order joint cumulant tensor for which we use a simple, computationally less expensive approach that involves performing a singular value decomposition (SVD) over the matricized tensor. We demonstrate the efficacy of this approach on synthetic data, and develop an algorithm to identify the occurrence of a spatial and/or temporal anomalous event in scientific phenomena. The algorithm decomposes the data into several spatial sub-domains and time steps to identify regions with such events. Feature moment metrics, based on the alignments of the principal kurtosis vectors, are computed at each sub-domain and time step for all features to quantify their relative importance towards the overall kurtosis in the data. Accordingly, spatial and temporal anomaly metrics for each sub-domain are proposed using the Hellinger distance of the feature moment metric distribution from a suitable nominal distribution. We apply the algorithm to two turbulent auto-ignition combustion cases and demonstrate that the anomaly metrics reliably capture the occurrence of auto-ignition in relevant spatial sub-domains at the right time steps.
We propose an anomaly detection method for multi-variate scientific data based on analysis of high-order joint moments. Using kurtosis as a reliable measure of outliers, we suggest that principal kurtosis vectors, by analogy to principal component analysis (PCA) vectors, signify the principal directions along which outliers appear. The inception of an anomaly, then, manifests as a change in the principal values and vectors of kurtosis. Obtaining the principal kurtosis vectors requires decomposing a fourth order joint cumulant tensor for which we use a simple, computationally less expensive approach that involves performing a singular value decomposition (SVD) over the matricized tensor. We demonstrate the efficacy of this approach on synthetic data, and develop an algorithm to identify the occurrence of a spatial and/or temporal anomalous event in scientific phenomena. The algorithm decomposes the data into several spatial sub-domains and time steps to identify regions with such events. Feature moment metrics, based on the alignments of the principal kurtosis vectors, are computed at each sub-domain and time step for all features to quantify their relative importance towards the overall kurtosis in the data. Accordingly, spatial and temporal anomaly metrics for each sub-domain are proposed using the Hellinger distance of the feature moment metric distribution from a suitable nominal distribution. We apply the algorithm to two turbulent auto-ignition combustion cases and demonstrate that the anomaly metrics reliably capture the occurrence of auto-ignition in relevant spatial sub-domains at the right time steps.
Resilience is an imminent issue for next-generation platforms due to projected increases in soft/transient failures as part of the inherent trade-offs among performance, energy, and costs in system design. In this paper, we introduce a comprehensive approach to enabling application-level resilience in Asynchronous Many-Task (AMT) programming models with a focus on remedying Silent Data Corruption (SDC) that can often go undetected by the hardware and OS. Our approach makes it possible for the application programmer to declaratively express resilience attributes with minimal code changes, and to delegate the complexity of efficiently supporting resilience to our runtime system. We have created a prototype implementation of our approach as an extension to the Habanero C/C++ library (HClib), where different resilience techniques including task replay, task replication, algorithm-based fault tolerance (ABFT), and checkpointing are available. Our experimental results show that task replay incurs lower overhead than task replication when an appropriate error checking function is provided. Further, task replay matches the low overhead of ABFT. Our results also demonstrate the ability to combine different resilience schemes. To evaluate the effectiveness of our resilience mechanisms in the presence of errors, we injected synthetic errors at different error rates (1.0%, and 10.0%) and found modest increase in execution times. In summary, the results show that our approach supports efficient and scalable recovery, and that our approach can be used to influence the design of future AMT programming models and runtime systems that aim to integrate first-class support for user-level resilience.