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Unsupervised Learning Through Randomized Algorithms for High-Volume High-Velocity Data (ULTRA-HV)

Pinar, Ali P.; Kolda, Tamara G.; Carlberg, Kevin T.; Ballard, Grey B.; Mahoney, Michael M.

Through long-term investments in computing, algorithms, facilities, and instrumentation, DOE is an established leader in massive-scale, high-fidelity simulations, as well as science-leading experimentation. In both cases, DOE is generating more data than it can analyze and the problem is intensifying quickly. The need for advanced algorithms that can automatically convert the abundance of data into a wealth of useful information by discovering hidden structures is well recognized. Such efforts however, are hindered by the massive volume of the data and its high velocity. Here, the challenge is developing unsupervised learning methods to discover hidden structure in high-volume, high-velocity data.

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TYPE Other Report YEAR 2018
OSTIDOI

Stochastic least-squares petrov-galerkin method for parameterized linear system

SIAM-ASA Journal on Uncertainty Quantification

Lee, Kookjin; Carlberg, Kevin T.; Elman, Howard C.

We consider the numerical solution of parameterized linear systems where the system matrix, the solution, and the right-hand side are parameterized by a set of uncertain input parameters. We explore spectral methods in which the solutions are approximated in a chosen finite-dimensional subspace. It has been shown that the stochastic Galerkin projection technique fails to minimize any measure of the solution error [A. Mugler and H.-J. Starkloff, ESAIM Math. Model. Numer. Anal., 47 (2013), pp. 1237-1263]. As a remedy for this, we propose a novel stochatic least-squares Petrov-Galerkin (LSPG) method. The proposed method is optimal in the sense that it produces the solution that minimizes a weighted2-norm of the residual over all solutions in a given finite-dimensional subspace. Moreover, the method can be adapted to minimize the solution error in different weighted2-norms by simply applying a weighting function within the least-squares formulation. In addition, a goal-oriented seminorm induced by an output quantity of interest can be minimized by defining a weighting function as a linear functional of the solution. We establish optimality and error bounds for the proposed method, and extensive numerical experiments show that the weighted LSPG method outperforms other spectral methods in minimizing corresponding target weighted norms.

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TYPE Journal Article YEAR 2018
ScopusOSTIDOI

Error modeling for surrogates of dynamical systems using machine learning

International Journal for Numerical Methods in Engineering

Trehan, Sumeet; Carlberg, Kevin T.; Durlofsky, Louis J.

A machine learning–based framework for modeling the error introduced by surrogate models of parameterized dynamical systems is proposed. The framework entails the use of high-dimensional regression techniques (eg, random forests, and LASSO) to map a large set of inexpensively computed “error indicators” (ie, features) produced by the surrogate model at a given time instance to a prediction of the surrogate-model error in a quantity of interest (QoI). This eliminates the need for the user to hand-select a small number of informative features. The methodology requires a training set of parameter instances at which the time-dependent surrogate-model error is computed by simulating both the high-fidelity and surrogate models. Using these training data, the method first determines regression-model locality (via classification or clustering) and subsequently constructs a “local” regression model to predict the time-instantaneous error within each identified region of feature space. We consider 2 uses for the resulting error model: (1) as a correction to the surrogate-model QoI prediction at each time instance and (2) as a way to statistically model arbitrary functions of the time-dependent surrogate-model error (eg, time-integrated errors). We apply the proposed framework to model errors in reduced-order models of nonlinear oil-water subsurface flow simulations, with time-varying well-control (bottom-hole pressure) parameters. The reduced-order models used in this work entail application of trajectory piecewise linearization in conjunction with proper orthogonal decomposition. When the first use of the method is considered, numerical experiments demonstrate consistent improvement in accuracy in the time-instantaneous QoI prediction relative to the original surrogate model, across a large number of test cases. When the second use is considered, results show that the proposed method provides accurate statistical predictions of the time- and well-averaged errors.

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TYPE Journal Article YEAR 2017
ScopusOSTIDOI

Accelerated Solution of Discrete Ordinates Approximation to the Boltzmann Transport Equation for a Gray Absorbing-Emitting Medium Via Model Reduction

Journal of Heat Transfer

Tencer, John T.; Carlberg, Kevin T.; Larsen, Marvin E.; Hogan, Roy E.

This work applies a projection-based model-reduction approach to make high-order quadrature (HOQ) computationally feasible for the discrete ordinates approximation of the radiative transfer equation (RTE) for purely absorbing applications. In contrast to traditional discrete ordinates variants, the proposed method provides easily evaluated error estimates associated with the angular discretization as well as an efficient approach for reducing this error to an arbitrary level. In particular, the proposed approach constructs a reduced basis from (high-fidelity) solutions of the radiative intensity computed at a relatively small number of ordinate directions. Then, the method computes inexpensive approximations of the radiative intensity at the (remaining) quadrature points of a high-order quadrature using a reduced-order model (ROM) constructed from this reduced basis. This strategy results in a much more accurate solution than might have been achieved using only the ordinate directions used to construct the reduced basis. One- and three-dimensional test problems highlight the efficiency of the proposed method.

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TYPE Journal Article YEAR 2017
ScopusOSTIDOI

Advanced Fluid Reduced Order Models for Compressible Flow

Kalashnikova, Irina; Fike, Jeffrey A.; Carlberg, Kevin T.; Barone, Matthew F.; Maddix, Danielle M.; Mussoni, Erin E.; Balajewicz, Maciej B.

This report summarizes fiscal year (FY) 2017 progress towards developing and implementing within the SPARC in-house finite volume flow solver advanced fluid reduced order models (ROMs) for compressible captive-carriage flow problems of interest to Sandia National Laboratories for the design and qualification of nuclear weapons components. The proposed projection-based model order reduction (MOR) approach, known as the Proper Orthogonal Decomposition (POD)/Least- Squares Petrov-Galerkin (LSPG) method, can substantially reduce the CPU-time requirement for these simulations, thereby enabling advanced analyses such as uncertainty quantification and de- sign optimization. Following a description of the project objectives and FY17 targets, we overview briefly the POD/LSPG approach to model reduction implemented within SPARC . We then study the viability of these ROMs for long-time predictive simulations in the context of a two-dimensional viscous laminar cavity problem, and describe some FY17 enhancements to the proposed model reduction methodology that led to ROMs with improved predictive capabilities. Also described in this report are some FY17 efforts pursued in parallel to the primary objective of determining whether the ROMs in SPARC are viable for the targeted application. These include the implemen- tation and verification of some higher-order finite volume discretization methods within SPARC (towards using the code to study the viability of ROMs on three-dimensional cavity problems) and a novel structure-preserving constrained POD/LSPG formulation that can improve the accuracy of projection-based reduced order models. We conclude the report by summarizing the key takeaways from our FY17 findings, and providing some perspectives for future work.

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TYPE SAND Report YEAR 2017
OSTIDOI
Results 26–50 of 83
Results 26–50 of 83