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Brendan Keith

Publications and source records attributed to Brendan Keith.

At least 37 records · Page 2Linked to original sources

Learning robust marking policies for adaptive mesh refinement

In this work, we revisit the marking decisions made in the standard adaptive finite element method (AFEM). Experience shows that a naïve marking policy leads to inefficient use of computational resources for adaptive mesh refinement (AMR). Consequently, using AFEM in practice often involves ad-hoc or time-consuming offline parameter tuning to set appropriate parameters for the marking subroutine. To address these practical concerns, we recast AMR as a Markov decision process in which refinement parameters can be selected on-the-fly at run time, without the need for pre-tuning by expert users. In this new paradigm, the refinement parameters are also chosen adaptively via a marking policy that can be optimized using methods from reinforcement learning. We use the Poisson equation to demonstrate our techniques on $h$- and $hp$-refinement benchmark problems, and our experiments suggest that superior marking policies remain undiscovered for many classical AFEM applications. Furthermore, an unexpected observation from this work is that marking policies trained on one family of PDEs are sometimes robust enough to perform well on problems far outside the training family. For illustration, we show that a simple $hp$-refinement policy trained on 2D domains with only a single re-entrant corner can be deployed on far more complicated 2D domains, and even 3D domains, without significant performance loss. For reproduction and broader adoption, we accompany this work with an open-source implementation of our methods.

math.NA↗

An Adaptive Sampling Augmented Lagrangian Method for Stochastic Optimization with Deterministic Constraints

The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is combining the augmented Lagrangian framework with adaptive sampling, resulting in an efficient optimization methodology validated with practical examples. To achieve the presented efficiency, we consider inexact solutions for the augmented Lagrangian subproblems, and through an adaptive sampling mechanism, we control the variance in the gradient estimates. Furthermore, we analyze the theoretical performance of the proposed scheme by showing equivalence to a gradient descent algorithm on a Moreau envelope function, and we prove sublinear convergence for convex objectives and linear convergence for strongly convex objectives with affine equality constraints. The worst-case sample complexity of the resulting algorithm, for an arbitrary choice of penalty parameter in the augmented Lagrangian function, is $O(ε^{-3-δ})$, where $ε> 0$ is the expected error of the solution and $δ> 0$ is a user-defined parameter. If the penalty parameter is chosen to be $O(ε^{-1})$, we demonstrate that the result can be improved to $O(ε^{-2})$, which is competitive with the other methods employed in the literature. Moreover, if the objective function is strongly convex with affine equality constraints, we obtain $O(ε^{-1}\log(1/ε))$ complexity. Finally, we empirically verify the performance of our adaptive sampling augmented Lagrangian framework in machine learning optimization and engineering design problems, including topology optimization of a heat sink with environmental uncertainty.

math.OC↗

Multi-Agent Reinforcement Learning for Adaptive Mesh Refinement

Adaptive mesh refinement (AMR) is necessary for efficient finite element simulations of complex physical phenomenon, as it allocates limited computational budget based on the need for higher or lower resolution, which varies over space and time. We present a novel formulation of AMR as a fully-cooperative Markov game, in which each element is an independent agent who makes refinement and de-refinement choices based on local information. We design a novel deep multi-agent reinforcement learning (MARL) algorithm called Value Decomposition Graph Network (VDGN), which solves the two core challenges that AMR poses for MARL: posthumous credit assignment due to agent creation and deletion, and unstructured observations due to the diversity of mesh geometries. For the first time, we show that MARL enables anticipatory refinement of regions that will encounter complex features at future times, thereby unlocking entirely new regions of the error-cost objective landscape that are inaccessible by traditional methods based on local error estimators. Comprehensive experiments show that VDGN policies significantly outperform error threshold-based policies in global error and cost metrics. We show that learned policies generalize to test problems with physical features, mesh geometries, and longer simulation times that were not seen in training. We also extend VDGN with multi-objective optimization capabilities to find the Pareto front of the tradeoff between cost and error.

cs.LG↗

Adaptive sampling strategies for risk-averse stochastic optimization with constraints

We introduce adaptive sampling methods for stochastic programs with deterministic constraints. First, we propose and analyze a variant of the stochastic projected gradient method where the sample size used to approximate the reduced gradient is determined on-the-fly and updated adaptively. This method is applicable to a broad class of expectation-based risk measures and leads to a significant reduction in the individual gradient evaluations used to estimate the objective function gradient. Numerical experiments with expected risk minimization and conditional value-at-risk minimization support this conclusion and demonstrate practical performance and efficacy for both risk-neutral and risk-averse problems. Second, we propose an SQP-type method based on similar adaptive sampling principles. The benefits of this method are demonstrated in a simplified engineering design application featuring risk-averse shape optimization of a steel shell structure subject to uncertain loading conditions and model uncertainty.

math.OC↗

Risk-averse design of tall buildings for uncertain wind conditions

Reducing the intensity of wind excitation via aerodynamic shape modification is a major strategy to mitigate the reaction forces on supertall buildings, reduce construction and maintenance costs, and improve the comfort of future occupants. To this end, computational fluid dynamics (CFD) combined with state-of-the-art stochastic optimization algorithms is more promising than the trial and error approach adopted by the industry. The present study proposes and investigates a novel approach to risk-averse shape optimization of tall building structures that incorporates site-specific uncertainties in the wind velocity, terrain conditions, and wind flow direction. A body-fitted finite element approximation is used for the CFD with different wind directions incorporated by re-meshing the fluid domain. The bending moment at the base of the building is minimized, resulting in a building with reduced cost, material, and hence, a reduced carbon footprint. Both risk-neutral and risk-averse optimization of the twist and tapering of a representative building are presented under uncertain inflow wind conditions that have been calibrated to fit freely-available site-specific data from Basel, Switzerland. The risk-averse strategy uses the conditional value-at-risk to optimize for the low-probability high-consequence events appearing in the worst 10% of loading conditions. Adaptive sampling is used to accelerate the gradient-based stochastic optimization pipeline. The adaptive method is easy to implement and particularly helpful for compute-intensive simulations because the number of gradient samples grows only as the optimal design algorithm converges. The performance of the final risk-averse building geometry is exceptionally favorable when compared to the risk-neutral optimized geometry, thus, demonstrating the effectiveness of the risk-averse design approach in computational wind engineering.

cs.CE↗

Learning orbital dynamics of binary black hole systems from gravitational wave measurements

We introduce a gravitational waveform inversion strategy that discovers mechanical models of binary black hole (BBH) systems. We show that only a single time series of (possibly noisy) waveform data is necessary to construct the equations of motion for a BBH system. Starting with a class of universal differential equations parameterized by feed-forward neural networks, our strategy involves the construction of a space of plausible mechanical models and a physics-informed constrained optimization within that space to minimize the waveform error. We apply our method to various BBH systems including extreme and comparable mass ratio systems in eccentric and non-eccentric orbits. We show the resulting differential equations apply to time durations longer than the training interval, and relativistic effects, such as perihelion precession, radiation reaction, and orbital plunge, are automatically accounted for. The methods outlined here provide a new, data-driven approach to studying the dynamics of binary black hole systems.

gr-qc↗

A priori error analysis of high-order LL* (FOSLL*) finite element methods

A number of non-standard finite element methods have been proposed in recent years, each of which derives from a specific class of PDE-constrained norm minimization problems. The most notable examples are $\mathcal{L}\mathcal{L}^*$ methods. In this work, we argue that all high-order methods in this class should be expected to deliver substandard uniform h-refinement convergence rates. In fact, one may not even see rates proportional to the polynomial order $p > 1$ when the exact solution is a constant function. We show that the convergence rate is limited by the regularity of an extraneous Lagrange multiplier variable which naturally appears via a saddle-point analysis. In turn, limited convergence rates appear because the regularity of this Lagrange multiplier is determined, in part, by the geometry of the domain. Numerical experiments support our conclusions.

math.NA↗

Learning the structure of wind: A data-driven nonlocal turbulence model for the atmospheric boundary layer

We develop a novel data-driven approach to modeling the atmospheric boundary layer. This approach leads to a nonlocal, anisotropic synthetic turbulence model which we refer to as the deep rapid distortion (DRD) model. Our approach relies on an operator regression problem which characterizes the best fitting candidate in a general family of nonlocal covariance kernels parameterized in part by a neural network. This family of covariance kernels is expressed in Fourier space and is obtained from approximate solutions to the Navier--Stokes equations at very high Reynolds numbers. Each member of the family incorporates important physical properties such as mass conservation and a realistic energy cascade. The DRD model can be calibrated with noisy data from field experiments. After calibration, the model can be used to generate synthetic turbulent velocity fields. To this end, we provide a new numerical method based on domain decomposition which delivers scalable, memory-efficient turbulence generation with the DRD model as well as others. We demonstrate the robustness of our approach with both filtered and noisy data coming from the 1968 Air Force Cambridge Research Laboratory Kansas experiments. Using this data, we witness exceptional accuracy with the DRD model, especially when compared to the International Electrotechnical Commission standard.

physics.flu-dyn↗

A fractional PDE model for turbulent velocity fields near solid walls

This paper presents a class of turbulence models written in terms of fractional partial differential equations (FPDEs) with stochastic loads. Every solution of these FPDE models is an incompressible velocity field and the distribution of solutions is Gaussian. Interaction of the turbulence with solid walls is incorporated through the enforcement of various boundary conditions. The various boundary conditions deliver extensive flexibility in the near-wall statistics that can be modelled. Reproduction of both fully-developed shear-free and uniform shear boundary layer turbulence are highlighted as two simple physical applications; the first of which is also directly validated with experimental data. The rendering of inhomogeneous synthetic turbulence inlet boundary conditions is an additional application, motivated by contemporary numerical wind tunnel simulations. Calibration of model parameters and efficient numerical methods are also conferred upon.

physics.flu-dyn↗

The surrogate matrix methodology: Accelerating isogeometric analysis of waves

The surrogate matrix methodology delivers low-cost approximations of matrices (i.e., surrogate matrices) which are normally computed in Galerkin methods via element-scale quadrature formulas. In this paper, the methodology is applied to a number of model problems in wave mechanics treated in the Galerkin isogeometic setting. Herein, the resulting surrogate methods are shown to significantly reduce the assembly time in high frequency wave propagation problems. In particular, the assembly time is reduced with negligible loss in solution accuracy. This paper also extends the scope of previous articles in its series by considering multi-patch discretizations of time-harmonic, transient, and nonlinear PDEs as particular use cases of the methodology. Our a priori error analysis for the Helmholtz equation demonstrates that the additional consistency error introduced by the presence of surrogate matrices is independent of the wave number. In addition, our floating point analysis establishes that the computational complexity of the methodology compares favorably to other contemporary fast assembly techniques for isogeometric methods. Our numerical experiments demonstrate clear performance gains for time-harmonic problems, both with and without the presence of perfectly matched layers. Notable speed-ups are also presented for a transient problem with a compressible neo-Hookean material.

math.NA↗

The surrogate matrix methodology: Low-cost assembly for isogeometric analysis

A new methodology in isogeometric analysis (IGA) is presented. This methodology delivers low-cost variable-scale approximations (surrogates) of the matrices which IGA conventionally requires to be computed from element-scale quadrature formulas. To generate surrogate matrices, quadrature must only be performed on certain elements in the computational domain. This, in turn, determines only a subset of the entries in the final matrix. The remaining matrix entries are computed by a simple B-spline interpolation procedure. Poisson's equation, membrane vibration, plate bending, and Stokes' flow problems are studied. In these problems, the use of surrogate matrices has a negligible impact on solution accuracy. Because only a small fraction of the original quadrature must be performed, we are able to report beyond a fifty-fold reduction in overall assembly time in the same software. The capacity for even further speed-ups is clearly demonstrated. The implementation used here was achieved by a small number of modifications to the open-source IGA software library GeoPDEs. Similar modifications could be made to other present-day software libraries.

math.NA↗

The surrogate matrix methodology: A reference implementation for low-cost assembly in isogeometric analysis

A reference implementation of a new method in isogeometric analysis (IGA) is presented. It delivers low-cost variable-scale approximations (surrogates) of the matrices which IGA conventionally requires to be computed by element-scale quadrature. To generate surrogate matrices, quadrature must only be performed on a fraction of the elements in the computational domain. In this way, quadrature determines only a subset of the entries in the final matrix. The remaining matrix entries are computed by a simple B-spline interpolation procedure. We present the modifications and extensions required for a reference implementation in the open-source IGA software library GeoPDEs. The exposition is fashioned to help facilitate similar modifications in other contemporary software libraries.

cs.MS↗

The surrogate matrix methodology: a priori error estimation

We give the first mathematically rigorous analysis of an emerging approach to finite element analysis (see, e.g., Bauer et al. [Appl. Numer. Math., 2017]), which we hereby refer to as the surrogate matrix methodology. This methodology is based on the piece-wise smooth approximation of the matrices involved in a standard finite element discretization. In particular, it relies on the projection of smooth so-called stencil functions onto high-order polynomial subspaces. The performance advantage of the surrogate matrix methodology is seen in constructions where each stencil function uniquely determines the values of a significant collection of matrix entries. Such constructions are shown to be widely achievable through the use of locally-structured meshes. Therefore, this methodology can be applied to a wide variety of physically meaningful problems, including nonlinear problems and problems with curvilinear geometries. Rigorous a priori error analysis certifies the convergence of a novel surrogate method for the variable coefficient Poisson equation. The flexibility of the methodology is also demonstrated through the construction of novel methods for linear elasticity and nonlinear diffusion problems. In numerous numerical experiments, we demonstrate the efficacy of these new methods in a matrix-free environment with geometric multigrid solvers. In our experiments, up to a twenty-fold decrease in computation time is witnessed over the classical method with an otherwise identical implementation.

math.NA↗

The DPG-star method

This article introduces the DPG-star (from now on, denoted DPG$^*$) finite element method. It is a method that is in some sense dual to the discontinuous Petrov-Galerkin (DPG) method. The DPG methodology can be viewed as a means to solve an overdetermined discretization of a boundary value problem. In the same vein, the DPG$^*$ methodology is a means to solve an underdetermined discretization. These two viewpoints are developed by embedding the same operator equation into two different saddle-point problems. The analyses of the two problems have many common elements. Comparison to other methods in the literature round out the newly garnered perspective. Notably, DPG$^*$ and DPG methods can be seen as generalizations of $\mathcal{L}\mathcal{L}^\ast$ and least-squares methods, respectively. A priori error analysis and a posteriori error control for the DPG$^*$ method are considered in detail. Reports of several numerical experiments are provided which demonstrate the essential features of the new method. A notable difference between the results from the DPG$^*$ and DPG analyses is that the convergence rates of the former are limited by the regularity of an extraneous Lagrange multiplier variable.

math.NA↗

Goal-oriented adaptive mesh refinement for non-symmetric functional settings

In this article, a new unified duality theory is developed for Petrov-Galerkin finite element methods. This novel theory is then used to motivate goal-oriented adaptive mesh refinement strategies for use with discontinuous Petrov-Galerkin (DPG) methods. The focus of this article is mainly on broken ultraweak variational formulations of stationary boundary value problems, however, many of the ideas presented within are general enough that they be extended to any such well-posed variational formulation. The proposed goal-oriented adaptive mesh refinement procedures require the construction of refinement indicators for both a primal problem and a dual problem. In the DPG context, the primal problem is simply the system of linear equations coming from a standard DPG method and the dual problem is a similar system of equations, coming from a new method which is dual to DPG. This new method has the same coefficient matrix as the associated DPG method but has a different load. We refer to this new finite element method as a DPG* method. A thorough analysis of DPG* methods, as stand-alone finite element methods, is not given here but will be provided in subsequent articles. For DPG methods, the current theory of a posteriori error estimation is reviewed and the reliability estimate in [13, Theorem 2.1] is improved on. For DPG* methods, three different classes of refinement indicators are derived and several contributions are made towards rigorous a posteriori error estimation. At the closure of the article, results of numerical experiments with Poisson's boundary value problem in a three-dimensional domain are provided. These results clearly demonstrate the utility of the goal-oriented adaptive mesh refinement strategies for quantities of interest with either interior or boundary terms.

math.NA↗

On perfectly matched layers for discontinuous Petrov-Galerkin methods

In this article, several discontinuous Petrov-Galerkin (DPG) methods with perfectly matched layers (PMLs) are derived along with their quasi-optimal graph test norms. Ultimately, two different complex coordinate stretching strategies are considered in these derivations. Unlike with classical formulations used by Bubnov-Galerkin methods, with so-called ultraweak variational formulations, these two strategies in fact deliver different formulations in the PML region. One of the strategies, which is argued to be more physically natural, is employed for numerically solving two- and three-dimensional time-harmonic acoustic, elastic, and electromagnetic wave propagation problems, defined in unbounded domains. Through these numerical experiments, efficacy of the new DPG methods with PMLs is verified.

math.NA↗

DPG* Method

We introduce a cousin of the DPG method - the DPG* method - discuss their relationship and compare the two methods through numerical experiments.

math.NA↗

An ultraweak DPG method for viscoelastic fluids

We explore a vexing benchmark problem for viscoelastic fluid flows with the discontinuous Petrov-Galerkin (DPG) finite element method of Demkowicz and Gopalakrishnan [1,2]. In our analysis, we develop an intrinsic a posteriori error indicator which we use for adaptive mesh generation. The DPG method is useful for the problem we consider because the method is inherently stable---requiring no stabilization of the linearized discretization in order to handle the advective terms in the model. Because stabilization is a pressing issue in these models, this happens to become a very useful property of the method which simplifies our analysis. This built-in stability at all length scales and the a posteriori error indicator additionally allows for the generation of parameter-specific meshes starting from a common coarse initial mesh. A DPG discretization always produces a symmetric positive definite stiffness matrix. This feature allows us to use the most efficient direct solvers for all of our computations. We use the Camellia finite element software package [3,4] for all of our analysis.

math.NA↗