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Emil M. Constantinescu

Publications and source records attributed to Emil M. Constantinescu.

17 recordsLinked to original sources

Differentiable DG with Neural Operator Source Term Correction

Computational advances have fundamentally transformed the landscape of numerical simulations, enabling unprecedented levels of complexity and precision in modeling physical phenomena. While these high-fidelity simulations offer invaluable insights for scientific discovery and problem solving, they impose substantial computational requirements. Consequently, low-fidelity models augmented with subgrid-scale parameterizations are employed to achieve computational feasibility. We introduce an end-to-end differentiable framework for solving the compressible Navier--Stokes equations. This integrated approach combines a differentiable discontinuous Galerkin (DG) solver with a neural network source term. Through the implementation of neural ordinary differential equations (NODEs) for network parameter optimization, our methodology ensures continuous interaction with the governing equations throughout the training process. We refer to this approach as NODE-DG. This hybrid approach combines the accuracy of numerical methods with the efficiency of machine learning, offering the following key advantages: (1) improved accuracy of low-order DG approximations by capturing subgrid-scale dynamics; (2) robustness against nonuniform or missing temporal data; (3) elimination of operator-splitting errors; (3) total mass conservation; and (4) a continuous-in-time operator that enables variable time step predictions, which accelerate projected high-order DG simulations. We demonstrate the performance of the proposed framework through two examples: two-dimensional Kelvin--Helmholtz instability and three-dimensional Taylor--Green vortex examples.

physics.flu-dyn

Scalable Implicit Solvers with Dynamic Mesh Adaptation for a Relativistic Drift-Kinetic Fokker-Planck-Boltzmann Model

In this work we consider a relativistic drift-kinetic model for runaway electrons along with a Fokker-Planck operator for small-angle Coulomb collisions, a radiation damping operator, and a secondary knock-on (Boltzmann) collision source. We develop a new scalable fully implicit solver utilizing finite volume and conservative finite difference schemes and dynamic mesh adaptivity. A new data management framework in the PETSc library based on the p4est library is developed to enable simulations with dynamic adaptive mesh refinement (AMR), distributed memory parallelization, and dynamic load balancing of computational work. This framework and the runaway electron solver building on the framework are able to dynamically capture both bulk Maxwellian at the low-energy region and a runaway tail at the high-energy region. To effectively capture features via the AMR algorithm, a new AMR indicator prediction strategy is proposed that is performed alongside the implicit time evolution of the solution. This strategy is complemented by the introduction of computationally cheap feature-based AMR indicators that are analyzed theoretically. Numerical results quantify the advantages of the prediction strategy in better capturing features compared with nonpredictive strategies; and we demonstrate trade-offs regarding computational costs. The robustness with respect to model parameters, algorithmic scalability, and parallel scalability are demonstrated through several benchmark problems including manufactured solutions and solutions of different physics models. We focus on demonstrating the advantages of using implicit time stepping and AMR for runaway electron simulations.

math.NA

Learning Subgrid-scale Models with Neural Ordinary Differential Equations

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary differential equations (NODEs). Solving systems with fine temporal and spatial grid scales is an ongoing computational challenge, and closure models are generally difficult to tune. Machine learning approaches have increased the accuracy and efficiency of computational fluid dynamics solvers. In this approach neural networks are used to learn the coarse- to fine-grid map, which can be viewed as subgrid-scale parameterization. We propose a strategy that uses the NODE and partial knowledge to learn the source dynamics at a continuous level. Our method inherits the advantages of NODEs and can be used to parameterize subgrid scales, approximate coupling operators, and improve the efficiency of low-order solvers. Numerical results with the two-scale Lorenz 96 ODE, the convection-diffusion PDE, and the viscous Burgers' PDE are used to illustrate this approach.

math.NA

Multirate Partitioned Runge-Kutta Methods for Coupled Navier-Stokes Equations

Earth system models are complex integrated models of atmosphere, ocean, sea ice, and land surface. Coupling the components can be a significant challenge due to the difference in physics, temporal, and spatial scales. This study explores new coupling strategies for the fluid-fluid interaction problem based on multirate partitioned Runge-Kutta methods. We consider compressible Navier-Stokes equations with gravity coupled through a rigid-lid interface. Our large-scale numerical experiments reveal that multirate partitioned Runge-Kutta coupling schemes (1) can conserve total mass; (2) have second-order accuracy in time; and (3) provide favorable strong- and weak-scaling performance on modern computing architectures. We also show that the speedup factors of multirate partitioned Runge-Kutta methods match theoretical expectations over their base (single-rate) method.

math.NA

GPU-Accelerated DNS of Compressible Turbulent Flows

This paper explores strategies to transform an existing CPU-based high-performance computational fluid dynamics solver, HyPar, for compressible flow simulations on emerging exascale heterogeneous (CPU+GPU) computing platforms. The scientific motivation for developing a GPU-enhanced version of HyPar is to simulate canonical turbulent flows at the highest resolution possible on such platforms. We show that optimizing memory operations and thread blocks results in 200x speedup of computationally intensive kernels compared with a CPU core. Using multiple GPUs and CUDA-aware MPI communication, we demonstrate both strong and weak scaling of our GPU-based HyPar implementation on the NVIDIA Volta V100 GPUs. We simulate the decay of homogeneous isotropic turbulence in a triply periodic box on grids with up to $1024^3$ points (5.3 billion degrees of freedom) and on up to 1,024 GPUs. We compare the wall times for CPU-only and CPU+GPU simulations. The results presented in the paper are obtained on the Summit and Lassen supercomputers at Oak Ridge and Lawrence Livermore National Laboratories, respectively.

cs.CE

Entropy-Preserving and Entropy-Stable Relaxation IMEX and Multirate Time-Stepping Methods

We propose entropy-preserving and entropy-stable partitioned Runge--Kutta (RK) methods. In particular, we extend the explicit relaxation Runge--Kutta methods to IMEX--RK methods and a class of explicit second-order multirate methods for stiff problems arising from scale-separable or grid-induced stiffness in a system. The proposed approaches not only mitigate system stiffness but also fully support entropy-preserving and entropy-stability properties at a discrete level. The key idea of the relaxation approach is to adjust the step completion with a relaxation parameter so that the time-adjusted solution satisfies the entropy condition at a discrete level. The relaxation parameter is computed by solving a scalar nonlinear equation at each timestep in general; however, as for a quadratic entropy function, we theoretically derive the explicit form of the relaxation parameter and numerically confirm that the relaxation parameter works the Burgers equation. Several numerical results for ordinary differential equations and the Burgers equation are presented to demonstrate the entropy-conserving/stable behavior of these methods. We also compare the relaxation approach and the incremental direction technique for the Burgers equation with and without a limiter in the presence of shocks.

math.NA

Implicit Extensions of an Explicit Multirate Runge-Kutta Scheme

We propose a new method that extends conservative explicit multirate methods to implicit explicit-multirate methods. We develop extensions of order one and two with different stability properties on the implicit side. The method is suitable for time-stepping adaptive mesh refinement PDE discretizations with different degrees of stiffness. A numerical example with an advection-diffusion problem illustrates the new method's properties.

math.NA

PETSc TSAdjoint: a discrete adjoint ODE solver for first-order and second-order sensitivity analysis

We present a new software system PETSc TSAdjoint for first-order and second-order adjoint sensitivity analysis of time-dependent nonlinear differential equations. The derivative calculation in PETSc TSAdjoint is essentially a high-level algorithmic differentiation process. The adjoint models are derived by differentiating the timestepping algorithms and implemented based on the parallel infrastructure in PETSc. Full differentiation of the library code including MPI routines thus is avoided, and users do not need to derive their own adjoint models for their specific applications. PETSc TSAdjoint can compute the first-order derivative, that is, the gradient of a scalar functional, and the Hessian-vector product that carries second-order derivative information, while requiring minimal input (a few callbacks) from the users. Optimal checkpointing schemes are employed by the adjoint model in a manner that is transparent to users. Usability, efficiency, and scalability are demonstrated through examples from a variety of applications.

cs.MS

Mass-Conserving Implicit-Explicit Methods for Coupled Compressible Navier-Stokes Equations

Earth system models are composed of coupled components that separately model systems such as the global atmosphere, ocean, and land surface. While these components are well developed, coupling them in a single system can be a significant challenge. Computational efficiency, accuracy, and stability are principal concerns. In this study, we focus on these issues. In particular, implicit-explicit (IMEX) tight and loose coupling strategies are explored for handling different time scales. For a simplified model for the air-sea interaction problem, we consider coupled compressible Navier-Stokes equations with an interface condition. Under the rigid-lid assumption, horizontal momentum and heat flux are exchanged through the interface. Several numerical experiments are presented to demonstrate the stability of the coupling schemes. We show both numerically and theoretically that our IMEX coupling methods are mass conservative for a coupled compressible Navier-Stokes system with the rigid-lid condition.

math.NA

Probabilistic analysis of masked loads with aggregated photovoltaic production

In this paper we present a probabilistic analysis framework to estimate behind-the-meter photovoltaic generation in real time. We develop a forward model consisting of a spatiotemporal stochastic process that represents the photovoltaic generation and a stochastic differential equation with jumps that represents the demand. We employ this model to disaggregate the behind-the-meter photovoltaic generation using net load and irradiance measurements.

eess.SY

Statistical Treatment of Inverse Problems Constrained by Differential Equations-Based Models with Stochastic Terms

This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is to formulate the inverse problem, in particular the objective function, to find the closest forward distribution (i.e., the output of the stochastic forward problem) that best explains the distribution of the observations in a certain metric. We use proper scoring rules, a concept employed in statistical forecast verification, namely energy, variogram, and hybrid (i.e., combination of the two) scores. We study the performance of the proposed formulation in the context of two applications: a coefficient field inversion for subsurface flow governed by an elliptic partial differential equation (PDE) with a stochastic source and a parameter inversion for power grid governed by differential-algebraic equations (DAEs). In both cases we show that the variogram and the hybrid scores show better parameter inversion results than does the energy score, whereas the energy score leads to better probabilistic predictions.

math.OC

PETSc/TS: A Modern Scalable ODE/DAE Solver Library

High-quality ordinary differential equation (ODE) solver libraries have a long history, going back to the 1970s. Over the past several years we have implemented, on top of the PETSc linear and nonlinear solver package, a new general-purpose, extensive, extensible library for solving ODEs and differential algebraic equations (DAEs). Package includes support for both forward and adjoint sensitivities that can be easily utilized by the TAO optimization package, which is also part of PETSc. The ODE/DAE integrator library strives to be highly scalable but also to deliver high efficiency for modest-sized problems. The library includes explicit solvers, implicit solvers, and a collection of implicit-explicit solvers, all with a common user interface and runtime selection of solver types, adaptive error control, and monitoring of solution progress. The library also offers enormous flexibility in selection of nonlinear and linear solvers, including the entire suite of PETSc iterative solvers, as well as several parallel direct solvers.

math.NA

Acceleration of the Implicit-Explicit Non-hydrostatic Unified Model of the Atmosphere (NUMA) on Manycore Processors

We present the acceleration of an IMplicit-EXplicit (IMEX) non-hydrostatic atmospheric model on manycore processors such as GPUs and Intel's MIC architecture. IMEX time integration methods sidestep the constraint imposed by the Courant-Friedrichs-Lewy condition on explicit methods through corrective implicit solves within each time step. In this work, we implement and evaluate the performance of IMEX on manycore processors relative to explicit methods. Using 3D-IMEX at Courant number C=15 , we obtained a speedup of about 4X relative to an explicit time stepping method run with the maximum allowable C=1. In addition, we demonstrate a much larger speedup of 100X at C=150 using 1D-IMEX due to the unconditional stability of the method in the vertical direction. Several improvements on the IMEX procedure were necessary in order to outperform our results with explicit methods: a) reducing the number of degrees of freedom of the IMEX formulation by forming the Schur complement; b) formulating a horizontally-explicit vertically-implicit (HEVI) 1D-IMEX scheme that has a lower workload and potentially better scalability than 3D-IMEX; c) using high-order polynomial preconditioners to reduce the condition number of the resulting system; d) using a direct solver for the 1D-IMEX method by performing and storing LU factorizations once to obtain a constant cost for any Courant number. Without all of these improvements, explicit time integration methods turned out to be difficult to beat. We discuss in detail the IMEX infrastructure required for formulating and implementing efficient methods on manycore processors. Finally, we validate our results with standard benchmark problems in NWP and evaluate the performance and scalability of the IMEX method using up to 4192 GPUs and 16 Knights Landing processors.

math.NA

A continuous/discontinuous Galerkin solution of the shallow water equations with dynamic viscosity, high-order wetting and drying, and implicit time integration

The high-order numerical solution of the non-linear shallow water equations (and of hyperbolic systems in general) is susceptible to unphysical Gibbs oscillations that form in the proximity of strong gradients. The solution to this problem is still an active field of research as no general cure has been found yet. In this paper, we tackle this issue by presenting a dynamically adaptive viscosity based on a residual-based sub-grid scale model that has the following properties: $(i)$ it removes the spurious oscillations in the proximity of strong wave fronts while preserving the overall accuracy and sharpness of the solution. This is possible because of the residual-based definition of the dynamic diffusion coefficient. $(ii)$ For coarse grids, it prevents energy from building up at small wave-numbers. $(iii)$ The model has no tunable parameter. Our interest in the shallow water equations is tied to the simulation of coastal inundation, where a careful handling of the transition between dry and wet surfaces is particularly challenging for high-order Galerkin approximations. In this paper, we extend to a unified continuous/discontinuous Galerkin (CG/DG) framework a very simple, yet effective wetting and drying algorithm originally designed for DG [Xing, Zhang, Shu (2010)]. We show its effectiveness for problems in one and two dimensions on domains of increasing characteristic lengths varying from centimeters to kilometers. Finally, to overcome the time-step restriction incurred by the high-order Galerkin approximation, we advance the equations forward in time via a three stage, second order explicit-first-stage, singly diagonally implicit Runge-Kutta (ESDIRK) time integration scheme. Via ESDIRK, we are able to preserve numerical stability for an advective CFL number 10 times larger than its explicit counterpart.

math.NA

Semi-Implicit Time Integration of Atmospheric Flows with Characteristic-Based Flux Partitioning

This paper presents a characteristic-based flux partitioning for the semi-implicit time integration of atmospheric flows. Nonhydrostatic models require the solution of the compressible Euler equations. The acoustic time-scale is significantly faster than the advective scale, yet it is typically not relevant to atmospheric and weather phenomena. The acoustic and advective components of the hyperbolic flux are separated in the characteristic space. High-order, conservative additive Runge-Kutta methods are applied to the partitioned equations so that the acoustic component is integrated in time implicitly with an unconditionally stable method, while the advective component is integrated explicitly. The time step of the overall algorithm is thus determined by the advective scale. Benchmark flow problems are used to demonstrate the accuracy, stability, and convergence of the proposed algorithm. The computational cost of the partitioned semi-implicit approach is compared with that of explicit time integration.

cs.CE

A Bayesian Approach for Parameter Estimation with Uncertainty for Dynamic Power Systems

We address the problem of estimating the uncertainty in the solution of power grid inverse problems within the framework of Bayesian inference. We investigate two approaches, an adjoint-based method and a stochastic spectral method. These methods are used to estimate the maximum a posteriori point of the parameters and their variance, which quantifies their uncertainty. Within this framework we estimate several parameters of the dynamic power system, such as generator inertias, which are not quantifiable in steady-state models. We illustrate the performance of these approaches on a 9-bus power grid example and analyze the dependence on measurement frequency, estimation horizon, perturbation size, and measurement noise. We assess the computational efficiency, and discuss the expected performance when these methods are applied to large systems.

math.OC