arXiv subjects

Nicolas R. Gauger

Publications and source records attributed to Nicolas R. Gauger.

At least 37 records · Page 2Linked to original sources

arXiv2024

Windowing Regularization Techniques for Unsteady Aerodynamic Shape Optimization

Unsteady Aerodynamic Shape Optimization presents new challenges in terms of sensitivity analysis of time-dependent objective functions. In this work, we consider periodic unsteady flows governed by the URANS equations. Hence, the resulting output functions acting as objective or constraint functions of the optimization are themselves periodic with unknown period length, that may depend on the design parameter of said optimization. Sensitivity Analysis on the time-average of a function with these properties turns out to be difficult. Therefore, we explore methods to regularize the time average of such a function with the so called windowing-approach. Furthermore, we embed these regularizers into the discrete adjoint solver for the URANS equations of the multi-physics and optimization software SU2. Finally, we exhibit a comparison study between the classical non regularized optimization procedure and the ones enhanced with regularizers of different smoothness and show that the latter result in a more robust optimization.

math.NA↗

arXiv2024

Local Adjoints for Simultaneous Preaccumulations with Shared Inputs

In shared-memory parallel automatic differentiation, inputs that are shared among simultaneous thread-local preaccumulations lead to data races if Jacobians are accumulated with a single, shared vector of adjoint variables. In this work, we discuss the benefits and tradeoffs of re-enabling such preaccumulations by a transition to suitable local adjoints. We propose different vector- and map-based approaches for storing local adjoint variables and analyze them with respect to memory consumption, memory allocation, and adjoint variable access times in the context of simultaneous preaccumulations in multiple threads. We implement the approaches in CoDiPack and benchmark them in parallel discrete adjoint computations in the multiphysics simulation suite SU2.

cs.MS↗

arXiv2024

Hybrid parallel discrete adjoints in SU2

The open-source multiphysics suite SU2 features discrete adjoints by means of operator overloading automatic differentiation (AD). While both primal and discrete adjoint solvers support MPI parallelism, hybrid parallelism using both MPI and OpenMP has only been introduced for the primal solvers so far. In this work, we enable hybrid parallel discrete adjoint solvers. Coupling SU2 with OpDiLib, an add-on for operator overloading AD tools that extends AD to OpenMP parallelism, marks a key step in this endeavour. We identify the affected parts of SU2's advanced AD workflow and discuss the required changes and their tradeoffs. Detailed performance studies compare MPI parallel and hybrid parallel discrete adjoints in terms of memory and runtime and unveil key performance characteristics. We showcase the effectiveness of performance optimizations and highlight perspectives for future improvements. At the same time, this study demonstrates the applicability of OpDiLib in a large code base and its scalability on large test cases, providing valuable insights for future applications both within and beyond SU2.

cs.MS↗

arXiv2024

Efficient Forward-Mode Algorithmic Derivatives of Geant4

We have applied an operator-overloading forward-mode algorithmic differentiation tool to the Monte-Carlo particle simulation toolkit Geant4. Our differentiated version of Geant4 allows computing mean pathwise derivatives of user-defined outputs of Geant4 applications with respect to user-defined inputs. This constitutes a major step towards enabling gradient-based optimization techniques in high-energy physics, as well as other application domains of Geant4. This is a preliminary report on the technical aspects of applying operator-overloading AD to Geant4, as well as a first analysis of some results obtained by our differentiated Geant4 prototype. We plan to follow up with a more refined analysis.

physics.comp-ph↗

arXiv2024

Optimization Using Pathwise Algorithmic Derivatives of Electromagnetic Shower Simulations

Among the well-known methods to approximate derivatives of expectancies computed by Monte-Carlo simulations, averages of pathwise derivatives are often the easiest one to apply. Computing them via algorithmic differentiation typically does not require major manual analysis and rewriting of the code, even for very complex programs like simulations of particle-detector interactions in high-energy physics. However, the pathwise derivative estimator can be biased if there are discontinuities in the program, which may diminish its value for applications. This work integrates algorithmic differentiation into the electromagnetic shower simulation code HepEmShow based on G4HepEm, allowing us to study how well pathwise derivatives approximate derivatives of energy depositions in a sampling calorimeter with respect to parameters of the beam and geometry. We found that when multiple scattering is disabled in the simulation, means of pathwise derivatives converge quickly to their expected values, and these are close to the actual derivatives of the energy deposition. Additionally, we demonstrate the applicability of this novel gradient estimator for stochastic gradient-based optimization in a model example.

physics.comp-ph↗

arXiv2023

Data-driven aerodynamic shape design with distributionally robust optimization approaches

We formulate and solve data-driven aerodynamic shape design problems with distributionally robust optimization (DRO) approaches. Building on the findings of the work \cite{gotoh2018robust}, we study the connections between a class of DRO and the Taguchi method in the context of robust design optimization. Our preliminary computational experiments on aerodynamic shape optimization in transonic turbulent flow show promising design results.

cs.CE↗

arXiv2023

Progress in End-to-End Optimization of Detectors for Fundamental Physics with Differentiable Programming

In this article we examine recent developments in the research area concerning the creation of end-to-end models for the complete optimization of measuring instruments. The models we consider rely on differentiable programming methods and on the specification of a software pipeline including all factors impacting performance -- from the data-generating processes to their reconstruction and the extraction of inference on the parameters of interest of a measuring instrument -- along with the careful specification of a utility function well aligned with the end goals of the experiment. Building on previous studies originated within the MODE Collaboration, we focus specifically on applications involving instruments for particle physics experimentation, as well as industrial and medical applications that share the detection of radiation as their data-generating mechanism.

physics.ins-det↗

arXiv2023

Assign optimization for algorithmic differentiation reuse index management strategies

The identification of primal variables and adjoint variables is usually done via indices in operator overloading algorithmic differentiation tools. One approach is a linear management scheme, which is easy to implement and supports memory optimization for copy statements. An alternative approach performs a reuse of indices, which requires more implementation effort but results in much smaller adjoint vectors. Therefore, the vector mode of algorithmic differentiation scales better with the reuse management scheme. In this paper, we present a novel approach that reuses the indices and allows the copy optimization, thus combining the advantages of the two aforementioned schemes. The new approach is compared to the known approaches on a simple synthetic test case and a real-world example using the computational fluid dynamics solver SU2.

cs.MS↗

arXiv2023

Forward-Mode Automatic Differentiation of Compiled Programs

Algorithmic differentiation (AD) is a set of techniques that provide partial derivatives of computer-implemented functions. Such a function can be supplied to state-of-the-art AD tools via its source code, or via an intermediate representation produced while compiling its source code. We present the novel AD tool Derivgrind, which augments the machine code of compiled programs with forward-mode AD logic. Derivgrind leverages the Valgrind instrumentation framework for a structured access to the machine code, and a shadow memory tool to store dot values. Access to the source code is required at most for the files in which input and output variables are defined. Derivgrind's versatility comes at the price of scaling the run-time by a factor between 30 and 75, measured on a benchmark based on a numerical solver for a partial differential equation. Results of our extensive regression test suite indicate that Derivgrind produces correct results on GCC- and Clang-compiled programs, including a Python interpreter, with a small number of exceptions. While we provide a list of scenarios that Derivgrind does not handle correctly, nearly all of them are academic counterexamples or originate from highly optimized math libraries. As long as differentiating those is avoided, Derivgrind can be applied to an unprecedentedly wide range of cross-language or partially closed-source software with little integration efforts.

cs.MS↗

arXiv2023

Exploration of Differentiability in a Proton Computed Tomography Simulation Framework

Objective. Algorithmic differentiation (AD) can be a useful technique to numerically optimize design and algorithmic parameters by, and quantify uncertainties in, computer simulations. However, the effectiveness of AD depends on how "well-linearizable" the software is. In this study, we assess how promising derivative information of a typical proton computed tomography (pCT) scan computer simulation is for the aforementioned applications. Approach. This study is mainly based on numerical experiments, in which we repeatedly evaluate three representative computational steps with perturbed input values. We support our observations with a review of the algorithmic steps and arithmetic operations performed by the software, using debugging techniques. Main results. The model-based iterative reconstruction (MBIR) subprocedure (at the end of the software pipeline) and the Monte Carlo (MC) simulation (at the beginning) were piecewise differentiable. Jumps in the MBIR function arose from the discrete computation of the set of voxels intersected by a proton path. Jumps in the MC function likely arose from changes in the control flow that affect the amount of consumed random numbers. The tracking algorithm solves an inherently non-differentiable problem. Significance. The MC and MBIR codes are ready for the integration of AD, and further research on surrogate models for the tracking subprocedure is necessary.

physics.med-ph↗

arXiv2023

A gradient descent akin method for constrained optimization: algorithms and applications

We present a first-order method for solving constrained optimization problems. The method is derived from our previous work, a modified search direction method inspired by singular value decomposition. In this work, we simplify its computational framework to a ``gradient descent akin'' method (GDAM), i.e., the search direction is computed using a linear combination of the negative and normalized objective and constraint gradient. We give fundamental theoretical guarantees on the global convergence of the method. This work focuses on the algorithms and applications of GDAM. We present computational algorithms that adapt common strategies for the gradient descent method. We demonstrate the potential of the method using two engineering applications, shape optimization and sensor network localization. When practically implemented, GDAM is robust and very competitive in solving the considered large and challenging optimization problems.

math.OC↗

arXiv2023

Trailing-Edge Noise Reduction using Porous Treatment and Surrogate-based Global Optimization

Broadband noise reduction is a significant problem in aerospace and industrial applications. Specifically, the noise generated from the trailing edge of an airfoil poses a challenging problem with various proposed solutions. This study investigates the porous trailing edge treatment. We use surrogate-based gradient-free optimization and an empirical noise model to efficiently explore the design space and find the optimal porosity distribution. As a result, a predicted 8-10 dB reduction in the broadband 300-5000 Hz was achieved. Furthermore, the optimal design emphasizes the design space's complexity and global exploration's difficulty. Further, the optimal design presents a low porous solution while constituting significant noise reduction.

physics.flu-dyn↗

arXiv2022

Reverse-Mode Automatic Differentiation of Compiled Programs

Tools for algorithmic differentiation (AD) provide accurate derivatives of computer-implemented functions for use in, e. g., optimization and machine learning (ML). However, they often require the source code of the function to be available in a restricted set of programming languages. As a step towards making AD accessible for code bases with cross-language or closed-source components, we recently presented the forward-mode AD tool Derivgrind. It inserts forward-mode AD logic into the machine code of a compiled program using the Valgrind dynamic binary instrumentation framework. This work extends Derivgrind, adding the capability to record the real-arithmetic evaluation tree, and thus enabling operator overloading style reverse-mode AD for compiled programs. We maintain the high level of correctness reported for Derivgrind's forward mode, failing the same few testcases in an extensive test suite for the same well-understood reasons. Runtime-wise, the recording slows down the execution of a compiled 64-bit benchmark program by a factor of about 180.

cs.MS↗

arXiv2022

Physics-Informed Learning of Aerosol Microphysics

Aerosol particles play an important role in the climate system by absorbing and scattering radiation and influencing cloud properties. They are also one of the biggest sources of uncertainty for climate modeling. Many climate models do not include aerosols in sufficient detail due to computational constraints. In order to represent key processes, aerosol microphysical properties and processes have to be accounted for. This is done in the ECHAM-HAM global climate aerosol model using the M7 microphysics, but high computational costs make it very expensive to run with finer resolution or for a longer time. We aim to use machine learning to emulate the microphysics model at sufficient accuracy and reduce the computational cost by being fast at inference time. The original M7 model is used to generate data of input-output pairs to train a neural network on it. We are able to learn the variables' tendencies achieving an average $R^2$ score of $77.1\% $. We further explore methods to inform and constrain the neural network with physical knowledge to reduce mass violation and enforce mass positivity. On a GPU we achieve a speed-up of up to over 64x compared to the original model.

cs.LG↗

arXiv2022

Event-Based Automatic Differentiation of OpenMP with OpDiLib

We present the new software OpDiLib, a universal add-on for classical operator overloading AD tools that enables the automatic differentiation (AD) of OpenMP parallelized code. With it, we establish support for OpenMP features in a reverse mode operator overloading AD tool to an extent that was previously only reported on in source transformation tools. We achieve this with an event-based implementation ansatz that is unprecedented in AD. Combined with modern OpenMP features around OMPT, we demonstrate how it can be used to achieve differentiation without any additional modifications of the source code; neither do we impose a priori restrictions on the data access patterns, which makes OpDiLib highly applicable. For further performance optimizations, restrictions like atomic updates on adjoint variables can be lifted in a fine-grained manner. OpDiLib can also be applied in a semi-automatic fashion via a macro interface, which supports compilers that do not implement OMPT. We demonstrate the applicability of OpDiLib for a pure operator overloading approach in a hybrid parallel environment. We quantify the cost of atomic updates on adjoint variables and showcase the speedup and scaling that can be achieved with the different configurations of OpDiLib in both the forward and the reverse pass.

cs.MS↗

arXiv2022

Toward the End-to-End Optimization of Particle Physics Instruments with Differentiable Programming: a White Paper

The full optimization of the design and operation of instruments whose functioning relies on the interaction of radiation with matter is a super-human task, given the large dimensionality of the space of possible choices for geometry, detection technology, materials, data-acquisition, and information-extraction techniques, and the interdependence of the related parameters. On the other hand, massive potential gains in performance over standard, "experience-driven" layouts are in principle within our reach if an objective function fully aligned with the final goals of the instrument is maximized by means of a systematic search of the configuration space. The stochastic nature of the involved quantum processes make the modeling of these systems an intractable problem from a classical statistics point of view, yet the construction of a fully differentiable pipeline and the use of deep learning techniques may allow the simultaneous optimization of all design parameters. In this document we lay down our plans for the design of a modular and versatile modeling tool for the end-to-end optimization of complex instruments for particle physics experiments as well as industrial and medical applications that share the detection of radiation as their basic ingredient. We consider a selected set of use cases to highlight the specific needs of different applications.

physics.ins-det↗

arXiv2022

Combining Sobolev Smoothing with Parameterized Shape Optimization

On the one hand, Sobolev gradient smoothing can considerably improve the performance of aerodynamic shape optimization and prevent issues with regularity. On the other hand, Sobolev smoothing can also be interpreted as an approximation for the shape Hessian. This paper demonstrates, how Sobolev smoothing, interpreted as a shape Hessian approximation, offers considerable benefits, although the parameterization is smooth in itself already. Such an approach is especially beneficial in the context of simultaneous analysis and design, where we deal with inexact flow and adjoint solutions, also called One Shot optimization. Furthermore, the incorporation of the parameterization allows for direct application to engineering test cases, where shapes are always described by a CAD model. The new methodology presented in this paper is used for reference test cases from aerodynamic shape optimization and performance improvements in comparison to a classical Quasi-Newton scheme are shown.

math.OC↗

arXiv2020

AutoMat -- Automatic Differentiation for Generalized Standard Materials on GPUs

We propose a universal method for the evaluation of generalized standard materials that greatly simplifies the material law implementation process. By means of automatic differentiation and a numerical integration scheme, AutoMat reduces the implementation effort to two potential functions. By moving AutoMat to the GPU, we close the performance gap to conventional evaluation routines and demonstrate in detail that the expression level reverse mode of automatic differentiation as well as its extension to second order derivatives can be applied inside CUDA kernels. We underline the effectiveness and the applicability of AutoMat by integrating it into the FFT-based homogenization scheme of Moulinec and Suquet and discuss the benefits of using AutoMat with respect to runtime and solution accuracy for an elasto-viscoplastic example.

cs.CE↗