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Omar Ghattas

Publications and source records attributed to Omar Ghattas.

At least 19 recordsLinked to original sources

Real-time inverse solutions via neural matrix operators

Rapid data assimilation is required for real-time prediction and control in digital twins. For many physical systems, the data assimilation task requires the solution of a physics-constrained inverse problem, which is often computationally intractable in real time using traditional physics solvers. This work presents a reduced-basis neural operator approach to enable real-time inverse problem solutions in the digital twin setting. Our approach specifically targets the large class of problems with spatiotemporal dynamics governed by partial differential equations (PDEs) that are parameterized nonlinearly with respect to model parameters $m$, and linearly with respect to inversion parameters $q$. Based on this physical structure, our neural operator approximates the nonlinear map from the model parameters $m$ to the parameter-to-observable operator $\mathcal{F}(m)$ in a reduced subspace. Since the output of the neural operator is the parameter-to-observable operator itself (manifested as a matrix), we refer to this approach as NEural Matrix Operator (NEMO). With NEMO, for new given $m$, we enable a closed-form inverse problem solution for $q$ in a reduced subspace. We apply NEMO in two real-world applications: contaminant transport initial condition identification, and hypersonic vehicle load identification. We show that NEMO delivers high quality inverse problem solutions for data assimilation in real time, with over three orders of magnitude speedup compared to constructing the reduced operator with the PDE solver. Further, NEMO demonstrates comparable inverse performance to a state-of-the-art multiple-input neural operator, while reducing online computational complexity by over an order of magnitude and providing real-time uncertainty quantification.

math.NA

Rapid Earthquake-to-Tsunami Waveform Generation via Large-Scale Multi-GPU FFT Convolution Applied to the Cascadia Subduction Zone

Data-driven methods for earthquake and tsunami early warning rely on large ensembles of rupture scenarios and their resulting waveforms, but generating such datasets with repeated high-fidelity seismic and tsunami simulations is prohibitively expensive. We exploit the linear time-invariant structure of both dynamics to precompute elastic Green's functions and acoustic-gravity adjoint responses, reducing the source-to-waveform map to two consecutive convolution operators. We evaluate these convolutions with a distributed, FFT-accelerated GPU pipeline that partitions the large seafloor grid across GPUs and directly generates the final observation waveforms. We demonstrate the scalability of this pipeline for the Cascadia Subduction Zone with 963 subfaults, 2,416,530 seafloor grid points, 64 observation locations, and 256 timesteps, requiring 9.45 TiB of aggregate GPU memory. On 64 GB200 GPUs within one NVL72 domain, the pipeline generates waveforms in 24 ms per rupture once the response operators are resident, enabling large rupture ensembles to be evaluated within minutes.

cs.DC

Sensor Placement for Tsunami Early Warning via Large-Scale Bayesian Optimal Experimental Design

Real-time tsunami early warning relies on distributed sensor networks to infer seismic sources and seafloor motion. Optimizing these networks via Bayesian optimal experimental design (OED) is exceptionally challenging for systems governed by hyperbolic partial differential equations, which lack the spectral decay required by standard low-rank approximations. We present a scalable Bayesian OED framework for linear time-invariant systems. By reformulating the inverse problem in the data space, we transform OED into dense matrix subset selection. We propose a multi-GPU, Schur-complement-update-based, greedy algorithm that solves the OED problem using a pipelined approach that fully overlaps I/O with GPU computations. Our framework achieves near-perfect weak and strong scaling across hundreds of GPUs on Perlmutter and Frontier. Applied to the 2025 Gordon Bell Prize-winning digital twin for tsunami forecasting in the Cascadia Subduction Zone, we optimize a 175-sensor network, minimizing the uncertainty of a parameter field with over one billion degrees of freedom.

cs.DC

Tucker Tensor Train Taylor Series

Learning derivative-accurate surrogates for implicit simulators is a key challenge in scientific machine learning. High-order Taylor surrogates have long been considered intractable in high dimensions, because the derivative tensors are enormous and accessible only through probes. We make such surrogates tractable with the Tucker tensor train Taylor series (T4S), a local surrogate that represents each derivative tensor of a truncated Taylor expansion as a Tucker tensor train. T4S targets a different learning problem than global operator learning: rather than training from input-output pairs at many parameter values, it is trained from random directionally symmetric derivative probes at a single expansion point. Computing $m$ probes of the $k$th derivative requires only $O(mk)$ linearized solves sharing one operator, cheaper than the $O(m)$ nonlinear solves for function evaluations or $O(m\,2^k)$ linearized solves for asymmetric probes. We develop derivative-informed dimension reduction, Riemannian Gauss-Newton and Cauchy SGD fitting algorithms with rank continuation, requiring little hyperparameter tuning, and fast sweeping routines for the Riemannian Jacobian. We prove representational guarantees under spectral decay of the input covariance. Experiments show that our methods match quasi-optimal T3-SVD accuracy on random tensors from probes alone, up to data-limited ranks, and recover high-order Taylor structure in Poisson PDE examples.

math.NA

Real-time probabilistic tsunami forecasting in Cascadia from sparse offshore pressure observations

Near-field tsunami early warning in the Cascadia Subduction Zone is limited by sparse offshore observations. We investigate whether a hypothetical network of 175 ocean-bottom pressure sensors can support real-time Bayesian inference of the full spatiotemporal seafloor velocity field and probabilistic tsunami forecasting for a margin-wide and a partial fully-coupled Cascadia earthquake dynamic rupture-tsunami scenario. The simulated oceanic acoustic, Rayleigh, and tsunami wavefields are similar during the first two minutes after nucleation but diverge thereafter, enabling rapid earthquake scenario discrimination. Using an acoustic-gravity inversion with assimilation of pressure data, tsunami wave height forecasts are obtained in less than a second. We leverage a Bayesian inversion-based framework that splits the computations into an offline precomputation phase performed with large-scale computing facilities, and an online phase that computes forecasts and can be executed on a laptop. Forecast errors remain low at 22.1% for the margin-wide and 19.6% for the partial rupture.

physics.geo-ph

Accelerating High-Order Finite Element Simulations at Extreme Scale with FP64 Tensor Cores

Finite element simulations play a critical role in a wide range of applications, from automotive design to tsunami modeling and computational electromagnetics. Performing these simulations efficiently at the high resolutions needed for practical applications and scientific insights necessitates the use of high-order methods and large-scale supercomputing. While much progress has been made in porting finite element codes to GPU systems in recent years, additional improvements in the efficiency and computational speed of GPU-accelerated high-order finite element simulations are in constant demand. In this paper, we demonstrate that the FP64 tensor cores on NVIDIA GPUs can be used to further accelerate such simulations, achieving significant speedups in key kernels of MFEM, a scalable open-source finite element library widely used in HPC applications. By integrating FP64 tensor cores with kernel fusion optimizations, we were able to achieve up to 2$\times$ performance gains and up to 83% energy efficiency gains on NVIDIA's Grace Hopper GH200 and Grace Blackwell GB200 architectures. To the best of our knowledge, this is the first time that FP64 tensor cores have been directly programmed to accelerate large-scale finite element scientific computing applications. We demonstrate the performance of the optimized kernels at exascale by showing near-perfect weak scaling efficiency and 90% strong scaling efficiency across nearly 10,000 GPUs on the Alps system. The new algorithms and MFEM enhancements directly benefit complex production codes, including the 2025 Gordon Bell Prize-winning application for real-time tsunami forecasting.

cs.DC

Shape Derivative-Informed Neural Operators with Application to Risk-Averse Shape Optimization

Shape optimization under uncertainty (OUU) is computationally intensive for classical PDE-based methods due to the high cost of repeated sampling-based risk evaluation across many uncertainty realizations and varying geometries, while standard neural surrogates often fail to provide accurate and efficient sensitivities for optimization. We introduce Shape-DINO, a derivative-informed neural operator framework for learning PDE solution operators on families of varying geometries, with a particular focus on accelerating PDE-constrained shape OUU. Shape-DINOs encode geometric variability through diffeomorphic mappings to a fixed reference domain and employ a derivative-informed operator learning objective that jointly learns the PDE solution and its Fr\'echet derivatives with respect to design variables and uncertain parameters, enabling accurate state predictions and reliable gradients for large-scale OUU. We establish a priori error bounds linking surrogate accuracy to optimization error and prove universal approximation results for multi-input reduced basis neural operators in suitable $C^1$ norms. We demonstrate efficiency and scalability on three representative shape OUU problems, including boundary design for a Poisson equation and shape design governed by steady-state Navier-Stokes exterior flows in two and three dimensions. Across these examples, Shape-DINOs produce more reliable optimization results than operator surrogates trained without derivative information. In our examples, Shape-DINOs achieve 3-8 orders-of-magnitude speedups in state and gradient evaluations. Counting training data generation, Shape-DINOs reduce necessary PDE solves by 1-2 orders-of-magnitude compared to a strictly PDE-based approach for a single OUU problem. Moreover, Shape-DINO construction costs can be amortized across many objectives and risk measures, enabling large-scale shape OUU for complex systems.

math.OC

Derivative-Informed Fourier Neural Operator: Universal Approximation and Applications to PDE-Constrained Optimization

We present approximation theories and efficient training methods for derivative-informed Fourier neural operators (DIFNOs) with applications to PDE-constrained optimization. A DIFNO is an FNO trained by minimizing its prediction error jointly on output and Fr\'echet derivative samples of a high-fidelity operator (e.g., a parametric PDE solution operator). As a result, a DIFNO can closely emulate not only the high-fidelity operator's response but also its sensitivities. To motivate the use of DIFNOs instead of conventional FNOs as surrogate models, we show that accurate surrogate-driven PDE-constrained optimization requires accurate surrogate Fr\'echet derivatives. Then, we establish (i) simultaneous universal approximation of continuously differentiable operators and their Fr\'echet derivatives by FNOs on compact sets, and (ii) universal approximation of continuously differentiable operators by FNOs in weighted Sobolev spaces with input measures that have unbounded supports. Our theoretical results certify the capability of FNOs for accurate derivative-informed operator learning and for the solution of PDE-constrained optimization problems. Furthermore, we develop efficient training schemes that leverage dimensionality reduction and multi-resolution techniques to significantly reduce memory and computational costs in Fr\'echet derivative learning. Numerical examples on nonlinear diffusion--reaction, Helmholtz, and Navier--Stokes equations demonstrate that DIFNOs are superior in sample complexity for operator learning and solving infinite-dimensional PDE-constrained inverse problems, achieving high accuracy at low training sample sizes.

cs.LG

Mixed-Precision Performance Portability of FFT-Based GPU-Accelerated Algorithms for Block-Triangular Toeplitz Matrices

The hardware diversity in leadership-class computing facilities, alongside the immense performance boosts from today's GPUs when computing in lower precision, incentivizes scientific HPC workflows to adopt mixed-precision algorithms and performance portability models. We present an on-the-fly framework using hipify for performance portability and apply it to FFTMatvec - an HPC application that computes matrix-vector products with block-triangular Toeplitz matrices. Our approach enables FFTMatvec, initially a CUDA-only application, to run seamlessly on AMD GPUs with excellent performance. Performance optimizations for AMD GPUs are integrated into the open-source rocBLAS library, keeping the application code unchanged. We then present a dynamic mixed-precision framework for FFTMatvec; a Pareto front analysis determines the optimal mixed-precision configuration for a desired error tolerance. Results are shown for AMD Instinct MI250X, MI300X, and the newly launched MI355X GPUs. The performance-portable, mixed-precision FFTMatvec is scaled to 4,096 GPUs on the OLCF Frontier supercomputer.

cs.DC

Accelerating seismic inversion and uncertainty quantification with efficient high-rank Hessian approximations

Efficient high-rank approximations of the Hessian can accelerate seismic full waveform inversion (FWI) and uncertainty quantification (UQ). In FWI, approximations of the inverse of the Hessian may be used as preconditioners for Newton-type or quasi-Newton algorithms, reducing computational costs and improving recovery in deeper subsurface regions. In Bayesian UQ, Hessian approximations enable the construction of Markov chain Monte Carlo (MCMC) proposals that capture the directional scalings of the posterior, enhancing the efficiency of MCMC. Computing the exact Hessian is intractable for large-scale problems because the Hessian is accessible only through matrix-vector products, and performing each matrix-vector product requires costly solution of wave equations. Moreover, the Hessian is high-rank, which means that low-rank methods, often employed in large-scale inverse problems, are inefficient. We adapt two existing high-rank Hessian approximations -- the point spread function method and the pseudo-differential operator probing method. Building on an observed duality between these approaches, we develop a novel method that unifies their complementary strengths. We validate these methods on a synthetic quadratic model and on the Marmousi model. Numerical experiments show that these high-rank Hessian approximations substantially reduce the computational costs in FWI. In UQ, MCMC samples computed using no Hessian approximation or a low-rank approximation explore the posterior slowly, providing little meaningful statistical information after tens of thousands of iterations and underestimating the variance. At the same time, the effective sample size is overestimated, providing false confidence. In contrast, MCMC samples generated using the high-rank Hessian approximations provide meaningful statistical information about the posterior and more accurately assess the posterior variance.

math.NA

Real-time Bayesian inference at extreme scale: A digital twin for tsunami early warning applied to the Cascadia subduction zone

We present a Bayesian inversion-based digital twin that employs acoustic pressure data from seafloor sensors, along with 3D coupled acoustic-gravity wave equations, to infer earthquake-induced spatiotemporal seafloor motion in real time and forecast tsunami propagation toward coastlines for early warning with quantified uncertainties. Our target is the Cascadia subduction zone, with one billion parameters. Computing the posterior mean alone would require 50 years on a 512 GPU machine. Instead, exploiting the shift invariance of the parameter-to-observable map and devising novel parallel algorithms, we induce a fast offline-online decomposition. The offline component requires just one adjoint wave propagation per sensor; using MFEM, we scale this part of the computation to the full El Capitan system (43,520 GPUs) with 92% weak parallel efficiency. Moreover, given real-time data, the online component exactly solves the Bayesian inverse and forecasting problems in 0.2 seconds on a modest GPU system, a ten-billion-fold speedup.

cs.DC

Dimension reduction for derivative-informed operator learning: An analysis of approximation errors

We study the derivative-informed learning of nonlinear operators between infinite-dimensional separable Hilbert spaces by neural networks. Such operators can arise from the solution of partial differential equations (PDEs), and are used in many simulation-based outer-loop tasks in science and engineering, such as PDE-constrained optimization, Bayesian inverse problems, and optimal experimental design. In these settings, the neural network approximations can be used as surrogate models to accelerate the solution of the outer-loop tasks. However, since outer-loop tasks in infinite dimensions often require knowledge of the underlying geometry, the approximation accuracy of the operator's derivatives can also significantly impact the performance of the surrogate model. Motivated by this, we analyze the approximation errors of neural operators in Sobolev norms over infinite-dimensional Gaussian input measures. We focus on the reduced basis neural operator (RBNO), which uses linear encoders and decoders defined on dominant input/output subspaces spanned by reduced sets of orthonormal bases. To this end, we study two methods for generating the bases; principal component analysis (PCA) and derivative-informed subspaces (DIS), which use the dominant eigenvectors of the covariance of the data or the derivatives as the reduced bases, respectively. We then derive bounds for errors arising from both the dimension reduction and the latent neural network approximation, including the sampling errors associated with the empirical estimation of the PCA/DIS. Our analysis is validated on numerical experiments with elliptic PDEs, where our results show that bases informed by the map (i.e., DIS or output PCA) yield accurate reconstructions and generalization errors for both the operator and its derivatives, while input PCA may underperform unless ranks and training sample sizes are sufficiently large.

math.NA

Goal-Oriented Real-Time Bayesian Inference for Linear Autonomous Dynamical Systems With Application to Digital Twins for Tsunami Early Warning

We present a goal-oriented framework for constructing digital twins with the following properties: (1) they employ discretizations of high-fidelity PDE models governed by autonomous dynamical systems, leading to large-scale forward problems; (2) they solve a linear inverse problem to assimilate observational data to infer uncertain model components followed by a forward prediction of the evolving dynamics; and (3) the entire end-to-end, data-to-inference-to-prediction computation is carried out without approximation and in real time through a Bayesian framework that rigorously accounts for uncertainties. Several challenges must be overcome to realize this framework, including the large scale of the forward problem, the high dimensionality of the parameter space, and for a class of problems including those we target, the slow decay of the singular values of the parameter-to-observable map. Here we introduce a methodology to overcome these challenges by exploiting the autonomous structure of the forward model to decompose the solution of the inverse problem into an offline phase in which the PDE model is solved a limited number of times, and an online phase that computes the parameter inference and prediction of quantities of interest in real time, given observational data. Our goal is to apply this framework to construct digital twins for subduction zones to provide early warning for tsunamis. To this end, we show how our methodology can be used to employ seafloor pressure observations, along with the coupled acoustic-gravity wave equations, to infer the earthquake-induced seafloor motion (discretized with 10^9 parameters) and forecast the tsunami propagation. We present results of an end-to-end inference, prediction, and uncertainty quantification for a representative test problem with 10^8 inversion parameters for which goal-oriented Bayesian inference is accomplished in real time.

math.NA

LazyDINO: Fast, scalable, and efficiently amortized Bayesian inversion via structure-exploiting and surrogate-driven measure transport

We present LazyDINO, a transport map variational inference method for fast, scalable, and efficiently amortized solutions of high-dimensional nonlinear Bayesian inverse problems with expensive parameter-to-observable (PtO) maps. Our method consists of an offline phase in which we construct a derivative-informed neural surrogate of the PtO map using joint samples of the PtO map and its Jacobian. During the online phase, when given observational data, we seek rapid posterior approximation using surrogate-driven training of a lazy map [Brennan et al., NeurIPS, (2020)], i.e., a structure-exploiting transport map with low-dimensional nonlinearity. The trained lazy map then produces approximate posterior samples or density evaluations. Our surrogate construction is optimized for amortized Bayesian inversion using lazy map variational inference. We show that (i) the derivative-based reduced basis architecture [O'Leary-Roseberry et al., Comput. Methods Appl. Mech. Eng., 388 (2022)] minimizes the upper bound on the expected error in surrogate posterior approximation, and (ii) the derivative-informed training formulation [O'Leary-Roseberry et al., J. Comput. Phys., 496 (2024)] minimizes the expected error due to surrogate-driven transport map optimization. Our numerical results demonstrate that LazyDINO is highly efficient in cost amortization for Bayesian inversion. We observe one to two orders of magnitude reduction of offline cost for accurate posterior approximation, compared to simulation-based amortized inference via conditional transport and conventional surrogate-driven transport. In particular, LazyDINO outperforms Laplace approximation consistently using fewer than 1000 offline samples, while other amortized inference methods struggle and sometimes fail at 16,000 offline samples.

math.NA

Real-time aerodynamic load estimation for hypersonics via strain-based inverse maps

This work develops an efficient real-time inverse formulation for inferring the aerodynamic surface pressures on a hypersonic vehicle from sparse measurements of the structural strain. The approach aims to provide real-time estimates of the aerodynamic loads acting on the vehicle for ground and flight testing, as well as guidance, navigation, and control applications. Specifically, the approach targets hypersonic flight conditions where direct measurement of the surface pressures is challenging due to the harsh aerothermal environment. For problems employing a linear elastic structural model, we show that the inference problem can be posed as a least-squares problem with a linear constraint arising from a finite element discretization of the governing elasticity partial differential equation. Due to the linearity of the problem, an explicit solution is given by the normal equations. Pre-computation of the resulting inverse map enables rapid evaluation of the surface pressure and corresponding integrated quantities, such as the force and moment coefficients. The inverse approach additionally allows for uncertainty quantification, providing insights for theoretical recoverability and robustness to sensor noise. Numerical studies demonstrate the estimator performance for reconstructing the surface pressure field, as well as the force and moment coefficients, for the Initial Concept 3.X (IC3X) conceptual hypersonic vehicle.

math.NA

Gaussian mixture Taylor approximations of risk measures constrained by PDEs with Gaussian random field inputs

This work considers the computation of risk measures for quantities of interest governed by PDEs with Gaussian random field parameters using Taylor approximations. While efficient, Taylor approximations are local to the point of expansion, and hence may degrade in accuracy when the variances of the input parameters are large. To address this challenge, we approximate the underlying Gaussian measure by a mixture of Gaussians with reduced variance in a dominant direction of parameter space. Taylor approximations are constructed at the means of each Gaussian mixture component, which are then combined to approximate the risk measures. The formulation is presented in the setting of infinite-dimensional Gaussian random parameters for risk measures including the mean, variance, and conditional value-at-risk. We also provide detailed analysis of the approximations errors arising from two sources: the Gaussian mixture approximation and the Taylor approximations. Numerical experiments are conducted for a semilinear advection-diffusion-reaction equation with a random diffusion coefficient field and for the Helmholtz equation with a random wave speed field. For these examples, the proposed approximation strategy can achieve less than $1\%$ relative error in estimating CVaR with only $\mathcal{O}(10)$ state PDE solves, which is comparable to a standard Monte Carlo estimate with $\mathcal{O}(10^4)$ samples, thus achieving significant reduction in computational cost. The proposed method can therefore serve as a way to rapidly and accurately estimate risk measures under limited computational budgets.

math.NA

Inference of Heterogeneous Material Properties via Infinite-Dimensional Integrated DIC

We present a scalable and efficient framework for the inference of spatially-varying parameters of continuum materials from image observations of their deformations. Our goal is the nondestructive identification of arbitrary damage, defects, anomalies and inclusions without knowledge of their morphology or strength. Since these effects cannot be directly observed, we pose their identification as an inverse problem. Our approach builds on integrated digital image correlation (IDIC, Besnard Hild, Roux, 2006), which poses the image registration and material inference as a monolithic inverse problem, thereby enforcing physical consistency of the image registration using the governing PDE. Existing work on IDIC has focused on low-dimensional parameterizations of materials. In order to accommodate the inference of heterogeneous material propertes that are formally infinite dimensional, we present $\infty$-IDIC, a general formulation of the PDE-constrained coupled image registration and inversion posed directly in the function space setting. This leads to several mathematical and algorithmic challenges arising from the ill-posedness and high dimensionality of the inverse problem. To address ill-posedness, we consider various regularization schemes, namely $H^1$ and total variation for the inference of smooth and sharp features, respectively. To address the computational costs associated with the discretized problem, we use an efficient inexact-Newton CG framework for solving the regularized inverse problem. In numerical experiments, we demonstrate the ability of $\infty$-IDIC to characterize complex, spatially varying Lamé parameter fields of linear elastic and hyperelastic materials. Our method exhibits (i) the ability to recover fine-scale and sharp material features, (ii) mesh-independent convergence performance and hyperparameter selection, (iii) robustness to observational noise.

math.NA

Fast And Scalable FFT-Based GPU-Accelerated Algorithms for Block-Triangular Toeplitz Matrices With Application to Linear Inverse Problems Governed by Autonomous Dynamical Systems

We present an efficient and scalable algorithm for performing matrix-vector multiplications ("matvecs") for block Toeplitz matrices. Such matrices, which are shift-invariant with respect to their blocks, arise in the context of solving inverse problems governed by autonomous systems, and time-invariant systems in particular. In this article, we consider inverse problems that infer unknown parameters from observational data of a linear time-invariant dynamical system given in the form of partial differential equations (PDEs). Matrix-free Newton-conjugate-gradient methods are often the gold standard for solving these inverse problems, but they require numerous actions of the Hessian on a vector. Matrix-free adjoint-based Hessian matvecs require solution of a pair of linearized forward/adjoint PDE solves per Hessian action, which may be prohibitive for large-scale inverse problems. Time invariance of the forward PDE problem leads to a block Toeplitz structure of the discretized parameter-to-observable (p2o) map defining the mapping from inputs (parameters) to outputs (observables) of the PDEs. This block Toeplitz structure enables us to exploit two key properties: (1) compact storage of the p2o map and its adjoint; and (2) efficient fast Fourier transform (FFT)-based Hessian matvecs. The proposed algorithm is mapped onto large multi-GPU clusters and achieves more than 80 percent of peak bandwidth on NVIDIA A100 GPUs. Excellent weak scaling is shown for up to 48 A100 GPUs. For the targeted problems, the implementation executes Hessian matvecs within fractions of a second, which is orders of magnitude faster than can be achieved by conventional matrix-free Hessian matvecs via forward/adjoint PDE solves.

math.NA