arXiv subjects

Robert M. Kirby

Publications and source records attributed to Robert M. Kirby.

At least 55 records · Page 3Linked to original sources

arXiv2021

Structure-preserving Nonlinear Filtering for Continuous and Discontinuous Galerkin Spectral/hp Element Methods

Finite element simulations have been used to solve various partial differential equations (PDEs) that model physical, chemical, and biological phenomena. The resulting discretized solutions to PDEs often do not satisfy requisite physical properties, such as positivity or monotonicity. Such invalid solutions pose both modeling challenges, since the physical interpretation of simulation results is not possible, and computational challenges, since such properties may be required to advance the scheme. We, therefore, consider the problem of computing solutions that preserve these structural solution properties, which we enforce as additional constraints on the solution. We consider in particular the class of convex constraints, which includes positivity and monotonicity. By embedding such constraints as a postprocessing convex optimization procedure, we can compute solutions that satisfy general types of convex constraints. For certain types of constraints (including positivity and monotonicity), the optimization is a filter, i.e., a norm-decreasing operation. We provide a variety of tests on one-dimensional time-dependent PDEs that demonstrate the method's efficacy, and we empirically show that rates of convergence are unaffected by the inclusion of the constraints.

math.NA↗

arXiv2021

Towards an Extrinsic, CG-XFEM Approach Based on Hierarchical Enrichments for Modeling Progressive Fracture

We propose an extrinsic, continuous-Galerkin (CG), extended finite element method (XFEM) that generalizes the work of Hansbo and Hansbo to allow multiple Heaviside enrichments within a single element in a hierarchical manner. This approach enables complex, evolving XFEM surfaces in 3D that cannot be captured using existing CG-XFEM approaches. We describe an implementation of the method for 3D static elasticity with linearized strain for modeling open cracks as a salient step towards modeling progressive fracture. The implementation includes a description of the finite element model, hybrid implicit/explicit representation of enrichments, numerical integration method, and novel degree-of-freedom (DoF) enumeration algorithm. This algorithm supports an arbitrary number of enrichments within an element, while simultaneously maintaining a CG solution across elements. Additionally, our approach easily allows an implementation suitable for distributed computing systems. Enabled by the DoF enumeration algorithm, the proposed method lays the groundwork for a computational tool that efficiently models progressive fracture. To facilitate a discussion of the complex enrichment hierarchies, we develop enrichment diagrams to succinctly describe and visualize the relationships between the enrichments (and the fields they create) within an element. This also provides a unified language for discussing extrinsic XFEM methods in the literature. We compare several methods, relying on the enrichment diagrams to highlight their nuanced differences.

cs.CE↗

arXiv2021

Kernel optimization for Low-Rank Multi-Fidelity Algorithms

One of the major challenges for low-rank multi-fidelity (MF) approaches is the assumption that low-fidelity (LF) and high-fidelity (HF) models admit "similar" low-rank kernel representations. Low-rank MF methods have traditionally attempted to exploit low-rank representations of linear kernels, which are kernel functions of the form $K(u,v) = v^T u$ for vectors $u$ and $v$. However, such linear kernels may not be able to capture low-rank behavior, and they may admit LF and HF kernels that are not similar. Such a situation renders a naive approach to low-rank MF procedures ineffective. In this paper, we propose a novel approach for the selection of a near-optimal kernel function for use in low-rank MF methods. The proposed framework is a two-step strategy wherein: (1) hyperparameters of a library of kernel functions are optimized, and (2) a particular combination of the optimized kernels is selected, through either a convex mixture (Additive Kernels) or through a data-driven optimization (Adaptive Kernels). The two resulting methods for this generalized framework both utilize only the available inexpensive low-fidelity data and thus no evaluation of high-fidelity simulation model is needed until a kernel is chosen. These proposed approaches are tested on five non-trivial problems including multi-fidelity surrogate modeling for one- and two-species molecular systems, gravitational many-body problem, associating polymer networks, plasmonic nano-particle arrays, and an incompressible flow in channels with stenosis. The results for these numerical experiments demonstrate the numerical stability efficiency of both proposed kernel function selection procedures, as well as high accuracy of their resultant predictive models for estimation of quantities of interest. Comparisons against standard linear kernel procedures also demonstrate increased accuracy of the optimized kernel approaches.

math.NA↗

arXiv2020

Structure-preserving function approximation via convex optimization

Approximations of functions with finite data often do not respect certain "structural" properties of the functions. For example, if a given function is non-negative, a polynomial approximation of the function is not necessarily also non-negative. We propose a formalism and algorithms for preserving certain types of such structure in function approximation. In particular, we consider structure corresponding to a convex constraint on the approximant (for which positivity is one example). The approximation problem then converts into a convex feasibility problem, but the feasible set is relatively complicated so that standard convex feasibility algorithms cannot be directly applied. We propose and discuss different algorithms for solving this problem. One of the features of our machinery is flexibility: relatively complicated constraints, such as simultaneously enforcing positivity, monotonicity, and convexity, are fairly straightforward to implement. We demonstrate the success of our algorithm on several problems in univariate function approximation.

math.NA↗

arXiv2019

A Scalable Framework for Solving Fractional Diffusion Equations

The study of fractional order differential operators is receiving renewed attention in many scientific fields. In order to accommodate researchers doing work in these areas, there is a need for highly scalable numerical methods for solving partial differential equations that involve fractional order operators on complex geometries. These operators have desirable special properties that also change the computational considerations in such a way that undermines traditional methods and makes certain other approaches more appealing. We have developed a scalable framework for solving fractional diffusion equations using one such method, specifically the method of eigenfunction expansion. In this paper, we will discuss the specific parallelization strategies used to efficiently compute the full set of eigenvalues and eigenvectors for a discretized Laplace eigenvalue problem and apply them to construct approximate solutions to our fractional order model problems. Additionally, we demonstrate the performance of the method on the Frontera computing cluster and the accuracy of the method on simple geometries using known exact solutions.

cs.DC↗

arXiv2019

Nektar++: enhancing the capability and application of high-fidelity spectral/$hp$ element methods

Nektar++ is an open-source framework that provides a flexible, high-performance and scalable platform for the development of solvers for partial differential equations using the high-order spectral/$hp$ element method. In particular, Nektar++ aims to overcome the complex implementation challenges that are often associated with high-order methods, thereby allowing them to be more readily used in a wide range of application areas. In this paper, we present the algorithmic, implementation and application developments associated with our Nektar++ version 5.0 release. We describe some of the key software and performance developments, including our strategies on parallel I/O, on in situ processing, the use of collective operations for exploiting current and emerging hardware, and interfaces to enable multi-solver coupling. Furthermore, we provide details on a newly developed Python interface that enables a more rapid introduction for new users unfamiliar with spectral/$hp$ element methods, C++ and/or Nektar++. This release also incorporates a number of numerical method developments - in particular: the method of moving frames, which provides an additional approach for the simulation of equations on embedded curvilinear manifolds and domains; a means of handling spatially variable polynomial order; and a novel technique for quasi-3D simulations to permit spatially-varying perturbations to the geometry in the homogeneous direction. Finally, we demonstrate the new application-level features provided in this release, namely: a facility for generating high-order curvilinear meshes called NekMesh; a novel new AcousticSolver for aeroacoustic problems; our development of a 'thick' strip model for the modelling of fluid-structure interaction problems in the context of vortex-induced vibrations. We conclude by commenting some directions for future code development and expansion.

cs.MS↗

arXiv2019

Deep Coregionalization for the Emulation of Spatial-Temporal Fields

Data-driven surrogate models are widely used for applications such as design optimization and uncertainty quantification, where repeated evaluations of an expensive simulator are required. For most partial differential equation (PDE) simulators, the outputs of interest are often spatial or spatial-temporal fields, leading to very high-dimensional outputs. Despite the success of existing data-driven surrogates for high-dimensional outputs, most methods require a significant number of samples to cover the response surface in order to achieve a reasonable degree of accuracy. This demand makes the idea of surrogate models less attractive considering the high computational cost to generate the data. To address this issue, we exploit the multi-fidelity nature of a PDE simulator and introduce deep coregionalization, a Bayesian non-parametric autoregressive framework for efficient emulation of spatial-temporal fields. To effectively extract the output correlations in the context of multi-fidelity data, we develop a novel dimension reduction technique, residual principal component analysis. Our model can simultaneously capture the rich output correlations and the fidelity correlations and make high-fidelity predictions with only a few expensive, high-fidelity simulation samples. We show the advantages of our model in three canonical PDE models and a fluid dynamics problem. The results show that the proposed method cannot only approximate a simulator with significantly less cost (at bout 10%-25%) but also further improve model accuracy.

physics.comp-ph↗

arXiv2019

The Effect of Data Transformations on Scalar Field Topological Analysis of High-Order FEM Solutions

High-order finite element methods (HO-FEM) are gaining popularity in the simulation community due to their success in solving complex flow dynamics. There is an increasing need to analyze the data produced as output by these simulations. Simultaneously, topological analysis tools are emerging as powerful methods for investigating simulation data. However, most of the current approaches to topological analysis have had limited application to HO-FEM simulation data for two reasons. First, the current topological tools are designed for linear data (polynomial degree one), but the polynomial degree of the data output by these simulations is typically higher (routinely up to polynomial degree six). Second, the simulation data and derived quantities of the simulation data have discontinuities at element boundaries, and these discontinuities do not match the input requirements for the topological tools. One solution to both issues is to transform the high-order data to achieve low-order, continuous inputs for topological analysis. Nevertheless, there has been little work evaluating the possible transformation choices and their downstream effect on the topological analysis. We perform an empirical study to evaluate two commonly used data transformation methodologies along with the recently introduced L-SIAC filter for processing high-order simulation data. Our results show diverse behaviors are possible. We offer some guidance about how best to consider a pipeline of topological analysis of HO-FEM simulations with the currently available implementations of topological analysis.

cs.CE↗

arXiv2018

Allocation strategies for high fidelity models in the multifidelity regime

We propose a novel approach to allocating resources for expensive simulations of high fidelity models when used in a multifidelity framework. Allocation decisions that distribute computational resources across several simulation models become extremely important in situations where only a small number of expensive high fidelity simulations can be run. We identify this allocation decision as a problem in optimal subset selection, and subsequently regularize this problem so that solutions can be computed. Our regularized formulation yields a type of group lasso problem that has been studied in the literature to accomplish subset selection. Our numerical results compare performance of algorithms that solve the group lasso problem for algorithmic allocation against a variety of other strategies, including those based on classical linear algebraic pivoting routines and those derived from more modern machine learning-based methods. We demonstrate on well known synthetic problems and more difficult real-world simulations that this group lasso solution to the relaxed optimal subset selection problem performs better than the alternatives.

math.NA↗

arXiv2018

Combined CG-HDG Method for Elliptic Problems: Performance Model

We combine continuous and discontinuous Galerkin methods in the setting of a model diffusion problem. Starting from a hybrid discontinuous formulation, we replace element interiors by more general subsets of the computational domain - groups of elements that support a piecewise-polynomial continuous expansion. This step allows us to identify a~new weak formulation of Dirichlet boundary condition in the continuous framework. We examine the expected performance of a Galerkin solver that would use continuous Galerkin method with weak Dirichlet boundary conditions in each mesh partition and connect partitions weakly using trace variable as in HDG method.

physics.comp-ph↗

arXiv2018

Parametric Topology Optimization with Multi-Resolution Finite Element Models

We present a methodical procedure for topology optimization under uncertainty with multi-resolution finite element models. We use our framework in a bi-fidelity setting where a coarse and a fine mesh corresponding to low- and high-resolution models are available. The inexpensive low-resolution model is used to explore the parameter space and approximate the parameterized high-resolution model and its sensitivity where parameters are considered in both structural load and stiffness. We provide error bounds for bi-fidelity finite element (FE) approximations and their sensitivities and conduct numerical studies to verify these theoretical estimates. We demonstrate our approach on benchmark compliance minimization problems where we show significant reduction in computational cost for expensive problems such as topology optimization under manufacturing variability while generating almost identical designs to those obtained with single resolution mesh. We also compute the parametric Von-Mises stress for the generated designs via our bi-fidelity FE approximation and compare them with standard Monte Carlo simulations. The implementation of our algorithm which extends the well-known 88-line topology optimization code in MATLAB is provided.

math.NA↗

arXiv2018

Convergence Acceleration for Time Dependent Parametric Multifidelity Models

We present a numerical method for convergence acceleration for multifidelity models of parameterized ordinary differential equations. The hierarchy of models is defined as trajectories computed using different timesteps in a time integration scheme. Our first contribution is in novel analysis of the multifidelity procedure, providing a convergence estimate. Our second contribution is development of a three-step algorithm that uses multifidelity surrogates to accelerate convergence: step one uses a multifidelity procedure at three levels to obtain accurate predictions using inexpensive (large timestep) models. Step two uses high-order splines to construct continuous trajectories over time. Finally, step three combines spline predictions at three levels to infer an order of convergence and compute a sequence transformation prediction (in particular we use Richardson extrapolation) that achieves superior error. We demonstrate our procedure on linear and nonlinear systems of parameterized ordinary differential equations.

math.NA↗

arXiv2018

Generation of Nested Quadrature Rules for Generic Weight Functions via Numerical Optimization: Application to Sparse Grids

We present a numerical framework for computing nested quadrature rules for various weight functions. The well-known Kronrod method extends the Gauss-Legendre quadrature by adding new optimal nodes to the existing Gauss nodes for integration of higher order polynomials. Our numerical method generalizes the Kronrod rule for any continuous probability density function on real line with finite moments. We develop a bi-level optimization scheme to solve moment-matching conditions for two levels of main and nested rule and use a penalty method to enforce the constraints on the limits of the nodes and weights. We demonstrate our nested quadrature rule for probability measures on finite/infinite and symmetric/asymmetric supports. We generate Gauss-Kronrod-Patterson rules by slightly modifying our algorithm and present results associated with Chebyshev polynomials which are not reported elsewhere. We finally show the application of our nested rules in construction of sparse grids where we validate the accuracy and efficiency of such nested quadrature-based sparse grids on parameterized boundary and initial value problems in multiple dimensions.

math.NA↗

arXiv2018

RBF-LOI: Augmenting Radial Basis Functions (RBFs) with Least Orthogonal Interpolation (LOI) for Solving PDEs on Surfaces

We present a new method for the solution of PDEs on manifolds $\mathbb{M} \subset \mathbb{R}^d$ of co-dimension one using stable scale-free radial basis function (RBF) interpolation. Our method involves augmenting polyharmonic spline (PHS) RBFs with polynomials to generate RBF-finite difference (RBF-FD) formulas. These polynomial basis elements are obtained using the recently-developed \emph{least orthogonal interpolation} technique (LOI) on each RBF-FD stencil to obtain \emph{local} restrictions of polynomials in $\mathbb{R}^3$ to stencils on $\mathbb{M}$. The resulting RBF-LOI method uses Cartesian coordinates, does not require any intrinsic coordinate systems or projections of points onto tangent planes, and our tests illustrate robustness to stagnation errors. We show that our method produces high orders of convergence for PDEs on the sphere and torus, and present some applications to reaction-diffusion PDEs motivated by biology.

math.NA↗

arXiv2018

Robust Node Generation for Meshfree Discretizations on Irregular Domains and Surfaces

We present a new algorithm for the automatic one-shot generation of scattered node sets on irregular 2D and 3D domains using Poisson disk sampling coupled to novel parameter-free, high-order parametric Spherical Radial Basis Function (SBF)-based geometric modeling of irregular domain boundaries. Our algorithm also automatically modifies the scattered node sets locally for time-varying embedded boundaries in the domain interior. We derive complexity estimates for our node generator in 2D and 3D that establish its scalability, and verify these estimates with timing experiments. We explore the influence of Poisson disk sampling parameters on both quasi-uniformity in the node sets and errors in an RBF-FD discretization of the heat equation. In all cases, our framework requires only a small number of "seed" nodes on domain boundaries. The entire framework exhibits O(N) complexity in both 2D and 3D.

cs.DS↗

arXiv2018

Numerical Integration in Multiple Dimensions with Designed Quadrature

We present a systematic computational framework for generating positive quadrature rules in multiple dimensions on general geometries. A direct moment-matching formulation that enforces exact integration on polynomial subspaces yields nonlinear conditions and geometric constraints on nodes and weights. We use penalty methods to address the geometric constraints, and subsequently solve a quadratic minimization problem via the Gauss-Newton method. Our analysis provides guidance on requisite sizes of quadrature rules for a given polynomial subspace, and furnishes useful user-end stability bounds on error in the quadrature rule in the case when the polynomial moment conditions are violated by a small amount due to, e.g., finite precision limitations or stagnation of the optimization procedure. We present several numerical examples investigating optimal low-degree quadrature rules, Lebesgue constants, and 100-dimensional quadrature. Our capstone examples compare our quadrature approach to popular alternatives, such as sparse grids and quasi-Monte Carlo methods, for problems in linear elasticity and topology optimization.

math.NA↗

arXiv2018

Curvilinear Mesh Adaptation using Radial Basis Function Interpolation and Smoothing

We present a new iterative technique based on radial basis function (RBF) interpolation and smoothing for the generation and smoothing of curvilinear meshes from straight-sided or other curvilinear meshes. Our technique approximates the coordinate deformation maps in both the interior and boundary of the curvilinear output mesh by using only scattered nodes on the boundary of the input mesh as data sites in an interpolation problem. Our technique produces high-quality meshes in the deformed domain even when the deformation maps are singular due to a new iterative algorithm based on modification of the RBF shape parameter. Due to the use of RBF interpolation, our technique is applicable to both 2D and 3D curvilinear mesh generation without significant modification.

math.NA↗

arXiv2017

Exploration of Heterogeneous Data Using Robust Similarity

Heterogeneous data pose serious challenges to data analysis tasks, including exploration and visualization. Current techniques often utilize dimensionality reductions, aggregation, or conversion to numerical values to analyze heterogeneous data. However, the effectiveness of such techniques to find subtle structures such as the presence of multiple modes or detection of outliers is hindered by the challenge to find the proper subspaces or prior knowledge to reveal the structures. In this paper, we propose a generic similarity-based exploration technique that is applicable to a wide variety of datatypes and their combinations, including heterogeneous ensembles. The proposed concept of similarity has a close connection to statistical analysis and can be deployed for summarization, revealing fine structures such as the presence of multiple modes, and detection of anomalies or outliers. We then propose a visual encoding framework that enables the exploration of a heterogeneous dataset in different levels of detail and provides insightful information about both global and local structures. We demonstrate the utility of the proposed technique using various real datasets, including ensemble data.

cs.GR↗