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Terry Haut

Publications and source records attributed to Terry Haut.

10 recordsLinked to original sources

Time-Dependent PDE-Constrained Optimization via Weak-Form Latent Dynamics

Optimization problems constrained by high-dimensional, time-dependent partial differential equations require repeated forward and sensitivity solves, making high-fidelity optimization computationally prohibitive in many-query design and control settings. We present a weak-form latent-space reduced-order modeling framework for accelerating gradient-based PDE-constrained optimization. The proposed approach builds on Weak-form Latent Space Dynamics Identification (WLaSDI), which compresses high-dimensional solution trajectories into a low-dimensional latent representation and identifies parametric latent dynamics using weak-form system identification. By avoiding explicit numerical differentiation of training trajectories, the weak-form improves robustness to noisy data and yields more reliable surrogate dynamics for optimization. We formulate the resulting reduced PDE-constrained optimization problem and derive both direct-sensitivity and adjoint-based gradient expressions for the learned latent dynamics, enabling scalable gradient evaluation with respect to design parameters. The framework is demonstrated on three time-dependent benchmark problems: thermal radiative transfer for optimal hohlraum design, the two-stream instability Vlasov-Poisson system, and the inviscid Burgers equation. Across these examples, WLaSDI produces accurate optimal designs, remains robust under noisy training data, and delivers substantial computational savings, including speedups of up to five orders of magnitude relative to full-order optimization. These results demonstrate that weak-form latent dynamics provide an efficient and noise-robust surrogate foundation for gradient-based optimization of complex time-dependent PDE systems.

math.OC

Domain decomposition dynamical low-rank for multi-dimensional radiative transfer equations

In this paper, we propose a domain decomposition dynamical low-rank method to solve high-dimensional radiative transfer problems and similar kinetic equations. The algorithm uses a separate low-rank approximation on each spatial subdomain, which means that, for a given accuracy, we can often use a smaller overall rank compared to classic dynamical low-rank methods. In particular, we can solve problems with point sources efficiently, that for classic algorithms require almost full rank. Our algorithm only transfers boundary data between subdomains and is thus very attractive for distributed memory parallelization, where classic dynamical low-rank algorithms suffer from global data dependency. We demonstrate the efficiency of our algorithm by a number of challenging test examples that have both very optical thin and thick regions.

math.NA

Efficient SN-like and PN-like Dynamic Low Rank methods for Thermal Radiative Transfer

Dynamic Low Rank (DLR) methods are a promising way to reduce the computational cost and memory footprint of the high-dimensional thermal radiative transfer (TRT) equations. The TRT equations are a system of nonlinear PDEs that model the energy exhchange between the material temperature and the radiation energy density; due to their high dimensionality, solving the TRT equations is often bottleneck in multi-physics simulations. DLR methods represent the solution in terms of time-evolving SVD-like factors of angle and space. Although previous work has explored DLR methods for TRT, most of the methods have limitations that make them impractical for realistic scenarios and uncompetitive with current non-DLR production codes. Here we develop new PN-like and SN-like Dynamic Low Rank (DLR) methods for TRT. In the SN-like DLR method, we use the time-evolving angular basis functions to select time-evolving angles; this DLR formulation enables us to use the highly optimized SN transport sweep as our main computational kernel, and results in a practical way of leveraging low-rank methods in production TRT codes. In contrast, our PN-like DLR method uses an even-parity formulation and results in positive-definite linear systems to solve for each time step. We demonstrate the methods on several challenging, highly heterogenous problems in two spatial dimensions $(4$D) that these DLR schemes can give significant reduction in angular artifacts (``ray effects'') with the same cost as gold-standard SN methods.

math.NA

Multi-level Parareal algorithm with Averaging for Oscillatory Problems

The present study is an extension of the work done in Parareal convergence for oscillatory pdes with finite time-scale separation (2019), A. G. Peddle, T. Haut, and B. Wingate, [16], and An asymptotic parallel-in-time method for highly oscillatory pdes (2014), T. Haut and B. Wingate, [10], where a two-level Parareal method with averaging is examined. The method proposed in this paper is a multi-level Parareal method with arbitrarily many levels, which is not restricted to the two-level case. We give an asymptotic error estimate which reduces to the two-level estimate for the case when only two levels are considered. Introducing more than two levels has important consequences for the averaging procedure, as we choose separate averaging windows for each of the different levels, which is an additional new feature of the present study. The different averaging windows make the proposed method especially appropriate for multi-scale problems, because we can introduce a level for each intrinsic scale of the problem and adapt the averaging procedure such that we reproduce the behavior of the model on the particular scale resolved by the level. The computational complexity of the new method is investigated and the efficiency is studied on several examples.

math.NA

A short note on the accuracy of the discontinuous Galerkin method with reentrant faces

We study the convergence of the discontinuous Galerkin (DG) method applied to the advection-reaction equation on meshes with reentrant faces. On such meshes, the upwind numerical flux is not smooth, and so the numerical integration of the resulting face terms can only be expected to be first-order accurate. Despite this inexact integration, we prove that the DG method converges with order $\mathcal{O}(h^{p+1/2})$, which is the same rate as in the case of exact integration. Consequently, specialized quadrature rules that accurately integrate the non-smooth numerical fluxes are not required for high-order accuracy. These results are numerically corroborated on examples of linear advection and discrete ordinates transport equations.

math.NA

Model Structural Inference using Local Dynamic Operators

This paper focuses on the problem of quantifying the effects of model-structure uncertainty in the context of time-evolving dynamical systems. This is motivated by multi-model uncertainty in computer physics simulations: developers often make different modeling choices in numerical approximations and process simplifications, leading to different numerical codes that ostensibly represent the same underlying dynamics. We consider model-structure inference as a two-step methodology: the first step is to perform system identification on numerical codes for which it is possible to observe the full state; the second step is structural uncertainty quantification (UQ), in which the goal is to search candidate models "close" to the numerical code surrogates for those that best match a quantity-of-interest (QOI) from some empirical dataset. Specifically, we: (1) define a discrete, local representation of the structure of a partial differential equation, which we refer to as the "local dynamical operator" (LDO); (2) identify model structure non-intrusively from numerical code output; (3) non-intrusively construct a reduced order model (ROM) of the numerical model through POD-DEIM-Galerkin projection; (4) perturb the ROM dynamics to approximate the behavior of alternate model structures; and (5) apply Bayesian inference and energy conservation laws to calibrate a LDO to a given QOI. We demonstrate these techniques using the two-dimensional rotating shallow water (RSW) equations as an example system.

math.DS

Parareal Convergence for Oscillatory PDEs with Finite Time-scale Separation

A variant of the Parareal method for highly oscillatory systems of PDEs was proposed by Haut and Wingate (2014). In that work they proved superlinear conver- gence of the method in the limit of infinite time scale separation. Their coarse solver features a coordinate transformation and a fast-wave averag- ing method inspired by analysis of multiple scales PDEs and is integrated using an HMM-type method. However, for many physical applications the timescale separation is finite, not infinite. In this paper we prove con- vergence for finite timescale separaration by extending the error bound on the coarse propagator to this case. We show that convergence requires the solution of an optimization problem that involves the averaging win- dow interval, the time step, and the parameters in the problem. We also propose a method for choosing the averaging window relative to the time step based as a function of the finite frequencies inherent in the problem.

math.NA

A Decentralized Parallelization-in-Time Approach with Parareal

With steadily increasing parallelism for high-performance architectures, simulations requiring a good strong scalability are prone to be limited in scalability with standard spatial-decomposition strategies at a certain amount of parallel processors. This can be a show-stopper if the simulation results have to be computed with wallclock time restrictions (e.g.\,for weather forecasts) or as fast as possible (e.g. for urgent computing). Here, the time-dimension is the only one left for parallelization and we focus on Parareal as one particular parallelization-in-time method. We discuss a software approach for making Parareal parallelization transparent for application developers, hence allowing fast prototyping for Parareal. Further, we introduce a decentralized Parareal which results in autonomous simulation instances which only require communicating with the previous and next simulation instances, hence with strong locality for communication. This concept is evaluated by a prototypical solver for the rotational shallow-water equations which we use as a representative black-box solver.

cs.DC

A $N$-Body Solver for Square Root Iteration

We develop the Sparse Approximate Matrix Multiply ($\tt SpAMM$) $n$-body solver for first order Newton Schulz iteration of the matrix square root and inverse square root. The solver performs recursive two-sided metric queries on a modified Cauchy-Schwarz criterion, culling negligible sub-volumes of the product-tensor for problems with structured decay in the sub-space metric. These sub-structures are shown to bound the relative error in the matrix-matrix product, and in favorable cases, to enjoy a reduced computational complexity governed by dimensionality reduction of the product volume. A main contribution is demonstration of a new, algebraic locality that develops under contractive identity iteration, with collapse of the metric-subspace onto the identity's plane diagonal, resulting in a stronger $\tt SpAMM$ bound. Also, we carry out a first order {Fr\'{e}chet} analyses for single and dual channel instances of the square root iteration, and look at bifurcations due to ill-conditioning and a too aggressive $\tt SpAMM$ approximation. Then, we show that extreme $\tt SpAMM$ approximation and contractive identity iteration can be achieved for ill-conditioned systems through regularization, and we demonstrate the potential for acceleration with a scoping, product representation of the inverse factor.

math.NA

An asymptotic parallel-in-time method for highly oscillatory PDEs

We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which, alone, can be inefficient for equations that exhibit rapid temporal oscillations). In particular, we use an asymptotic numerical method for computing, in serial, a solution with low accuracy, and a more expensive fine solver for iteratively refining the solutions in parallel. We present examples on the rotating shallow water equations that demonstrate that significant parallel speedup and high accuracy are achievable.

math.NA