arXiv subjects

Tobin Isaac

Publications and source records attributed to Tobin Isaac.

12 recordsLinked to original sources

arXiv2026

Variable Metric Three Operator Splitting

To minimize the sum $f + g + h$ of three convex functions when $f$ is differentiable with a Lipschitz-continuous gradient, we present a proximal algorithm, variable-metric three operator splitting (VMTOS), a generalization of the three operator splitting (TOS) scheme of Davis and Yin. We establish convergence guarantees by controlling changes in the metric. The smallest saddle-point residual among the first $k$ primal-dual iterates is $\tilde{O}(k^{-1/2})$. When $f$ and the convex conjugate $h^*$ are strongly convex and the accepted metrics and their inverses are uniformly bounded, the rate improves to $\tilde{O}(β^k)$ for some $β\in (0,1)$. We develop a practical Barzilai--Borwein update for diagonal metrics that satisfies our bound on metric changes. Under the same strong convexity assumptions, this update guarantees the required uniform metric bounds, yielding R-linear convergence. Numerical experiments on benchmark optimization problems show that VMTOS is competitive with other proximal algorithms.

math.OC↗

arXiv2026

A Portable and Versatile Limited-Memory BFGS Implementation in PETSc/TAO

The limited-memory BFGS (L-BFGS) Hessian update scheme is the critical kernel in many quasi-Newton optimization algorithms. The most common approach to implementing L-BFGS uses $2m$ sequential rank-1 updates as part of solving a linear system when there are $m$ history steps. The performance of this approach suffers when the latency of synchronization is significant, and its poor temporal locality increases the memory traffic when vectors do not fit in cache. The compact dense representation of L-BFGS results in an approach that has minimal synchronization latency and better temporal locality, but it requires an additional pass over the basis vectors and an additional basis that must be recomputed when the $B_0$ matrix changes as in variable-metric methods. In the Portable Extensible Toolkit for Scientific Computation and the Toolkit for Advanced Optimization (PETSc/TAO), we have implemented an intermediate dense formulation of BFGS that retains most of the good characteristics of both the recursive and compact dense approaches. We report single-node performance tests of these implementations on the U.S. Department of Energy's Polaris and Frontier machines, testing both GPU-based and CPU-based computations.

cs.DC↗

arXiv2022

Robust Expected Information Gain for Optimal Bayesian Experimental Design Using Ambiguity Sets

The ranking of experiments by expected information gain (EIG) in Bayesian experimental design is sensitive to changes in the model's prior distribution, and the approximation of EIG yielded by sampling will have errors similar to the use of a perturbed prior. We define and analyze \emph{robust expected information gain} (REIG), a modification of the objective in EIG maximization by minimizing an affine relaxation of EIG over an ambiguity set of distributions that are close to the original prior in KL-divergence. We show that, when combined with a sampling-based approach to estimating EIG, REIG corresponds to a `log-sum-exp' stabilization of the samples used to estimate EIG, meaning that it can be efficiently implemented in practice. Numerical tests combining REIG with variational nested Monte Carlo (VNMC), adaptive contrastive estimation (ACE) and mutual information neural estimation (MINE) suggest that in practice REIG also compensates for the variability of under-sampled estimators.

stat.ML↗

arXiv2022

Inferring ice sheet damage models from limited observations using CRIKit: the Constitutive Relation Inference Toolkit

We examine the prospect of learning ice sheet damage models from observational data. Our approach, implemented in CRIKit (the Constitutive Relation Inference Toolkit), is to model the material time derivative of damage as a frame-invariant neural network, and to optimize the parameters of the model from simulations of the flow of an ice dome. Using the model of Albrecht and Levermann as the ground truth to generate synthetic observations, we measure the difference of optimized neural network models from that model to try to understand how well this process generates models that can then transfer to other ice sheet simulations. The use of so-called "deep-learning" models for constitutive equations, equations of state, sub-grid-scale processes, and other pointwise relations that appear in systems of PDEs has been successful in other disciplines, yet our inference setting has some confounding factors. The first is the type of observations that are available: we compare the quality of the inferred models when the loss of the numerical simulations includes observation misfits throughout the ice, which is unobtainable in real settings, to losses that include only combinations of surface and borehole observations. The second confounding factor is the evolution of damage in an ice sheet, which is advection dominated. The non-local effect of perturbations in a damage models results in loss functions that have both many local minima and many parameter configurations for which the system is unsolvable. Our experience suggests that basic neural networks have several deficiencies that affect the quality of the optimized models. We suggest several approaches to incorporating additional inductive biases into neural networks which may lead to better performance in future work.

cs.CE↗

arXiv2020

Recursive, parameter-free, explicitly defined interpolation nodes for simplices

A rule for constructing interpolation nodes for $n$th degree polynomials on the simplex is presented. These nodes are simple to define recursively from families of 1D node sets, such as the Lobatto-Gauss-Legendre (LGL) nodes. The resulting nodes have attractive properties: they are fully symmetric, they match the 1D family used in construction on the edges of the simplex, and the nodes constructed for the $(d-1)$-simplex are the boundary traces of the nodes constructed for the $d$-simplex. When compared using the Lebesgue constant to other explicit rules for defining interpolation nodes, the nodes recursively constructed from LGL nodes are nearly as good as the "warp & blend" nodes of Warburton in 2D (which, though defined differently, are very similar), and in 3D are better than other known explicit rules by increasing margins for $n > 6$. By that same measure, these recursively defined nodes are not as good as implicitly defined nodes found by optimizing the Lebesgue constant or related functions, but such optimal node sets have yet to be computed for the tetrahedron. A reference python implementation has been distributed as the `recursivenodes` package, but the simplicity of the recursive construction makes them easy to implement.

math.NA↗

arXiv2018

A mixed finite element for weakly-symmetric elasticity

We develop a finite element discretization for the weakly symmetric equations of linear elasticity on tetrahedral meshes. The finite element combines, for $r \geq 0$, discontinuous polynomials of $r$ for the displacement, $H(\mathrm{div})$-conforming polynomials of order $r+1$ for the stress, and $H(\mathrm{curl})$-conforming polynomials of order $r+1$ for the vector representation of the multiplier. We prove that this triplet is stable and has optimal approximation properties. The lowest order case can be combined with inexact quadrature to eliminate the stress and multiplier variables, leaving a compact cell-centered finite volume scheme for the displacement.

math.NA↗

arXiv2017

Bounds on the number of discontinuities of Morton-type space-filling curves

The Morton- or z-curve is one example for a space filling curve: Given a level of refinement L, it maps the interval [0, 2**dL) one-to-one to a set of d-dimensional cubes of edge length 2**-L that form a subdivision of the unit cube. Similar curves have been proposed for triangular and tetrahedral unit domains. In contrast to the Hilbert curve that is continuous, the Morton-type curves produce jumps. We prove that any contiguous subinterval of the curve divides the domain into a bounded number of face-connected subdomains. For the hypercube case and arbitrary dimension, the subdomains are star-shaped and the bound is indeed two. For the simplicial case in dimensions 2 and 3, the bound is proportional to the depth of refinement L. We supplement the paper with theoretical and computational studies on the frequency of jumps for a quantitative assessment.

cs.CG↗

arXiv2016

Strong Scaling for Numerical Weather Prediction at Petascale with the Atmospheric Model NUMA

Numerical weather prediction (NWP) has proven to be computationally challenging due to its inherent multiscale nature. Currently, the highest resolution NWP models use a horizontal resolution of about 10km. In order to increase the resolution of NWP models highly scalable atmospheric models are needed. The Non-hydrostatic Unified Model of the Atmosphere (NUMA), developed by the authors at the Naval Postgraduate School, was designed to achieve this purpose. NUMA is used by the Naval Research Laboratory, Monterey as the engine inside its next generation weather prediction system NEPTUNE. NUMA solves the fully compressible Navier-Stokes equations by means of high-order Galerkin methods (both spectral element as well as discontinuous Galerkin methods can be used). Mesh generation is done using the p4est library. NUMA is capable of running middle and upper atmosphere simulations since it does not make use of the shallow-atmosphere approximation. This paper presents the performance analysis and optimization of the spectral element version of NUMA. The performance at different optimization stages is analyzed using a theoretical performance model as well as measurements via hardware counters. Machine independent optimization is compared to machine specific optimization using BG/Q vector intrinsics. By using vector intrinsics the main computations reach 1.2 PFlops on the entire machine Mira (12% of the theoretical peak performance). The paper also presents scalability studies for two idealized test cases that are relevant for NWP applications. The atmospheric model NUMA delivers an excellent strong scaling efficiency of 99% on the entire supercomputer Mira using a mesh with 1.8 billion grid points. This allows to run a global forecast of a baroclinic wave test case at 3km uniform horizontal resolution and double precision within the time frame required for operational weather prediction.

cs.DC↗

arXiv2015

Scalable and efficient algorithms for the propagation of uncertainty from data through inference to prediction for large-scale problems, with application to flow of the Antarctic ice sheet

The majority of research on efficient and scalable algorithms in computational science and engineering has focused on the forward problem: given parameter inputs, solve the governing equations to determine output quantities of interest. In contrast, here we consider the broader question: given a (large-scale) model containing uncertain parameters, (possibly) noisy observational data, and a prediction quantity of interest, how do we construct efficient and scalable algorithms to (1) infer the model parameters from the data (the deterministic inverse problem), (2) quantify the uncertainty in the inferred parameters (the Bayesian inference problem), and (3) propagate the resulting uncertain parameters through the model to issue predictions with quantified uncertainties (the forward uncertainty propagation problem)? We present efficient and scalable algorithms for this end-to-end, data-to-prediction process under the Gaussian approximation and in the context of modeling the flow of the Antarctic ice sheet and its effect on sea level. The ice is modeled as a viscous, incompressible, creeping, shear-thinning fluid. The observational data come from InSAR satellite measurements of surface ice flow velocity, and the uncertain parameter field to be inferred is the basal sliding parameter. The prediction quantity of interest is the present-day ice mass flux from the Antarctic continent to the ocean. We show that the work required for executing this data-to-prediction process is independent of the state dimension, parameter dimension, data dimension, and number of processor cores. The key to achieving this dimension independence is to exploit the fact that the observational data typically provide only sparse information on model parameters. This property can be exploited to construct a low rank approximation of the linearized parameter-to-observable map.

math.OC↗

arXiv2015

Recursive Algorithms for Distributed Forests of Octrees

The forest-of-octrees approach to parallel adaptive mesh refinement and coarsening (AMR) has recently been demonstrated in the context of a number of large-scale PDE-based applications. Although linear octrees, which store only leaf octants, have an underlying tree structure by definition, it is not often exploited in previously published mesh-related algorithms. This is because the branches are not explicitly stored, and because the topological relationships in meshes, such as the adjacency between cells, introduce dependencies that do not respect the octree hierarchy. In this work we combine hierarchical and topological relationships between octree branches to design efficient recursive algorithms. We present three important algorithms with recursive implementations. The first is a parallel search for leaves matching any of a set of multiple search criteria. The second is a ghost layer construction algorithm that handles arbitrarily refined octrees that are not covered by previous algorithms, which require a 2:1 condition between neighboring leaves. The third is a universal mesh topology iterator. This iterator visits every cell in a domain partition, as well as every interface (face, edge and corner) between these cells. The iterator calculates the local topological information for every interface that it visits, taking into account the nonconforming interfaces that increase the complexity of describing the local topology. To demonstrate the utility of the topology iterator, we use it to compute the numbering and encoding of higher-order $C^0$ nodal basis functions. We analyze the complexity of the new recursive algorithms theoretically, and assess their performance, both in terms of single-processor efficiency and in terms of parallel scalability, demonstrating good weak and strong scaling up to 458k cores of the JUQUEEN supercomputer.

cs.DC↗

arXiv2015

Support for Non-conformal Meshes in PETSc's DMPlex Interface

PETSc's DMPlex interface for unstructured meshes has been extended to support non-conformal meshes. The topological construct that DMPlex implements---the CW-complex---is by definition conformal, so representing non- conformal meshes in a way that hides complexity requires careful attention to the interface between DMPlex and numerical methods such as the finite element method. Our approach---which combines a tree structure for subset- superset relationships and a "reference tree" describing the types of non-conformal interfaces---allows finite element code written for conformal meshes to extend automatically: in particular, all "hanging-node" constraint calculations are handled behind the scenes. We give example code demonstrating the use of this extension, and use it to convert forests of quadtrees and forests of octrees from the p4est library to DMPlex meshes.

cs.MS↗

arXiv2015

Solution of nonlinear Stokes equations discretized by high-order finite elements on nonconforming and anisotropic meshes, with application to ice sheet dynamics

Motivated by the need for efficient and accurate simulation of the dynamics of the polar ice sheets, we design high-order finite element discretizations and scalable solvers for the solution of nonlinear incompressible Stokes equations. We focus on power-law, shear thinning rheologies used in modeling ice dynamics and other geophysical flows. We use nonconforming hexahedral meshes and the conforming inf-sup stable finite element velocity-pressure pairings $\mathbb{Q}_k\times \mathbb{Q}^\text{disc}_{k-2}$ or $\mathbb{Q}_k \times \mathbb{P}^\text{disc}_{k-1}$. To solve the nonlinear equations, we propose a Newton-Krylov method with a block upper triangular preconditioner for the linearized Stokes systems. The diagonal blocks of this preconditioner are sparse approximations of the (1,1)-block and of its Schur complement. The (1,1)-block is approximated using linear finite elements based on the nodes of the high-order discretization, and the application of its inverse is approximated using algebraic multigrid with an incomplete factorization smoother. This preconditioner is designed to be efficient on anisotropic meshes, which are necessary to match the high aspect ratio domains typical for ice sheets. We develop and make available extensions to two libraries---a hybrid meshing scheme for the p4est parallel AMR library, and a modified smoothed aggregation scheme for PETSc---to improve their support for solving PDEs in high aspect ratio domains. In a numerical study, we find that our solver yields fast convergence that is independent of the element aspect ratio, the occurrence of nonconforming interfaces, and of mesh refinement, and that depends only weakly on the polynomial finite element order. We simulate the ice flow in a realistic description of the Antarctic ice sheet derived from field data, and study the parallel scalability of our solver for problems with up to 383M unknowns.

math.NA↗