UT-LANL DOE/ASCR ISICLES Project PARADICE: Uncertainty Quantification for Large-Scale Ice Sheet Modeling and Simulation.
|
|
- Ella Wells
- 6 years ago
- Views:
Transcription
1 UT-LANL DOE/ASCR ISICLES Project PARADICE: Uncertainty Quantification for Large-Scale Ice Sheet Modeling and Simulation Omar Ghattas Representing the rest of the UT-Austin/LANL team: Don Blankenship Tan Bui-Thanh Carsten Burstedde Jim Gattiker Dave Higdon Toby Isaac Charles Jackson James Martin Stephen Price Georg Stadler Lucas Wilcox (Bill Lipscomb ) Institute for Computational Engineering and Sciences, UT-Austin Jackson School of Geosciences, UT-Austin Dept. of Mechanical Engineering, UT-Austin COSIM/Fluid Dynamics Group, Los Alamos National Laboratory Statistical Sciences, Los Alamos National Laboratory 1 / 27
2 Overall project goals Create scalable, parallel, adaptive full Stokes ice sheet simulator equipped with deterministic and statistical inversion capabilities Integrate as an alternative dynamics model with CISM Quantify uncertainties in predictions of ice sheet dynamics in West Antarctica through assimilation of observational data 2 / 27
3 Research challenges Scalable linear solvers for variable-coefficient Stokes Scalable nonlinear solvers for nonlinear rheology Adaptivity to resolve flow transitions and high velocity gradients Inverse methods to identify unknown constitutive parameters, basal boundary conditions, and geothermal heat flux Statistical inference methods to estimate uncertainty in unknowns Assimilation of observational data into models to quantify uncertainties in ice sheet dynamics predictions 3 / 27
4 Overview of current parallel AMR framework for creeping non-newtonian Stokesian flow and transport u = 0 [ ( η(t, u) u + u ) ] pi = ρ 0 [1 α (T T 0 )] g ( ) T ρ 0 c t + u T (k T ) = H(u) [ ( n n η u + u ) ] pi n = 0 on Ω u n = 0 and T = T bc on Ω and T = T inc at t = 0 Variables: T (x, t), u(x, t), p(x, t) temperature, velocity, pressure Parameters: Ra Rayleigh number H(u), η(t, u) heat production rate, viscosity ρ 0, T 0 reference density and temperature k, c thermal conductivity, specific heat g, α gravitational acceleration, coefficient of thermal expansion 4 / 27
5 Mantle rheology ( ) 1 ( ) d q n 1 n η(t, u) = r ε 2n Ea + pv a II exp A C OH nrt η(t, u) effective viscosity d grain size C OH water content in parts per million of silicon ε II second invariant of strain rate tensor E a the activation energy p pressure V a activation volume R universal gas constant T temperature A, n, r, q parameters 5 / 27
6 Global mantle flow AMR simulations with realistic rheology and 1km local resolution at plate boundaries using Rhea 6 / 27
7 Global mantle flow AMR simulations with realistic rheology and 1km local resolution at plate boundaries using Rhea 7 / 27
8 p4est: Adaptive parallel forests of octrees library Proc 0 Proc 1 Proc / 27
9 mangll: High-order spectral element discretization library tailored to forest-of-octrees mesh library (p4est) Hexahedral elements with 2:1 nonconforming adapted faces Arbitrary order spectral element basis functions (nodal, GLL) Continuous and discontinuous Galerkin approximations Isoparametric or piecewise diffeomorphic geometry mapping 9 / 27
10 Weak scalability of AMR for advection on spherical shell Excellent scalability from 12 to 220,000 cores 1 Normalized work per core per total run time Parallel efficiency K 32K 65K 130K 220K Number of CPU cores Figure: mesh is adapted every 32 time steps; explicit time stepping; discontinuous Galerkin, 3rd order spectral elements, 3200 elements/core (45B DOF on 220K cores); ORNL Jaguar system 10 / 27
11 Weak scalability of AMR for advection on spherical shell AMR consumes < 30% of overall time (unoptimized implementation) AMR and projection Time integration Percentage of total run time K 32K 65K 130K 220K Number of CPU cores Figure: mesh is adapted every 32 time steps; explicit time stepping; discontinuous Galerkin, 3rd order spectral elements, 3200 elements/core (45B DOF on 220K cores); ORNL Jaguar system 11 / 27
12 Rhea: adaptive mantle convection code Summary of discretization and solution Trilinear FEM for temperature, velocity, and pressure Conforming approximation by algebraic elimination of hanging nodes FEM stabilization: Streamline Upwind/Petrov Galerkin (SUPG) for advection-diffusion system Polynomial pressure projection for stabilization of Stokes equation (Dohrmann and Bochev) Explicit integration of energy equation decouples temperature update from nonlinear Stokes solve Nonlinear Stokes solver: lagged-viscosity (Picard) iteration Linear Stokes solver: MINRES iteration with block preconditioner based on AMG V-cycle and inverse viscosity mass matrix approximation of Schur complement 12 / 27
13 MINRES preconditioner for linear Stokes solve Block factorization of Stokes system: ( ) ( ) ( ) ( ) A B I 0 A 0 I A = 1 B B C BA 1 I 0 (BA 1 B + C) 0 I where A is discrete viscous operator, B is discrete divergence, and C is pressure stabilization Suggests preconditioner of form: «A 0 P = with S = BA 1 B + C 0 S Approximate inverse of A with one V-cycle of Algebraic Multigrid (e.g. ML or BoomerAMG) Approximate S with diagonal inverse-viscosity lumped-mass matrix M (spectrally equivalent in isoviscous case) 13 / 27
14 Independence of solver w.r.t. viscosity variation Using BoomerAMG on Cartesian geometry µ min µ max # MINRES AMG setup solve time per iterations time (s) iteration (s) 1.00e e e e e e e Figure: 216M unknowns, 512 cores 14 / 27
15 Weak scalability of Stokes iterative solver in Rhea #cores #elem/ core #elem #dofs #iter setup time [s] matvecs & inner prod. [s] Vcycle time [s] K 2.68M M 18.7M M 146M M 1.26B M 2.51B Mid-ocean ridge benchmark problem Weak scaling with 5000 elements per core on ORNL Jaguar system Mesh contains elements over a range of three refinements Viscosity varies over an order of magnitude Number of MINRES iterations for decrease of residual by factor of 10 4 AMG setup and V-cycle time based on ML from Trilinos with RCB/Zoltan repartitioning within multigrid hierarchy Matvec/inner product time includes all MINRES time other than preconditioner Note that in practice, AMG setup is amortized over numerous linear solves 15 / 27
16 Inverse ice sheet modeling I Observations: internal layering structure (ice-penetrating radar), surface flow velocity (InSAR), age (from ice cores), surface elevation (altimetry) I Inversion variables: constitutive parameters, basal boundary Background: What affects ice streams? conditions, geothermal heat flux, initial temperature Ice Str ice Bindshadler Ice Stream Margin (N. Nereson) 16 / 27
17 Volume = {52}, InverseYear ice=sheet {2006}}modeling, cont. 17 / 27
18 Inverse ice sheet modeling, cont. UTIG ice penetrating radar 18 / 27
19 A general ice sheet inverse problem minimize F(n, A 0, Q, q B, β B) := u u obs ΓF S + z z obs ΓF S + φ φ obs Ω + n n pr Ω + A 0 A pr 0 Ω + Q Q pr Ω + q q pr ΓB + β β pr ΓB subject to: η(t, u) = 1 2 A 1 n h i u = 0, η(t, u) ( u + u T ) Ip = ρg 1 n ε 2n II, ε II = 1 2 tr( ε2 ), ε = 1 2 ( u+ ut ), A = A 0 exp Q «RT Dz Dt Γ F S = a, σn Γ F S = 0, u n Γ B = 0, n n σn+βbn n u Γ B = 0 ρcu T (K T ) = η tr( ε 2 ), T ΓF S = T F S, K T n ΓB = q B ( φ φ) 1 2 = 1 u, φ Γ F S = 0 19 / 27
20 Example: Inverse problem for parameter n subject to: minimize F := u u obs + n u = 0 [η(t, u) ( u + u T ) Ip ] = ρg ( ) T ρc t + u T (K T ) = η tr( ε 2 ) η(t, u) = 1 2 A 1 n ε II = 1 2 tr( ε2 ) ε 1 n 2n II ε = 1 2 ( u + ut ) ( A = A 0 exp Q ) RT 20 / 27
21 Optimality conditions state equations: u = 0 h i η(t, u) ( u + u T ) Ip = ρg «T ρc t + u T (K T ) = η tr( ε 2 ) adjoint equations: v = D pf u + u T : v + v T = h i ρc S T + S D uη tr( ε 2 ) Sη u + u T D uf «ρc (K S) S D T η tr( ε 2 ) = h i η v + v T Iq + Duη 2 S t + u S D T η 2 u + u T : v + v T D T F control equation (e.g. for parameter n): Z t1» 1 u + u T : v + v T S tr( ε 2 ) D nη D nf= 0 t / 27
22 Mathematical and computational issues encountered in deterministic inversion Beyond generic inverse solver issues, the following must be addressed in the context of the inverse ice sheet problem: Gradient-consistent adjoint discretization schemes Inexact Newton-CG for the inverse problem Hessian preconditioning, multilevel methods Appropriate regularization 22 / 27
23 Bayesian inference for inverse problem Bayesian framework for statistical inverse problem: when data and/or model have uncertainties, solution of inverse problem expressed as a posterior probability density function Central challenge: for inverse problems characterized by high-dimensional parameter spaces, method of choice is to sample the posterior density using Markov chain Monte Carlo (MCMC) For inverse problems characterized by expensive forward simulations, contemporary MCMC methods become prohibitive Intractability of MCMC methods for large-scale statistical inverse problems can be traced to their black-box treatment of the parameter-to-observable map (the forward code) Goal: develop methods that exploit the structure of the parameter-to-observation map (including its derivatives), as has been done successfully in deterministic PDE-constrained optimization Hessian-informed Gaussian process response surface approximation Hessian-preconditioned Langevin methods 23 / 27
24 Bayesian formulation of statistical inverse problem Given: π pr (x) := prior p.d.f. of model parameters x π obs (y) := prior p.d.f. of the observables y π model (y x) := conditional p.d.f. relating y and x Then posterior p.d.f. of model parameters is given by: π post (x) def = π post (x y obs ) π obs (y)π model (y x) π pr (x) dy µ(y) Y π pr (x) π(y obs x) From A. Tarantola, Inverse Problem Theory, SIAM, / 27
25 Gaussian additive noise Given the parameter-to-observable map y = f(x), a common noise model is Gaussian additive noise: y obs = f(x) + ε, ε N (0, Γ noise ) If the prior is taken as Gaussian with mean x pr and covariance Γ pr, then the posterior can be written ( ) π post (x) exp 1 2 f(x) y obs 2 1 Γ 1 2 x x pr 2 Γ 1 noise pr Note that most likely point is given by def x MAP = arg max π post (x) x 1 = arg min x 2 f(x) y obs Γ 1 2 x x pr 2 Γ 1 noise pr This is an (appropriately weighted) deterministic inverse problem! 25 / 27
26 Gaussian additive noise, linear inverse problem Suppose further the parameter-to-observable map is linear, i.e. y = F x Then the posterior can be written π post (x) exp ( 1 2 F x y obs 2 Γ 1 noise The posterior is then Gaussian with x N (x MAP, Γ post ) 1 2 x x pr 2 Γ 1 pr The covariance is the inverse Hessian of the negative log posterior: Γ 1 post = F T ΓnoiseF 1 + Γ 1 pr = 2 x( log π post ) ) I.e., the covariance is given by the inverse Hessian of the regularized misfit function that is minimized by deterministic methods 26 / 27
27 Summary of mathematical/computational research agenda Overall goal: Scalable, parallel, adaptive full Stokes ice sheet simulator equipped with deterministic and statistical inversion capabilities Base level enhancements to existing nonlinear Stokes code free surface basal boundary conditions Further forward solver enhancements (as needed) high order spectral element DG/CG discretization fully implicit time integration full Newton solver Deterministic inversion gradient-consistent/adjoint-appropriate discretization globalization of inexact Newton-CG solver multilevel Hessian preconditioner regularization Statistical inversion reduce-then-sample: Gaussian process response surface methods sample-then-reduce: Langevin-based proposals for MCMC 27 / 27
Towards Large-Scale Computational Science and Engineering with Quantifiable Uncertainty
Towards Large-Scale Computational Science and Engineering with Quantifiable Uncertainty Tan Bui-Thanh Computational Engineering and Optimization (CEO) Group Department of Aerospace Engineering and Engineering
More informationScalable algorithms for optimal experimental design for infinite-dimensional nonlinear Bayesian inverse problems
Scalable algorithms for optimal experimental design for infinite-dimensional nonlinear Bayesian inverse problems Alen Alexanderian (Math/NC State), Omar Ghattas (ICES/UT-Austin), Noémi Petra (Applied Math/UC
More information1.1 Modeling Mantle Convection With Plates. Mantle convection and associated plate tectonics are principal controls on the thermal and
1 Chapter 1 Introduction Portions originally published in: Stadler, G., Gurnis, M., Burstedde, C., Wilcox, L. C., Alisic, L., & Ghattas, O. (2010). The dynamics of plate tectonics and mantle flow: From
More informationStochastic Collocation Methods for Polynomial Chaos: Analysis and Applications
Stochastic Collocation Methods for Polynomial Chaos: Analysis and Applications Dongbin Xiu Department of Mathematics, Purdue University Support: AFOSR FA955-8-1-353 (Computational Math) SF CAREER DMS-64535
More informationUncertainty quantification for inverse problems with a weak wave-equation constraint
Uncertainty quantification for inverse problems with a weak wave-equation constraint Zhilong Fang*, Curt Da Silva*, Rachel Kuske** and Felix J. Herrmann* *Seismic Laboratory for Imaging and Modeling (SLIM),
More informationUncertainty quantification for Wavefield Reconstruction Inversion
Uncertainty quantification for Wavefield Reconstruction Inversion Zhilong Fang *, Chia Ying Lee, Curt Da Silva *, Felix J. Herrmann *, and Rachel Kuske * Seismic Laboratory for Imaging and Modeling (SLIM),
More informationFast Iterative Solution of Saddle Point Problems
Michele Benzi Department of Mathematics and Computer Science Emory University Atlanta, GA Acknowledgments NSF (Computational Mathematics) Maxim Olshanskii (Mech-Math, Moscow State U.) Zhen Wang (PhD student,
More informationTHE SCIENCE OF ICE SHEETS: THE MATHEMATICAL MODELING AND COMPUTATIONAL SIMULATION OF ICE FLOWS
THE SCIENCE OF ICE SHEETS: THE MATHEMATICAL MODELING AND COMPUTATIONAL SIMULATION OF ICE FLOWS Max Gunzburger Department of Scientific Computing, Florida State University Collaborators: Mauro Perego (Florida
More informationDiscrete Projection Methods for Incompressible Fluid Flow Problems and Application to a Fluid-Structure Interaction
Discrete Projection Methods for Incompressible Fluid Flow Problems and Application to a Fluid-Structure Interaction Problem Jörg-M. Sautter Mathematisches Institut, Universität Düsseldorf, Germany, sautter@am.uni-duesseldorf.de
More informationAdaptive C1 Macroelements for Fourth Order and Divergence-Free Problems
Adaptive C1 Macroelements for Fourth Order and Divergence-Free Problems Roy Stogner Computational Fluid Dynamics Lab Institute for Computational Engineering and Sciences University of Texas at Austin March
More informationTectonic evolution at mid-ocean ridges: geodynamics and numerical modeling. Second HPC-GA Workshop
.. Tectonic evolution at mid-ocean ridges: geodynamics and numerical modeling. Second HPC-GA Workshop Marco Cuffaro, Edie Miglio, Mattia Penati, Marco Viganò Politecnico di Milano - MOX, Dipartimento di
More informationICES REPORT March Tan Bui-Thanh And Mark Andrew Girolami
ICES REPORT 4- March 4 Solving Large-Scale Pde-Constrained Bayesian Inverse Problems With Riemann Manifold Hamiltonian Monte Carlo by Tan Bui-Thanh And Mark Andrew Girolami The Institute for Computational
More informationA Robust Preconditioned Iterative Method for the Navier-Stokes Equations with High Reynolds Numbers
Applied and Computational Mathematics 2017; 6(4): 202-207 http://www.sciencepublishinggroup.com/j/acm doi: 10.11648/j.acm.20170604.18 ISSN: 2328-5605 (Print); ISSN: 2328-5613 (Online) A Robust Preconditioned
More informationIterative methods for positive definite linear systems with a complex shift
Iterative methods for positive definite linear systems with a complex shift William McLean, University of New South Wales Vidar Thomée, Chalmers University November 4, 2011 Outline 1. Numerical solution
More informationScalable Algorithms for Optimal Control of Systems Governed by PDEs Under Uncertainty
Scalable Algorithms for Optimal Control of Systems Governed by PDEs Under Uncertainty Alen Alexanderian 1, Omar Ghattas 2, Noémi Petra 3, Georg Stadler 4 1 Department of Mathematics North Carolina State
More informationDETAILS ABOUT THE TECHNIQUE. We use a global mantle convection model (Bunge et al., 1997) in conjunction with a
DETAILS ABOUT THE TECHNIQUE We use a global mantle convection model (Bunge et al., 1997) in conjunction with a global model of the lithosphere (Kong and Bird, 1995) to compute plate motions consistent
More informationGame Physics. Game and Media Technology Master Program - Utrecht University. Dr. Nicolas Pronost
Game and Media Technology Master Program - Utrecht University Dr. Nicolas Pronost Soft body physics Soft bodies In reality, objects are not purely rigid for some it is a good approximation but if you hit
More informationDimension-Independent likelihood-informed (DILI) MCMC
Dimension-Independent likelihood-informed (DILI) MCMC Tiangang Cui, Kody Law 2, Youssef Marzouk Massachusetts Institute of Technology 2 Oak Ridge National Laboratory 2 August 25 TC, KL, YM DILI MCMC USC
More informationSoft Bodies. Good approximation for hard ones. approximation breaks when objects break, or deform. Generalization: soft (deformable) bodies
Soft-Body Physics Soft Bodies Realistic objects are not purely rigid. Good approximation for hard ones. approximation breaks when objects break, or deform. Generalization: soft (deformable) bodies Deformed
More informationSolving PDEs with Multigrid Methods p.1
Solving PDEs with Multigrid Methods Scott MacLachlan maclachl@colorado.edu Department of Applied Mathematics, University of Colorado at Boulder Solving PDEs with Multigrid Methods p.1 Support and Collaboration
More informationInversion of Airborne Contaminants in a Regional Model
Inversion of Airborne Contaminants in a Regional Model Volkan Akcelik 1,GeorgeBiros 2, Andrei Draganescu 4, Omar Ghattas 3, Judith Hill 4, and Bart van Bloemen Waanders 4 1 Stanford Linear Accelerator
More informationA Review of Preconditioning Techniques for Steady Incompressible Flow
Zeist 2009 p. 1/43 A Review of Preconditioning Techniques for Steady Incompressible Flow David Silvester School of Mathematics University of Manchester Zeist 2009 p. 2/43 PDEs Review : 1984 2005 Update
More informationA finite element solver for ice sheet dynamics to be integrated with MPAS
A finite element solver for ice sheet dynamics to be integrated with MPAS Mauro Perego in collaboration with FSU, ORNL, LANL, Sandia February 6, CESM LIWG Meeting, Boulder (CO), 202 Outline Introduction
More informationA SCALED STOCHASTIC NEWTON ALGORITHM FOR MARKOV CHAIN MONTE CARLO SIMULATIONS
A SCALED STOCHASTIC NEWTON ALGORITHM FOR MARKOV CHAIN MONTE CARLO SIMULATIONS TAN BUI-THANH AND OMAR GHATTAS Abstract. We propose a scaled stochastic Newton algorithm ssn) for local Metropolis-Hastings
More informationAn Efficient Low Memory Implicit DG Algorithm for Time Dependent Problems
An Efficient Low Memory Implicit DG Algorithm for Time Dependent Problems P.-O. Persson and J. Peraire Massachusetts Institute of Technology 2006 AIAA Aerospace Sciences Meeting, Reno, Nevada January 9,
More information1 Exercise: Linear, incompressible Stokes flow with FE
Figure 1: Pressure and velocity solution for a sinking, fluid slab impinging on viscosity contrast problem. 1 Exercise: Linear, incompressible Stokes flow with FE Reading Hughes (2000), sec. 4.2-4.4 Dabrowski
More informationGetting started: CFD notation
PDE of p-th order Getting started: CFD notation f ( u,x, t, u x 1,..., u x n, u, 2 u x 1 x 2,..., p u p ) = 0 scalar unknowns u = u(x, t), x R n, t R, n = 1,2,3 vector unknowns v = v(x, t), v R m, m =
More informationEfficient Solvers for Stochastic Finite Element Saddle Point Problems
Efficient Solvers for Stochastic Finite Element Saddle Point Problems Catherine E. Powell c.powell@manchester.ac.uk School of Mathematics University of Manchester, UK Efficient Solvers for Stochastic Finite
More informationUncertainty Quantification in Viscous Hypersonic Flows using Gradient Information and Surrogate Modeling
Uncertainty Quantification in Viscous Hypersonic Flows using Gradient Information and Surrogate Modeling Brian A. Lockwood, Markus P. Rumpfkeil, Wataru Yamazaki and Dimitri J. Mavriplis Mechanical Engineering
More informationFEM techniques for nonlinear fluids
FEM techniques for nonlinear fluids From non-isothermal, pressure and shear dependent viscosity models to viscoelastic flow A. Ouazzi, H. Damanik, S. Turek Institute of Applied Mathematics, LS III, TU
More informationImplicit Solution of Viscous Aerodynamic Flows using the Discontinuous Galerkin Method
Implicit Solution of Viscous Aerodynamic Flows using the Discontinuous Galerkin Method Per-Olof Persson and Jaime Peraire Massachusetts Institute of Technology 7th World Congress on Computational Mechanics
More informationA High-Order Galerkin Solver for the Poisson Problem on the Surface of the Cubed Sphere
A High-Order Galerkin Solver for the Poisson Problem on the Surface of the Cubed Sphere Michael Levy University of Colorado at Boulder Department of Applied Mathematics August 10, 2007 Outline 1 Background
More informationMultigrid and Iterative Strategies for Optimal Control Problems
Multigrid and Iterative Strategies for Optimal Control Problems John Pearson 1, Stefan Takacs 1 1 Mathematical Institute, 24 29 St. Giles, Oxford, OX1 3LB e-mail: john.pearson@worc.ox.ac.uk, takacs@maths.ox.ac.uk
More informationPDE Solvers for Fluid Flow
PDE Solvers for Fluid Flow issues and algorithms for the Streaming Supercomputer Eran Guendelman February 5, 2002 Topics Equations for incompressible fluid flow 3 model PDEs: Hyperbolic, Elliptic, Parabolic
More informationAlgebraic Multigrid as Solvers and as Preconditioner
Ò Algebraic Multigrid as Solvers and as Preconditioner Domenico Lahaye domenico.lahaye@cs.kuleuven.ac.be http://www.cs.kuleuven.ac.be/ domenico/ Department of Computer Science Katholieke Universiteit Leuven
More informationEfficient FEM-multigrid solver for granular material
Efficient FEM-multigrid solver for granular material S. Mandal, A. Ouazzi, S. Turek Chair for Applied Mathematics and Numerics (LSIII), TU Dortmund STW user committee meeting Enschede, 25th September,
More informationIntroduction. Finite and Spectral Element Methods Using MATLAB. Second Edition. C. Pozrikidis. University of Massachusetts Amherst, USA
Introduction to Finite and Spectral Element Methods Using MATLAB Second Edition C. Pozrikidis University of Massachusetts Amherst, USA (g) CRC Press Taylor & Francis Group Boca Raton London New York CRC
More informationHybrid Discontinuous Galerkin methods for incompressible flow problems
Hybrid Discontinuous Galerkin methods incompressible flow problems Christoph Lehrenfeld, Joachim Schöberl MathCCES Computational Mathematics in Engineering Workshop Linz, May 31 - June 1, 2010 Contents
More informationBayesian parameter estimation in predictive engineering
Bayesian parameter estimation in predictive engineering Damon McDougall Institute for Computational Engineering and Sciences, UT Austin 14th August 2014 1/27 Motivation Understand physical phenomena Observations
More informationINTRODUCTION TO FINITE ELEMENT METHODS ON ELLIPTIC EQUATIONS LONG CHEN
INTROUCTION TO FINITE ELEMENT METHOS ON ELLIPTIC EQUATIONS LONG CHEN CONTENTS 1. Poisson Equation 1 2. Outline of Topics 3 2.1. Finite ifference Method 3 2.2. Finite Element Method 3 2.3. Finite Volume
More informationFast solvers for steady incompressible flow
ICFD 25 p.1/21 Fast solvers for steady incompressible flow Andy Wathen Oxford University wathen@comlab.ox.ac.uk http://web.comlab.ox.ac.uk/~wathen/ Joint work with: Howard Elman (University of Maryland,
More informationSolution Methods. Steady State Diffusion Equation. Lecture 04
Solution Methods Steady State Diffusion Equation Lecture 04 1 Solution methods Focus on finite volume method. Background of finite volume method. Discretization example. General solution method. Convergence.
More informationDue Tuesday, November 23 nd, 12:00 midnight
Due Tuesday, November 23 nd, 12:00 midnight This challenging but very rewarding homework is considering the finite element analysis of advection-diffusion and incompressible fluid flow problems. Problem
More informationFast algorithms for the inverse medium problem. George Biros University of Pennsylvania
Fast algorithms for the inverse medium problem George Biros University of Pennsylvania Acknowledgments S. Adavani, H. Sundar, S. Rahul (grad students) C. Davatzikos, D. Shen, H. Litt (heart project) Akcelic,
More informationOptimisation under Uncertainty with Stochastic PDEs for the History Matching Problem in Reservoir Engineering
Optimisation under Uncertainty with Stochastic PDEs for the History Matching Problem in Reservoir Engineering Hermann G. Matthies Technische Universität Braunschweig wire@tu-bs.de http://www.wire.tu-bs.de
More informationChapter 6. Finite Element Method. Literature: (tiny selection from an enormous number of publications)
Chapter 6 Finite Element Method Literature: (tiny selection from an enormous number of publications) K.J. Bathe, Finite Element procedures, 2nd edition, Pearson 2014 (1043 pages, comprehensive). Available
More informationNewton-Multigrid Least-Squares FEM for S-V-P Formulation of the Navier-Stokes Equations
Newton-Multigrid Least-Squares FEM for S-V-P Formulation of the Navier-Stokes Equations A. Ouazzi, M. Nickaeen, S. Turek, and M. Waseem Institut für Angewandte Mathematik, LSIII, TU Dortmund, Vogelpothsweg
More informationSpring 2014: Computational and Variational Methods for Inverse Problems CSE 397/GEO 391/ME 397/ORI 397 Assignment 4 (due 14 April 2014)
Spring 2014: Computational and Variational Methods for Inverse Problems CSE 397/GEO 391/ME 397/ORI 397 Assignment 4 (due 14 April 2014) The first problem in this assignment is a paper-and-pencil exercise
More informationNonlinear Model Reduction for Uncertainty Quantification in Large-Scale Inverse Problems
Nonlinear Model Reduction for Uncertainty Quantification in Large-Scale Inverse Problems Krzysztof Fidkowski, David Galbally*, Karen Willcox* (*MIT) Computational Aerospace Sciences Seminar Aerospace Engineering
More informationConvergence and accuracy of sea ice dynamics solvers. Martin Losch (AWI) Annika Fuchs (AWI), Jean-François Lemieux (EC)
Convergence and accuracy of sea ice dynamics solvers Martin Losch (AWI) Annika Fuchs (AWI), Jean-François Lemieux (EC) Sea ice thickness with MITgcm (JPL) Review of 2D momentum equations m Du Dt = mf k
More informationc 2016 Society for Industrial and Applied Mathematics
SIAM J. SCI. COMPUT. Vol. 8, No. 5, pp. A779 A85 c 6 Society for Industrial and Applied Mathematics ACCELERATING MARKOV CHAIN MONTE CARLO WITH ACTIVE SUBSPACES PAUL G. CONSTANTINE, CARSON KENT, AND TAN
More informationEfficient Augmented Lagrangian-type Preconditioning for the Oseen Problem using Grad-Div Stabilization
Efficient Augmented Lagrangian-type Preconditioning for the Oseen Problem using Grad-Div Stabilization Timo Heister, Texas A&M University 2013-02-28 SIAM CSE 2 Setting Stationary, incompressible flow problems
More informationChapter 1. Continuum mechanics review. 1.1 Definitions and nomenclature
Chapter 1 Continuum mechanics review We will assume some familiarity with continuum mechanics as discussed in the context of an introductory geodynamics course; a good reference for such problems is Turcotte
More informationUQ Benchmark Problems for Multiphysics Modeling
SIAMUQ UQ Challenge Benchmarks UQ Benchmark Problems for Multiphysics Modeling Maarten Arnst March 31, 2014 SIAMUQ UQ Challenge Benchmarks 1 / 25 Motivation Previous presentation at USNCCM2013 UQ Challenge
More informationNumerical Solution I
Numerical Solution I Stationary Flow R. Kornhuber (FU Berlin) Summerschool Modelling of mass and energy transport in porous media with practical applications October 8-12, 2018 Schedule Classical Solutions
More informationChapter 2 Finite Element Formulations
Chapter 2 Finite Element Formulations The governing equations for problems solved by the finite element method are typically formulated by partial differential equations in their original form. These are
More informationAn introduction to PDE-constrained optimization
An introduction to PDE-constrained optimization Wolfgang Bangerth Department of Mathematics Texas A&M University 1 Overview Why partial differential equations? Why optimization? Examples of PDE optimization
More informationChapter 9: Differential Analysis
9-1 Introduction 9-2 Conservation of Mass 9-3 The Stream Function 9-4 Conservation of Linear Momentum 9-5 Navier Stokes Equation 9-6 Differential Analysis Problems Recall 9-1 Introduction (1) Chap 5: Control
More informationSolving Large Nonlinear Sparse Systems
Solving Large Nonlinear Sparse Systems Fred W. Wubs and Jonas Thies Computational Mechanics & Numerical Mathematics University of Groningen, the Netherlands f.w.wubs@rug.nl Centre for Interdisciplinary
More informationThe University of Auckland Applied Mathematics Bayesian Methods for Inverse Problems : why and how Colin Fox Tiangang Cui, Mike O Sullivan (Auckland),
The University of Auckland Applied Mathematics Bayesian Methods for Inverse Problems : why and how Colin Fox Tiangang Cui, Mike O Sullivan (Auckland), Geoff Nicholls (Statistics, Oxford) fox@math.auckland.ac.nz
More informationNumerical methods for the Navier- Stokes equations
Numerical methods for the Navier- Stokes equations Hans Petter Langtangen 1,2 1 Center for Biomedical Computing, Simula Research Laboratory 2 Department of Informatics, University of Oslo Dec 6, 2012 Note:
More informationc 2012 Society for Industrial and Applied Mathematics
SIAM J. SCI. COMPUT. Vol. 34, No. 6, pp. A2837 A2871 c 2012 Society for Industrial and Applied Mathematics ADAPTIVE HESSIAN-BASED NONSTATIONARY GAUSSIAN PROCESS RESPONSE SURFACE METHOD FOR PROBABILITY
More informationAlgebraic flux correction and its application to convection-dominated flow. Matthias Möller
Algebraic flux correction and its application to convection-dominated flow Matthias Möller matthias.moeller@math.uni-dortmund.de Institute of Applied Mathematics (LS III) University of Dortmund, Germany
More informationBayesian Regression Linear and Logistic Regression
When we want more than point estimates Bayesian Regression Linear and Logistic Regression Nicole Beckage Ordinary Least Squares Regression and Lasso Regression return only point estimates But what if we
More informationChapter 9: Differential Analysis of Fluid Flow
of Fluid Flow Objectives 1. Understand how the differential equations of mass and momentum conservation are derived. 2. Calculate the stream function and pressure field, and plot streamlines for a known
More informationA Global Atmospheric Model. Joe Tribbia NCAR Turbulence Summer School July 2008
A Global Atmospheric Model Joe Tribbia NCAR Turbulence Summer School July 2008 Outline Broad overview of what is in a global climate/weather model of the atmosphere Spectral dynamical core Some results-climate
More informationStabilization and Acceleration of Algebraic Multigrid Method
Stabilization and Acceleration of Algebraic Multigrid Method Recursive Projection Algorithm A. Jemcov J.P. Maruszewski Fluent Inc. October 24, 2006 Outline 1 Need for Algorithm Stabilization and Acceleration
More informationHierarchical Parallel Solution of Stochastic Systems
Hierarchical Parallel Solution of Stochastic Systems Second M.I.T. Conference on Computational Fluid and Solid Mechanics Contents: Simple Model of Stochastic Flow Stochastic Galerkin Scheme Resulting Equations
More informationUncertainty analysis of large-scale systems using domain decomposition
Center for Turbulence Research Annual Research Briefs 2007 143 Uncertainty analysis of large-scale systems using domain decomposition By D. Ghosh, C. Farhat AND P. Avery 1. Motivation and objectives A
More informationModelling ice shelf basal melt with Glimmer-CISM coupled to a meltwater plume model
Modelling ice shelf basal melt with Glimmer-CISM coupled to a meltwater plume model Carl Gladish NYU CIMS February 17, 2010 Carl Gladish (NYU CIMS) Glimmer-CISM + Plume February 17, 2010 1 / 24 Acknowledgements
More informationFully Bayesian Deep Gaussian Processes for Uncertainty Quantification
Fully Bayesian Deep Gaussian Processes for Uncertainty Quantification N. Zabaras 1 S. Atkinson 1 Center for Informatics and Computational Science Department of Aerospace and Mechanical Engineering University
More informationForward Problems and their Inverse Solutions
Forward Problems and their Inverse Solutions Sarah Zedler 1,2 1 King Abdullah University of Science and Technology 2 University of Texas at Austin February, 2013 Outline 1 Forward Problem Example Weather
More informationMini-Course 07 Kalman Particle Filters. Henrique Massard da Fonseca Cesar Cunha Pacheco Wellington Bettencurte Julio Dutra
Mini-Course 07 Kalman Particle Filters Henrique Massard da Fonseca Cesar Cunha Pacheco Wellington Bettencurte Julio Dutra Agenda State Estimation Problems & Kalman Filter Henrique Massard Steady State
More informationWell-balanced DG scheme for Euler equations with gravity
Well-balanced DG scheme for Euler equations with gravity Praveen Chandrashekar praveen@tifrbng.res.in Center for Applicable Mathematics Tata Institute of Fundamental Research Bangalore 560065 Dept. of
More informationIntroduction to Heat and Mass Transfer. Week 9
Introduction to Heat and Mass Transfer Week 9 補充! Multidimensional Effects Transient problems with heat transfer in two or three dimensions can be considered using the solutions obtained for one dimensional
More informationDynamic System Identification using HDMR-Bayesian Technique
Dynamic System Identification using HDMR-Bayesian Technique *Shereena O A 1) and Dr. B N Rao 2) 1), 2) Department of Civil Engineering, IIT Madras, Chennai 600036, Tamil Nadu, India 1) ce14d020@smail.iitm.ac.in
More informationANALYSIS OF AUGMENTED LAGRANGIAN-BASED PRECONDITIONERS FOR THE STEADY INCOMPRESSIBLE NAVIER-STOKES EQUATIONS
ANALYSIS OF AUGMENTED LAGRANGIAN-BASED PRECONDITIONERS FOR THE STEADY INCOMPRESSIBLE NAVIER-STOKES EQUATIONS MICHELE BENZI AND ZHEN WANG Abstract. We analyze a class of modified augmented Lagrangian-based
More informationAn Empirical Comparison of Graph Laplacian Solvers
An Empirical Comparison of Graph Laplacian Solvers Kevin Deweese 1 Erik Boman 2 John Gilbert 1 1 Department of Computer Science University of California, Santa Barbara 2 Scalable Algorithms Department
More informationCompressible Navier-Stokes (Euler) Solver based on Deal.II Library
Compressible Navier-Stokes (Euler) Solver based on Deal.II Library Lei Qiao Northwestern Polytechnical University Xi an, China Texas A&M University College Station, Texas Fifth deal.ii Users and Developers
More informationA comparison of preconditioners for incompressible Navier Stokes solvers
INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS Int. J. Numer. Meth. Fluids (2007) Published online in Wiley InterScience (www.interscience.wiley.com)..1684 A comparison of preconditioners for incompressible
More informationBayesian Inverse problem, Data assimilation and Localization
Bayesian Inverse problem, Data assimilation and Localization Xin T Tong National University of Singapore ICIP, Singapore 2018 X.Tong Localization 1 / 37 Content What is Bayesian inverse problem? What is
More informationLinear Solvers. Andrew Hazel
Linear Solvers Andrew Hazel Introduction Thus far we have talked about the formulation and discretisation of physical problems...... and stopped when we got to a discrete linear system of equations. Introduction
More informationVariational Learning : From exponential families to multilinear systems
Variational Learning : From exponential families to multilinear systems Ananth Ranganathan th February 005 Abstract This note aims to give a general overview of variational inference on graphical models.
More informationParallelizing large scale time domain electromagnetic inverse problem
Parallelizing large scale time domain electromagnetic inverse problems Eldad Haber with: D. Oldenburg & R. Shekhtman + Emory University, Atlanta, GA + The University of British Columbia, Vancouver, BC,
More information(Extended) Kalman Filter
(Extended) Kalman Filter Brian Hunt 7 June 2013 Goals of Data Assimilation (DA) Estimate the state of a system based on both current and all past observations of the system, using a model for the system
More informationProbabilistic Graphical Models
Probabilistic Graphical Models Brown University CSCI 295-P, Spring 213 Prof. Erik Sudderth Lecture 11: Inference & Learning Overview, Gaussian Graphical Models Some figures courtesy Michael Jordan s draft
More informationFEniCS Course. Lecture 0: Introduction to FEM. Contributors Anders Logg, Kent-Andre Mardal
FEniCS Course Lecture 0: Introduction to FEM Contributors Anders Logg, Kent-Andre Mardal 1 / 46 What is FEM? The finite element method is a framework and a recipe for discretization of mathematical problems
More informationConstrained Minimization and Multigrid
Constrained Minimization and Multigrid C. Gräser (FU Berlin), R. Kornhuber (FU Berlin), and O. Sander (FU Berlin) Workshop on PDE Constrained Optimization Hamburg, March 27-29, 2008 Matheon Outline Successive
More informationSimulation based optimization
SimBOpt p.1/52 Simulation based optimization Feb 2005 Eldad Haber haber@mathcs.emory.edu Emory University SimBOpt p.2/52 Outline Introduction A few words about discretization The unconstrained framework
More informationAspects of Multigrid
Aspects of Multigrid Kees Oosterlee 1,2 1 Delft University of Technology, Delft. 2 CWI, Center for Mathematics and Computer Science, Amsterdam, SIAM Chapter Workshop Day, May 30th 2018 C.W.Oosterlee (CWI)
More informationSolving the Stochastic Steady-State Diffusion Problem Using Multigrid
Solving the Stochastic Steady-State Diffusion Problem Using Multigrid Tengfei Su Applied Mathematics and Scientific Computing Advisor: Howard Elman Department of Computer Science Sept. 29, 2015 Tengfei
More informationOn a Data Assimilation Method coupling Kalman Filtering, MCRE Concept and PGD Model Reduction for Real-Time Updating of Structural Mechanics Model
On a Data Assimilation Method coupling, MCRE Concept and PGD Model Reduction for Real-Time Updating of Structural Mechanics Model 2016 SIAM Conference on Uncertainty Quantification Basile Marchand 1, Ludovic
More informationSupplementary information on the West African margin
Huismans and Beaumont 1 Data repository Supplementary information on the West African margin Interpreted seismic cross-sections of the north Angolan to south Gabon west African passive margins 1-3, including
More informationHot-Starting NLP Solvers
Hot-Starting NLP Solvers Andreas Wächter Department of Industrial Engineering and Management Sciences Northwestern University waechter@iems.northwestern.edu 204 Mixed Integer Programming Workshop Ohio
More informationAdaptive algebraic multigrid methods in lattice computations
Adaptive algebraic multigrid methods in lattice computations Karsten Kahl Bergische Universität Wuppertal January 8, 2009 Acknowledgements Matthias Bolten, University of Wuppertal Achi Brandt, Weizmann
More informationPolynomial accelerated MCMC... and other sampling algorithms inspired by computational optimization
Polynomial accelerated MCMC... and other sampling algorithms inspired by computational optimization Colin Fox fox@physics.otago.ac.nz Al Parker, John Bardsley Fore-words Motivation: an inverse oceanography
More informationOrganization. I MCMC discussion. I project talks. I Lecture.
Organization I MCMC discussion I project talks. I Lecture. Content I Uncertainty Propagation Overview I Forward-Backward with an Ensemble I Model Reduction (Intro) Uncertainty Propagation in Causal Systems
More informationHYPERSONIC AERO-THERMO-DYNAMIC HEATING PREDICTION WITH HIGH-ORDER DISCONTINOUS GALERKIN SPECTRAL ELEMENT METHODS
1 / 36 HYPERSONIC AERO-THERMO-DYNAMIC HEATING PREDICTION WITH HIGH-ORDER DISCONTINOUS GALERKIN SPECTRAL ELEMENT METHODS Jesús Garicano Mena, E. Valero Sánchez, G. Rubio Calzado, E. Ferrer Vaccarezza Universidad
More informationChapter 7: Natural Convection
7-1 Introduction 7- The Grashof Number 7-3 Natural Convection over Surfaces 7-4 Natural Convection Inside Enclosures 7-5 Similarity Solution 7-6 Integral Method 7-7 Combined Natural and Forced Convection
More informationWell-balanced DG scheme for Euler equations with gravity
Well-balanced DG scheme for Euler equations with gravity Praveen Chandrashekar praveen@tifrbng.res.in Center for Applicable Mathematics Tata Institute of Fundamental Research Bangalore 560065 Higher Order
More information