# Browsing by Subject "Scalable algorithms"

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Item A computational framework for the solution of infinite-dimensional Bayesian statistical inverse problems with application to global seismic inversion(2015-08) Martin, James Robert, Ph. D.; Ghattas, Omar N.; Biros, George; Demkowicz, Leszek; Fomel, Sergey; Marzouk, Youssef; Moser, RobertShow more Quantifying uncertainties in large-scale forward and inverse PDE simulations has emerged as a central challenge facing the field of computational science and engineering. The promise of modeling and simulation for prediction, design, and control cannot be fully realized unless uncertainties in models are rigorously quantified, since this uncertainty can potentially overwhelm the computed result. While statistical inverse problems can be solved today for smaller models with a handful of uncertain parameters, this task is computationally intractable using contemporary algorithms for complex systems characterized by large-scale simulations and high-dimensional parameter spaces. In this dissertation, I address issues regarding the theoretical formulation, numerical approximation, and algorithms for solution of infinite-dimensional Bayesian statistical inverse problems, and apply the entire framework to a problem in global seismic wave propagation. Classical (deterministic) approaches to solving inverse problems attempt to recover the “best-fit” parameters that match given observation data, as measured in a particular metric. In the statistical inverse problem, we go one step further to return not only a point estimate of the best medium properties, but also a complete statistical description of the uncertain parameters. The result is a posterior probability distribution that describes our state of knowledge after learning from the available data, and provides a complete description of parameter uncertainty. In this dissertation, a computational framework for such problems is described that wraps around the existing forward solvers, as long as they are appropriately equipped, for a given physical problem. Then a collection of tools, insights and numerical methods may be applied to solve the problem, and interrogate the resulting posterior distribution, which describes our final state of knowledge. We demonstrate the framework with numerical examples, including inference of a heterogeneous compressional wavespeed field for a problem in global seismic wave propagation with 10⁶ parameters.Show more Item Efficient and dimension independent methods for neural network surrogate construction and training(2020-08-12) O'Leary-Roseberry, Thomas Finnian; Ghattas, Omar N.; Heimbach, Patrick; Biros, George; Oden, J. Tinsley; Willcox, KarenShow more In this dissertation I investigate how to efficiently construct neural network surrogates for parametric maps defined by PDEs, and how to use second order information to improve solutions to the related neural network training problem. Many-query problems arising in scientific applications (such as optimization, uncertainty quantification and inference problems) require evaluation of an input output mapping parametrized by a high dimensional nonlinear PDE model. The cost of these evaluations makes solution using the model prohibitive, and efficient accurate surrogates are the key to solving these problems in practice. In this work I investigate neural network surrogates that use model information to detect informed subspaces of the input and output where the parametric map can be represented efficiently. These compact representations require relatively few data to train and outperform conventional data-driven approaches which require large training data sets. Once a neural network is designed, training is a major issue. One seeks to find optimal weights for a neural network that generalize to data not seen during training. In this work I investigate how second order information can be efficiently exploited to design optimizers that have fast convergence and good generalization properties. These optimizers are shown to outperform conventional methods in numerical experiments.Show more Item Global convection in Earth's mantle : advanced numerical methods and extreme-scale simulations(2019-02-06) Rudi, Johann; Ghattas, Omar N.; Stadler, Georg, Ph. D.; Gurnis, Michael; Ren, Kui; Biros, George; Hesse, MarcShow more The thermal convection of rock in Earth's mantle and associated plate tectonics are modeled by nonlinear incompressible Stokes and energy equations. This dissertation focuses on the development of advanced, scalable linear and nonlinear solvers for numerical simulations of realistic instantaneous mantle flow, where we must overcome several computational challenges. The most notable challenges are the severe nonlinearity, heterogeneity, and anisotropy due to the mantle's rheology as well as a wide range of spatial scales and highly localized features. Resolving the crucial small scale features efficiently necessitates adaptive methods, while computational results greatly benefit from a high accuracy per degree of freedom and local mass conservation. Consequently, the discretization of Earth's mantle is carried out by high-order finite elements on aggressively adaptively refined hexahedral meshes with a continuous, nodal velocity approximation and a discontinuous, modal pressure approximation. These velocity--pressure pairings yield optimal asymptotic convergence rates of the finite element approximation to the infinite-dimensional solution with decreasing mesh element size, are inf-sup stable on general, non-conforming hexahedral meshes with "hanging nodes,'' and have the advantage of preserving mass locally at the element level due to the discontinuous pressure. However, because of the difficulties cited above and the desired accuracy, the large implicit systems to be solved are extremely poorly conditioned and sophisticated linear and nonlinear solvers including powerful preconditioning techniques are required. The nonlinear Stokes system is solved using a grid continuation, inexact Newton--Krylov method. We measure the residual of the momentum equation in the H⁻¹-norm for backtracking line search to avoid overly conservative update steps that are significantly reduced from one. The Newton linearization is augmented by a perturbation of a highly nonlinear term in mantle's rheology, resulting in dramatically improved nonlinear convergence. We present a new Schur complement-based Stokes preconditioner, weighted BFBT, that exhibits robust fast convergence for Stokes problems with smooth but highly varying (up to 10 orders of magnitude) viscosities, optimal algorithmic scalability with respect to mesh refinement, and only a mild dependence on the polynomial order of high-order finite element discretizations. In addition, we derive theoretical eigenvalue bounds to prove spectral equivalence of our inverse Schur complement approximation. Finally, we present a parallel hybrid spectral--geometric--algebraic multigrid (HMG) to approximate the inverses of the Stokes system's viscous block and variable-coefficient pressure Poisson operators within weighted BFBT. Building on the parallel scalability of HMG, our Stokes solver demonstrates excellent parallel scalability to 1.6 million CPU cores without sacrificing algorithmic optimality.Show more Item Large scale matrix factorization with guarantees: sampling and bi-linearity(2015-12) Bhojanapalli, Venkata Sesha Pavana Srinadh; Sanghavi, Sujay Rajendra, 1979-; Caramanis, Constantine; Dhillon, Inderjit; Dimakis, Alexandros; Ravikumar, Pradeep; Ward, RachelShow more Low rank matrix factorization is an important step in many high dimensional machine learning algorithms. Traditional algorithms for factorization do not scale well with the growing data sizes and there is a need for faster/scalable algorithms. In this dissertation we explore the following two major themes to design scalable factorization algorithms for the problems: matrix completion, low rank approximation (PCA) and semi-definite optimization. (a) Sampling: We develop the optimal way to sample entries of any matrix while preserving its spectral properties. Using this sparse sketch (set of sampled entries) instead of the entire matrix, gives rise to scalable algorithms with good approximation guarantees. (b) Bi-linear factorization structure: We design algorithms that operate explicitly on the factor space instead on the matrix. While bi-linear structure of the factorization, in general, leads to a non-convex optimization problem, we show that under appropriate conditions they indeed recover the solution for the above problems. Both these techniques (individually or in combination) lead to algorithms with lower computational complexity and memory usage. Finally we extend these ideas of sampling and explicit factorization to design algorithms for higher order tensors.Show more