2.3NAOct 14, 2007
Modeling Wildland Fire Propagation with Level Set MethodsV. Mallet, D. E. Keyes, F. E. Fendell
Level set methods are versatile and extensible techniques for general front tracking problems, including the practically important problem of predicting the advance of a firefront across expanses of surface vegetation. Given a rule, empirical or otherwise, to specify the rate of advance of an infinitesimal segment of firefront arc normal to itself (i.e., given the firespread rate as a function of known local parameters relating to topography, vegetation, and meteorology), level set methods harness the well developed mathematical machinery of hyperbolic conservation laws on Eulerian grids to evolve the position of the front in time. Topological challenges associated with the swallowing of islands and the merger of fronts are tractable. The principal goals of this paper are to: collect key results from the two largely distinct scientific literatures of level sets and firespread; demonstrate the practical value of level set methods to wildland fire modeling through numerical experiments; probe and address current limitations; and propose future directions in the simulation of, and the development of decision-aiding tools to assess countermeasure options for, wildland fires. In addition, we introduce a freely available two-dimensional level set code used to produce the numerical results of this paper and designed to be extensible to more complicated configurations.
1.2NAFeb 16, 2018
SBP-SAT finite difference discretization of acoustic wave equations on staggered block-wise uniform gridsLongfei Gao, David C. Del Rey Fernandez, Mark Carpenter et al.
We consider the numerical simulation of the acoustic wave equations arising from seismic applications, for which staggered grid finite difference methods are popular choices due to their simplicity and efficiency. We relax the uniform grid restriction on finite difference methods and allow the grids to be block-wise uniform with nonconforming interfaces. In doing so, variations in the wave speeds of the subterranean media can be accounted for more efficiently. Staggered grid finite difference operators satisfying the summation-by-parts (SBP) property are devised to approximate the spatial derivatives appearing in the acoustic wave equation. These operators are applied within each block independently. The coupling between blocks is achieved through simultaneous approximation terms (SATs), which impose the interface condition weakly, i.e., by penalty. Ratio of the grid spacing of neighboring blocks is allowed to be rational number, for which specially designed interpolation formulas are presented. These interpolation formulas constitute key pieces of the simultaneous approximation terms. The overall discretization is shown to be energy-conserving and examined on test cases of both theoretical and practical interests, delivering accurate and stable simulation results.
1.2NAFeb 6, 2016
Fast Multipole Method as a Matrix-Free Hierarchical Low-Rank ApproximationRio Yokota, Huda Ibeid, David Keyes
There has been a large increase in the amount of work on hierarchical low-rank approximation methods, where the interest is shared by multiple communities that previously did not intersect. This objective of this article is two-fold; to provide a thorough review of the recent advancements in this field from both analytical and algebraic perspectives, and to present a comparative benchmark of two highly optimized implementations of contrasting methods for some simple yet representative test cases. We categorize the recent advances in this field from the perspective of compute-memory tradeoff, which has not been considered in much detail in this area. Benchmark tests reveal that there is a large difference in the memory consumption and performance between the different methods.
1.2NAJul 3, 2018
Tucker Tensor analysis of Matern functions in spatial statisticsAlexander Litvinenko, David Keyes, Venera Khoromskaia et al.
In this work, we describe advanced numerical tools for working with multivariate functions and for the analysis of large data sets. These tools will drastically reduce the required computing time and the storage cost, and, therefore, will allow us to consider much larger data sets or finer meshes. Covariance matrices are crucial in spatio-temporal statistical tasks, but are often very expensive to compute and store, especially in 3D. Therefore, we approximate covariance functions by cheap surrogates in a low-rank tensor format. We apply the Tucker and canonical tensor decompositions to a family of Matern- and Slater-type functions with varying parameters and demonstrate numerically that their approximations exhibit exponentially fast convergence. We prove the exponential convergence of the Tucker and canonical approximations in tensor rank parameters. Several statistical operations are performed in this low-rank tensor format, including evaluating the conditional covariance matrix, spatially averaged estimation variance, computing a quadratic form, determinant, trace, loglikelihood, inverse, and Cholesky decomposition of a large covariance matrix. Low-rank tensor approximations reduce the computing and storage costs essentially. For example, the storage cost is reduced from an exponential $\mathcal{O}(n^d)$ to a linear scaling $\mathcal{O}(drn)$, where $d$ is the spatial dimension, $n$ is the number of mesh points in one direction, and $r$ is the tensor rank. Prerequisites for applicability of the proposed techniques are the assumptions that the data, locations, and measurements lie on a tensor (axes-parallel) grid and that the covariance function depends on a distance, $\Vert x-y \Vert$.
2.3NAJan 19, 2016
Fast Multipole Preconditioners for Sparse Matrices Arising from Elliptic EquationsHuda Ibeid, Rio Yokota, Jennifer Pestana et al.
Among optimal hierarchical algorithms for the computational solution of elliptic problems, the Fast Multipole Method (FMM) stands out for its adaptability to emerging architectures, having high arithmetic intensity, tunable accuracy, and relaxable global synchronization requirements. We demonstrate that, beyond its traditional use as a solver in problems for which explicit free-space kernel representations are available, the FMM has applicability as a preconditioner in finite domain elliptic boundary value problems, by equipping it with boundary integral capability for satisfying conditions at finite boundaries and by wrapping it in a Krylov method for extensibility to more general operators. Here, we do not discuss the well developed applications of FMM to implement matrix-vector multiplications within Krylov solvers of boundary element methods. Instead, we propose using FMM for the volume-to-volume contribution of inhomogeneous Poisson-like problems, where the boundary integral is a small part of the overall computation. Our method may be used to precondition sparse matrices arising from finite difference/element discretizations, and can handle a broader range of scientific applications. Compared with multigrid methods, it is capable of comparable algebraic convergence rates down to the truncation error of the discretized PDE, and it offers potentially superior multicore and distributed memory scalability properties on commodity architecture supercomputers. Compared with other methods exploiting the low rank character of off-diagonal blocks of the dense resolvent operator, FMM-preconditioned Krylov iteration may reduce the amount of communication because it is matrix-free and exploits the tree structure of FMM. We describe our tests in reproducible detail with freely available codes and outline directions for further extensibility.
3.3GNSep 3, 2024
Toward Capturing Genetic Epistasis From Multivariate Genome-Wide Association Studies Using Mixed-Precision Kernel Ridge RegressionHatem Ltaief, Rabab Alomairy, Qinglei Cao et al.
We exploit the widening margin in tensor-core performance between [FP64/FP32/FP16/INT8,FP64/FP32/FP16/FP8/INT8] on NVIDIA [Ampere,Hopper] GPUs to boost the performance of output accuracy-preserving mixed-precision computation of Genome-Wide Association Studies (GWAS) of 305K patients from the UK BioBank, the largest-ever GWAS cohort studied for genetic epistasis using a multivariate approach. Tile-centric adaptive-precision linear algebraic techniques motivated by reducing data motion gain enhanced significance with low-precision GPU arithmetic. At the core of Kernel Ridge Regression (KRR) techniques for GWAS lie compute-bound cubic-complexity matrix operations that inhibit scaling to aspirational dimensions of the population, genotypes, and phenotypes. We accelerate KRR matrix generation by redesigning the computation for Euclidean distances to engage INT8 tensor cores while exploiting symmetry.We accelerate solution of the regularized KRR systems by deploying a new four-precision Cholesky-based solver, which, at 1.805 mixed-precision ExaOp/s on a nearly full Alps system, outperforms the state-of-the-art CPU-only REGENIE GWAS software by five orders of magnitude.
6.6DCMar 24
Scaled Block Vecchia Approximation for High-Dimensional Gaussian Process Emulation on GPUsQilong Pan, Sameh Abdulah, Mustafa Abduljabbar et al.
Emulating computationally intensive scientific simulations is crucial for enabling uncertainty quantification, optimization, and informed decision-making at scale. Gaussian Processes (GPs) offer a flexible and data-efficient foundation for statistical emulation, but their poor scalability limits applicability to large datasets. We introduce the Scaled Block Vecchia (SBV) algorithm for distributed GPU-based systems. SBV integrates the Scaled Vecchia approach for anisotropic input scaling with the Block Vecchia (BV) method to reduce computational and memory complexity while leveraging GPU acceleration techniques for efficient linear algebra operations. To the best of our knowledge, this is the first distributed implementation of any Vecchia-based GP variant. Our implementation employs MPI for inter-node parallelism and the MAGMA library for GPU-accelerated batched matrix computations. We demonstrate the scalability and efficiency of the proposed algorithm through experiments on synthetic and real-world workloads, including a 50M point simulation from a respiratory disease model. SBV achieves near-linear scalability on up to 512 A100 and GH200 GPUs, handles 2.56B points, and reduces energy use relative to exact GP solvers, establishing SBV as a scalable and energy-efficient framework for emulating large-scale scientific models on GPU-based distributed systems.
FlashDP: Private Training Large Language Models with Efficient DP-SGDLiangyu Wang, Junxiao Wang, Jie Ren et al.
As large language models (LLMs) increasingly underpin technological advancements, the privacy of their training data emerges as a critical concern. Differential Privacy (DP) serves as a rigorous mechanism to protect this data, yet its integration via Differentially Private Stochastic Gradient Descent (DP-SGD) introduces substantial challenges, primarily due to the complexities of per-sample gradient clipping. Current explicit methods, such as Opacus, necessitate extensive storage for per-sample gradients, significantly inflating memory requirements. Conversely, implicit methods like GhostClip reduce storage needs by recalculating gradients multiple times, which leads to inefficiencies due to redundant computations. This paper introduces FlashDP, an innovative cache-friendly per-layer DP-SGD that consolidates necessary operations into a single task, calculating gradients only once in a fused manner. This approach not only diminishes memory movement by up to \textbf{50\%} but also cuts down redundant computations by \textbf{20\%}, compared to previous methods. Consequently, FlashDP does not increase memory demands and achieves a \textbf{90\%} throughput compared to the Non-DP method on a four-A100 system during the pre-training of the Llama-13B model, while maintaining parity with standard per-layer clipped DP-SGD in terms of accuracy. These advancements establish FlashDP as a pivotal development for efficient and privacy-preserving training of LLMs. FlashDP's code has been open-sourced in https://github.com/kaustpradalab/flashdp.
9.2LGMar 18, 2024
PETScML: Second-order solvers for training regression problems in Scientific Machine LearningStefano Zampini, Umberto Zerbinati, George Turkiyyah et al.
In recent years, we have witnessed the emergence of scientific machine learning as a data-driven tool for the analysis, by means of deep-learning techniques, of data produced by computational science and engineering applications. At the core of these methods is the supervised training algorithm to learn the neural network realization, a highly non-convex optimization problem that is usually solved using stochastic gradient methods. However, distinct from deep-learning practice, scientific machine-learning training problems feature a much larger volume of smooth data and better characterizations of the empirical risk functions, which make them suited for conventional solvers for unconstrained optimization. We introduce a lightweight software framework built on top of the Portable and Extensible Toolkit for Scientific computation to bridge the gap between deep-learning software and conventional solvers for unconstrained minimization. We empirically demonstrate the superior efficacy of a trust region method based on the Gauss-Newton approximation of the Hessian in improving the generalization errors arising from regression tasks when learning surrogate models for a wide range of scientific machine-learning techniques and test cases. All the conventional second-order solvers tested, including L-BFGS and inexact Newton with line-search, compare favorably, either in terms of cost or accuracy, with the adaptive first-order methods used to validate the surrogate models.
6.2CVJun 11, 2025
Synthetic Geology: Structural Geology Meets Deep LearningSimon Ghyselincks, Valeriia Okhmak, Stefano Zampini et al.
Reconstructing the structural geology and mineral composition of the first few kilometers of the Earth's subsurface from sparse or indirect surface observations remains a long-standing challenge with critical applications in mineral exploration, geohazard assessment, and geotechnical engineering. This inherently ill-posed problem is often addressed by classical geophysical inversion methods, which typically yield a single maximum-likelihood model that fails to capture the full range of plausible geology. The adoption of modern deep learning methods has been limited by the lack of large 3D training datasets. We address this gap with \textit{StructuralGeo}, a geological simulation engine that mimics eons of tectonic, magmatic, and sedimentary processes to generate a virtually limitless supply of realistic synthetic 3D lithological models. Using this dataset, we train both unconditional and conditional generative flow-matching models with a 3D attention U-net architecture. The resulting foundation model can reconstruct multiple plausible 3D scenarios from surface topography and sparse borehole data, depicting structures such as layers, faults, folds, and dikes. By sampling many reconstructions from the same observations, we introduce a probabilistic framework for estimating the size and extent of subsurface features. While the realism of the output is bounded by the fidelity of the training data to true geology, this combination of simulation and generative AI functions offers a flexible prior for probabilistic modeling, regional fine-tuning, and use as an AI-based regularizer in traditional geophysical inversion workflows.
2.6LGOct 25, 2024
Accelerating AI Performance using Anderson Extrapolation on GPUsSaleem Abdul Fattah Ahmed Al Dajani, David E. Keyes
We present a novel approach for accelerating AI performance by leveraging Anderson extrapolation, a vector-to-vector mapping technique based on a window of historical iterations. By identifying the crossover point (Fig. 1) where a mixing penalty is incurred, the method focuses on reducing iterations to convergence, with fewer more compute-intensive but generally cacheable iterations, balancing speed and memory usage with accuracy and algorithmic stability, respectively. We demonstrate significant improvements, in both training and inference, motivated by scalability and efficiency extensions to the realm of high-performance computing (HPC).
2.6LGJul 29, 2024
Constructing artificial life and materials scientists with accelerated AI using Deep AndersoNNSaleem Abdul Fattah Ahmed Al Dajani, David Keyes
Deep AndersoNN accelerates AI by exploiting the continuum limit as the number of explicit layers in a neural network approaches infinity and can be taken as a single implicit layer, known as a deep equilibrium model. Solving for deep equilibrium model parameters reduces to a nonlinear fixed point iteration problem, enabling the use of vector-to-vector iterative solvers and windowing techniques, such as Anderson extrapolation, for accelerating convergence to the fixed point deep equilibrium. Here we show that Deep AndersoNN achieves up to an order of magnitude of speed-up in training and inference. The method is demonstrated on density functional theory results for industrial applications by constructing artificial life and materials `scientists' capable of classifying drugs as strongly or weakly polar, metal-organic frameworks by pore size, and crystalline materials as metals, semiconductors, and insulators, using graph images of node-neighbor representations transformed from atom-bond networks. Results exhibit accuracy up to 98\% and showcase synergy between Deep AndersoNN and machine learning capabilities of modern computing architectures, such as GPUs, for accelerated computational life and materials science by quickly identifying structure-property relationships. This paves the way for saving up to 90\% of compute required for AI, reducing its carbon footprint by up to 60 gigatons per year by 2030, and scaling above memory limits of explicit neural networks in life and materials science, and beyond.
1.2NAMay 6, 2019
Propagation of Uncertainties in Density-Driven FlowAlexander Litvinenko, Dmitry Logashenko, Raul Tempone et al.
Accurate modeling of contamination in subsurface flow and water aquifers is crucial for agriculture and environmental protection. Here, we demonstrate a parallel method to quantify the propagation of the uncertainty in the dispersal of pollution in subsurface flow. Specifically, we consider the density-driven flow and estimate how uncertainty from permeability and porosity propagates to the solution. We take an Elder-like problem as a numerical benchmark and we use random fields to model the limited knowledge on the porosity and permeability. We construct a low-cost generalized polynomial chaos expansion (gPC) surrogate model, where the gPC coefficients are computed by projection on sparse and full tensor grids. We parallelize both the numerical solver for the deterministic problem based on the multigrid method, and the quadrature over the parametric space
1.2MSJul 13, 2017
Batched QR and SVD Algorithms on GPUs with Applications in Hierarchical Matrix CompressionWajih Halim Boukaram, George Turkiyyah, Hatem Ltaief et al.
We present high performance implementations of the QR and the singular value decomposition of a batch of small matrices hosted on the GPU with applications in the compression of hierarchical matrices. The one-sided Jacobi algorithm is used for its simplicity and inherent parallelism as a building block for the SVD of low rank blocks using randomized methods. We implement multiple kernels based on the level of the GPU memory hierarchy in which the matrices can reside and show substantial speedups against streamed cuSOLVER SVDs. The resulting batched routine is a key component of hierarchical matrix compression, opening up opportunities to perform H-matrix arithmetic efficiently on GPUs.