Eric de Sturler

Shun Wang, Eric de Sturler, Glaucio H. Paulino

We present an improved method for topology optimization with both adaptive mesh refinement and derefinement. Since the total volume fraction in topology optimization is usually modest, after a few initial iterations the domain of computation is largely void. Hence, it is inefficient to have many small elements, in such regions, that contribute significantly to the overall computational cost but contribute little to the accuracy of computation and design. At the same time, we want high spatial resolution for accurate three-dimensional designs to avoid postprocessing or interpretation as much as possible. Dynamic adaptive mesh refinement (AMR) offers the possibility to balance these two requirements. We discuss requirements on AMR for topology optimization and the algorithmic features to implement them. The numerical design problems demonstrate (1) that our AMR strategy for topology optimization leads to designs that are equivalent to optimal designs on uniform meshes, (2) how AMR strategies that do not satisfy the postulated requirements may lead to suboptimal designs, and (3) that our AMR strategy significantly reduces the time to compute optimal designs.

Kapil Ahuja, Peter Benner, Eric de Sturler et al.

Krylov subspace recycling is a process for accelerating the convergence of sequences of linear systems. Based on this technique, the recycling BiCG algorithm has been developed recently. Here, we now generalize and extend this recycling theory to BiCGSTAB. Recycling BiCG focuses on efficiently solving sequences of dual linear systems, while the focus here is on efficiently solving sequences of single linear systems (assuming non-symmetric matrices for both recycling BiCG and recycling BiCGSTAB). As compared with other methods for solving sequences of single linear systems with non-symmetric matrices (e.g., recycling variants of GMRES), BiCG based recycling algorithms, like recycling BiCGSTAB, have the advantage that they involve a short-term recurrence, and hence, do not suffer from storage issues and are also cheaper with respect to the orthogonalizations. We modify the BiCGSTAB algorithm to use a recycle space, which is built from left and right approximate invariant subspaces. Using our algorithm for a parametric model order reduction example gives good results. We show about 40% savings in the number of matrix-vector products and about 35% savings in runtime.

Kapil Ahuja, Bryan K. Clark, Eric de Sturler et al.

Quantum Monte Carlo (QMC) methods are often used to calculate properties of many body quantum systems. The main cost of many QMC methods, for example the variational Monte Carlo (VMC) method, is in constructing a sequence of Slater matrices and computing the ratios of determinants for successive Slater matrices. Recent work has improved the scaling of constructing Slater matrices for insulators so that the cost of constructing Slater matrices in these systems is now linear in the number of particles, whereas computing determinant ratios remains cubic in the number of particles. With the long term aim of simulating much larger systems, we improve the scaling of computing the determinant ratios in the VMC method for simulating insulators by using preconditioned iterative solvers. The main contribution of this paper is the development of a method to efficiently compute for the Slater matrices a sequence of preconditioners that make the iterative solver converge rapidly. This involves cheap preconditioner updates, an effective reordering strategy, and a cheap method to monitor instability of ILUTP preconditioners. Using the resulting preconditioned iterative solvers to compute determinant ratios of consecutive Slater matrices reduces the scaling of QMC algorithms from O(n^3) per sweep to roughly O(n^2), where n is the number of particles, and a sweep is a sequence of n steps, each attempting to move a distinct particle. We demonstrate experimentally that we can achieve the improved scaling without increasing statistical errors. Our results show that preconditioned iterative solvers can dramatically reduce the cost of VMC for large(r) systems.

Kapil Ahuja, Eric de Sturler, Serkan Gugercin et al.

Science and engineering problems frequently require solving a sequence of dual linear systems. Besides having to store only few Lanczos vectors, using the BiConjugate Gradient method (BiCG) to solve dual linear systems has advantages for specific applications. For example, using BiCG to solve the dual linear systems arising in interpolatory model reduction provides a backward error formulation in the model reduction framework. Using BiCG to evaluate bilinear forms -- for example, in quantum Monte Carlo (QMC) methods for electronic structure calculations -- leads to a quadratic error bound. Since our focus is on sequences of dual linear systems, we introduce recycling BiCG, a BiCG method that recycles two Krylov subspaces from one pair of dual linear systems to the next pair. The derivation of recycling BiCG also builds the foundation for developing recycling variants of other bi-Lanczos based methods, such as CGS, BiCGSTAB, QMR, and TFQMR. We develop an augmented bi-Lanczos algorithm and a modified two-term recurrence to include recycling in the iteration. The recycle spaces are approximate left and right invariant subspaces corresponding to the eigenvalues closest to the origin. These recycle spaces are found by solving a small generalized eigenvalue problem alongside the dual linear systems being solved in the sequence. We test our algorithm in two application areas. First, we solve a discretized partial differential equation (PDE) of convection-diffusion type. Such a problem provides well-known test cases that are easy to test and analyze further. Second, we use recycling BiCG in the Iterative Rational Krylov Algorithm (IRKA) for interpolatory model reduction. IRKA requires solving sequences of slowly changing dual linear systems. We show up to 70% savings in iterations, and also demonstrate that for a model reduction problem BiCG takes (about) 50% more time than recycling BiCG.

Meghan O'Connell, Misha E. Kilmer, Eric de Sturler et al.

In nonlinear imaging problems whose forward model is described by a partial differential equation (PDE), the main computational bottleneck in solving the inverse problem is the need to solve many large-scale discretized PDEs at each step of the optimization process. In the context of absorption imaging in diffuse optical tomography, one approach to addressing this bottleneck proposed recently (de Sturler, et al, 2015) reformulates the viewing of the forward problem as a differential algebraic system, and then employs model order reduction (MOR). However, the construction of the reduced model requires the solution of several full order problems (i.e. the full discretized PDE for multiple right-hand sides) to generate a candidate global basis. This step is then followed by a rank-revealing factorization of the matrix containing the candidate basis in order to compress the basis to a size suitable for constructing the reduced transfer function. The present paper addresses the costs associated with the global basis approximation in two ways. First, we use the structure of the matrix to rewrite the full order transfer function, and corresponding derivatives, such that the full order systems to be solved are symmetric (positive definite in the zero frequency case). Then we apply MOR to the new formulation of the problem. Second, we give an approach to computing the global basis approximation dynamically as the full order systems are solved. In this phase, only the incrementally new, relevant information is added to the existing global basis, and redundant information is not computed. This new approach is achieved by an inner-outer Krylov recycling approach which has potential use in other applications as well. We show the value of the new approach to approximate global basis computation on two DOT absorption image reconstruction problems.

Selin Aslan, Eric de Sturler, Misha E. Kilmer

In partial differential equations-based (PDE-based) inverse problems with many measurements, many large-scale discretized PDEs must be solved for each evaluation of the misfit or objective function. In the nonlinear case, evaluating the Jacobian requires solving an additional set of systems. This leads to a tremendous computational cost, and this is by far the dominant cost for these problems. Several authors have proposed randomization and stochastic programming techniques to drastically reduce the number of system solves by estimating the objective function using only a few appropriately chosen random linear combinations of the sources. While some have reported good solution quality at a greatly reduced cost, for our problem of interest, diffuse optical tomography, the approach often does not lead to sufficiently accurate solutions. We propose two improvements. First, to efficiently exploit Newton-type methods, we modify the stochastic estimates to include random linear combinations of detectors, drastically reducing the number of adjoint solves. Second, after solving to a modest tolerance, we compute a few simultaneous sources and detectors that maximize the Frobenius norm of the sampled Jacobian to improve the rate of convergence and obtain more accurate solutions. We complement these optimized simultaneous sources and detectors by random simultaneous sources and detectors constrained to a complementary subspace. Our approach leads to solutions of the same quality as obtained using all sources and detectors but at a greatly reduced computational cost, as the number of large-scale linear systems to be solved is significantly reduced.

Ege Ozsar, Misha Kilmer, Eric Miller et al.

We introduce PaLEnTIR, a significantly enhanced parametric level-set (PaLS) method addressing the restoration and reconstruction of piecewise constant objects. Our key contribution involves a unique PaLS formulation utilizing a single level-set function to restore scenes containing multi-contrast piecewise-constant objects without requiring knowledge of the number of objects or their contrasts. Unlike standard PaLS methods employing radial basis functions (RBFs), our model integrates anisotropic basis functions (ABFs), thereby expanding its capacity to represent a wider class of shapes. Furthermore, PaLEnTIR improves the conditioning of the Jacobian matrix, required as part of the parameter identification process, and consequently accelerates optimization methods. We validate PaLEnTIR's efficacy through diverse experiments encompassing sparse and limited angle of view X-ray computed tomography (2D and 3D), nonlinear diffuse optical tomography (DOT), denoising, and deconvolution tasks using both real and simulated data sets.

Toluwani Okunola, Mirjeta Pasha, Misha E. Kilmer et al.

Many practical imaging systems suffer from uncertainty in acquisition geometry -- such as projection angles in computed tomography or sensor positions in photoacoustic tomography -- leading to nonlinear inverse problems that require joint estimation of both the image and the forward model parameters. Standard approaches that assume a known linear forward operator fail to account for these uncertainties, resulting in significant reconstruction artifacts. We propose a nonlinear recycled majorization-minimization generalized Krylov subspace (NL-RMM-GKS) framework for large-scale inverse problems with uncertain forward operators. The method extends MM-GKS to nonlinear settings by combining majorization-minimization for nonsmooth regularization with Krylov subspace projection and subspace recycling, ensuring bounded memory usage. Two complementary formulations are developed: an alternating minimization approach that alternates between image updates and Gauss-Newton parameter estimation, and a variable projection approach that eliminates the image variable and optimizes directly over the parameters using inexact inner solves. We further introduce streaming variants that process data sequentially, enabling reconstruction from large or dynamically acquired datasets without storing the full operator. For dynamic problems, we incorporate two temporal regularization strategies -- optical flow and anisotropic total variation -- as plug-in choices within the framework. We carry out rigorous numerical experiments in fan-beam computed tomography and photoacoustic tomography to demonstrate that our proposed framework achieves high-quality reconstructions with bounded memory requirements, making it suitable for large-scale dynamic imaging problems.

Amit Amritkar, Eric de Sturler, Katarzyna Świrydowicz et al.

We focus on robust and efficient iterative solvers for the pressure Poisson equation in incompressible Navier-Stokes problems. Preconditioned Krylov subspace methods are popular for these problems, with BiCGStab and GMRES(m) most frequently used for nonsymmetric systems. BiCGStab is popular because it has cheap iterations, but it may fail for stiff problems, especially early on as the initial guess is far from the solution. Restarted GMRES is better, more robust, in this phase, but restarting may lead to very slow convergence. Therefore, we evaluate the rGCROT method for these systems. This method recycles a selected subspace of the search space (called recycle space) after a restart. This generally improves the convergence drastically compared with GMRES(m). Recycling subspaces is also advantageous for subsequent linear systems, if the matrix changes slowly or is constant. However, rGCROT iterations are still expensive in memory and computation time compared with those of BiCGStab. Hence, we propose a new, hybrid approach that combines the cheap iterations of BiCGStab with the robustness of rGCROT. For the first few time steps the algorithm uses rGCROT and builds an effective recycle space, and then it recycles that space in the rBiCGStab solver. We evaluate rGCROT on a turbulent channel flow problem, and we evaluate both rGCROT and the new, hybrid combination of rGCROT and rBiCGStab on a porous medium flow problem. We see substantial performance gains on both problems.