MLMay 20, 2022
Robust Expected Information Gain for Optimal Bayesian Experimental Design Using Ambiguity SetsJinwoo Go, Tobin Isaac
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.
NAFeb 8, 2018
A mixed finite element for weakly-symmetric elasticityTobin Isaac
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.
DCNov 5, 2015
Strong Scaling for Numerical Weather Prediction at Petascale with the Atmospheric Model NUMAAndreas Müller, Michal A. Kopera, Simone Marras et al.
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.
OCSep 2, 2015
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 sheetTobin Isaac, Noemi Petra, Georg Stadler et al.
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.
NAJul 9, 2015
Solution of nonlinear Stokes equations discretized by high-order finite elements on nonconforming and anisotropic meshes, with application to ice sheet dynamicsTobin Isaac, Georg Stadler, Omar Ghattas
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.