John B. Bell

Matthias Morzfeld, Marcus S. Day, Ray W. Grout et al.

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of such problems. An alternative to MCMC is importance sampling, which can exhibit near perfect scaling with the number of cores on high performance computing systems because samples are drawn independently. However, finding a suitable proposal distribution is a challenging task. Several sampling algorithms have been proposed over the past years that take an iterative approach to constructing a proposal distribution. We investigate the applicability of such algorithms by applying them to two realistic and challenging test problems, one in subsurface flow, and one in combustion modeling. More specifically, we implement importance sampling algorithms that iterate over the mean and covariance matrix of Gaussian or multivariate t-proposal distributions. Our implementation leverages massively parallel computers, and we present strategies to initialize the iterations using "coarse" MCMC runs or Gaussian mixture models.

Emmanuel Motheau, Max Duarte, Ann Almgren et al.

Flows in which the primary features of interest do not rely on high-frequency acoustic effects, but in which long-wavelength acoustics play a nontrivial role, present a computational challenge. Integrating the entire domain with low-Mach-number methods would remove all acoustic wave propagation, while integrating the entire domain with the fully compressible equations can in some cases be prohibitively expensive due to the CFL time step constraint. For example, simulation of thermoacoustic instabilities might require fine resolution of the fluid/chemistry interaction but not require fine resolution of acoustic effects, yet one does not want to neglect the long-wavelength wave propagation and its interaction with the larger domain. The present paper introduces a new multi-level hybrid algorithm to address these types of phenomena. In this new approach, the fully compressible Euler equations are solved on the entire domain, potentially with local refinement, while their low-Mach-number counterparts are solved on subregions of the domain with higher spatial resolution. The finest of the compressible levels communicates inhomogeneous divergence constraints to the coarsest of the low-Mach-number levels, allowing the low-Mach-number levels to retain the long-wavelength acoustics. The performance of the hybrid method is shown for a series of test cases, including results from a simulation of the aeroacoustic propagation generated from a Kelvin-Helmholtz instability in low-Mach-number mixing layers. It is demonstrated that compared to a purely compressible approach, the hybrid method allows time-steps two orders of magnitude larger at the finest level, leading to an overall reduction of the computational time by a factor of 8.

Leen Alawieh, Jonathan Goodman, John B. Bell

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced by traditional Markov Chain Monte Carlo (MCMC) samplers, through constructing proposal probability densities that are both, easy to sample and that provide a better approximation to the target density than a simple Gaussian proposal distribution would. To achieve that, a Gaussian proposal distribution is augmented with a Gaussian Process (GP) surface that helps capture non-linearities in the log-likelihood function. In order to train the GP surface, an iterative approach is adopted for the optimal selection of points in parameter space. Optimality is sought by maximizing the information gain of the GP surface using a minimum number of forward model simulation runs. The accuracy of the GP-augmented surface approximation is assessed in two ways. The first consists of comparing predictions obtained from the approximate surface with those obtained through running the actual simulation model at hold-out points in parameter space. The second consists of a measure based on the relative variance of sample weights obtained from sampling the approximate posterior probability distribution of the model parameters. The efficacy of this new algorithm is tested on inferring reaction rate parameters in a 3-node and 6-node network toy problems, which imitate idealized reaction networks in combustion applications.

John B. Bell, Alejandro L. Garcia, Sarah A. Williams

The Landau-Lifshitz Navier-Stokes (LLNS) equations incorporate thermal fluctuations into macroscopic hydrodynamics by using stochastic fluxes. This paper examines explicit Eulerian discretizations of the full LLNS equations. Several CFD approaches are considered (including MacCormack's two-step Lax-Wendroff scheme and the Piecewise Parabolic Method) and are found to give good results (about 10% error) for the variances of momentum and energy fluctuations. However, neither of these schemes accurately reproduces the density fluctuations. We introduce a conservative centered scheme with a third-order Runge-Kutta temporal integrator that does accurately produce density fluctuations. A variety of numerical tests, including the random walk of a standing shock wave, are considered and results from the stochastic LLNS PDE solver are compared with theory, when available, and with molecular simulations using a Direct Simulation Monte Carlo (DSMC) algorithm.