Showing papers by "Garth N. Wells published in 2014"

Unified form language: A domain-specific language for weak formulations of partial differential equations

Abstract: We present the Unified Form Language (UFL), which is a domain-specific language for representing weak formulations of partial differential equations with a view to numerical approximation. Features of UFL include support for variational forms and functionals, automatic differentiation of forms and expressions, arbitrary function space hierarchies for multifield problems, general differential operators and flexible tensor algebra. With these features, UFL has been used to effortlessly express finite element methods for complex systems of partial differential equations in near-mathematical notation, resulting in compact, intuitive and readable programs. We present in this work the language and its construction. An implementation of UFL is freely available as an open-source software library. The library generates abstract syntax tree representations of variational problems, which are used by other software libraries to generate concrete low-level implementations. Some application examples are presented and libraries that support UFL are highlighted.

Modeling an Augmented Lagrangian for Blackbox Constrained Optimization

Abstract: Constrained blackbox optimization is a difficult problem, with most approaches coming from the mathematical programming literature. The statistical literature is sparse, especially in addressing problems with nontrivial constraints. This situation is unfortunate because statistical methods have many attractive properties: global scope, handling noisy objectives, sensitivity analysis, and so forth. To narrow that gap, we propose a combination of response surface modeling, expected improvement, and the augmented Lagrangian numerical optimization framework. This hybrid approach allows the statistical model to think globally and the augmented Lagrangian to act locally. We focus on problems where the constraints are the primary bottleneck, requiring expensive simulation to evaluate and substantial modeling effort to map out. In that context, our hybridization presents a simple yet effective solution that allows existing objective-oriented statistical approaches, like those based on Gaussian process surrogates and expected improvement heuristics, to be applied to the constrained setting with minor modification. This work is motivated by a challenging, real-data benchmark problem from hydrology where, even with a simple linear objective function, learning a nontrivial valid region complicates the search for a global minimum.

Analysis of Block Preconditioners for Models of Coupled Magma/Mantle Dynamics

Abstract: This article considers the iterative solution of a finite element discretization of the magma dynamics equations. In simplified form, the magma dynamics equations share some features of the Stokes equations. We therefore formulate, analyze, and numerically test an Elman, Silvester, and Wathen-type block preconditioner for magma dynamics. We prove analytically and demonstrate numerically the optimality of the preconditioner. The presented analysis highlights the dependence of the preconditioner on parameters in the magma dynamics equations that can affect convergence of iterative linear solvers. The analysis is verified through a range of two- and three- dimensional numerical examples on unstructured grids, from simple illustrative problems through to large problems on subduction zone-like geometries. The computer code to reproduce all numerical examples is freely available as supporting material.

Optimal three-field block-preconditioners for models of coupled magma/mantle dynamics.

Abstract: For a prescribed porosity, the coupled magma/mantle flow equations can be formulated as a two-field system of equations with velocity and pressure as unknowns. Previous work has shown that while optimal preconditioners for the two-field formulation can be obtained, the construction of preconditioners that are uniform with respect to model parameters is difficult. This limits the applicability of two-field preconditioners in certain regimes of practical interest. We address this issue by reformulating the governing equations as a three-field problem, which removes a term that was problematic in the two-field formulation in favour of an additional equation for a pressure-like field. For the three-field problem, we develop and analyse new preconditioners and we show numerically that they are optimal in terms of problem size and less sensitive to model parameters, compared to the two-field preconditioner. This extends the applicability of optimal preconditioners for coupled mantle/magma dynamics into parameter regimes of physical interest.

Compaction around a rigid, circular inclusion in partially molten rock

Abstract: Conservation laws that describe the behavior of partially molten mantle rock have been established for several decades, but the associated rheology remains poorly understood. Constraints on the rheology may be obtained from recently published experiments involving deformation of partially molten rock around a rigid, spherical inclusion. These experiments give rise to patterns of melt segregation that exhibit the competing effects of pressure shadows and melt-rich bands. Such patterns provide an opportunity to infer rheological parameters through comparison with models based on the conservation laws and constitutive relations that hypothetically govern the system. To this end, we have developed software tools to simulate finite strain, two-phase flow around a circular inclusion in a configuration that mirrors the experiments. Simulations indicate that the evolution of porosity is predominantly controlled by the porosity-weakening exponent of the shear viscosity and the poorly known bulk viscosity. In two-dimensional simulations presented here, we find that the balance of pressure shadows and melt-rich bands observed in experiments only occurs for bulk-to-shear viscosity ratio of less than about five. However, the evolution of porosity in simulations with such low bulk viscosity exceeds physical bounds at unrealistically small strain due to the unchecked, exponential growth of the porosity variations. Processes that limit or balance porosity localization should be incorporated in the formulation of the model to produce results that are consistent with the porosity evolution in experiments.

Modeling an Augmented Lagrangian for Improved Blackbox Constrained Optimization

Abstract: Constrained blackbox optimization is a difficult problem, with most approaches coming from the mathematical programming literature. The statistical literature is sparse, especially in addressing problems with nontrivial constraints. This situation is unfortunate because statistical methods have many attractive properties: global scope, handling noisy objectives, sensitivity analysis, and so forth. To narrow that gap, we propose a combination of response surface modeling, expected improvement, and the augmented Lagrangian numerical optimization framework. This hybrid approach allows the statistical model to think globally and the augmented Lagrangian to act locally. We focus on problems where the constraints are the primary bottleneck, requiring expensive simulation to evaluate and substantial modeling effort to map out. In that context, our hybridization presents a simple yet effective solution that allows existing objective-oriented statistical approaches, like those based on Gaussian process surrogates and expected improvement heuristics, to be applied to the constrained setting with minor modification. This work is motivated by a challenging, real-data benchmark problem from hydrology where, even with a simple linear objective function, learning a nontrivial valid region complicates the search for a global minimum.

Three-field block-preconditioners for models of coupled magma/mantle dynamics

Abstract: For a prescribed porosity, the coupled magma/mantle flow equations can be formulated as a two-field system of equations with velocity and pressure as unknowns. Previous work has shown that while optimal preconditioners for the two-field formulation can be obtained, the construction of preconditioners that are uniform with respect to model parameters is difficult. This limits the applicability of two-field preconditioners in certain regimes of practical interest. We address this issue by reformulating the governing equations as a three-field problem, which removes a term that was problematic in the two-field formulation in favour of an additional equation for a pressure-like field. For the three-field problem, we develop and analyse new preconditioners and we show numerically that they are optimal in terms of problem size and less sensitive to model parameters, compared to the two-field preconditioner. This extends the applicability of optimal preconditioners for coupled mantle/magma dynamics into parameter regimes of physical interest.