The ROMES method for statistical modeling of reduced-order-model error

This work presents a technique for statistically modeling errors introduced by reduced-order models. The method employs Gaussian-process regression to construct a mapping from a small number of computationally inexpensive `error indicators' to a distribution over the true error. The variance of this distribution can be interpreted as the (epistemic) uncertainty introduced by the reduced-order model. To model normed errors, the method employs existing rigorous error bounds and residual norms as indicators; numerical experiments show that the method leads to a near-optimal expected effectivity in contrast to typical error bounds. To model errors in general outputs, the method uses dual-weighted residuals---which are amenable to uncertainty control---as indicators. Experiments illustrate that correcting the reduced-order-model output with this surrogate can improve prediction accuracy by an order of magnitude; this contrasts with existing `multifidelity correction' approaches, which often fail for reduced-order models and suffer from the curse of dimensionality. The proposed error surrogates also lead to a notion of `probabilistic rigor', i.e., the surrogate bounds the error with specified probability

On the indefinite Helmholtz equation: complex stretched absorbing boundary layers, iterative analysis, and preconditioning

This paper studies and analyzes a preconditioned Krylov solver for Helmholtz problems that are formulated with absorbing boundary layers based on complex coordinate stretching. The preconditioner problem is a Helmholtz problem where not only the coordinates in the absorbing layer have an imaginary part, but also the coordinates in the interior region. This results into a preconditioner problem that is invertible with a multigrid cycle. We give a numerical analysis based on the eigenvalues and evaluate the performance with several numerical experiments. The method is an alternative to the complex shifted Laplacian and it gives a comparable performance for the studied model problems

Recognizing Voice Over IP: A Robust Front-End for Speech Recognition on the World Wide Web

The Internet Protocol (IP) environment poses two relevant sources of distortion to the speech recognition problem: lossy speech coding and packet loss. In this paper, we propose a new front-end for speech recognition over IP networks. Specifically, we suggest extracting the recognition feature vectors directly from the encoded speech (i.e., the bit stream) instead of decoding it and subsequently extracting the feature vectors. This approach offers two significant benefits. First, the recognition system is only affected by the quantization distortion of the spectral envelope. Thus, we are avoiding the influence of other sources of distortion due to the encoding-decoding process. Second, when packet loss occurs, our front-end becomes more effective since it is not constrained to the error handling mechanism of the codec. We have considered the ITU G.723.1 standard codec, which is one of the most preponderant coding algorithms in voice over IP (VoIP) and compared the proposed front-end with the conventional approach in two automatic speech recognition (ASR) tasks, namely, speaker-independent isolated digit recognition and speaker-independent continuous speech recognition. In general, our approach outperforms the conventional procedure, for a variety of simulated packet loss rates. Furthermore, the improvement is higher as network conditions worsen.Publicad

Efficiency improvement of the frequency-domain BEM for rapid transient elastodynamic analysis

The frequency-domain fast boundary element method (BEM) combined with the exponential window technique leads to an efficient yet simple method for elastodynamic analysis. In this paper, the efficiency of this method is further enhanced by three strategies. Firstly, we propose to use exponential window with large damping parameter to improve the conditioning of the BEM matrices. Secondly, the frequency domain windowing technique is introduced to alleviate the severe Gibbs oscillations in time-domain responses caused by large damping parameters. Thirdly, a solution extrapolation scheme is applied to obtain better initial guesses for solving the sequential linear systems in the frequency domain. Numerical results of three typical examples with the problem size up to 0.7 million unknowns clearly show that the first and third strategies can significantly reduce the computational time. The second strategy can effectively eliminate the Gibbs oscillations and result in accurate time-domain responses

Fredholm determinants for the stability of travelling waves

This thesis investigates both theoretically and numerically the stability of travelling wave solutions using Fredholm determinants, on the real line. We identify a class of travelling wave problems for which the corresponding integral operators are of trace class. Based on the geometrical interpretation of the Evans function, we give an alternative proof connecting it to (modified) Fredholm determinants. We then extend that connection to the case of front waves by constructing an appropriate integral operator. In the context of numerical evaluation of Fredholm determinants, we prove the uniform convergence associated with the modified/regularised Fredholm determinants which generalises Bornemann's result on this topic. Unlike in Bornemann's result, we do not assume continuity but only integrability with respect to the second argument of the kernel functions. In support to our theory, we present some numerical results. We show how to compute higher order determinants numerically, in particular for integral operators belonging to classes I3 and I4 of the Schatten-von Neumann set. Finally, we numerically compute Fredholm determinants for some travelling wave problems e.g. the `good' Boussinesq equation and the fth-order KdV equation.UK EPSRC (Engineering and Physical Sciences Research Council) grant EP/G03613

A Parallel Geometric Multigrid Method for Adaptive Finite Elements

Applications in a variety of scientific disciplines use systems of Partial Differential Equations (PDEs) to model physical phenomena. Numerical solutions to these models are often found using the Finite Element Method (FEM), where the problem is discretized and the solution of a large linear system is required, containing millions or even billions of unknowns. Often times, the domain of these solves will contain localized features that require very high resolution of the underlying finite element mesh to accurately solve, while a mesh with uniform resolution would require far too much computational time and memory overhead to be feasible on a modern machine. Therefore, techniques like adaptive mesh refinement, where one increases the resolution of the mesh only where it is necessary, must be used. Even with adaptive mesh refinement, these systems can still be on the order of much more than a million unknowns (large mantle convection applications like the ones in [90] show simulations on over 600 billion unknowns), and attempting to solve on a single processing unit is infeasible due to limited computational time and memory required. For this reason, any application code aimed at solving large problems must be built using a parallel framework, allowing the concurrent use of multiple processing units to solve a single problem, and the code must exhibit efficient scaling to large amounts of processing units. Multigrid methods are currently the only known optimal solvers for linear systems arising from discretizations of elliptic boundary valued problems. These methods can be represented as an iterative scheme with contraction number less than one, independent of the resolution of the discretization [24, 54, 25, 103], with optimal complexity in the number of unknowns in the system [29]. Geometric multigrid (GMG) methods, where the hierarchy of spaces are defined by linear systems of finite element discretizations on meshes of decreasing resolution, have been shown to be robust for many different problem formulations, giving mesh independent convergence for highly adaptive meshes [26, 61, 83, 18], but these methods require specific implementations for each type of equation, boundary condition, mesh, etc., required by the specific application. The implementation in a massively parallel environment is not obvious, and research into this topic is far from exhaustive. We present an implementation of a massively parallel, adaptive geometric multigrid (GMG) method used in the open-source finite element library deal.II [5], and perform extensive tests showing scaling of the v-cycle application on systems with up to 137 billion unknowns run on up to 65,536 processors, and demonstrating low communication overhead of the algorithms proposed. We then show the flexibility of the GMG by applying the method to four different PDE systems: the Poisson equation, linear elasticity, advection-diffusion, and the Stokes equations. For the Stokes equations, we implement a fully matrix-free, adaptive, GMG-based solver in the mantle convection code ASPECT [13], and give a comparison to the current matrix-based method used. We show improvements in robustness, parallel scaling, and memory consumption for simulations with up to 27 billion unknowns and 114,688 processors. Finally, we test the performance of IDR(s) methods compared to the FGMRES method currently used in ASPECT, showing the effects of the flexible preconditioning used for the Stokes solves in ASPECT, and the demonstrating the possible reduction in memory consumption for IDR(s) and the potential for solving large scale problems. Parts of the work in this thesis has been submitted to peer reviewed journals in the form of two publications ([36] and [34]), and the implementations discussed have been integrated into two open-source codes, deal.II and ASPECT. From the contributions to deal.II, including a full length tutorial program, Step-63 [35], the author is listed as a contributing author to the newest deal.II release (see [5]). The implementation into ASPECT is based on work from the author and Timo Heister. The goal for the work here is to enable the community of geoscientists using ASPECT to solve larger problems than currently possible. Over the course of this thesis, the author was partially funded by the NSF Award OAC-1835452 and by the Computational Infrastructure in Geodynamics initiative (CIG), through the NSF under Award EAR-0949446 and EAR-1550901 and The University of California -- Davis

The Deep Space Network. An instrument for radio navigation of deep space probes

The Deep Space Network (DSN) network configurations used to generate the navigation observables and the basic process of deep space spacecraft navigation, from data generation through flight path determination and correction are described. Special emphasis is placed on the DSN Systems which generate the navigation data: the DSN Tracking and VLBI Systems. In addition, auxiliary navigational support functions are described