Novel Monte Carlo Methods for Large-Scale Linear Algebra Operations

Linear algebra operations play an important role in scientific computing and data analysis. With increasing data volume and complexity in the Big Data era, linear algebra operations are important tools to process massive datasets. On one hand, the advent of modern high-performance computing architectures with increasing computing power has greatly enhanced our capability to deal with a large volume of data. One the other hand, many classical, deterministic numerical linear algebra algorithms have difficulty to scale to handle large data sets. Monte Carlo methods, which are based on statistical sampling, exhibit many attractive properties in dealing with large volume of datasets, including fast approximated results, memory efficiency, reduced data accesses, natural parallelism, and inherent fault tolerance. In this dissertation, we present new Monte Carlo methods to accommodate a set of fundamental and ubiquitous large-scale linear algebra operations, including solving large-scale linear systems, constructing low-rank matrix approximation, and approximating the extreme eigenvalues/ eigenvectors, across modern distributed and parallel computing architectures. First of all, we revisit the classical Ulam-von Neumann Monte Carlo algorithm and derive the necessary and sufficient condition for its convergence. To support a broad family of linear systems, we develop Krylov subspace Monte Carlo solvers that go beyond the use of Neumann series. New algorithms used in the Krylov subspace Monte Carlo solvers include (1) a Breakdown-Free Block Conjugate Gradient algorithm to address the potential rank deficiency problem occurred in block Krylov subspace methods; (2) a Block Conjugate Gradient for Least Squares algorithm to stably approximate the least squares solutions of general linear systems; (3) a BCGLS algorithm with deflation to gain convergence acceleration; and (4) a Monte Carlo Generalized Minimal Residual algorithm based on sampling matrix-vector products to provide fast approximation of solutions. Secondly, we design a rank-revealing randomized Singular Value Decomposition (R3SVD) algorithm for adaptively constructing low-rank matrix approximations to satisfy application-specific accuracy. Thirdly, we study the block power method on Markov Chain Monte Carlo transition matrices and find that the convergence is actually depending on the number of independent vectors in the block. Correspondingly, we develop a sliding window power method to find stationary distribution, which has demonstrated success in modeling stochastic luminal Calcium release site. Fourthly, we take advantage of hybrid CPU-GPU computing platforms to accelerate the performance of the Breakdown-Free Block Conjugate Gradient algorithm and the randomized Singular Value Decomposition algorithm. Finally, we design a Gaussian variant of Freivalds’ algorithm to efficiently verify the correctness of matrix-matrix multiplication while avoiding undetectable fault patterns encountered in deterministic algorithms

Monte Carlo and Depletion Reactor Analysis for High-Performance Computing Applications

This dissertation discusses the research and development for a coupled neutron trans- port/isotopic depletion capability for use in high-preformance computing applications. Accurate neutronics modeling and simulation for \real reactor problems has been a long sought after goal in the computational community. A complementary \stretch goal to this is the ability to perform full-core depletion analysis and spent fuel isotopic characterization. This dissertation thus presents the research and development of a coupled Monte Carlo transport/isotopic depletion implementation with the Exnihilo framework geared for high-performance computing architectures to enable neutronics analysis for full-core reactor problems. An in-depth case study of the current state of Monte Carlo neutron transport with respect to source sampling, source convergence, uncertainty underprediction and biases associated with localized tallies in Monte Carlo eigenvalue calculations was performed using MCNPand KENO. This analysis is utilized in the design and development of the statistical algorithms for Exnihilo\u27s Monte Carlo framework, Shift. To this end, a methodology has been developed in order to perform tally statistics in domain decomposed environments. This methodology has been shown to produce accurate tally uncertainty estimates in domain-decomposed environments without a significant increase in the memory requirements, processor-to-processor communications, or computational biases. With the addition of parallel, domain-decomposed tally uncertainty estimation processes, a depletion package was developed for the Exnihilo code suite to utilize the depletion capabilities of the Oak Ridge Isotope GENeration code. This interface was designed to be transport agnostic, meaning that it can be used by any of the reactor analysis packages within Exnihilo such as Denovo or Shift. Extensive validation and testing of the ORIGEN interface and coupling with the Shift Monte Carlo transport code is performed within this dissertation, and results are presented for the calculated eigenvalues, material powers, and nuclide concentrations for the depleted materials. These results are then compared to ORIGEN and TRITON depletion calculations, and analysis shows that the Exnihilo transport-depletion capability is in good agreement with these codes

Efficient Algorithms And Optimizations For Scientific Computing On Many-Core Processors

Designing efficient algorithms for many-core and multicore architectures requires using different strategies to allow for the best exploitation of the hardware resources on those architectures. Researchers have ported many scientific applications to modern many-core and multicore parallel architectures, and by doing so they have achieved significant speedups over running on single CPU cores. While many applications have achieved significant speedups, some applications still require more effort to accelerate due to their inherently serial behavior. One class of applications that has this serial behavior is the Monte Carlo simulations. Monte Carlo simulations have been used to simulate many problems in statistical physics and statistical mechanics that were not possible to simulate using Molecular Dynamics. While there are a fair number of well-known and recognized GPU Molecular Dynamics codes, the existing Monte Carlo ensemble simulations have not been ported to the GPU, so they are relatively slow and could not run large systems in a reasonable amount of time. Due to the previously mentioned shortcomings of existing Monte Carlo ensemble codes and due to the interest of researchers to have a fast Monte Carlo simulation framework that can simulate large systems, a new GPU framework called GOMC is implemented to simulate different particle and molecular-based force fields and ensembles. GOMC simulates different Monte Carlo ensembles such as the canonical, grand canonical, and Gibbs ensembles. This work describes many challenges in developing a GPU Monte Carlo code for such ensembles and how I addressed these challenges. This work also describes efficient many-core and multicore large-scale energy calculations for Monte Carlo Gibbs ensemble using cell lists. Designing Monte Carlo molecular simulations is challenging as they have less computation and parallelism when compared to similar molecular dynamics applications. The modified cell list allows for more speedup gains for energy calculations on both many-core and multicore architectures when compared to other implementations without using the conventional cell lists. The work presents results and analysis of the cell list algorithms for each one of the parallel architectures using top of the line GPUs, CPUs, and Intel’s Phi coprocessors. In addition, the work evaluates the performance of the cell list algorithms for different problem sizes and different radial cutoffs. In addition, this work evaluates two cell list approaches, a hybrid MPI+OpenMP approach and a hybrid MPI+CUDA approach. The cell list methods are evaluated on a small cluster of multicore CPUs, Intel Phi coprocessors, and GPUs. The performance results are evaluated using different combinations of MPI processes, threads, and problem sizes. Another application presented in this dissertation involves the understanding of the properties of crystalline materials, and their design and control. Recent developments include the introduction of new models to simulate system behavior and properties that are of large experimental and theoretical interest. One of those models is the Phase-Field Crystal (PFC) model. The PFC model has enabled researchers to simulate 2D and 3D crystal structures and study defects such as dislocations and grain boundaries. In this work, GPUs are used to accelerate various dynamic properties of polycrystals in the 2D PFC model. Some properties require very intensive computation that may involve hundreds of thousands of atoms. The GPU implementation has achieved significant speedups of more than 46 times for some large systems simulations

Patterns of Scalable Bayesian Inference

Datasets are growing not just in size but in complexity, creating a demand for rich models and quantification of uncertainty. Bayesian methods are an excellent fit for this demand, but scaling Bayesian inference is a challenge. In response to this challenge, there has been considerable recent work based on varying assumptions about model structure, underlying computational resources, and the importance of asymptotic correctness. As a result, there is a zoo of ideas with few clear overarching principles. In this paper, we seek to identify unifying principles, patterns, and intuitions for scaling Bayesian inference. We review existing work on utilizing modern computing resources with both MCMC and variational approximation techniques. From this taxonomy of ideas, we characterize the general principles that have proven successful for designing scalable inference procedures and comment on the path forward