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Abstract Obtaining lightweight and accurate approximations of discretized objective functional Hessians in inverse problems governed by partial differential equations (PDEs) is essential to make both deterministic and Bayesian statistical large-scale inverse problems computationally tractable. The cubic computational complexity of dense linear algebraic tasks, such as Cholesky factorization, that provide a means to sample Gaussian distributions and determine solutions of Newton linear systems is a computational bottleneck at large-scale. These tasks can be reduced to log-linear complexity by utilizing hierarchical off-diagonal low-rank (HODLR) matrix approximations. In this work, we show that a class of Hessians that arise from inverse problems governed by PDEs are well approximated by the HODLR matrix format. In particular, we study inverse problems governed by PDEs that model the instantaneous viscous flow of ice sheets. In these problems, we seek a spatially distributed basal sliding parameter field such that the flow predicted by the ice sheet model is consistent with ice sheet surface velocity observations. We demonstrate the use of HODLR Hessian approximation to efficiently sample the Laplace approximation of the posterior distribution with covariance further approximated by HODLR matrix compression. Computational studies are performed which illustrate ice sheet problem regimes for which the Gauss–Newton data-misfit Hessian is more efficiently approximated by the HODLR matrix format than the low-rank (LR) format. We then demonstrate that HODLR approximations can be favorable, when compared to global LR approximations, for large-scale problems by studying the data-misfit Hessian associated with inverse problems governed by the first-order Stokes flow model on the Humboldt glacier and Greenland ice sheet. 

We aim to simultaneously infer the shape of subsurface structures and material properties such as density or viscosity from surface observations. Modelling mantle flow using incompressible instantaneous Stokes equations, the problem is formulated as an infinite-dimensional Bayesian inverse problem. Subsurface structures are described as level sets of a smooth auxiliary function, allowing for geometric flexibility. As inverting for subsurface structures from surface observations is inherently challenging, knowledge of plate geometries from seismic images is incorporated into the prior probability distributions. The posterior distribution is approximated using a dimension-robust Markov-chain Monte Carlo sampling method, allowing quantification of uncertainties in inferred parameters and shapes. The effectiveness of the method is demonstrated in two numerical examples with synthetic data. In a model with two higher-density sinkers, their shape and location are inferred with moderate uncertainty, but a trade-off between sinker size and density is found. The uncertainty in the inferred is significantly reduced by combining horizontal surface velocities and normal traction data. For a more realistic subduction problem, we construct tailored level-set priors, representing “seismic” knowledge and infer subducting plate geometry with their uncertainty. A trade-off between thickness and viscosity of the plate in the hinge zone is found, consistent with earlier work.

 

Abstract It was recently shown in Wechsung et al (2022 Proc. Natl Acad. Sci. USA 119 e2202084119) that there exist electromagnetic coils that generate magnetic fields, which are excellent approximations to quasi-symmetric fields and have very good particle confinement properties. Using a Gaussian process-based model for coil perturbations, we investigate the impact of manufacturing errors on the performance of these coils. We show that even fairly small errors result in noticeable performance degradation. While stochastic optimization yields minor improvements, it is not possible to mitigate these errors significantly. As an alternative to stochastic optimization, we then formulate a new optimization problem for computing optimal adjustments of the coil positions and currents without changing the shapes of the coil. These a-posteriori adjustments are able to reduce the impact of coil errors by an order of magnitude, providing a new perspective for dealing with manufacturing tolerances in stellarator design. 

We propose a new method to compute magnetic surfaces that are parametrized in Boozer coordinates for vacuum magnetic fields. We also propose a measure for quasisymmetry on the computed surfaces and use it to design coils that generate a magnetic field that is quasisymmetric on those surfaces. The rotational transform of the field and complexity measures for the coils are also controlled in the design problem. Using an adjoint approach, we are able to obtain analytic derivatives for this optimization problem, yielding an efficient gradient-based algorithm. Starting from an initial coil set that presents nested magnetic surfaces for a large fraction of the volume, our method converges rapidly to coil systems generating fields with excellent quasisymmetry and low particle losses. In particular for low complexity coils, we are able to significantly improve the performance compared with coils obtained from the standard two-stage approach, e.g. reduce losses of fusion-produced alpha particles born at half-radius from $17.7\,\%$ to $6.6\,\%$ . We also demonstrate 16-coil configurations with alpha loss ${<}1\,\%$ and neoclassical transport magnitude $\epsilon _{\text {eff}}^{3/2}$ less than approximately $5\times 10^{-9}$ . 

Plate motions are a primary surface constraint on plate and mantle dynamics and rheology, plate boundary stresses and the occurrence of great earthquakes. Within an optimization method, we use plate motion data to better constrain uncertain mantle parameters. For the optimization problem characterizing the maximum a posteriori rheological parameters we derive gradients using adjoints and expressions to approximate the posterior distributions for stresses within plate boundaries. We apply these methods to a 2-D cross section from the western to eastern Pacific, with temperature distributions and fault zone geometries developed primarily from seismic and plate motion data. We find that the best-fitting stress exponent, n, is about 2.8 and the yield stress about 100 MPa or less. The normal stress on the interplate fault zones is about 100 MPa and the shear stresses about 10 MPa or less.

 

Magnetic fields with quasi-symmetry are known to provide good confinement of charged particles and plasmas, but the extent to which quasi-symmetry can be achieved in practice has remained an open question. Recent work [M. Landreman and E. Paul, Phys. Rev. Lett. 128, 035001, 2022] reports the discovery of toroidal magnetic fields that are quasi-symmetric to orders-of-magnitude higher precision than previously known fields. We show that these fields can be accurately produced using electromagnetic coils of only moderate engineering complexity, that is, coils that have low curvature and that are sufficiently separated from each other. Our results demonstrate that these new quasi-symmetric fields are relevant for applications requiring the confinement of energetic charged particles for long time scales, such as nuclear fusion. The coils’ length plays an important role for how well the quasi-symmetric fields can be approximated. For the longest coil set considered and a mean field strength of 1 T, the departure from quasi-symmetry is of the order of Earth’s magnetic field. Additionally, we find that magnetic surfaces extend far outside the plasma boundary used by Landreman and Paul, providing confinement far from the core. Simulations confirm that the magnetic fields generated by the new coils confine particles with high kinetic energy substantially longer than previously known coil configurations. In particular, when scaled to a reactor, the best found configuration loses only 0.04% of energetic particles born at midradius when following guiding center trajectories for 200 ms.