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Updated accelerators with variable timestep, add localization case to examples #348

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merged 5 commits into from
Nov 16, 2023

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odunbar
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@odunbar odunbar commented Nov 3, 2023

Purpose

  • removal of explicit timestep dependency of NesterovAccelerator() appears to be a more robust approach with a do-no-harm adjustment

Content

  • removal of Delta t and Delta t_prev dependency
  • add fig_save directories and fig_save naming based on timestep for accelerated examples.
  • add some info statements, more encapsulated "cases", (i) constant stepper, (ii) dmc stepper (iii) dmc with localization and small ensemble (size = 5)
  • Add GC into Darcy example over random trials.
  • Added simple ConstantNesterovAccelerator which sets the momentum parameter = constant
  • Renamed ConstantStepNesterovAccelerator to FirstOrderNesterovAccelerator
  • Fixed an off-by-one error in FirstOrder

Example figures from Accelerated/

  • KEY INSIGHT: Acceleration still proves to have increased benefit for small ensembles while using localization (common in practical scientific needs)

ExpSinAccelerated for case = const , case = dmc and case = dmc-loc-small-ens:

LorenzAccelerated for case = const , case = dmc and case = dmc-loc-small-ens:

DarcyAccelerated for case = const , case = dmc and case = dmc-loc-small-ens:


  • I have read and checked the items on the review checklist.

@odunbar odunbar force-pushed the orad/typo-accel branch 2 times, most recently from 34f81f7 to 1a78a3a Compare November 3, 2023 21:30
@odunbar odunbar requested review from eviatarbach and removed request for eviatarbach November 15, 2023 23:58
@odunbar odunbar changed the title Typo in reference for accelerators with variable timestep Updated accelerators with variable timestep, add localization case to examples Nov 16, 2023
eviatarbach

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remove docstring

format

removed ratio of timsteps

new example cases, plotting etc

added ConstantNesterov, renamed ConstantStep to FirstOrder

ConstantStep -> FirstOrder

const -> firstorder in legends
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LGTM!

@odunbar odunbar merged commit a7126a8 into main Nov 16, 2023
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2 participants