The ranking of experiments by expected information gain (EIG) in Bayesian experimental design is sensitive to changes in the model’s prior distribution, and the approximation of EIG yielded by sampling will have errors similar to the use of a perturbed prior. We define and analyze Robust Expected Information Gain(REIG), a modification of the objective in EIG maximization by minimizing an affine relaxation of EIG over an ambiguity set of distributions that are close to the original prior in KL-divergence. We show that, when combined with a sampling-based approach to estimating EIG, REIG corresponds to a "log-sum-exp" stabilization of the samples used to estimate EIG, meaning that it can be efficiently implemented in practice. Numerical tests combining REIG with variational nested Monte Carlo (VNMC), adaptive contrastive estimation (ACE) and mutual information neural estimation (MINE) suggest that in practice REIG also compensates for the variability of under-sampled estimators.

Mantle convection is the fundamental physical process within earth's interior responsible for the thermal and geological evolution of the planet, including plate tectonics. The mantle is modeled as a viscous, incompressible, non-Newtonian fluid. The wide range of spatial scales, extreme variability and anisotropy in material properties, and severely nonlinear rheology have made global mantle convection modeling with realistic parameters prohibitive. Here we present a new implicit solver that exhibits optimal algorithmic performance and is capable of extreme scaling for hard PDE problems, such as mantle convection. To maximize accuracy and minimize runtime, the solver incorporates a number of advances, including aggressive multi-octree adaptivity, mixed continuous-discontinuous discretization, arbitrarily-high-order accuracy, hybrid spectral/geometric/algebraic multigrid, and novel Schur-complement preconditioning. These features present enormous challenges for extreme scalability. We demonstrate that---contrary to conventional wisdom---algorithmically optimal implicit solvers can be designed that scale out to 1.5 million cores for severely nonlinear, ill-conditioned, heterogeneous, and anisotropic PDEs.

The logical structure of a forest of octrees can be used to create scalable algorithms for parallel adaptive mesh refinement (AMR), which has recently been demonstrated for several petascale applications. Among various frequently used octree-based mesh operations, including refinement, coarsening, partitioning, and enumerating nodes, ensuring a 2:1 size balance between neighboring elements has historically been the most expensive in terms of CPU time and communication volume. The 2:1 balance operation is thus a primary target to optimize. One important component of a parallel balance algorithm is the ability to determine whether any two given octants have a consistent distance/size relation. Based on new logical concepts we propose fast algorithms for making this decision for all types of 2:1 balance conditions in 2D and 3D. Since we are able to achieve this without constructing any parent nodes in the tree that would otherwise need to be sorted and communicated, we can significantly reduce the required memory and communication volume. In addition, we propose a lightweight collective algorithm for reversing the asymmetric communication pattern induced by non-local octant interactions. We have implemented our improvements as part of the opensource “p4est” software. Benchmarking this code with both synthetic and simulation-driven adapted meshes we are able to demonstrate much reduced runtime and excellent weak and strong scalability. On our largest benchmark problem with 5.13 × 1011octants the new 2:1 balance algorithm executes in less than 8 seconds on 112,128 CPU cores of the Jaguar Cray XT5 supercomputer.

Many problems are characterized by dynamics occurring on a wide range of length and time scales. One approach to overcoming the tyranny of scales is adaptive mesh refinement/coarsening (AMR), which dynamically adapts the mesh to resolve features of interest. However, the benefits of AMR are difficult to achieve in practice, particularly on the petascale computers that are essential for difficult problems. Due to the complex dynamic data structures and frequent load balancing, scaling dynamic AMR to hundreds of thousands of cores has long been considered a challenge. Another difficulty is extending parallel AMR techniques to high-order-accurate, complex-geometry-respecting methods that are favored for many classes of problems. Here we present new parallel algorithms for parallel dynamic AMR on forest-ofoctrees geometries with arbitrary-order continuous and discontinuous finite/spectral element discretizations. The implementations of these algorithms exhibit excellent weak and strong scaling to over 224,000 Cray XT5 cores for multiscale geophysics problems.