In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov chain Monte Carlo (MCMC) is often used for the numerical solution of such problems. An alternative to MCMC is importance sampling, which can exhibit near perfect scaling with the number of cores on high performance computing systems because samples are drawn independently. However, finding a suitable proposal distribution is a challenging task. Several sampling algorithms have been proposed over the past years that take an iterative approach to constructing a proposal distribution. We investigate the applicability of such algorithms by applying them to two realistic and challenging test problems, one in subsurface flow, and one in combustion modeling. More specifically, we implement importance sampling algorithms that iterate over the mean and covariance matrix of Gaussian or multivariate t-proposal distributions. Our implementation leverages massively parallel computers, and we present strategies to initialize the iterations using “coarse” MCMC runs or Gaussian mixture models.

Reacting flow simulations for combustion applications require extensive computing capabilities. Leveraging the AMReX library, the Pele suite of combustion simulation tools targets the largest supercomputers available and future exascale machines. We introduce PeleC, the compressible solver in the Pele suite, and detail its capabilities, including complex geometry representation, chemistry integration, and discretization. We present a comparison of development efforts using both OpenACC and AMReX’s C++ performance portability framework for execution on multiple GPU architectures. We discuss relevant details that have allowed PeleC to achieve high performance and scalability. PeleC’s performance characteristics are measured through relevant simulations on multiple supercomputers. The success of PeleC’s design for exascale is exhibited through demonstration of a 160 billion cell simulation and weak scaling onto 100% of Summit, an NVIDIA-based GPU supercomputer at Oak Ridge National Laboratory. Our results provide confidence that PeleC will enable future combustion science simulations with unprecedented fidelity.