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A bibliography on parallel and vector numerical algorithms

This is a bibliography of numerical methods. It also includes a number of other references on machine architecture, programming language, and other topics of interest to scientific computing. Certain conference proceedings and anthologies which have been published in book form are listed also.

Ortega, J. M.↗

A bibliography on parallel and vector numerical algorithms

This is a bibliography on numerical methods. It also includes a number of other references on machine architecture, programming language, and other topics of interest to scientific computing. Certain conference proceedings and anthologies which have been published in book form are also listed.

Ortega, James M.↗

A bibliography on parallel and vector numerical algorithms

This is a bibliography on numerical methods. It also includes a number of other references on machine architecture, programming language, and other topics of interest to scientific computing. Certain conference proceedings and anthologies which have been published in book form are also listed.

Ortega, James M.↗

Numerical Algorithms Based on Biorthogonal Wavelets

Wavelet bases are used to generate spaces of approximation for the resolution of bidimensional elliptic and parabolic problems. Under some specific hypotheses relating the properties of the wavelets to the order of the involved operators, it is shown that an approximate solution can be built. This approximation is then stable and converges towards the exact solution. It is designed such that fast algorithms involving biorthogonal multi resolution analyses can be used to resolve the corresponding numerical problems. Detailed algorithms are provided as well as the results of numerical tests on partial differential equations defined on the bidimensional torus.

Ponenti, Pj.↗

Numerical Algorithms Based on Biorthogonal Wavelets

Wavelet bases are used to generate spaces of approximation for the resolution of bidimensional elliptic and parabolic problems. Under some specific hypotheses relating the properties of the wavelets to the order of the involved operators, it is shown that an approximate solution can be built. This approximation is then stable and converges towards the exact solution. It is designed such that fast algorithms involving biorthogonal multi resolution analyses can be used to resolve the corresponding numerical problems. Detailed algorithms are provided as well as the results of numerical tests on partial differential equations defined on the bidimensional torus.

Ponenti, Pj.↗

Multiresolution representation and numerical algorithms: A brief review

In this paper we review recent developments in techniques to represent data in terms of its local scale components. These techniques enable us to obtain data compression by eliminating scale-coefficients which are sufficiently small. This capability for data compression can be used to reduce the cost of many numerical solution algorithms by either applying it to the numerical solution operator in order to get an approximate sparse representation, or by applying it to the numerical solution itself in order to reduce the number of quantities that need to be computed.

Harten, Amiram↗

On the impact of communication complexity on the design of parallel numerical algorithms

This paper describes two models of the cost of data movement in parallel numerical alorithms. One model is a generalization of an approach due to Hockney, and is suitable for shared memory multiprocessors where each processor has vector capabilities. The other model is applicable to highly parallel nonshared memory MIMD systems. In this second model, algorithm performance is characterized in terms of the communication network design. Techniques used in VLSI complexity theory are also brought in, and algorithm-independent upper bounds on system performance are derived for several problems that are important to scientific computation.

Gannon, D. B.↗

A numerical algorithm for optimal feedback gains in high dimensional LQR problems

A hybrid method for computing the feedback gains in linear quadratic regulator problems is proposed. The method, which combines the use of a Chandrasekhar type system with an iteration of the Newton-Kleinman form with variable acceleration parameter Smith schemes, is formulated so as to efficiently compute directly the feedback gains rather than solutions of an associated Riccati equation. The hybrid method is particularly appropriate when used with large dimensional systems such as those arising in approximating infinite dimensional (distributed parameter) control systems (e.g., those governed by delay-differential and partial differential equations). Computational advantage of the proposed algorithm over the standard eigenvector (Potter, Laub-Schur) based techniques are discussed and numerical evidence of the efficacy of our ideas presented.

Banks, H. T.↗

A numerical algorithm for optimal feedback gains in high dimensional linear quadratic regulator problems

A hybrid method for computing the feedback gains in linear quadratic regulator problem is proposed. The method, which combines use of a Chandrasekhar type system with an iteration of the Newton-Kleinman form with variable acceleration parameter Smith schemes, is formulated to efficiently compute directly the feedback gains rather than solutions of an associated Riccati equation. The hybrid method is particularly appropriate when used with large dimensional systems such as those arising in approximating infinite-dimensional (distributed parameter) control systems (e.g., those governed by delay-differential and partial differential equations). Computational advantages of the proposed algorithm over the standard eigenvector (Potter, Laub-Schur) based techniques are discussed, and numerical evidence of the efficacy of these ideas is presented.

Banks, H. T.↗

Construction of wave dark matter halos: Numerical algorithm and analytical constraints

Here we present a wave generalization of the classic Schwarzschild method for constructing self-consistent halos—such a halo consists of a suitable superposition of waves instead of particle orbits, chosen to yield a desired mean density profile. As an illustration, the method is applied to spherically symmetric halos. We derive an analytic relation between the particle distribution function and the wave superposition amplitudes and show how it simplifies in the high-energy (WKB) limit. We verify the stability of such constructed halos by numerically evolving the Schrödinger-Poisson system. The algorithm provides an efficient and accurate way to simulate the time-dependent halo substructures from wave interference. We use this method to construct halos with a variety of density profiles, all of which have a core from the ground-state wave function, though the core-halo relation need not be the standard one.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

An efficient numerical algorithm for transverse impact problems

Transverse impact problems in which the elastic and plastic indentation effects are considered, involve a nonlinear integral equation for the contact force, which, in practice, is usually solved by an iterative scheme with small increments in time. In this paper, a numerical method is proposed wherein the iterations of the nonlinear problem are separated from the structural response computations. This makes the numerical procedures much simpler and also efficient. The proposed method is applied to some impact problems for which solutions are available, and they are found to be in good agreement. The effect of the magnitude of time increment on the results is also discussed.

Sankar, B. V.↗

Fourier analysis of numerical algorithms for the Maxwell equations

The Fourier method is used to analyze the dispersive, dissipative, and isotropy errors of various spatial and time discretizations applied to the Maxwell equations on multi-dimensional grids. Both Cartesian grids and non-Cartesian grids based on hexagons and tetradecahedra are studied and compared. The numerical errors are quantitatively determined in terms of phase speed, wave number, propagation direction, gridspacings, and CFL number. The study shows that centered schemes are more efficient than upwind schemes. The non-Cartesian grids yield superior isotropy and higher accuracy than the Cartesian ones. For the centered schemes, the staggered grids produce less errors than the unstaggered ones. A new unstaggered scheme which has all the best properties is introduced. The study also demonstrates that a proper choice of time discretization can reduce the overall numerical errors due to the spatial discretization.

Liu, Yen↗

Adaptive Numerical Algorithms in Space Weather Modeling

Space weather describes the various processes in the Sun-Earth system that present danger to human health and technology. The goal of space weather forecasting is to provide an opportunity to mitigate these negative effects. Physics-based space weather modeling is characterized by disparate temporal and spatial scales as well as by different physics in different domains. A multi-physics system can be modeled by a software framework comprising of several components. Each component corresponds to a physics domain, and each component is represented by one or more numerical models. The publicly available Space Weather Modeling Framework (SWMF) can execute and couple together several components distributed over a parallel machine in a flexible and efficient manner. The framework also allows resolving disparate spatial and temporal scales with independent spatial and temporal discretizations in the various models. Several of the computationally most expensive domains of the framework are modeled by the Block-Adaptive Tree Solar wind Roe Upwind Scheme (BATS-R-US) code that can solve various forms of the magnetohydrodynamics (MHD) equations, including Hall, semi-relativistic, multi-species and multi-fluid MHD, anisotropic pressure, radiative transport and heat conduction. Modeling disparate scales within BATS-R-US is achieved by a block-adaptive mesh both in Cartesian and generalized coordinates. Most recently we have created a new core for BATS-R-US: the Block-Adaptive Tree Library (BATL) that provides a general toolkit for creating, load balancing and message passing in a 1, 2 or 3 dimensional block-adaptive grid. We describe the algorithms of BATL and demonstrate its efficiency and scaling properties for various problems. BATS-R-US uses several time-integration schemes to address multiple time-scales: explicit time stepping with fixed or local time steps, partially steady-state evolution, point-implicit, semi-implicit, explicit/implicit, and fully implicit numerical schemes. Depending on the application, we find that different time stepping methods are optimal. Several of the time integration schemes exploit the block-based granularity of the grid structure. The framework and the adaptive algorithms enable physics based space weather modeling and even forecasting.

Toth, Gabor↗

A numerical algorithm suggested by problems of transport in periodic media - The matrix case.

Extension of Allen and Wing's (1970) previous work on problems of transport in periodic media to the matrix case. A method in the form of a complete set of equations is presented that may be used without any further analytical work by investigators interested in computing solutions to problems of the type the method is designed to handle. All the formulas have been checked out numerically, and their effectiveness is demonstrated by numerical examples.

Allen, R. C., Jr.↗

Numerical algorithm comparison for the accurate and efficient computation of high-incidence vortical flow

Computations from two Navier-Stokes codes, NSS and F3D, are presented for a tangent-ogive-cylinder body at high angle of attack. Features of this steady flow include a pair of primary vortices on the leeward side of the body as well as secondary vortices. The topological and physical plausibility of this vortical structure is discussed. The accuracy of these codes are assessed by comparison of the numerical solutions with experimental data. The effects of turbulence model, numerical dissipation, and grid refinement are presented. The overall efficiency of these codes are also assessed by examining their convergence rates, computational time per time step, and maximum allowable time step for time-accurate computations. Overall, the numerical results from both codes compared equally well with experimental data, however, the NSS code was found to be significantly more efficient than the F3D code.

Chaderjian, Neal M.↗

A numerical algorithm to propagate navigation error covariance matrices associated with generalized strapdown inertial measurement units

The design and operation of a Strapdown Navigation Analysis Program (SNAP) developed to perform covariance analysis on spacecraft inertial-measurement-unit (IMU) navigation errors are described and demonstrated. Consideration is given to the IMU modeling subroutine (with user-specified sensor characteristics), the data input procedures, state updates and the simulation of instrument failures, the determination of the nominal trajectory, the mapping-matrix and Monte Carlo covariance-matrix propagation methods, and aided-navigation simulation. Numerical results are presented in tables for sample applications involving (1) the Galileo/IUS spacecraft from its deployment from the Space Shuttle to a point 10 to the 8th ft from the center of the earth and (2) the TDRS-C/IUS spacecraft from Space Shuttle liftoff to a point about 2 h before IUS deployment. SNAP is shown to give reliable results for both cases, with good general agreement between the mapping-matrix and Monte Carlo predictions.

Weir, Kent A.↗

Numerical algorithms for water waves with background flow over obstacles and topography

Abstract We present two accurate and efficient algorithms for solving the incompressible, irrotational Euler equations with a free surface in two dimensions with background flow over a periodic, multiply connected fluid domain that includes stationary obstacles and variable bottom topography. One approach is formulated in terms of the surface velocity potential while the other evolves the vortex sheet strength. Both methods employ layer potentials in the form of periodized Cauchy integrals to compute the normal velocity of the free surface, are compatible with arbitrary parameterizations of the free surface and boundaries, and allow for circulation around each obstacle, which leads to multiple-valued velocity potentials but single-valued stream functions. We prove that the resulting second-kind Fredholm integral equations are invertible, possibly after a physically motivated finite-rank correction. In an angle-arclength setting, we show how to avoid curve reconstruction errors that are incompatible with spatial periodicity. We use the proposed methods to study gravity-capillary waves generated by flow around several elliptical obstacles above a flat or variable bottom boundary. In each case, the free surface eventually self-intersects in a splash singularity or collides with a boundary. We also show how to evaluate the velocity and pressure with spectral accuracy throughout the fluid, including near the free surface and solid boundaries. To assess the accuracy of the time evolution, we monitor energy conservation and the decay of Fourier modes and compare the numerical results of the two methods to each other. We implement several solvers for the discretized linear systems and compare their performance. The fastest approach employs a graphics processing unit (GPU) to construct the matrices and carry out iterations of the generalized minimal residual method (GMRES).

Ambrose, David M.↗

Numerical algorithms for finite element computations on arrays of microprocessors

The development of a multicolored successive over relaxation (SOR) program for the finite element machine is discussed. The multicolored SOR method uses a generalization of the classical Red/Black grid point ordering for the SOR method. These multicolored orderings have the advantage of allowing the SOR method to be implemented as a Jacobi method, which is ideal for arrays of processors, but still enjoy the greater rate of convergence of the SOR method. The program solves a general second order self adjoint elliptic problem on a square region with Dirichlet boundary conditions, discretized by quadratic elements on triangular regions. For this general problem and discretization, six colors are necessary for the multicolored method to operate efficiently. The specific problem that was solved using the six color program was Poisson's equation; for Poisson's equation, three colors are necessary but six may be used. In general, the number of colors needed is a function of the differential equation, the region and boundary conditions, and the particular finite element used for the discretization.

Ortega, J. M.↗