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At least 73 records · Page 4

Fast truncated SVD of sparse and dense matrices on graphics processors

We investigate the solution of low-rank matrix approximation problems using the truncated singular value decomposition (SVD). For this purpose, we develop and optimize graphics processing unit (GPU) implementations for the randomized SVD and a blocked variant of the Lanczos approach. Our work takes advantage of the fact that the two methods are composed of very similar linear algebra building blocks, which can be assembled using numerical kernels from existing high-performance linear algebra libraries. Furthermore, the experiments with several sparse matrices arising in representative real-world applications and synthetic dense test matrices reveal a performance advantage of the block Lanczos algorithm when targeting the same approximation accuracy.

Computer Science↗

Numerical Determination of Critical Conditions for Thermal Ignition

The determination of ignition or thermal explosion in an oxidizing porous body of material, as described by a dimensionless reaction-diffusion equation of the form .tu = .2u + .e-1/u over the bounded region O, is critically reexamined from a modern perspective using numerical methodologies. First, the classic stationary model is revisited to establish the proper reference frame for the steady-state solution space, and it is demonstrated how the resulting nonlinear two-point boundary value problem can be reexpressed as an initial value problem for a system of first-order differential equations, which may be readily solved using standard algorithms. Then, the numerical procedure is implemented and thoroughly validated against previous computational results based on sophisticated path-following techniques. Next, the transient nonstationary model is attacked, and the full nonlinear form of the reaction-diffusion equation, including a generalized convective boundary condition, is discretized and expressed as a system of linear algebraic equations. The numerical methodology is implemented as a computer algorithm, and validation computations are carried out as a prelude to a broad-ranging evaluation of the assembly problem and identification of the watershed critical initial temperature conditions for thermal ignition. This numerical methodology is then used as the basis for studying the relationship between the shape of the critical initial temperature distribution and the corresponding spatial moments of its energy content integral and an attempt to forge a fundamental conjecture governing this relation. Finally, the effects of dynamic boundary conditions on the classic storage problem are investigated and the groundwork is laid for the development of an approximate solution methodology based on adaptation of the standard stationary model.

Luo, W.↗

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part I: the Linear Setting

Fully implicit Runge--Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic preconditioning framework for solving the systems of equations that arise from IRK methods applied to linear numerical PDEs (without algebraic constraints). Additionally, this framework also naturally applies to discontinuous Galerkin discretizations in time. Under quite general assumptions on the spatial discretization that yield stable time integration, the preconditioned operator is proven to have condition number bounded by a small, order-one constant, independent of the spatial mesh and time-step size, and with only weak dependence on number of stages/polynomial order; for example, the preconditioned operator for 10th-order Gauss IRK has condition number less than two, independent of the spatial discretization and time step. The new method can be used with arbitrary existing preconditioners for backward Euler-type time-stepping schemes and is amenable to the use of three-term recursion Krylov methods when the underlying spatial discretization is symmetric. The new method is demonstrated to be effective on various high-order finite-difference and finite element discretizations of linear parabolic and hyperbolic problems, demonstrating fast, scalable solution of up to 10th-order accuracy. The new method consistently outperforms existing block preconditioning approaches, and in several cases, the new method can achieve 4th-order accuracy using Gauss integration with roughly half the number of preconditioner applications and wallclock time as required using standard diagonally IRK methods.

97 MATHEMATICS AND COMPUTING↗

Towards Formalization of Advanced Linear Algebra with Applications to Dynamical Systems using PVS

Linear Algebra is essential for numerous aerospace problems of interest. Formal reasoning about hybrid systems that contain variables modeled by differential equations rely on concepts from Linear Algebra such as eigenvalues, matrix decompositions, and matrix valued functions. For example, the long-term dynamics of a system of differential equations depend on the stability/instability of its equilibrium points, which often reduces to an eigenvalue problem. This talk will embark on a quest to formalize theorems and results about eigenvalues and eigenvectors using PVS. We shall start our journey with 2 x 2 complex matrices, where we will apply our PVS code to a simple example of a dynamical system. Since it can be difficult or impossible to give simple expressions of eigenvalues for larger matrices (i.e. 5 x 5 or higher), we then move towards specifying the power method for verified computation of eigenvalue approximations in PVS. This effort requires development of multivariate complex arithmetic. At the end of the day, having such additions to the PVS NASA libraries will help move towards the use of formal methods to verify concepts of control theory and system level verification.

Linear Algebra↗

Newton's method: A link between continuous and discrete solutions of nonlinear problems

Newton's method for nonlinear mechanics problems replaces the governing nonlinear equations by an iterative sequence of linear equations. When the linear equations are linear differential equations, the equations are usually solved by numerical methods. The iterative sequence in Newton's method can exhibit poor convergence properties when the nonlinear problem has multiple solutions for a fixed set of parameters, unless the iterative sequences are aimed at solving for each solution separately. The theory of the linear differential operators is often a better guide for solution strategies in applying Newton's method than the theory of linear algebra associated with the numerical analogs of the differential operators. In fact, the theory for the differential operators can suggest the choice of numerical linear operators. In this paper the method of variation of parameters from the theory of linear ordinary differential equations is examined in detail in the context of Newton's method to demonstrate how it might be used as a guide for numerical solutions.

Thurston, G. A.↗

On unifying randomized methods for inverse problems

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems with Gaussian priors by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a sample average approximation (SAA). More importantly, we are able to prove a single theoretical result that guarantees the asymptotic convergence for a variety of randomized methods. Additionally, viewing randomized methods as an SAA enables us to prove, for the first time, a single non-asymptotic error result that holds for randomized methods under consideration. Another important consequence of our unified framework is that it allows us to discover new randomization methods. Here, we present various numerical results for linear, nonlinear, algebraic, and PDE-constrained inverse problems that verify the theoretical convergence results and provide a discussion on the apparently different convergence rates and the behavior for various randomized methods.

42 ENGINEERING↗

Quantum many-body linear algebra, Hamiltonian moments, and a coupled-cluster inspired framework

Here, we propose a general strategy to develop quantum many-body approximations of primitives in linear algebra algorithms. As a practical example, we introduce a coupled-cluster inspired framework to produce approximate Hamiltonian moments and demonstrate its application in various linear algebra algorithms for ground state estimation. Through numerical examples, we illustrate the difference between the ground-state energies arising from quantum many-body linear algebra and those from the analogous many-body perturbation theory. Our results support the general idea of designing quantum many-body approximations outside of perturbation theory, providing a route to new algorithms and approximations.

Algorithms and data structure↗

Numerical marching techniques for fluid flows with heat transfer

The finite difference formulation and method of solution is presented for a wide variety of fluid flow problems with associated heat transfer. Only a few direct results from these formulations are given as examples, since the book is intended primarily to serve a discussion of the techniques and as a starting point for further investigations; however, the formulations are sufficiently complete that a workable computer program may be written from them. In the appendixes a number of topics are discussed which are of interest with respect to the finite difference equations presented. These include a very rapid method for solving certain sets of linear algebraic equations, a discussion of numerical stability, the inherent error in flow rate for confined flow problems, and a method for obtaining high accuracy with a relatively small number of mesh points.

Hornbeck, R. W.↗

IBM system/360 assembly language interval arithmetic software

Computer software designed to perform interval arithmetic is described. An interval is defined as the set of all real numbers between two given numbers including or excluding one or both endpoints. Interval arithmetic consists of the various elementary arithmetic operations defined on the set of all intervals, such as interval addition, subtraction, union, etc. One of the main applications of interval arithmetic is in the area of error analysis of computer calculations. For example, it has been used sucessfully to compute bounds on sounding errors in the solution of linear algebraic systems, error bounds in numerical solutions of ordinary differential equations, as well as integral equations and boundary value problems. The described software enables users to implement algorithms of the type described in references efficiently on the IBM 360 system.

Phillips, E. J.↗

The effect of adhesive layer on crack propagation in laminates

The effect of the adhesive layer on crack propagation in composite materials is investigated. The composite medium consists of parallel load carrying laminates and buffer strips arranged periodically and bonded with thin adhesive layers. The strips, assumed to be isotropic and linearly elastic, contain symmetric cracks of arbitrary lengths located normal to the interfaces. Two problems are considered: (1) thin adhesive layers are approximated by uncoupled tension and shear springs distributed along the interfaces of the strips for which only the case of internal cracks can be treated rigorously; (2) broken laminates and the true singular behavior in the presence of the adhesive layer are studied. The adhesive is then treated as an isotropic, linearly elastic continuum. General expressions for field quantities are obtained in terms of infinite Fourier integrals. These expressions give a system of singular integral equations in terms of the crack surface displacement derivatives. By using appropriate quadrature formulas, the integral equations reduce to a system of linear algebraic equations which are solved numerically.

Gecit, M. R.↗

An Optimized Multicolor Point-Implicit Solver for Unstructured Grid Applications on Graphics Processing Units

In the field of computational fluid dynamics, the Navier-Stokes equations are often solved using an unstructuredgrid approach to accommodate geometric complexity. Implicit solution methodologies for such spatial discretizations generally require frequent solution of large tightly-coupled systems of block-sparse linear equations. The multicolor point-implicit solver used in the current work typically requires a significant fraction of the overall application run time. In this work, an efficient implementation of the solver for graphics processing units is proposed. Several factors present unique challenges to achieving an efficient implementation in this environment. These include the variable amount of parallelism available in different kernel calls, indirect memory access patterns, low arithmetic intensity, and the requirement to support variable block sizes. In this work, the solver is reformulated to use standard sparse and dense Basic Linear Algebra Subprograms (BLAS) functions. However, numerical experiments show that the performance of the BLAS functions available in existing CUDA libraries is suboptimal for matrices representative of those encountered in actual simulations. Instead, optimized versions of these functions are developed. Depending on block size, the new implementations show performance gains of up to 7x over the existing CUDA library functions.

Zubair, Mohammad↗

A finite element method for potential aerodynamics around complex configurations

A general formulation for steady and oscillatory, subsonic and supersonic, potential linearized aerodynamic flow around complex configurations is presented. A linear integral equation relating the unknown potential on the surface of the body to the known downwash is used. The formulation is applied to the analysis of the flow field around wings and wing-body combinations. The surface is divided into small quadrilateral elements which are approximated with a hyperboloidal surface. The potential is assumed to be constant within each element. This yields a set of linear algebraic equations. The coefficients are evaluated analytically. Numerical results for steady and oscillatory, subsonic and supersonic flows indicate that the method, intrinsically general and flexible, is also fast, accurate and in excellent agreement with existing results.

Chen, L.-T.↗

MAPPRAISER: A massively parallel map-making framework for multi-kilo pixel CMB experiments

Forthcoming cosmic microwave background (CMB) polarized anisotropy experiments have the potential to revolutionize our understanding of the Universe and fundamental physics. The sought-after, tale-telling signatures will be however distributed over voluminous data sets which these experiments will collect. These data sets will need to be efficiently processed and unwanted contributions due to astrophysical, environmental, and instrumental effects characterized and efficiently mitigated in order to uncover the signatures. This poses a significant challenge to data analysis methods, techniques, and software tools which will not only have to be able to cope with huge volumes of data but to do so with unprecedented precision driven by the demanding science goals posed for the new experiments. A keystone of efficient CMB data analysis is solvers of very large linear systems of equations. Such systems appear in very diverse contexts throughout CMB data analysis pipelines, however they typically display similar algebraic structures and can therefore be solved using similar numerical techniques. Linear systems arising in the so-called map-making problem are one of the most prominent and common ones. In this work we present a massively parallel, flexible and extensible framework, comprised of a numerical library, MIDAPACK, and a high level code, MAPPRAISER, which provide tools for solving efficiently such systems. Here, the framework implements iterative solvers based on conjugate gradient techniques: enlarged and preconditioned using different preconditioners. We demonstrate the framework on simulated examples reflecting basic characteristics of the forthcoming data sets issued by ground-based and satellite-borne instruments, executing it on as many as 16,384 compute cores. The software is developed as an open source project freely available to the community at: https://github.com/B3Dcmb/midapack.

79 ASTRONOMY AND ASTROPHYSICS↗

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part II: Nonlinearities and DAEs

Fully implicit Runge--Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic framework for solving the nonlinear equations that arise from IRK methods (and discontinuous Galerkin discretizations in time) applied to nonlinear numerical PDEs, including PDEs with algebraic constraints. Several new linearizations of the nonlinear IRK equations are developed, offering faster and more robust convergence than the often-considered simplified Newton, as well as an effective preconditioner for the true Jacobian if exact Newton iterations are desired. Inverting these linearizations requires solving a set of block 2 x 2 systems. Under quite general assumptions, it is proven that the preconditioned 2 x 2 operator's condition number is bounded by a small constant close to one, independent of the spatial discretization, spatial mesh, and time step, and with only weak dependence on the number of stages or integration accuracy. Moreover, the new method is built using the same preconditioners needed for backward Euler-type time stepping schemes, so can be readily added to existing codes. The new methods are applied to several challenging fluid flow problems, including the compressible Euler and Navier--Stokes equations, and the vorticity-streamfunction formulation of the incompressible Euler and Navier--Stokes equations. Up to 10th-order accuracy is demonstrated using Gauss IRK, while in all cases fourth-order Gauss IRK requires roughly half the number of preconditioner applications as required by standard Singly diagonally implicit Runge--Kutta methods.

97 MATHEMATICS AND COMPUTING↗

Mathematical solutions in internal dose assessment: A comparison of Python-based differential equation solvers in biokinetic modeling

Abstract In biokinetic modeling systems employed for radiation protection, biological retention and excretion have been modeled as a series of discretized compartments representing the organs and tissues of the human body. Fractional retention and excretion in these organ and tissue systems have been mathematically governed by a series of coupled first-order ordinary differential equations (ODEs). The coupled ODE systems comprising the biokinetic models are usually stiff due to the severe difference between rapid and slow transfers between compartments. In this study, the capabilities of solving a complex coupled system of ODEs for biokinetic modeling were evaluated by comparing different Python programming language solvers and solving methods with the motivation of establishing a framework that enables multi-level analysis. The stability of the solvers was analyzed to select the best performers for solving the biokinetic problems. A Python-based linear algebraic method was also explored to examine how the numerical methods deviated from an analytical or semi-analytical method. Results demonstrated that customized implicit methods resulted in an enhanced stable solution for the inhaled 60 Co (Type M) and 131 I (Type F) exposure scenarios for the inhalation pathway of the International Commission on Radiological Protection (ICRP) Publication 130 Human Respiratory Tract Model (HRTM). The customized implementation of the Python-based implicit solvers resulted in approximately consistent solutions with the Python-based matrix exponential method ( expm ). The differences generally observed between the implicit solvers and expm are attributable to numerical precision and the order of numerical approximation of the numerical solvers. This study provides the first analysis of a list of Python ODE solvers and methods by comparing their usage for solving biokinetic models using the ICRP Publication 130 HRTM and provides a framework for the selection of the most appropriate ODE solvers and methods in Python language to implement for modeling the distribution of internal radioactivity.

61 RADIATION PROTECTION AND DOSIMETRY↗

A Textbook for a First Course in Computational Fluid Dynamics

This paper describes and discusses the textbook, Fundamentals of Computational Fluid Dynamics by Lomax, Pulliam, and Zingg, which is intended for a graduate level first course in computational fluid dynamics. This textbook emphasizes fundamental concepts in developing, analyzing, and understanding numerical methods for the partial differential equations governing the physics of fluid flow. Its underlying philosophy is that the theory of linear algebra and the attendant eigenanalysis of linear systems provides a mathematical framework to describe and unify most numerical methods in common use in the field of fluid dynamics. Two linear model equations, the linear convection and diffusion equations, are used to illustrate concepts throughout. Emphasis is on the semi-discrete approach, in which the governing partial differential equations (PDE's) are reduced to systems of ordinary differential equations (ODE's) through a discretization of the spatial derivatives. The ordinary differential equations are then reduced to ordinary difference equations (O(Delta)E's) using a time-marching method. This methodology, using the progression from PDE through ODE's to O(Delta)E's, together with the use of the eigensystems of tridiagonal matrices and the theory of O(Delta)E's, gives the book its distinctiveness and provides a sound basis for a deep understanding of fundamental concepts in computational fluid dynamics.

Zingg, D. W.↗