Dissecting the FEAST algorithm for generalized eigenproblems

We analyze the FEAST method for computing selected eigenvalues and eigenvectors of large sparse matrix pencils. After establishing the close connection between FEAST and the well-known Rayleigh-Ritz method, we identify several critical issues that influence convergence and accuracy of the solver: the choice of the starting vector space, the stopping criterion, how the inner linear systems impact the quality of the solution, and the use of FEAST for computing eigenpairs from multiple intervals. We complement the study with numerical examples, and hint at possible improvements to overcome the existing problems.Comment: 11 Pages, 5 Figures. Submitted to Journal of Computational and Applied Mathematic

Parallel-in-Time Multi-Level Integration of the Shallow-Water Equations on the Rotating Sphere

The modeling of atmospheric processes in the context of weather and climate simulations is an important and computationally expensive challenge. The temporal integration of the underlying PDEs requires a very large number of time steps, even when the terms accounting for the propagation of fast atmospheric waves are treated implicitly. Therefore, the use of parallel-in-time integration schemes to reduce the time-to-solution is of increasing interest, particularly in the numerical weather forecasting field. We present a multi-level parallel-in-time integration method combining the Parallel Full Approximation Scheme in Space and Time (PFASST) with a spatial discretization based on Spherical Harmonics (SH). The iterative algorithm computes multiple time steps concurrently by interweaving parallel high-order fine corrections and serial corrections performed on a coarsened problem. To do that, we design a methodology relying on the spectral basis of the SH to coarsen and interpolate the problem in space. The methods are evaluated on the shallow-water equations on the sphere using a set of tests commonly used in the atmospheric flow community. We assess the convergence of PFASST-SH upon refinement in time. We also investigate the impact of the coarsening strategy on the accuracy of the scheme, and specifically on its ability to capture the high-frequency modes accumulating in the solution. Finally, we study the computational cost of PFASST-SH to demonstrate that our scheme resolves the main features of the solution multiple times faster than the serial schemes

Non-Smooth Spatio-Temporal Coordinates in Nonlinear Dynamics

This paper presents an overview of physical ideas and mathematical methods for implementing non-smooth and discontinuous substitutions in dynamical systems. General purpose of such substitutions is to bring the differential equations of motion to the form, which is convenient for further use of analytical and numerical methods of analyses. Three different types of nonsmooth transformations are discussed as follows: positional coordinate transformation, state variables transformation, and temporal transformations. Illustrating examples are provided.Comment: 15 figure

Alternative kinetic energy metrics for Lagrangian systems

We examine Lagrangian systems on R-n with standard kinetic energy terms for the possibility of additional, alternative Lagrangians with kinetic energy metrics different to the Euclidean one. Using the techniques of the inverse problem in the calculus of variations we find necessary and sufficient conditions for the existence of such Lagrangians. We illustrate the problem in two and three dimensions with quadratic and cubic potentials. As an aside we show that the well-known anomalous Lagrangians for the Coulomb problem can be removed by switching on a magnetic field, providing an appealing resolution of the ambiguous quantizations of the hydrogen atom