On Markovian solutions to Markov Chain BSDEs

We study (backward) stochastic differential equations with noise coming from a finite state Markov chain. We show that, for the solutions of these equations to be `Markovian', in the sense that they are deterministic functions of the state of the underlying chain, the integrand must be of a specific form. This allows us to connect these equations to coupled systems of ODEs, and hence to give fast numerical methods for the evaluation of Markov-Chain BSDEs

MeshfreeFlowNet: A Physics-Constrained Deep Continuous Space-Time Super-Resolution Framework

We propose MeshfreeFlowNet, a novel deep learning-based super-resolution framework to generate continuous (grid-free) spatio-temporal solutions from the low-resolution inputs. While being computationally efficient, MeshfreeFlowNet accurately recovers the fine-scale quantities of interest. MeshfreeFlowNet allows for: (i) the output to be sampled at all spatio-temporal resolutions, (ii) a set of Partial Differential Equation (PDE) constraints to be imposed, and (iii) training on fixed-size inputs on arbitrarily sized spatio-temporal domains owing to its fully convolutional encoder. We empirically study the performance of MeshfreeFlowNet on the task of super-resolution of turbulent flows in the Rayleigh-Benard convection problem. Across a diverse set of evaluation metrics, we show that MeshfreeFlowNet significantly outperforms existing baselines. Furthermore, we provide a large scale implementation of MeshfreeFlowNet and show that it efficiently scales across large clusters, achieving 96.80% scaling efficiency on up to 128 GPUs and a training time of less than 4 minutes.Comment: Supplementary Video: https://youtu.be/mjqwPch9gDo. Accepted to SC2

Theoretical and numerical comparison of hyperelastic and hypoelastic formulations for Eulerian non-linear elastoplasticity

The aim of this paper is to compare a hyperelastic with a hypoelastic model describing the Eulerian dynamics of solids in the context of non-linear elastoplastic deformations. Specifically, we consider the well-known hypoelastic Wilkins model, which is compared against a hyperelastic model based on the work of Godunov and Romenski. First, we discuss some general conceptual differences between the two approaches. Second, a detailed study of both models is proposed, where differences are made evident at the aid of deriving a hypoelastic-type model corresponding to the hyperelastic model and a particular equation of state used in this paper. Third, using the same high order ADER Finite Volume and Discontinuous Galerkin methods on fixed and moving unstructured meshes for both models, a wide range of numerical benchmark test problems has been solved. The numerical solutions obtained for the two different models are directly compared with each other. For small elastic deformations, the two models produce very similar solutions that are close to each other. However, if large elastic or elastoplastic deformations occur, the solutions present larger differences.Comment: 14 figure

Diffusion-based inpainting for coding remote-sensing data

Inpainting techniques based on partial differential equations (PDEs) such as diffusion processes are gaining growing importance as a novel family of image compression methods. Nevertheless, the application of inpainting in the field of hyperspectral imagery has been mainly focused on filling in missing information or dead pixels due to sensor failures. In this paper we propose a novel PDE-based inpainting algorithm to compress hyperspectral images. The method inpaints separately the known data in the spatial and in the spectral dimensions. Then it applies a prediction model to the final inpainting solution to obtain a representation much closer to the original image. Experimental results over a set of hyperspectral images indicate that the proposed algorithm can perform better than a recent proposed extension to prediction-based standard CCSDS-123.0 at low bitrate, better than JPEG 2000 Part 2 with the DWT 9/7 as a spectral transform at all bit-rates, and competitive to JPEG 2000 with principal component analysis (PCA), the optimal spectral decorrelation transform for Gaussian sources

Improving Performance of Iterative Methods by Lossy Checkponting

Iterative methods are commonly used approaches to solve large, sparse linear systems, which are fundamental operations for many modern scientific simulations. When the large-scale iterative methods are running with a large number of ranks in parallel, they have to checkpoint the dynamic variables periodically in case of unavoidable fail-stop errors, requiring fast I/O systems and large storage space. To this end, significantly reducing the checkpointing overhead is critical to improving the overall performance of iterative methods. Our contribution is fourfold. (1) We propose a novel lossy checkpointing scheme that can significantly improve the checkpointing performance of iterative methods by leveraging lossy compressors. (2) We formulate a lossy checkpointing performance model and derive theoretically an upper bound for the extra number of iterations caused by the distortion of data in lossy checkpoints, in order to guarantee the performance improvement under the lossy checkpointing scheme. (3) We analyze the impact of lossy checkpointing (i.e., extra number of iterations caused by lossy checkpointing files) for multiple types of iterative methods. (4)We evaluate the lossy checkpointing scheme with optimal checkpointing intervals on a high-performance computing environment with 2,048 cores, using a well-known scientific computation package PETSc and a state-of-the-art checkpoint/restart toolkit. Experiments show that our optimized lossy checkpointing scheme can significantly reduce the fault tolerance overhead for iterative methods by 23%~70% compared with traditional checkpointing and 20%~58% compared with lossless-compressed checkpointing, in the presence of system failures.Comment: 14 pages, 10 figures, HPDC'1