Research and Education in Computational Science and Engineering

Over the past two decades the field of computational science and engineering (CSE) has penetrated both basic and applied research in academia, industry, and laboratories to advance discovery, optimize systems, support decision-makers, and educate the scientific and engineering workforce. Informed by centuries of theory and experiment, CSE performs computational experiments to answer questions that neither theory nor experiment alone is equipped to answer. CSE provides scientists and engineers of all persuasions with algorithmic inventions and software systems that transcend disciplines and scales. Carried on a wave of digital technology, CSE brings the power of parallelism to bear on troves of data. Mathematics-based advanced computing has become a prevalent means of discovery and innovation in essentially all areas of science, engineering, technology, and society; and the CSE community is at the core of this transformation. However, a combination of disruptive developments---including the architectural complexity of extreme-scale computing, the data revolution that engulfs the planet, and the specialization required to follow the applications to new frontiers---is redefining the scope and reach of the CSE endeavor. This report describes the rapid expansion of CSE and the challenges to sustaining its bold advances. The report also presents strategies and directions for CSE research and education for the next decade.Comment: Major revision, to appear in SIAM Revie

Automatic differentiation in machine learning: a survey

Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in machine learning. Automatic differentiation (AD), also called algorithmic differentiation or simply "autodiff", is a family of techniques similar to but more general than backpropagation for efficiently and accurately evaluating derivatives of numeric functions expressed as computer programs. AD is a small but established field with applications in areas including computational fluid dynamics, atmospheric sciences, and engineering design optimization. Until very recently, the fields of machine learning and AD have largely been unaware of each other and, in some cases, have independently discovered each other's results. Despite its relevance, general-purpose AD has been missing from the machine learning toolbox, a situation slowly changing with its ongoing adoption under the names "dynamic computational graphs" and "differentiable programming". We survey the intersection of AD and machine learning, cover applications where AD has direct relevance, and address the main implementation techniques. By precisely defining the main differentiation techniques and their interrelationships, we aim to bring clarity to the usage of the terms "autodiff", "automatic differentiation", and "symbolic differentiation" as these are encountered more and more in machine learning settings.Comment: 43 pages, 5 figure

Hybridization of multi-objective deterministic particle swarm with derivative-free local searches

The paper presents a multi-objective derivative-free and deterministic global/local hybrid algorithm for the efficient and effective solution of simulation-based design optimization (SBDO) problems. The objective is to show how the hybridization of two multi-objective derivative-free global and local algorithms achieves better performance than the separate use of the two algorithms in solving specific SBDO problems for hull-form design. The proposed method belongs to the class of memetic algorithms, where the global exploration capability of multi-objective deterministic particle swarm optimization is enriched by exploiting the local search accuracy of a derivative-free multi-objective line-search method. To the authors best knowledge, studies are still limited on memetic, multi-objective, deterministic, derivative-free, and evolutionary algorithms for an effective and efficient solution of SBDO for hull-form design. The proposed formulation manages global and local searches based on the hypervolume metric. The hybridization scheme uses two parameters to control the local search activation and the number of function calls used by the local algorithm. The most promising values of these parameters were identified using forty analytical tests representative of the SBDO problem of interest. The resulting hybrid algorithm was finally applied to two SBDO problems for hull-form design. For both analytical tests and SBDO problems, the hybrid method achieves better performance than its global and local counterparts

Yang-Baxter Equations, Computational Methods and Applications

Computational methods are an important tool for solving the Yang-Baxter equations(in small dimensions), for classifying (unifying) structures, and for solving related problems. This paper is an account of some of the latest developments on the Yang-Baxter equation, its set-theoretical version, and its applications. We construct new set-theoretical solutions for the Yang-Baxter equation. Unification theories and other results are proposed or proved.Comment: 12 page

Advances in computational modelling for personalised medicine after myocardial infarction

Myocardial infarction (MI) is a leading cause of premature morbidity and mortality worldwide. Determining which patients will experience heart failure and sudden cardiac death after an acute MI is notoriously difficult for clinicians. The extent of heart damage after an acute MI is informed by cardiac imaging, typically using echocardiography or sometimes, cardiac magnetic resonance (CMR). These scans provide complex data sets that are only partially exploited by clinicians in daily practice, implying potential for improved risk assessment. Computational modelling of left ventricular (LV) function can bridge the gap towards personalised medicine using cardiac imaging in patients with post-MI. Several novel biomechanical parameters have theoretical prognostic value and may be useful to reflect the biomechanical effects of novel preventive therapy for adverse remodelling post-MI. These parameters include myocardial contractility (regional and global), stiffness and stress. Further, the parameters can be delineated spatially to correspond with infarct pathology and the remote zone. While these parameters hold promise, there are challenges for translating MI modelling into clinical practice, including model uncertainty, validation and verification, as well as time-efficient processing. More research is needed to (1) simplify imaging with CMR in patients with post-MI, while preserving diagnostic accuracy and patient tolerance (2) to assess and validate novel biomechanical parameters against established prognostic biomarkers, such as LV ejection fraction and infarct size. Accessible software packages with minimal user interaction are also needed. Translating benefits to patients will be achieved through a multidisciplinary approach including clinicians, mathematicians, statisticians and industry partners