Solving large scale linear programming

The interior point method (IPM) is now well established as a competitive technique for solving very large scale linear programming problems. The leading variant of the interior point method is the primal dual - predictor corrector algorithm due to Mehrotra. The main computational steps of this algorithm are the repeated calculation and solution of a large sparse positive definite system of equations. We describe an implementation of the predictor corrector IPM algorithm on MasPar, a massively parallel SIMD computer. At the heart of the implemen-tation is a parallel Cholesky factorization algorithm for sparse matrices. Our implementation uses a new scheme of mapping the matrix onto the processor grid of the MasPar, that results in a more efficient Cholesky factorization than previously suggested schemes. The IPM implementation uses the parallel unit of MasPar to speed up the factorization and other computationally intensive parts of the IPM. An impor-tant part of this implementation is the judicious division of data and computation between the front-end computer, that runs the main IPM algorithm, and the par-allel unit. Performanc

Time integration and steady-state continuation for 2d lubrication equations

Lubrication equations allow to describe many structurin processes of thin liquid films. We develop and apply numerical tools suitable for their analysis employing a dynamical systems approach. In particular, we present a time integration algorithm based on exponential propagation and an algorithm for steady-state continuation. In both algorithms a Cayley transform is employed to overcome numerical problems resulting from scale separation in space and time. An adaptive time-step allows to study the dynamics close to hetero- or homoclinic connections. The developed framework is employed on the one hand to analyse different phases of the dewetting of a liquid film on a horizontal homogeneous substrate. On the other hand, we consider the depinning of drops pinned by a wettability defect. Time-stepping and path-following are used in both cases to analyse steady-state solutions and their bifurcations as well as dynamic processes on short and long time-scales. Both examples are treated for two- and three-dimensional physical settings and prove that the developed algorithms are reliable and efficient for 1d and 2d lubrication equations, respectively.Comment: 33 pages, 16 figure

A Hybrid Godunov Method for Radiation Hydrodynamics

From a mathematical perspective, radiation hydrodynamics can be thought of as a system of hyperbolic balance laws with dual multiscale behavior (multiscale behavior associated with the hyperbolic wave speeds as well as multiscale behavior associated with source term relaxation). With this outlook in mind, this paper presents a hybrid Godunov method for one-dimensional radiation hydrodynamics that is uniformly well behaved from the photon free streaming (hyperbolic) limit through the weak equilibrium diffusion (parabolic) limit and to the strong equilibrium diffusion (hyperbolic) limit. Moreover, one finds that the technique preserves certain asymptotic limits. The method incorporates a backward Euler upwinding scheme for the radiation energy density and flux as well as a modified Godunov scheme for the material density, momentum density, and energy density. The backward Euler upwinding scheme is first-order accurate and uses an implicit HLLE flux function to temporally advance the radiation components according to the material flow scale. The modified Godunov scheme is second-order accurate and directly couples stiff source term effects to the hyperbolic structure of the system of balance laws. This Godunov technique is composed of a predictor step that is based on Duhamel's principle and a corrector step that is based on Picard iteration. The Godunov scheme is explicit on the material flow scale but is unsplit and fully couples matter and radiation without invoking a diffusion-type approximation for radiation hydrodynamics. This technique derives from earlier work by Miniati & Colella 2007. Numerical tests demonstrate that the method is stable, robust, and accurate across various parameter regimes.Comment: accepted for publication in Journal of Computational Physics; 61 pages, 15 figures, 11 table