A Comparative Study of Some Pseudorandom Number Generators

We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs, manufacturer installed routines and a random number sequence produced from physical noise. We start by traditional statistical tests, followed by detailed bit level and visual tests. The computational speed of various algorithms is also scrutinized. Our results allow direct comparisons between the properties of different generators, as well as an assessment of the efficiency of the various test methods. This information provides the best available criterion to choose the best possible generator for a given problem. However, in light of recent problems reported with some of these generators, we also discuss the importance of developing more refined physical tests to find possible correlations not revealed by the present test methods.Comment: University of Helsinki preprint HU-TFT-93-22 (minor changes in Tables 2 and 7, and in the text, correspondingly

Communication-Avoiding Optimization Methods for Distributed Massive-Scale Sparse Inverse Covariance Estimation

Across a variety of scientific disciplines, sparse inverse covariance estimation is a popular tool for capturing the underlying dependency relationships in multivariate data. Unfortunately, most estimators are not scalable enough to handle the sizes of modern high-dimensional data sets (often on the order of terabytes), and assume Gaussian samples. To address these deficiencies, we introduce HP-CONCORD, a highly scalable optimization method for estimating a sparse inverse covariance matrix based on a regularized pseudolikelihood framework, without assuming Gaussianity. Our parallel proximal gradient method uses a novel communication-avoiding linear algebra algorithm and runs across a multi-node cluster with up to 1k nodes (24k cores), achieving parallel scalability on problems with up to ~819 billion parameters (1.28 million dimensions); even on a single node, HP-CONCORD demonstrates scalability, outperforming a state-of-the-art method. We also use HP-CONCORD to estimate the underlying dependency structure of the brain from fMRI data, and use the result to identify functional regions automatically. The results show good agreement with a clustering from the neuroscience literature.Comment: Main paper: 15 pages, appendix: 24 page

Generation of upstream advancing solitons by moving disturbances

This study investigates the recently identified phenomenon whereby a forcing disturbance moving steadily with a transcritical velocity in shallow water can generate, periodically, a succession of solitary waves, advancing upstream of the disturbance in procession, while a train of weakly nonlinear and weakly dispersive waves develops downstream of a region of depressed water surface trailing just behind the disturbance. This phenomenon was numerically discovered by Wu & Wu (1982) based on the generalized Boussinesq model for describing two-dimensional long waves generated by moving surface pressure or topography. In a joint theoretical and experimental study, Lee (1985) found a broad agreement between the experiment and two theoretical models, the generalized Boussinesq and the forced Korteweg de Vries (fKdV) equations, both containing forcing functions. The fKdV model is applied in the present study to explore the basic mechanism underlying the phenomenon. To facilitate the analysis of the stability of solutions of the initial-boundary-value problem of the fKdV equation, a family of forced steady solitary waves is found. Any such solution, if once established, will remain permanent in form in accordance with the uniqueness theorem shown here. One of the simplest of the stationary solutions, which is a one-parameter family and can be scaled into a universal similarity form, is chosen for stability calculations. As a test of the computer code, the initially established stationary solution is found to be numerically permanent in form with fractional uncertainties of less than 2% after the wave has traversed, under forcing, the distance of 600 water depths. The other numerical results show that when the wave is initially so disturbed as to have to rise from the rest state, which is taken as the initial value, the same phenomenon of the generation of upstream-advancing solitons is found to appear, with a definite time period of generation. The result for this similarity family shows that the period of generation, T[sub]S, and the scaled amplitude [alpha] of the solitons so generated are related by the formula T[sub]S = const [alpha]^-3/2. This relation is further found to be in good agreement with the first-principle prediction derived here based on mass, momentum and energy considerations of the fKdV equation

Parallel-Vector Design Sensitivity Analysis in Structural Dynamics

In this study, the design sensitivity analysis is for the purpose of providing constraint derivative information for structural optimization under dynamic loads. Various existing formulations are reviewed, and the direct differentiation method is justified as the best one for design sensitivity analysis in structural dynamics. An alternative formulation for design sensitivity analysis with direct differentiation method is developed. The alternative formulation works efficiently with the reduced system of dynamic equations, and it eliminates the need for expensive and complicated eigenvector derivatives, which is required in the existing reduced system formulation. The relationship of the alternative formulation and the existing reduced system formulation is established originally, and it is proven analytically that the two approaches are identical, when the transformation is exact, i.e, when all the modes are included. The alternative approach is accurate, simple, and efficient. Eigenvectors are used as the base vectors in system reduction for both dynamic response analysis and the design sensitivity analysis. Lanczos algorithm is used for eigensystem solutions. A modified mode acceleration method is presented, thus, not only the displacements but also the velocities and accelerations are shown to be improved. The accuracy of the dynamic response is checked by comparing with the original full system solution, and the accuracy of the sensitivity information is verified by comparing with the sensitivity information obtained by finite difference method of the original full system. Numerical studies have verified that the alternative formulation proposed could yield excellent accuracy. Numerical studies also show that the modal acceleration method could very effectively reduce the computation cost for both dynamic response analysis and design sensitivity analysis. An efficient parallel-vector algorithm for design sensitivity analysis in large-scale structural dynamics is developed. Parallel computation can be achieved in both the global and local levels. The developed parallel-vector algorithm is then implemented in the Cray 2 and Cray Y-MP parallel computers using a parallel Fortran language called Force. The efficiency of the parallel-vector algorithm is illustrated by analyzing of large-scale structural systems and making comparison with the sequential version of the algorithm

User's manual for the Langley boundary layer noise propagation program (MRS-BLP)

A computer program, McAninch-Rawls-Spence Boundary Layer Propagation (MRS-BLP), is described. This program models the refractive and scattering effects on acoustic pressure waves propagating through a boundary layer encompassing an aircraft's fuselage. The noise source is assumed known and generated by a propeller. The fuselage is represented by an infinitely long cylinder embedded in a longitudinal flow. By matching a numerical solution inside the boundary layer with an analytical solution outside the boundary layer, the program calculates the acoustic pressure at the surface of the cylinder given the incident field at the top of the boundary layer. The boundary layer flow velocity and sound speed profiles, as well as the boundary layer thickness may be specified by the user. A detailed description of the input parameters and how to execute the program is given. Example executions of MRS-BLP showing results are also included