Moments of spectral functions: Monte Carlo evaluation and verification

The subject of the present study is the Monte Carlo path-integral evaluation of the moments of spectral functions. Such moments can be computed by formal differentiation of certain estimating functionals that are infinitely-differentiable against time whenever the potential function is arbitrarily smooth. Here, I demonstrate that the numerical differentiation of the estimating functionals can be more successfully implemented by means of pseudospectral methods (e.g., exact differentiation of a Chebyshev polynomial interpolant), which utilize information from the entire interval $(-\beta \hbar / 2, \beta \hbar/2)$. The algorithmic detail that leads to robust numerical approximations is the fact that the path integral action and not the actual estimating functional are interpolated. Although the resulting approximation to the estimating functional is non-linear, the derivatives can be computed from it in a fast and stable way by contour integration in the complex plane, with the help of the Cauchy integral formula (e.g., by Lyness' method). An interesting aspect of the present development is that Hamburger's conditions for a finite sequence of numbers to be a moment sequence provide the necessary and sufficient criteria for the computed data to be compatible with the existence of an inversion algorithm. Finally, the issue of appearance of the sign problem in the computation of moments, albeit in a milder form than for other quantities, is addressed.Comment: 13 pages, 2 figure

Efficient Explicit Time Stepping of High Order Discontinuous Galerkin Schemes for Waves

This work presents algorithms for the efficient implementation of discontinuous Galerkin methods with explicit time stepping for acoustic wave propagation on unstructured meshes of quadrilaterals or hexahedra. A crucial step towards efficiency is to evaluate operators in a matrix-free way with sum-factorization kernels. The method allows for general curved geometries and variable coefficients. Temporal discretization is carried out by low-storage explicit Runge-Kutta schemes and the arbitrary derivative (ADER) method. For ADER, we propose a flexible basis change approach that combines cheap face integrals with cell evaluation using collocated nodes and quadrature points. Additionally, a degree reduction for the optimized cell evaluation is presented to decrease the computational cost when evaluating higher order spatial derivatives as required in ADER time stepping. We analyze and compare the performance of state-of-the-art Runge-Kutta schemes and ADER time stepping with the proposed optimizations. ADER involves fewer operations and additionally reaches higher throughput by higher arithmetic intensities and hence decreases the required computational time significantly. Comparison of Runge-Kutta and ADER at their respective CFL stability limit renders ADER especially beneficial for higher orders when the Butcher barrier implies an overproportional amount of stages. Moreover, vector updates in explicit Runge--Kutta schemes are shown to take a substantial amount of the computational time due to their memory intensity

The exponentially convergent trapezoidal rule

It is well known that the trapezoidal rule converges geometrically when applied to analytic functions on periodic intervals or the real line. The mathematics and history of this phenomenon are reviewed and it is shown that far from being a curiosity, it is linked with computational methods all across scientific computing, including algorithms related to inverse Laplace transforms, special functions, complex analysis, rational approximation, integral equations, and the computation of functions and eigenvalues of matrices and operators

Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality

A welfare analysis of a risky policy is impossible within a linear or linearized model and its certainty equivalence property. The presented algorithms are designed as a toolbox for a general model class. The computational challenges are considerable and I concentrate on the numerics and statistics for a simple model of dynamic consumption and labor choice. I calculate the optimal policy and estimate the posterior density of structural parameters and the marginal likelihood within a nonlinear state space model. My approach is even in an interpreted language twenty time faster than the only alternative compiled approach. The model is estimated on simulated data in order to test the routines against known true parameters. The policy function is approximated by Smolyak Chebyshev polynomials and the rational expectation integral by Smolyak Gaussian quadrature. The Smolyak operator is used to extend univariate approximation and integration operators to many dimensions. It reduces the curse of dimensionality from exponential to polynomial growth. The likelihood integrals are evaluated by a Gaussian quadrature and Gaussian quadrature particle filter. The bootstrap or sequential importance resampling particle filter is used as an accuracy benchmark. The posterior is estimated by the Gaussian filter and a Metropolis- Hastings algorithm. I propose a genetic extension of the standard Metropolis-Hastings algorithm by parallel random walk sequences. This improves the robustness of start values and the global maximization properties. Moreover it simplifies a cluster implementation and the random walk variances decision is reduced to only two parameters so that almost no trial sequences are needed. Finally the marginal likelihood is calculated as a criterion for nonnested and quasi-true models in order to select between the nonlinear estimates and a first order perturbation solution combined with the Kalman filter.stochastic dynamic general equilibrium model, Chebyshev polynomials, Smolyak operator, nonlinear state space filter, Curse of Dimensionality, posterior of structural parameters, marginal likelihood

Quantum Monte Carlo for large chemical systems: Implementing efficient strategies for petascale platforms and beyond

Various strategies to implement efficiently QMC simulations for large chemical systems are presented. These include: i.) the introduction of an efficient algorithm to calculate the computationally expensive Slater matrices. This novel scheme is based on the use of the highly localized character of atomic Gaussian basis functions (not the molecular orbitals as usually done), ii.) the possibility of keeping the memory footprint minimal, iii.) the important enhancement of single-core performance when efficient optimization tools are employed, and iv.) the definition of a universal, dynamic, fault-tolerant, and load-balanced computational framework adapted to all kinds of computational platforms (massively parallel machines, clusters, or distributed grids). These strategies have been implemented in the QMC=Chem code developed at Toulouse and illustrated with numerical applications on small peptides of increasing sizes (158, 434, 1056 and 1731 electrons). Using 10k-80k computing cores of the Curie machine (GENCI-TGCC-CEA, France) QMC=Chem has been shown to be capable of running at the petascale level, thus demonstrating that for this machine a large part of the peak performance can be achieved. Implementation of large-scale QMC simulations for future exascale platforms with a comparable level of efficiency is expected to be feasible

Comparison of Current Gravity Estimation and Determination Models

This paper will discuss the history of gravity estimation and determination models while analyzing methods that are in development. Some fundamental methods for calculating the gravity field include spherical harmonics solutions, local weighted interpolation, and global point mascon modeling (PMC). Recently, high accuracy measurements have become more accessible, and the requirements for high order geopotential modeling have become more stringent. Interest in irregular bodies, accurate models of the hydrological system, and on-board processing has demanded a comprehensive model that can quickly and accurately compute the geopotential with low memory costs. This trade study of current geopotential modeling techniques will reveal that each modeling technique has a unique use case. It is notable that the spherical harmonics model is relatively accurate but poses a cumbersome inversion problem. PMC and interpolation models, on the other hand, are computationally efficient, but require more research to become robust models with high levels of accuracy. Considerations of the trade study will suggest further research for the point mascon model. The PMC model should be improved through mascon refinement, direct solutions that stem from geodetic measurements, and further validation of the gravity gradient. Finally, the potential for each model to be implemented with parallel computation will be shown to lead to large improvements in computing time while reducing the memory cost for each technique.Aerospace Engineering and Engineering Mechanic