Domain decomposition methods for parallel laser-tissue models with Monte Carlo transport

Achieving parallelism in simulations that use Monte Carlo transport methods presents interesting challenges. For problems that require domain decomposition, load balance can be harder to achieve. The Monte Carlo transport package may have to operate with other packages that have different optimal domain decompositions for a given problem. To examine some of these issues, we have developed a code that simulates the interaction of a laser with biological tissue; it uses a Monte Carlo method to simulate the laser and a finite element model to simulate the conduction of the temperature field in the tissue. We will present speedup and load balance results obtained for a suite of problems decomposed using a few domain decomposition algorithms we have developed

Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms

We present a mathematical framework for constructing and analyzing parallel algorithms for lattice Kinetic Monte Carlo (KMC) simulations. The resulting algorithms have the capacity to simulate a wide range of spatio-temporal scales in spatially distributed, non-equilibrium physiochemical processes with complex chemistry and transport micro-mechanisms. The algorithms can be tailored to specific hierarchical parallel architectures such as multi-core processors or clusters of Graphical Processing Units (GPUs). The proposed parallel algorithms are controlled-error approximations of kinetic Monte Carlo algorithms, departing from the predominant paradigm of creating parallel KMC algorithms with exactly the same master equation as the serial one. Our methodology relies on a spatial decomposition of the Markov operator underlying the KMC algorithm into a hierarchy of operators corresponding to the processors' structure in the parallel architecture. Based on this operator decomposition, we formulate Fractional Step Approximation schemes by employing the Trotter Theorem and its random variants; these schemes, (a) determine the communication schedule} between processors, and (b) are run independently on each processor through a serial KMC simulation, called a kernel, on each fractional step time-window. Furthermore, the proposed mathematical framework allows us to rigorously justify the numerical and statistical consistency of the proposed algorithms, showing the convergence of our approximating schemes to the original serial KMC. The approach also provides a systematic evaluation of different processor communicating schedules.Comment: 34 pages, 9 figure

Comparison of Different Parallel Implementations of the 2+1-Dimensional KPZ Model and the 3-Dimensional KMC Model

We show that efficient simulations of the Kardar-Parisi-Zhang interface growth in 2 + 1 dimensions and of the 3-dimensional Kinetic Monte Carlo of thermally activated diffusion can be realized both on GPUs and modern CPUs. In this article we present results of different implementations on GPUs using CUDA and OpenCL and also on CPUs using OpenCL and MPI. We investigate the runtime and scaling behavior on different architectures to find optimal solutions for solving current simulation problems in the field of statistical physics and materials science.Comment: 14 pages, 8 figures, to be published in a forthcoming EPJST special issue on "Computer simulations on GPU

Thimble regularization at work besides toy models: from Random Matrix Theory to Gauge Theories

Thimble regularization as a solution to the sign problem has been successfully put at work for a few toy models. Given the non trivial nature of the method (also from the algorithmic point of view) it is compelling to provide evidence that it works for realistic models. A Chiral Random Matrix theory has been studied in detail. The known analytical solution shows that the model is non-trivial as for the sign problem (in particular, phase quenched results can be very far away from the exact solution). This study gave us the chance to address a couple of key issues: how many thimbles contribute to the solution of a realistic problem? Can one devise algorithms which are robust as for staying on the correct manifold? The obvious step forward consists of applications to gauge theories.Comment: 7 pages, 1 figure. Talk given at the Lattice2015 Conferenc

Hybrid PDE solver for data-driven problems and modern branching

The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to make the best possible use of them. In fact, considerations about the parallelization and scalability of realistic problems are often critical enough to warrant acknowledgement in the modelling phase. The purpose of this paper is to spread awareness of the Probabilistic Domain Decomposition (PDD) method, a fresh approach to the parallelization of PDEs with excellent scalability properties. The idea exploits the stochastic representation of the PDE and its approximation via Monte Carlo in combination with deterministic high-performance PDE solvers. We describe the ingredients of PDD and its applicability in the scope of data science. In particular, we highlight recent advances in stochastic representations for nonlinear PDEs using branching diffusions, which have significantly broadened the scope of PDD. We envision this work as a dictionary giving large-scale PDE practitioners references on the very latest algorithms and techniques of a non-standard, yet highly parallelizable, methodology at the interface of deterministic and probabilistic numerical methods. We close this work with an invitation to the fully nonlinear case and open research questions.Comment: 23 pages, 7 figures; Final SMUR version; To appear in the European Journal of Applied Mathematics (EJAM

Unified Gas-kinetic Wave-Particle Methods III: Multiscale Photon Transport

In this paper, we extend the unified gas-kinetic wave-particle (UGKWP) method to the multiscale photon transport. In this method, the photon free streaming and scattering processes are treated in an un-splitting way. The duality descriptions, namely the simulation particle and distribution function, are utilized to describe the photon. By accurately recovering the governing equations of the unified gas-kinetic scheme (UGKS), the UGKWP preserves the multiscale dynamics of photon transport from optically thin to optically thick regime. In the optically thin regime, the UGKWP becomes a Monte Carlo type particle tracking method, while in the optically thick regime, the UGKWP becomes a diffusion equation solver. The local photon dynamics of the UGKWP, as well as the proportion of wave-described and particle-described photons are automatically adapted according to the numerical resolution and transport regime. Compared to the $S_n$ -type UGKS, the UGKWP requires less memory cost and does not suffer ray effect. Compared to the implicit Monte Carlo (IMC) method, the statistical noise of UGKWP is greatly reduced and computational efficiency is significantly improved in the optically thick regime. Several numerical examples covering all transport regimes from the optically thin to optically thick are computed to validate the accuracy and efficiency of the UGKWP method. In comparison to the $S_n$ -type UGKS and IMC method, the UGKWP method may have several-order-of-magnitude reduction in computational cost and memory requirement in solving some multsicale transport problems.Comment: 27 pages, 15 figures. arXiv admin note: text overlap with arXiv:1810.0598

Stochastic turbulence modeling in RANS simulations via Multilevel Monte Carlo

A multilevel Monte Carlo (MLMC) method for quantifying model-form uncertainties associated with the Reynolds-Averaged Navier-Stokes (RANS) simulations is presented. Two, high-dimensional, stochastic extensions of the RANS equations are considered to demonstrate the applicability of the MLMC method. The first approach is based on global perturbation of the baseline eddy viscosity field using a lognormal random field. A more general second extension is considered based on the work of [Xiao et al.(2017)], where the entire Reynolds Stress Tensor (RST) is perturbed while maintaining realizability. For two fundamental flows, we show that the MLMC method based on a hierarchy of meshes is asymptotically faster than plain Monte Carlo. Additionally, we demonstrate that for some flows an optimal multilevel estimator can be obtained for which the cost scales with the same order as a single CFD solve on the finest grid level.Comment: 40 page