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

Parallel Unsmoothed Aggregation Algebraic Multigrid Algorithms on GPUs

We design and implement a parallel algebraic multigrid method for isotropic graph Laplacian problems on multicore Graphical Processing Units (GPUs). The proposed AMG method is based on the aggregation framework. The setup phase of the algorithm uses a parallel maximal independent set algorithm in forming aggregates and the resulting coarse level hierarchy is then used in a K-cycle iteration solve phase with a $\ell^1$-Jacobi smoother. Numerical tests of a parallel implementation of the method for graphics processors are presented to demonstrate its effectiveness.Comment: 18 pages, 3 figure

A multi-level preconditioned Krylov method for the efficient solution of algebraic tomographic reconstruction problems

Classical iterative methods for tomographic reconstruction include the class of Algebraic Reconstruction Techniques (ART). Convergence of these stationary linear iterative methods is however notably slow. In this paper we propose the use of Krylov solvers for tomographic linear inversion problems. These advanced iterative methods feature fast convergence at the expense of a higher computational cost per iteration, causing them to be generally uncompetitive without the inclusion of a suitable preconditioner. Combining elements from standard multigrid (MG) solvers and the theory of wavelets, a novel wavelet-based multi-level (WMG) preconditioner is introduced, which is shown to significantly speed-up Krylov convergence. The performance of the WMG-preconditioned Krylov method is analyzed through a spectral analysis, and the approach is compared to existing methods like the classical Simultaneous Iterative Reconstruction Technique (SIRT) and unpreconditioned Krylov methods on a 2D tomographic benchmark problem. Numerical experiments are promising, showing the method to be competitive with the classical Algebraic Reconstruction Techniques in terms of convergence speed and overall performance (CPU time) as well as precision of the reconstruction.Comment: Journal of Computational and Applied Mathematics (2014), 26 pages, 13 figures, 3 table

Optimising Spatial and Tonal Data for PDE-based Inpainting

Some recent methods for lossy signal and image compression store only a few selected pixels and fill in the missing structures by inpainting with a partial differential equation (PDE). Suitable operators include the Laplacian, the biharmonic operator, and edge-enhancing anisotropic diffusion (EED). The quality of such approaches depends substantially on the selection of the data that is kept. Optimising this data in the domain and codomain gives rise to challenging mathematical problems that shall be addressed in our work. In the 1D case, we prove results that provide insights into the difficulty of this problem, and we give evidence that a splitting into spatial and tonal (i.e. function value) optimisation does hardly deteriorate the results. In the 2D setting, we present generic algorithms that achieve a high reconstruction quality even if the specified data is very sparse. To optimise the spatial data, we use a probabilistic sparsification, followed by a nonlocal pixel exchange that avoids getting trapped in bad local optima. After this spatial optimisation we perform a tonal optimisation that modifies the function values in order to reduce the global reconstruction error. For homogeneous diffusion inpainting, this comes down to a least squares problem for which we prove that it has a unique solution. We demonstrate that it can be found efficiently with a gradient descent approach that is accelerated with fast explicit diffusion (FED) cycles. Our framework allows to specify the desired density of the inpainting mask a priori. Moreover, is more generic than other data optimisation approaches for the sparse inpainting problem, since it can also be extended to nonlinear inpainting operators such as EED. This is exploited to achieve reconstructions with state-of-the-art quality. We also give an extensive literature survey on PDE-based image compression methods

Line search multilevel optimization as computational methods for dense optical flow

We evaluate the performance of different optimization techniques developed in the context of optical flowcomputation with different variational models. In particular, based on truncated Newton methods (TN) that have been an effective approach for large-scale unconstrained optimization, we develop the use of efficient multilevel schemes for computing the optical flow. More precisely, we evaluate the performance of a standard unidirectional multilevel algorithm - called multiresolution optimization (MR/OPT), to a bidrectional multilevel algorithm - called full multigrid optimization (FMG/OPT). The FMG/OPT algorithm treats the coarse grid correction as an optimization search direction and eventually scales it using a line search. Experimental results on different image sequences using four models of optical flow computation show that the FMG/OPT algorithm outperforms both the TN and MR/OPT algorithms in terms of the computational work and the quality of the optical flow estimation

Numerical Methods for Two-Dimensional Stem Cell Tissue Growth.

Growth of developing and regenerative biological tissues of different cell types is usually driven by stem cells and their local environment. Here, we present a computational framework for continuum tissue growth models consisting of stem cells, cell lineages, and diffusive molecules that regulate proliferation and differentiation through feedback. To deal with the moving boundaries of the models in both open geometries and closed geometries (through polar coordinates) in two dimensions, we transform the dynamic domains and governing equations to fixed domains, followed by solving for the transformation functions to track the interface explicitly. Clustering grid points in local regions for better efficiency and accuracy can be achieved by appropriate choices of the transformation. The equations resulting from the incompressibility of the tissue is approximated by high-order finite difference schemes and is solved using the multigrid algorithms. The numerical tests demonstrate an overall spatiotemporal second-order accuracy of the methods and their capability in capturing large deformations of the tissue boundaries. The methods are applied to two biological systems: stratified epithelia for studying the effects of two different types of stem cell niches and the scaling of a morphogen gradient with the size of the Drosophila imaginal wing disc during growth. Direct simulations of both systems suggest that that the computational framework is robust and accurate, and it can incorporate various biological processes critical to stem cell dynamics and tissue growth

A multigrid platform for real-time motion computation with discontinuity-preserving variational methods

Variational methods are among the most accurate techniques for estimating the optic flow. They yield dense flow fields and can be designed such that they preserve discontinuities, allow to deal with large displacements and perform well under noise or varying illumination. However, such adaptations render the minimisation of the underlying energy functional very expensive in terms of computational costs: Typically, one or more large linear or nonlinear systems of equations have to be solved in order to obtain the desired solution. Consequently, variational methods are considered to be too slow for real-time performance. In our paper we address this problem in two ways: (i) We present a numerical framework based on bidirectional multigrid methods for accelerating a broad class of variational optic flow methods with different constancy and smoothness assumptions. In particular, discontinuity-preserving regularisation strategies are thereby in the focus of our work. (ii) We show by the examples of classical as well as more advanced variational techniques that real-time performance is possible - even for very complex optic flow models with high accuracy. Experiments show frame rates up to 63 dense flow fields per second for real-world image sequences of size 160 x 120 on a standard PC. Compared to classical iterative methods this constitutes a speedup of two to four orders of magnitude