Reliable Efficient Difference Methods for Random Heterogeneous Diffusion Reaction Models with a Finite Degree of Randomness

[EN] This paper deals with the search for reliable efficient finite difference methods for the numerical solution of random heterogeneous diffusion reaction models with a finite degree of randomness. Efficiency appeals to the computational challenge in the random framework that requires not only the approximating stochastic process solution but also its expectation and variance. After studying positivity and conditional random mean square stability, the computation of the expectation and variance of the approximating stochastic process is not performed directly but through using a set of sampling finite difference schemes coming out by taking realizations of the random scheme and using Monte Carlo technique. Thus, the storage accumulation of symbolic expressions collapsing the approach is avoided keeping reliability. Results are simulated and a procedure for the numerical computation is given.This work was supported by the Spanish Ministerio de Economia, Industria y Competitividad (MINECO), the Agencia Estatal de Investigacion (AEI) and Fondo Europeo de Desarrollo Regional (FEDER UE) grant MTM2017-89664-PCasabán, M.; Company Rossi, R.; Jódar Sánchez, LA. (2021). Reliable Efficient Difference Methods for Random Heterogeneous Diffusion Reaction Models with a Finite Degree of Randomness. Mathematics. 9(3):1-15. https://doi.org/10.3390/math9030206S1159

Devito: Towards a generic Finite Difference DSL using Symbolic Python

Domain specific languages (DSL) have been used in a variety of fields to express complex scientific problems in a concise manner and provide automated performance optimization for a range of computational architectures. As such DSLs provide a powerful mechanism to speed up scientific Python computation that goes beyond traditional vectorization and pre-compilation approaches, while allowing domain scientists to build applications within the comforts of the Python software ecosystem. In this paper we present Devito, a new finite difference DSL that provides optimized stencil computation from high-level problem specifications based on symbolic Python expressions. We demonstrate Devito's symbolic API and performance advantages over traditional Python acceleration methods before highlighting its use in the scientific context of seismic inversion problems.Comment: pyHPC 2016 conference submissio

On the Verification of a WiMax Design Using Symbolic Simulation

In top-down multi-level design methodologies, design descriptions at higher levels of abstraction are incrementally refined to the final realizations. Simulation based techniques have traditionally been used to verify that such model refinements do not change the design functionality. Unfortunately, with computer simulations it is not possible to completely check that a design transformation is correct in a reasonable amount of time, as the number of test patterns required to do so increase exponentially with the number of system state variables. In this paper, we propose a methodology for the verification of conformance of models generated at higher levels of abstraction in the design process to the design specifications. We model the system behavior using sequence of recurrence equations. We then use symbolic simulation together with equivalence checking and property checking techniques for design verification. Using our proposed method, we have verified the equivalence of three WiMax system models at different levels of design abstraction, and the correctness of various system properties on those models. Our symbolic modeling and verification experiments show that the proposed verification methodology provides performance advantage over its numerical counterpart.Comment: In Proceedings SCSS 2012, arXiv:1307.802

Efficient Instantiation of Parameterised Boolean Equation Systems to Parity Games

Parameterised Boolean Equation Systems (PBESs) are sequences of Boolean fixed point equations with data variables, used for, e.g., verification of modal μ-calculus formulae for process algebraic specifications with data. Solving a PBES is usually done by instantiation to a Parity Game and then solving the game. Practical game solvers exist, but the instantiation step is the bottleneck. We enhance the instantiation in two steps. First, we transform the PBES to a Parameterised Parity Game (PPG), a PBES with each equation either conjunctive or disjunctive. Then we use LTSmin, that offers transition caching, efficient storage of states and both distributed and symbolic state space generation, for generating the game graph. To that end we define a language module for LTSmin, consisting of an encoding of variables with parameters into state vectors, a grouped transition relation and a dependency matrix to indicate the dependencies between parts of the state vector and transition groups. Benchmarks on some large case studies, show that the method speeds up the instantiation significantly and decreases memory usage drastically

Automatic Differentiation of Algorithms for Machine Learning

Automatic differentiation---the mechanical transformation of numeric computer programs to calculate derivatives efficiently and accurately---dates to the origin of the computer age. Reverse mode automatic differentiation both antedates and generalizes the method of backwards propagation of errors used in machine learning. Despite this, practitioners in a variety of fields, including machine learning, have been little influenced by automatic differentiation, and make scant use of available tools. Here we review the technique of automatic differentiation, describe its two main modes, and explain how it can benefit machine learning practitioners. To reach the widest possible audience our treatment assumes only elementary differential calculus, and does not assume any knowledge of linear algebra.Comment: 7 pages, 1 figur

Theano: new features and speed improvements

Theano is a linear algebra compiler that optimizes a user's symbolically-specified mathematical computations to produce efficient low-level implementations. In this paper, we present new features and efficiency improvements to Theano, and benchmarks demonstrating Theano's performance relative to Torch7, a recently introduced machine learning library, and to RNNLM, a C++ library targeted at recurrent neural networks.Comment: Presented at the Deep Learning Workshop, NIPS 201