4,429 research outputs found
Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations
Stochastic Galerkin methods for non-affine coefficient representations are
known to cause major difficulties from theoretical and numerical points of
view. In this work, an adaptive Galerkin FE method for linear parametric PDEs
with lognormal coefficients discretized in Hermite chaos polynomials is
derived. It employs problem-adapted function spaces to ensure solvability of
the variational formulation. The inherently high computational complexity of
the parametric operator is made tractable by using hierarchical tensor
representations. For this, a new tensor train format of the lognormal
coefficient is derived and verified numerically. The central novelty is the
derivation of a reliable residual-based a posteriori error estimator. This can
be regarded as a unique feature of stochastic Galerkin methods. It allows for
an adaptive algorithm to steer the refinements of the physical mesh and the
anisotropic Wiener chaos polynomial degrees. For the evaluation of the error
estimator to become feasible, a numerically efficient tensor format
discretization is developed. Benchmark examples with unbounded lognormal
coefficient fields illustrate the performance of the proposed Galerkin
discretization and the fully adaptive algorithm
Isogeometric Boundary Elements in Electromagnetism: Rigorous Analysis, Fast Methods, and Examples
We present a new approach to three-dimensional electromagnetic scattering
problems via fast isogeometric boundary element methods. Starting with an
investigation of the theoretical setting around the electric field integral
equation within the isogeometric framework, we show existence, uniqueness, and
quasi-optimality of the isogeometric approach. For a fast and efficient
computation, we then introduce and analyze an interpolation-based fast
multipole method tailored to the isogeometric setting, which admits competitive
algorithmic and complexity properties. This is followed by a series of
numerical examples of industrial scope, together with a detailed presentation
and interpretation of the results
A literature survey of low-rank tensor approximation techniques
During the last years, low-rank tensor approximation has been established as
a new tool in scientific computing to address large-scale linear and
multilinear algebra problems, which would be intractable by classical
techniques. This survey attempts to give a literature overview of current
developments in this area, with an emphasis on function-related tensors
H-matrix accelerated second moment analysis for potentials with rough correlation
We consider the efficient solution of partial differential equationsfor strongly elliptic operators with constant coefficients and stochastic Dirichlet data by the boundary integral equation method. The computation of the solution's two-point correlation is well understood if the two-point correlation of the Dirichlet data is known and sufficiently smooth.Unfortunately, the problem becomes much more involved in case of rough data. We will show that the concept of the H-matrix arithmetic provides a powerful tool to cope with this problem. By employing a parametric surface representation, we end up with an H-matrix arithmetic based on balanced cluster trees. This considerably simplifies the implementation and improves the performance of the H-matrix arithmetic. Numerical experiments are provided to validate and quantify the presented methods and algorithms
A scalable H-matrix approach for the solution of boundary integral equations on multi-GPU clusters
In this work, we consider the solution of boundary integral equations by
means of a scalable hierarchical matrix approach on clusters equipped with
graphics hardware, i.e. graphics processing units (GPUs). To this end, we
extend our existing single-GPU hierarchical matrix library hmglib such that it
is able to scale on many GPUs and such that it can be coupled to arbitrary
application codes. Using a model GPU implementation of a boundary element
method (BEM) solver, we are able to achieve more than 67 percent relative
parallel speed-up going from 128 to 1024 GPUs for a model geometry test case
with 1.5 million unknowns and a real-world geometry test case with almost 1.2
million unknowns. On 1024 GPUs of the cluster Titan, it takes less than 6
minutes to solve the 1.5 million unknowns problem, with 5.7 minutes for the
setup phase and 20 seconds for the iterative solver. To the best of the
authors' knowledge, we here discuss the first fully GPU-based
distributed-memory parallel hierarchical matrix Open Source library using the
traditional H-matrix format and adaptive cross approximation with an
application to BEM problems
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