StocHy: automated verification and synthesis of stochastic processes

StocHy is a software tool for the quantitative analysis of discrete-time stochastic hybrid systems (SHS). StocHy accepts a high-level description of stochastic models and constructs an equivalent SHS model. The tool allows to (i) simulate the SHS evolution over a given time horizon; and to automatically construct formal abstractions of the SHS. Abstractions are then employed for (ii) formal verification or (iii) control (policy, strategy) synthesis. StocHy allows for modular modelling, and has separate simulation, verification and synthesis engines, which are implemented as independent libraries. This allows for libraries to be easily used and for extensions to be easily built. The tool is implemented in C++ and employs manipulations based on vector calculus, the use of sparse matrices, the symbolic construction of probabilistic kernels, and multi-threading. Experiments show StocHy's markedly improved performance when compared to existing abstraction-based approaches: in particular, StocHy beats state-of-the-art tools in terms of precision (abstraction error) and computational effort, and finally attains scalability to large-sized models (12 continuous dimensions). StocHy is available at www.gitlab.com/natchi92/StocHy

Immersed Boundary Smooth Extension: A high-order method for solving PDE on arbitrary smooth domains using Fourier spectral methods

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet it only achieves first-order spatial accuracy near embedded boundaries. In this paper, we introduce a new high-order numerical method which we call the Immersed Boundary Smooth Extension (IBSE) method. The IBSE method achieves high-order accuracy by smoothly extending the unknown solution of the PDE from a given smooth domain to a larger computational domain, enabling the use of simple Cartesian-grid discretizations (e.g. Fourier spectral methods). The method preserves much of the flexibility and robustness of the original IB method. In particular, it requires minimal geometric information to describe the boundary and relies only on convolution with regularized delta-functions to communicate information between the computational grid and the boundary. We present a fast algorithm for solving elliptic equations, which forms the basis for simple, high-order implicit-time methods for parabolic PDE and implicit-explicit methods for related nonlinear PDE. We apply the IBSE method to solve the Poisson, heat, Burgers', and Fitzhugh-Nagumo equations, and demonstrate fourth-order pointwise convergence for Dirichlet problems and third-order pointwise convergence for Neumann problems

FDTD/K-DWM simulation of 3D room acoustics on general purpose graphics hardware using compute unified device architecture (CUDA)

The growing demand for reliable prediction of sound fields in rooms have resulted in adaptation of various approaches for physical modeling, including the Finite Difference Time Domain (FDTD) and the Digital Waveguide Mesh (DWM). Whilst considered versatile and attractive methods, they suffer from dispersion errors that increase with frequency and vary with direction of propagation, thus imposing a high frequency calculation limit. Attempts have been made to reduce such errors by considering different mesh topologies, by spatial interpolation, or by simply oversampling the grid. As the latter approach is computationally expensive, its application to three-dimensional problems has often been avoided. In this paper, we propose an implementation of the FDTD on general purpose graphics hardware, allowing for high sampling rates whilst maintaining reasonable calculation times. Dispersion errors are consequently reduced and the high frequency limit is increased. A range of graphics processors are evaluated and compared with traditional CPUs in terms of accuracy, calculation time and memory requirements

WavePacket: A Matlab package for numerical quantum dynamics. I: Closed quantum systems and discrete variable representations

WavePacket is an open-source program package for the numerical simulation of quantum-mechanical dynamics. It can be used to solve time-independent or time-dependent linear Schr\"odinger and Liouville-von Neumann-equations in one or more dimensions. Also coupled equations can be treated, which allows to simulate molecular quantum dynamics beyond the Born-Oppenheimer approximation. Optionally accounting for the interaction with external electric fields within the semiclassical dipole approximation, WavePacket can be used to simulate experiments involving tailored light pulses in photo-induced physics or chemistry.The graphical capabilities allow visualization of quantum dynamics 'on the fly', including Wigner phase space representations. Being easy to use and highly versatile, WavePacket is well suited for the teaching of quantum mechanics as well as for research projects in atomic, molecular and optical physics or in physical or theoretical chemistry.The present Part I deals with the description of closed quantum systems in terms of Schr\"odinger equations. The emphasis is on discrete variable representations for spatial discretization as well as various techniques for temporal discretization.The upcoming Part II will focus on open quantum systems and dimension reduction; it also describes the codes for optimal control of quantum dynamics.The present work introduces the MATLAB version of WavePacket 5.2.1 which is hosted at the Sourceforge platform, where extensive Wiki-documentation as well as worked-out demonstration examples can be found

A multidomain spectral method for solving elliptic equations

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three distinct features. First, the combined problem of solving the PDE, satisfying the boundary conditions, and matching between different subdomains is cast into one set of equations readily accessible to standard linear and nonlinear solvers. Second, touching as well as overlapping subdomains are supported; both rectangular blocks with Chebyshev basis functions as well as spherical shells with an expansion in spherical harmonics are implemented. Third, the code is very flexible: The domain decomposition as well as the distribution of collocation points in each domain can be chosen at run time, and the solver is easily adaptable to new PDEs. The code has been used to solve the equations of the initial value problem of general relativity and should be useful in many other problems. We compare the new method to finite difference codes and find it superior in both runtime and accuracy, at least for the smooth problems considered here.Comment: 31 pages, 8 figure