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

Multilevel coarse graining and nano--pattern discovery in many particle stochastic systems

In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps efficiently coupling coarse and microscopic state spaces. The method can be designed to sample the exact or controlled-error approximations of the target distribution, providing information on levels of different resolutions, as well as at the microscopic level. In both strategies the method achieves significant reduction of the computational cost compared to conventional Markov Chain Monte Carlo methods. Applications in phase transition and pattern formation problems confirm the efficiency of the proposed methods.Comment: 37 page

Multiscale Mathematics for Biomass Conversion to Renewable Hydrogen

The main focus during the period of research at UTK was on developing a mathematically rigorous and at the same time computationally flexible framework for parallelization of Kinetic Monte Carlo methods, and its implementation on multi-core architectures. Another direction of research aimed towards spatial multilevel coarse graining methods for Monte Carlo sampling and molecular simulation. The underlying theme of both of this topics was the development of numerical methods that lead to efficient and reliable simulations supported by error analysis of involved approximation schemes for coarse observables of the simulated molecular system. The work on both of these topics resulted in publications

Exact distributed kinetic Monte Carlo simulations for on-lattice chemical kinetics: lessons learnt from medium- and large-scale benchmarks

Kinetic Monte-Carlo (KMC) simulations have been instrumental in multiscale catalysis studies, enabling the elucidation of the complex dynamics of heterogeneous catalysts and the prediction of macroscopic performance metrics, such as activity and selectivity. However, the accessible length- and time-scales have been a limiting factor in such simulations. For instance, handling lattices containing millions of sites with “traditional” sequential KMC implementations is prohibitive owing to large memory requirements and long simulation times. We have recently established an approach for exact, distributed, lattice-based simulations of catalytic kinetics which couples the Time-Warp algorithm with the Graph-Theoretical KMC framework, enabling the handling of complex adsorbate lateral interactions and reaction events within large lattices. In this work, we develop a lattice-based variant of the Brusselator system, a prototype chemical oscillator pioneered by Prigogine and Lefever in the late 60’s, to benchmark and demonstrate our approach. This system can form spiral wave patterns, which would be computationally intractable with sequential KMC, while our distributed KMC approach can simulate such patterns 16 and 36 times faster with 625 and 1600 processors, respectively. The medium- and large-scale benchmarks thus conducted, demonstrate the robustness of the approach, and reveal computational bottlenecks that could be targeted in further development efforts

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

A relative entropy rate method for path space sensitivity analysis of stationary complex stochastic dynamics

We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of suitable observables in path space for the Relative Entropy Rate and the corresponding Fisher Information Matrix. The stationary regime is crucial for stochastic dynamics and here allows us to address the sensitivity analysis of complex systems, including examples of processes with complex landscapes that exhibit metastability, non-reversible systems from a statistical mechanics perspective, and high-dimensional, spatially distributed models. All these systems exhibit, typically non-gaussian stationary probability distributions, while in the case of high-dimensionality, histograms are impossible to construct directly. Our proposed methods bypass these challenges relying on the direct Monte Carlo simulation of rigorously derived observables for the Relative Entropy Rate and Fisher Information in path space rather than on the stationary probability distribution itself. We demonstrate the capabilities of the proposed methodology by focusing here on two classes of problems: (a) Langevin particle systems with either reversible (gradient) or non-reversible (non-gradient) forcing, highlighting the ability of the method to carry out sensitivity analysis in non-equilibrium systems; and, (b) spatially extended Kinetic Monte Carlo models, showing that the method can handle high-dimensional problems