Theory of the Lattice Boltzmann Equation: Symmetry properties of Discrete Velocity Sets

In the lattice Boltzmann equation, continuous particle velocity space is replaced by a finite dimensional discrete set. The number of linearly independent velocity moments in a lattice Boltzmann model cannot exceed the number of discrete velocities. Thus, finite dimensionality introduces linear dependencies among the moments that do not exist in the exact continuous theory. Given a discrete velocity set, it is important to know to exactly what order moments are free of these dependencies. Elementary group theory is applied to the solution of this problem. It is found that by decomposing the velocity set into subsets that transform among themselves under an appropriate symmetry group, it becomes relatively straightforward to assess the behavior of moments in the theory. The construction of some standard two- and three-dimensional models is reviewed from this viewpoint, and procedures for constructing some new higher dimensional models are suggested

Graphical modelling of multivariate time series

We introduce graphical time series models for the analysis of dynamic relationships among variables in multivariate time series. The modelling approach is based on the notion of strong Granger causality and can be applied to time series with non-linear dependencies. The models are derived from ordinary time series models by imposing constraints that are encoded by mixed graphs. In these graphs each component series is represented by a single vertex and directed edges indicate possible Granger-causal relationships between variables while undirected edges are used to map the contemporaneous dependence structure. We introduce various notions of Granger-causal Markov properties and discuss the relationships among them and to other Markov properties that can be applied in this context.Comment: 33 pages, 7 figures, to appear in Probability Theory and Related Field

Topological Optimization of the Evaluation of Finite Element Matrices

We present a topological framework for finding low-flop algorithms for evaluating element stiffness matrices associated with multilinear forms for finite element methods posed over straight-sided affine domains. This framework relies on phrasing the computation on each element as the contraction of each collection of reference element tensors with an element-specific geometric tensor. We then present a new concept of complexity-reducing relations that serve as distance relations between these reference element tensors. This notion sets up a graph-theoretic context in which we may find an optimized algorithm by computing a minimum spanning tree. We present experimental results for some common multilinear forms showing significant reductions in operation count and also discuss some efficient algorithms for building the graph we use for the optimization