Elimination Techniques for Algorithmic Differentiation Revisited

All known elimination techniques for (first-order) algorithmic differentiation (AD) rely on Jacobians to be given for a set of relevant elemental functions. Realistically, elemental tangents and adjoints are given instead. They can be obtained by applying software tools for AD to the parts of a given modular numerical simulation. The novel generalized face elimination rule proposed in this article facilitates the rigorous exploitation of associativity of the chain rule of differentiation at arbitrary levels of granularity ranging from elemental scalar (state of the art) to multivariate vector functions with given elemental tangents and adjoints. The implied combinatorial Generalized Face Elimination problem asks for a face elimination sequence of minimal computational cost. Simple branch and bound and greedy heuristic methods are employed as a baseline for further research into more powerful algorithms motivated by promising first test results. The latter can be reproduced with the help of an open-source reference implementation

Optimizing the Evaluation of Finite Element Matrices

Assembling stiffness matrices represents a significant cost in many finite element computations. We address the question of optimizing the evaluation of these matrices. By finding redundant computations, we are able to significantly reduce the cost of building local stiffness matrices for the Laplace operator and for the trilinear form for Navier-Stokes. For the Laplace operator in two space dimensions, we have developed a heuristic graph algorithm that searches for such redundancies and generates code for computing the local stiffness matrices. Up to cubics, we are able to build the stiffness matrix on any triangle in less than one multiply-add pair per entry. Up to sixth degree, we can do it in less than about two. Preliminary low-degree results for Poisson and Navier-Stokes operators in three dimensions are also promising

Book of Abstracts of the Sixth SIAM Workshop on Combinatorial Scientific Computing

Book of Abstracts of CSC14 edited by Bora UçarInternational audienceThe Sixth SIAM Workshop on Combinatorial Scientific Computing, CSC14, was organized at the Ecole Normale Supérieure de Lyon, France on 21st to 23rd July, 2014. This two and a half day event marked the sixth in a series that started ten years ago in San Francisco, USA. The CSC14 Workshop's focus was on combinatorial mathematics and algorithms in high performance computing, broadly interpreted. The workshop featured three invited talks, 27 contributed talks and eight poster presentations. All three invited talks were focused on two interesting fields of research specifically: randomized algorithms for numerical linear algebra and network analysis. The contributed talks and the posters targeted modeling, analysis, bisection, clustering, and partitioning of graphs, applied in the context of networks, sparse matrix factorizations, iterative solvers, fast multi-pole methods, automatic differentiation, high-performance computing, and linear programming. The workshop was held at the premises of the LIP laboratory of ENS Lyon and was generously supported by the LABEX MILYON (ANR-10-LABX-0070, Université de Lyon, within the program ''Investissements d'Avenir'' ANR-11-IDEX-0007 operated by the French National Research Agency), and by SIAM

Distributed algorithms for nonlinear tree-sparse problems

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Circuit simulation using distributed waveform relaxation techniques

Simulation plays an important role in the design of integrated circuits. Due to high costs and large delays involved in their fabrication, simulation is commonly used to verify functionality and to predict performance before fabrication. This thesis describes analysis, implementation and performance evaluation of a distributed memory parallel waveform relaxation technique for the electrical circuit simulation of MOS VLSI circuits. The waveform relaxation technique exhibits inherent parallelism due to the partitioning of a circuit into a number of sub-circuits. These subcircuits can be concurrently simulated on parallel processors. Different forms of parallelism in the direct method and the waveform relaxation technique are studied. An analysis of single queue and distributed queue approaches to implement parallel waveform relaxation on distributed memory machines is performed and their performance implications are studied. The distributed queue approach selected for exploiting the coarse grain parallelism across sub-circuits is described. Parallel waveform relaxation programs based on Gauss-Seidel and Gauss-Jacobi techniques are implemented using a network of eight Transputers. Static and dynamic load balancing strategies are studied. A dynamic load balancing algorithm is developed and implemented. Results of parallel implementation are analyzed to identify sources of bottlenecks. This thesis has demonstrated the applicability of a low cost distributed memory multi-computer system for simulation of MOS VLSI circuits. Speed-up measurements prove that a five times improvement in the speed of calculations can be achieved using a full window parallel Gauss-Jacobi waveform relaxation algorithm. Analysis of overheads shows that load imbalance is the major source of overhead and that the fraction of the computation which must be performed sequentially is very low. Communication overhead depends on the nature of the parallel architecture and the design of communication mechanisms. The run-time environment (parallel processing framework) developed in this research exploits features of the Transputer architecture to reduce the effect of the communication overhead by effectively overlapping computation with communications, and running communications processes at a higher priority. This research will contribute to the development of low cost, high performance workstations for computer-aided design and analysis of VLSI circuits

Combinatorial problems in solving linear systems

42 pages, available as LIP research report RR-2009-15Numerical linear algebra and combinatorial optimization are vast subjects; as is their interaction. In virtually all cases there should be a notion of sparsity for a combinatorial problem to arise. Sparse matrices therefore form the basis of the interaction of these two seemingly disparate subjects. As the core of many of today's numerical linear algebra computations consists of the solution of sparse linear system by direct or iterative methods, we survey some combinatorial problems, ideas, and algorithms relating to these computations. On the direct methods side, we discuss issues such as matrix ordering; bipartite matching and matrix scaling for better pivoting; task assignment and scheduling for parallel multifrontal solvers. On the iterative method side, we discuss preconditioning techniques including incomplete factorization preconditioners, support graph preconditioners, and algebraic multigrid. In a separate part, we discuss the block triangular form of sparse matrices

Computer methods for design automation

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Ocean Engineering, 1992.Includes bibliographical references (leaves 142-159).by Christian Bliek.Ph.D

Nonlinear Systems

Open Mathematics is a challenging notion for theoretical modeling, technical analysis, and numerical simulation in physics and mathematics, as well as in many other fields, as highly correlated nonlinear phenomena, evolving over a large range of time scales and length scales, control the underlying systems and processes in their spatiotemporal evolution. Indeed, available data, be they physical, biological, or financial, and technologically complex systems and stochastic systems, such as mechanical or electronic devices, can be managed from the same conceptual approach, both analytically and through computer simulation, using effective nonlinear dynamics methods. The aim of this Special Issue is to highlight papers that show the dynamics, control, optimization and applications of nonlinear systems. This has recently become an increasingly popular subject, with impressive growth concerning applications in engineering, economics, biology, and medicine, and can be considered a veritable contribution to the literature. Original papers relating to the objective presented above are especially welcome subjects. Potential topics include, but are not limited to: Stability analysis of discrete and continuous dynamical systems; Nonlinear dynamics in biological complex systems; Stability and stabilization of stochastic systems; Mathematical models in statistics and probability; Synchronization of oscillators and chaotic systems; Optimization methods of complex systems; Reliability modeling and system optimization; Computation and control over networked systems