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

Software concepts and algorithms for an efficient and scalable parallel finite element method

Software packages for the numerical solution of partial differential equations (PDEs) using the finite element method are important in different fields of research. The basic data structures and algorithms change in time, as the user\'s requirements are growing and the software must efficiently use the newest highly parallel computing systems. This is the central point of this work. To make efficiently use of parallel computing systems with growing number of independent basic computing units, i.e.~CPUs, we have to combine data structures and algorithms from different areas of mathematics and computer science. Two crucial parts are a distributed mesh and parallel solver for linear systems of equations. For both there exists multiple independent approaches. In this work we argue that it is necessary to combine both of them to allow for an efficient and scalable implementation of the finite element method. First, we present concepts, data structures and algorithms for distributed meshes, which allow for local refinement. The central point of our presentation is to provide arbitrary geometrical information of the mesh and its distribution to the linear solver. A large part of the overall computing time of the finite element method is spend by the linear solver. Thus, its parallelization is of major importance. Based on the presented concept for distributed meshes, we preset several different linear solver methods. Hereby we concentrate on general purpose linear solver, which makes only little assumptions about the systems to be solver. For this, a new FETI-DP (Finite Element Tearing and Interconnect - Dual Primal) method is proposed. Those the standard FETI-DP method is quasi optimal from a mathematical point of view, its not possible to implement it efficiently for a large number of processors (> 10,000). The main reason is a relatively small but globally distributed coarse mesh problem. To circumvent this problem, we propose a new multilevel FETI-DP method which hierarchically decompose the coarse grid problem. This leads to a more local communication pattern for solver the coarse grid problem and makes it possible to scale for a large number of processors. Besides the parallelization of the finite element method, we discuss an approach to speed up serial computations of existing finite element packages. In many computations the PDE to be solved consists of more than one variable. This is especially the case in multi-physics modeling. Observation show that in many of these computation the solution structure of the variables is different. But in the standard finite element method, only one mesh is used for the discretization of all variables. We present a multi-mesh finite element method, which allows to discretize a system of PDEs with two independently refined meshes.Softwarepakete zur numerischen Lösung partieller Differentialgleichungen mit Hilfe der Finiten-Element-Methode sind in vielen Forschungsbereichen ein wichtiges Werkzeug. Die dahinter stehenden Datenstrukturen und Algorithmen unterliegen einer ständigen Neuentwicklung um den immer weiter steigenden Anforderungen der Nutzergemeinde gerecht zu werden und um neue, hochgradig parallel Rechnerarchitekturen effizient nutzen zu können. Dies ist auch der Kernpunkt dieser Arbeit. Um parallel Rechnerarchitekturen mit einer immer höher werdenden Anzahl an von einander unabhängigen Recheneinheiten, z.B.~Prozessoren, effizient Nutzen zu können, müssen Datenstrukturen und Algorithmen aus verschiedenen Teilgebieten der Mathematik und Informatik entwickelt und miteinander kombiniert werden. Im Kern sind dies zwei Bereiche: verteilte Gitter und parallele Löser für lineare Gleichungssysteme. Für jedes der beiden Teilgebiete existieren unabhängig voneinander zahlreiche Ansätze. In dieser Arbeit wird argumentiert, dass für hochskalierbare Anwendungen der Finiten-Elemente-Methode nur eine Kombination beider Teilgebiete und die Verknüpfung der darunter liegenden Datenstrukturen eine effiziente und skalierbare Implementierung ermöglicht. Zuerst stellen wir Konzepte vor, die parallele verteile Gitter mit entsprechenden Adaptionstrategien ermöglichen. Zentraler Punkt ist hier die Informationsaufbereitung für beliebige Löser linearer Gleichungssysteme. Beim Lösen partieller Differentialgleichung mit der Finiten Elemente Methode wird ein großer Teil der Rechenzeit für das Lösen der dabei anfallenden linearen Gleichungssysteme aufgebracht. Daher ist deren Parallelisierung von zentraler Bedeutung. Basierend auf dem vorgestelltem Konzept für verteilten Gitter, welches beliebige geometrische Informationen für die linearen Löser aufbereiten kann, präsentieren wir mehrere unterschiedliche Lösermethoden. Besonders Gewicht wird dabei auf allgemeine Löser gelegt, die möglichst wenig Annahmen über das zu lösende System machen. Hierfür wird die FETI-DP (Finite Element Tearing and Interconnect - Dual Primal) Methode weiterentwickelt. Obwohl die FETI-DP Methode vom mathematischen Standpunkt her als quasi-optimal bezüglich der parallelen Skalierbarkeit gilt, kann sie für große Anzahl an Prozessoren (> 10.000) nicht mehr effizient implementiert werden. Dies liegt hauptsächlich an einem verhältnismäßig kleinem aber global verteilten Grobgitterproblem. Wir stellen eine Multilevel FETI-DP Methode vor, die dieses Problem durch eine hierarchische Komposition des Grobgitterproblems löst. Dadurch wird die Kommunikation entlang des Grobgitterproblems lokalisiert und die Skalierbarkeit der FETI-DP Methode auch für große Anzahl an Prozessoren sichergestellt. Neben der Parallelisierung der Finiten-Elemente-Methode beschäftigen wir uns in dieser Arbeit mit der Ausnutzung von bestimmten Voraussetzung um auch die sequentielle Effizienz bestehender Implementierung der Finiten-Elemente-Methode zu steigern. In vielen Fällen müssen partielle Differentialgleichungen mit mehreren Variablen gelöst werden. Sehr häufig ist dabei zu beobachten, insbesondere bei der Modellierung mehrere miteinander gekoppelter physikalischer Phänomene, dass die Lösungsstruktur der unterschiedlichen Variablen entweder schwach oder vollständig voneinander entkoppelt ist. In den meisten Implementierungen wird dabei nur ein Gitter zur Diskretisierung aller Variablen des Systems genutzt. Wir stellen eine Finite-Elemente-Methode vor, bei der zwei unabhängig voneinander verfeinerte Gitter genutzt werden können um ein System partieller Differentialgleichungen zu lösen

Parallel Adaptive Monte Carlo Integration with the Event Generator WHIZARD

We describe a new parallel approach to the evaluation of phase space for Monte-Carlo event generation, implemented within the framework of the WHIZARD package. The program realizes a twofold self-adaptive multi-channel parameterization of phase space and makes use of the standard OpenMP and MPI protocols for parallelization. The modern MPI3 feature of asynchronous communication is an essential ingredient of the computing model. Parallel numerical evaluation applies both to phase-space integration and to event generation, thus covering the most computing-intensive parts of physics simulation for a realistic collider environment.Comment: 28 pages, 4 figure

Analysis of a parallelized nonlinear elliptic boundary value problem solver with application to reacting flows

A parallelized finite difference code based on the Newton method for systems of nonlinear elliptic boundary value problems in two dimensions is analyzed in terms of computational complexity and parallel efficiency. An approximate cost function depending on 15 dimensionless parameters is derived for algorithms based on stripwise and boxwise decompositions of the domain and a one-to-one assignment of the strip or box subdomains to processors. The sensitivity of the cost functions to the parameters is explored in regions of parameter space corresponding to model small-order systems with inexpensive function evaluations and also a coupled system of nineteen equations with very expensive function evaluations. The algorithm was implemented on the Intel Hypercube, and some experimental results for the model problems with stripwise decompositions are presented and compared with the theory. In the context of computational combustion problems, multiprocessors of either message-passing or shared-memory type may be employed with stripwise decompositions to realize speedup of O(n), where n is mesh resolution in one direction, for reasonable n

Full Flow: Optical Flow Estimation By Global Optimization over Regular Grids

We present a global optimization approach to optical flow estimation. The approach optimizes a classical optical flow objective over the full space of mappings between discrete grids. No descriptor matching is used. The highly regular structure of the space of mappings enables optimizations that reduce the computational complexity of the algorithm's inner loop from quadratic to linear and support efficient matching of tens of thousands of nodes to tens of thousands of displacements. We show that one-shot global optimization of a classical Horn-Schunck-type objective over regular grids at a single resolution is sufficient to initialize continuous interpolation and achieve state-of-the-art performance on challenging modern benchmarks.Comment: To be presented at CVPR 201

Computational Particle Physics for Event Generators and Data Analysis

High-energy physics data analysis relies heavily on the comparison between experimental and simulated data as stressed lately by the Higgs search at LHC and the recent identification of a Higgs-like new boson. The first link in the full simulation chain is the event generation both for background and for expected signals. Nowadays event generators are based on the automatic computation of matrix element or amplitude for each process of interest. Moreover, recent analysis techniques based on the matrix element likelihood method assign probabilities for every event to belong to any of a given set of possible processes. This method originally used for the top mass measurement, although computing intensive, has shown its power at LHC to extract the new boson signal from the background. Serving both needs, the automatic calculation of matrix element is therefore more than ever of prime importance for particle physics. Initiated in the eighties, the techniques have matured for the lowest order calculations (tree-level), but become complex and CPU time consuming when higher order calculations involving loop diagrams are necessary like for QCD processes at LHC. New calculation techniques for next-to-leading order (NLO) have surfaced making possible the generation of processes with many final state particles (up to 6). If NLO calculations are in many cases under control, although not yet fully automatic, even higher precision calculations involving processes at 2-loops or more remain a big challenge. After a short introduction to particle physics and to the related theoretical framework, we will review some of the computing techniques that have been developed to make these calculations automatic. The main available packages and some of the most important applications for simulation and data analysis, in particular at LHC will also be summarized.Comment: 19 pages, 11 figures, Proceedings of CCP (Conference on Computational Physics) Oct. 2012, Osaka (Japan) in IOP Journal of Physics: Conference Serie