XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations

XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code.Comment: 9 pages, 5 figure

A Meshfree Generalized Finite Difference Method for Surface PDEs

In this paper, we propose a novel meshfree Generalized Finite Difference Method (GFDM) approach to discretize PDEs defined on manifolds. Derivative approximations for the same are done directly on the tangent space, in a manner that mimics the procedure followed in volume-based meshfree GFDMs. As a result, the proposed method not only does not require a mesh, it also does not require an explicit reconstruction of the manifold. In contrast to existing methods, it avoids the complexities of dealing with a manifold metric, while also avoiding the need to solve a PDE in the embedding space. A major advantage of this method is that all developments in usual volume-based numerical methods can be directly ported over to surfaces using this framework. We propose discretizations of the surface gradient operator, the surface Laplacian and surface Diffusion operators. Possibilities to deal with anisotropic and discontinous surface properties (with large jumps) are also introduced, and a few practical applications are presented

Nmag micromagnetic simulation tool - software engineering lessons learned

We review design and development decisions and their impact for the open source code Nmag from a software engineering in computational science point of view. We summarise lessons learned and recommendations for future computational science projects. Key lessons include that encapsulating the simulation functionality in a library of a general purpose language, here Python, provides great flexibility in using the software. The choice of Python for the top-level user interface was very well received by users from the science and engineering community. The from-source installation in which required external libraries and dependencies are compiled from a tarball was remarkably robust. In places, the code is a lot more ambitious than necessary, which introduces unnecessary complexity and reduces main- tainability. Tests distributed with the package are useful, although more unit tests and continuous integration would have been desirable. The detailed documentation, together with a tutorial for the usage of the system, was perceived as one of its main strengths by the community.Comment: 7 pages, 5 figures, Software Engineering for Science, ICSE201

Non-negativity preserving numerical algorithms for stochastic differential equations

Construction of splitting-step methods and properties of related non-negativity and boundary preserving numerical algorithms for solving stochastic differential equations (SDEs) of Ito-type are discussed. We present convergence proofs for a newly designed splitting-step algorithm and simulation studies for numerous numerical examples ranging from stochastic dynamics occurring in asset pricing theory in mathematical finance (SDEs of CIR and CEV models) to measure-valued diffusion and superBrownian motion (SPDEs) as met in biology and physics.Comment: 23 pages, 7 figures. Figures 6.2 and 6.3 in low resolution due to upload size restrictions. Original resolution at http://gisc.uc3m.es/~moro/profesional.htm

A mathematical model for the capillary endothelial cell-extracellular matrix interactions in wound-healing angiogenesis

Angiogenesis, the process by which new blood capillaries grow into a tissue from surrounding parent vessels, is a key event in dermal wound healing, malignant-tumour growth, and other pathologic conditions. In wound healing, new capillaries deliver vital metabolites such as amino acids and oxygen to the cells in the wound which are involved in a complex sequence of repair processes. The key cellular constituents of these new capillaries are endothelial cells: their interactions with soluble biochemical and insoluble extracellular matrix (ECM) proteins have been well documented recently, although the biological mechanisms underlying wound-healing angiogenesis are incompletely understood. Considerable recent research, including some continuum mathematical models, have focused on the interactions between endothelial cells and soluble regulators (such as growth factors). In this work, a similar modelling framework is used to investigate the roles of the insoluble ECM substrate, of which collagen is the predominant macromolecular protein. Our model consists of a partial differential equation for the endothelial-cell density (as a function of position and time) coupled to an ordinary differential equation for the ECM density. The ECM is assumed to regulate cell movement (both random and directed) and proliferation, whereas the cells synthesize and degrade the ECM. Analysis and numerical solutions of these equations highlights the roles of these processes in wound-healing angiogenesis. A nonstandard approximation analysis yields insight into the travel ling-wave structure of the system. The model is extended to two spatial dimensions (parallel and perpendicular to the plane of the skin), for which numerical simulations are presented. The model predicts that ECM-mediated random motility and cell proliferation are key processes which drive angiogenesis and that the details of the functional dependence of these processes on the ECM density, together with the rate of ECM remodelling, determine the qualitative nature of the angiogenic response. These predictions are experimentally testable, and they may lead towards a greater understanding of the biological mechanisms involved in wound-healing angiogenesis

Modelling of radionuclide migration through the geosphere with radial basis function method and geostatistics

The modelling of radionuclide transport through the geosphere is necessary in the safety assessment of repositories for radioactive waste. A number of key geosphere processes need to be considered when predicting the movement of radionuclides through the geosphere. The most important input data are obtained from field measurements, which are not available for all regions of interest. For example, the hydraulic conductivity, as input parameter, varies from place to place. In such cases geostatistical science offers a variety of spatial estimation procedures. To assess the a long term safety of a radioactive waste disposal system, mathematical models are used to describe the complicated groundwater flow, chemistry and potential radionuclide migration through geological formations. The numerical solution of partial differential equations (PDEs) has usually been obtained by finite difference methods (FDM), finite element methods (FEM), or finite volume methods (FVM). Kansa introduced the concept of solving PDEs using radial basis functions (RBFs) for hyperbolic, parabolic and elliptic PDEs. The aim of this study was to present a relatively new approach to the modelling of radionuclide migration through the geosphere using radial basis functions methods and to determine the average and sample variance of radionuclide concentration with regard to spatial variability of hydraulic conductivity modelled by a geostatistical approach. We will also explore residual errors and their influence on optimal shape parameters

Numerical Verification of Affine Systems with up to a Billion Dimensions

Affine systems reachability is the basis of many verification methods. With further computation, methods exist to reason about richer models with inputs, nonlinear differential equations, and hybrid dynamics. As such, the scalability of affine systems verification is a prerequisite to scalable analysis for more complex systems. In this paper, we improve the scalability of affine systems verification, in terms of the number of dimensions (variables) in the system. The reachable states of affine systems can be written in terms of the matrix exponential, and safety checking can be performed at specific time steps with linear programming. Unfortunately, for large systems with many state variables, this direct approach requires an intractable amount of memory while using an intractable amount of computation time. We overcome these challenges by combining several methods that leverage common problem structure. Memory is reduced by exploiting initial states that are not full-dimensional and safety properties (outputs) over a few linear projections of the state variables. Computation time is saved by using numerical simulations to compute only projections of the matrix exponential relevant for the verification problem. Since large systems often have sparse dynamics, we use Krylov-subspace simulation approaches based on the Arnoldi or Lanczos iterations. Our method produces accurate counter-examples when properties are violated and, in the extreme case with sufficient problem structure, can analyze a system with one billion real-valued state variables

Accurate macroscale modelling of spatial dynamics in multiple dimensions

Developments in dynamical systems theory provides new support for the macroscale modelling of pdes and other microscale systems such as Lattice Boltzmann, Monte Carlo or Molecular Dynamics simulators. By systematically resolving subgrid microscale dynamics the dynamical systems approach constructs accurate closures of macroscale discretisations of the microscale system. Here we specifically explore reaction-diffusion problems in two spatial dimensions as a prototype of generic systems in multiple dimensions. Our approach unifies into one the modelling of systems by a type of finite elements, and the `equation free' macroscale modelling of microscale simulators efficiently executing only on small patches of the spatial domain. Centre manifold theory ensures that a closed model exist on the macroscale grid, is emergent, and is systematically approximated. Dividing space either into overlapping finite elements or into spatially separated small patches, the specially crafted inter-element/patch coupling also ensures that the constructed discretisations are consistent with the microscale system/PDE to as high an order as desired. Computer algebra handles the considerable algebraic details as seen in the specific application to the Ginzburg--Landau PDE. However, higher order models in multiple dimensions require a mixed numerical and algebraic approach that is also developed. The modelling here may be straightforwardly adapted to a wide class of reaction-diffusion PDEs and lattice equations in multiple space dimensions. When applied to patches of microscopic simulations our coupling conditions promise efficient macroscale simulation.Comment: some figures with 3D interaction when viewed in Acrobat Reader. arXiv admin note: substantial text overlap with arXiv:0904.085