Partitioning strategy for efficient nonlinear finite element dynamic analysis on multiprocessor computers

A computational procedure is presented for the nonlinear dynamic analysis of unsymmetric structures on vector multiprocessor systems. The procedure is based on a novel hierarchical partitioning strategy in which the response of the unsymmetric and antisymmetric response vectors (modes), each obtained by using only a fraction of the degrees of freedom of the original finite element model. The three key elements of the procedure which result in high degree of concurrency throughout the solution process are: (1) mixed (or primitive variable) formulation with independent shape functions for the different fields; (2) operator splitting or restructuring of the discrete equations at each time step to delineate the symmetric and antisymmetric vectors constituting the response; and (3) two level iterative process for generating the response of the structure. An assessment is made of the effectiveness of the procedure on the CRAY X-MP/4 computers

A New Approach to Numerical Quantum Field Theory

In this note we present a new numerical method for solving Lattice Quantum Field Theory. This Source Galerkin Method is fundamentally different in concept and application from Monte Carlo based methods which have been the primary mode of numerical solution in Quantum Field Theory. Source Galerkin is not probabilistic and treats fermions and bosons in an equivalent manner.Comment: 10 pages, LaTeX, BROWN-HET-908([email protected]), ([email protected]), ([email protected]

An ADI extrapolated Crank-Nicolson orthogonal spline collocation method for nonlinear reaction-diffusion systems: a computational study

An alternating direction implicit (ADI) orthogonal spline collocation (OSC) method is described for the approximate solution of a class of nonlinear reaction-diffusion systems. Its efficacy is demonstrated on the solution of well-known examples of such systems, specifically the Brusselator, Gray-Scott, Gierer-Meinhardt and Schnakenberg models, and comparisons are made with other numerical techniques considered in the literature. The new ADI method is based on an extrapolated Crank-Nicolson OSC method and is algebraically linear. It is efficient, requiring at each time level only $O({\cal N})$ operations where ${\cal N}$ is the number of unknowns. Moreover,it is shown to produce approximations which are of optimal global accuracy in various norms, and to possess superconvergence properties

Extended Rate, more GFUN

We present a software package that guesses formulae for sequences of, for example, rational numbers or rational functions, given the first few terms. We implement an algorithm due to Bernhard Beckermann and George Labahn, together with some enhancements to render our package efficient. Thus we extend and complement Christian Krattenthaler's program Rate, the parts concerned with guessing of Bruno Salvy and Paul Zimmermann's GFUN, the univariate case of Manuel Kauers' Guess.m and Manuel Kauers' and Christoph Koutschan's qGeneratingFunctions.m.Comment: 26 page

A scalable geometric multigrid solver for nonsymmetric elliptic systems with application to variable-density flows

A geometric multigrid algorithm is introduced for solving nonsymmetric linear systems resulting from the discretization of the variable density Navier-Stokes equations on nonuniform structured rectilinear grids and high-Reynolds number flows. The restriction operation is defined such that the resulting system on the coarser grids is symmetric, thereby allowing for the use of efficient smoother algorithms. To achieve an optimal rate of convergence, the sequence of interpolation and restriction operations are determined through a dynamic procedure. A parallel partitioning strategy is introduced to minimize communication while maintaining the load balance between all processors. To test the proposed algorithm, we consider two cases: 1) homogeneous isotropic turbulence discretized on uniform grids and 2) turbulent duct flow discretized on stretched grids. Testing the algorithm on systems with up to a billion unknowns shows that the cost varies linearly with the number of unknowns. This behavior confirms the robustness of the proposed multigrid method regarding ill-conditioning of large systems characteristic of multiscale high-Reynolds number turbulent flows. The robustness of our method to density variations is established by considering cases where density varies sharply in space by a factor of up to 10000, showing its applicability to two-phase flow problems. Strong and weak scalability studies are carried out, employing up to 30000 processors, to examine the parallel performance of our implementation. Excellent scalability of our solver is shown for a granularity as low as 10000 to 100000 unknowns per processor. At its tested peak throughput, it solves approximately 4 billion unknowns per second employing over 16000 processors with a parallel efficiency higher than 50%.Peer ReviewedPostprint (author's final draft

Identification of metabolic system parameters using global optimization methods

BACKGROUND: The problem of estimating the parameters of dynamic models of complex biological systems from time series data is becoming increasingly important. METHODS AND RESULTS: Particular consideration is given to metabolic systems that are formulated as Generalized Mass Action (GMA) models. The estimation problem is posed as a global optimization task, for which novel techniques can be applied to determine the best set of parameter values given the measured responses of the biological system. The challenge is that this task is nonconvex. Nonetheless, deterministic optimization techniques can be used to find a global solution that best reconciles the model parameters and measurements. Specifically, the paper employs branch-and-bound principles to identify the best set of model parameters from observed time course data and illustrates this method with an existing model of the fermentation pathway in Saccharomyces cerevisiae. This is a relatively simple yet representative system with five dependent states and a total of 19 unknown parameters of which the values are to be determined. CONCLUSION: The efficacy of the branch-and-reduce algorithm is illustrated by the S. cerevisiae example. The method described in this paper is likely to be widely applicable in the dynamic modeling of metabolic networks

Review of modern numerical methods for a simple vanilla option pricing problem

Option pricing is a very attractive issue of financial engineering and optimization. The problem of determining the fair price of an option arises from the assumptions made under a given financial market model. The increasing complexity of these market assumptions contributes to the popularity of the numerical treatment of option valuation. Therefore, the pricing and hedging of plain vanilla options under the Black–Scholes model usually serve as a bench-mark for the development of new numerical pricing approaches and methods designed for advanced option pricing models. The objective of the paper is to present and compare the methodological concepts for the valuation of simple vanilla options using the relatively modern numerical techniques in this issue which arise from the discontinuous Galerkin method, the wavelet approach and the fuzzy transform technique. A theoretical comparison is accompanied by an empirical study based on the numerical verification of simple vanilla option prices. The resulting numerical schemes represent a particularly effective option pricing tool that enables some features of options that are depend-ent on the discretization of the computational domain as well as the order of the polynomial approximation to be captured better