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14
votes
1answer
2k views

How to Run MPI-3.0 in shared memory mode like OpenMP

I am parallelizing code to numerically solve a 5 Dimensional population balance model. Currently I have a very good MPICH2 parallelized code in FORTRAN but as we increase parameter values the arrays ...
12
votes
0answers
3k views

Comparing Jacobi and Gauss-Seidel methods for nonlinear iterations

It is well known that for certain linear systems Jacobi and Gauss-Seidel iterative methods have the same convergence behavior, e.g. Stein-Rosenberg Theorem. I am wondering if similar results exist for ...
12
votes
0answers
316 views

Operator Splitting methods for DAEs

After doing some research, I've found that most of the literature on operator splitting methods (e.g. Strang Splitting, Fractional Step, etc.) are specifically designed for a standard problem type of ...
11
votes
0answers
3k views

Optimized open source BLAS / LAPACK package

I was wondering what is a more optimized open source BLAS/LAPACK package with respect to modern multi-core processors (Haswell and beyond). Is there any distribution that can attain performance close ...
11
votes
0answers
462 views

Fast Eigenvalue and SVD Solver for Structured Matrices

I am looking for a fast Eigenvalue and SVD solver for small dense structured matrices (Hankel and Toeplitz). I have searched for efficient implementations in libraries like MKL but I am not able to ...
11
votes
0answers
319 views

Sequential approach to solving coupled PDEs

I'm dealing with a coupled system of three transient, non-linear convection-diffusion equations. Let's just say to simplify the problem that they take the following form: $$ -\nabla\cdot(D_{1}(u_{2},...
10
votes
1answer
96 views

Benchmark problems for eigenvalue reordering algorithms sought

Every real matrix $A$ can be reduce to real Schur form $T = U^T A U$ using an orthogonal similiary transform $U$. Here the matrix $T$ is quasi-triangular form with 1 by 1 or 2 by 2 blocks on the main ...
10
votes
1answer
344 views

DG local equation, how to interpret mean-averaged test function

In the paper http://www.sciencedirect.com/science/article/pii/S0045782509003521, an HDG element-local equation is described on page 584 equation (4), with one of the equations taking the following ...
10
votes
1answer
481 views

How to sample points in hyperbolic space?

Hyperbolic space in the Poincaré upper half space model looks like ordinary $\Bbb R^n$ but with the notion of angle and distance distorted in a relatively simple way. In Euclidean space I can sample a ...
9
votes
0answers
189 views

Inverse problem in linear ODE

I have a linear ordinary differential equation (ODE) with a system matrix with constant coefficients: $$\dot{y}(t) = \mathcal{A}\; y(t), \quad y(0) = y_0$$ with $y(t) \in \mathbb{R}^{n \times 1}$ and $...
9
votes
0answers
111 views

Are there any standardized file formats for point group character tables?

Character tables are an important tool for symmetry analysis in many computational chemistry software packages. Are there any standardized file formats for point group character tables? This may seem ...
8
votes
0answers
138 views

How to find a good preconditioner to the system $(A^T A + \lambda I) x = A^T b$?

The system in the title has a damper factor $\lambda > 0$ and the matrix $A$ is sparse and rectangular, with a structure I can exploit to solve matrix vector products very fast. My current solver, ...
8
votes
0answers
181 views

Imbalance of variables in Mixing Newton's method and Linear solver for a Non-linear system

Problem Solving a non-linear system of equations. The number of variables is the same as the number of equations. When I fix a set of variables (say $\vec{y}$) and keep another set free (say $\vec{...
8
votes
0answers
328 views

Fast Automatic Differentiation for numpy?

I would like to use automatic differentiation to calculate gradients to function written in numpy. I've come across a number of packages, including autograd tangent chainer But none of them seem ...
8
votes
0answers
110 views

Review of modern homotopy methods and practical techniques

I'm hoping someone can recommend recent literature concerning homotopy methods for solving systems of nonlinear equations. Already by the time of Layne Watson's 1986 paper there were a lot of methods,...
8
votes
0answers
466 views

Implementing std::nextafter: Should denormals-are-zero mode affect it? If so, how?

This might be the wrong stackexchange site for this question. math.SE, cs.SE, programmers.SE, and of course stackoverflow are all possibilities. I'm hoping to reach an audience that might actually ...
8
votes
1answer
328 views

Increasing V-cycles for constant Coarsest Grid Size and increasing Fine Grid size

Problem statement I implemented geometric multigrid for $-\nabla^{2}=f$ where $f=\frac{3\pi^{2}}{4}sin \frac{\pi x}{2} sin \frac{\pi y}{2} sin \frac{\pi z}{2}$ on $\Omega \in [0,1]$ on a unit cube. ...
8
votes
0answers
186 views

Time advance in Adaptive Mesh Refinement method

I am working on solving complex system of 2D PDEs governing the behaviour of plasma in a gas lamp during discharge. Recent tests have shown that because of steep gradients in temperature field and ...
8
votes
0answers
215 views

Wanted: sequences of linear systems for recycling Krylov solver analysis

In the solution of sequences of linear systems $$A_ix_i=b_i\quad\text{for}\quad i=1,2,\dots$$ with Krylov subspace methods, data can be recycled from already solved linear systems in order to speed up ...
8
votes
0answers
341 views

Updating matrix diagonal with Woodbury matrix identity and maintaining numerical accuracy

I have a dense matrix A and its corresponding inverse $A^{-1}$. The Woodbury matrix identity states: $$ (A + UCV)^{-1} = A^{-1} - A^{-1}U(C^{-1} + VA^{-1}U)^{-1}VA^{-1} $$ I wish to perform small ...
8
votes
0answers
408 views

Simple turbulence model appropriate for buoyancy-driven cavity like problem

Which turbulence model is suitable for resolving incompressible buoyancy-driven flow of a fluid within an cylindrical ampoule? I prefer turbulence model which is sufficiently simple so that fully ...
8
votes
0answers
319 views

Energy conservation in the solution of the Helmholtz equation

This might be a silly question, but I know very little about the theoretical properties finite elements, so here goes. Suppose you were to solve the Helmholtz equation (let's say in 2D) with a ...
8
votes
0answers
438 views

What's a good numerical/optimization software package for solving the 2-D optimal stopping problem?

I am looking for a numerical software package to help me solve the 2-dimensional "free boundary" PDEs that arise in optimal stopping problems. In one dimension a standard optimal stopping problem in ...
8
votes
1answer
216 views

Suggestions for numerical integral over Pólya Distribution

This problem arises from a Bayesian statistical modeling project. In order to compute with my model, I need to perform an integration in which part of the integrand is the "Pólya" or "Dirichlet-...
7
votes
0answers
90 views

Numerically estimating expected value of f(x) when x is normally distributed

I need to estimate $$ \mathbb{E}_x[f_i(x)] = \int_{\mathbb{R}^n} f_i(x) p(x) dx $$ for many functions $f_i(x)$, where $p(x)$ is the density of a normal distribution. The evaluation of all the ...
7
votes
0answers
75 views

How to construct an effective preconditioner for this particular problem

A quick introduction to my problem I am currently developing a method for simulation of water waves in three dimensions based on potential flow theory. The computational bottleneck of the method is ...
7
votes
0answers
64 views

How reproducible are conda environments?

I am aiming at keeping my scientific studies and analyses reproducible: I am automating them as much as possible, I am sharing them, and I sharing them together with the execution environment(s) I've ...
7
votes
0answers
98 views

Finding the smallest root of a function on $[0, \infty)$

I would like to find the smallest real root of a 1-D real-valued function $f(x)$ on the domain $x\in [0,\infty)$. In this problem, I can make the following guarantees on $f$: $f$ does have a root at ...
7
votes
0answers
261 views

Speed and accuracy of Strassen vs Winograd matrix multiplication algorithms

I am doing work which requires as fast matrix multiplication as possible and just want to double-check with this community that the Winograd variant of Strassen's MM algorithm is the fastest practical ...
7
votes
0answers
252 views

Eigenvalue with largest imaginary part

Iterative eigensolvers such as ARPACK, give the option to find a subset of the eigenvalues which have the largest imaginary part. My question is how do these algorithms work. As I understand it, ...
7
votes
0answers
216 views

What can be done with Finite Element Method and not with the Finite Volume Method, and vice versa?

What are some applications where you would absolutely go for either FEM, but not FVM, or vice versa? What are some applications where both methods are equally suited? I worked with the FEM so far and ...
7
votes
0answers
486 views

Numerical implementation of the Dirichlet-to-Neumann map

I am solving the Dirichlet problem $$ \begin{cases} \Delta u = 0, \\ u|_{\partial D} = f, \end{cases} $$ in a $2d$ domain $D$ using the finite element method. What I want to get is the ...
7
votes
1answer
531 views

Time discretization of the variational formulation of the Navier-Stokes equation

I've asked this question on mathoverflow too. Let $T>0$ $I:=(0,T]$ $d\in\mathbb N$ $\Lambda\subseteq\mathbb R^d$ be nonempty and open, $$\mathcal V:=\left\{\phi\in C_c^\infty(\Lambda,\mathbb R^d):...
7
votes
0answers
235 views

Numerical integration using interval arithmetic, nowadays

Is there now a package for rigorous numerical integration that uses interval arithmetic and has access to a well-developed library of special functions? By "well-developed", I mean something that, at ...
7
votes
0answers
152 views

Tucker factorisation to compare multiple PCA decompositions?

This is an entry-level question for multiway matrix decompositions. I have a set/population $k$ of entities (here biological cells) for each of which I also have a number ($l$) of flavours of length $...
7
votes
0answers
453 views

DIIS method to accelerate SCF convergence for stretched geometries

I am implementing from scratch an Hartree-Fock calculation in the STO-3G basis set to perform Born-Oppenheimer molecular dynamics. I have a Restricted Hartree-Fock procedure that can reproduce very ...
7
votes
0answers
146 views

Accelerated convergence for Sparse NMF

In the Non-Negative Matrix factorization (NMF), you basically compute an approximation of a given matrix $V \in \mathbb{R}_{+}^{n \times m}$ into matrices $W$ and $H$ such that $W \in \mathbb{R}_{+}^{...
7
votes
0answers
140 views

Potential Reduction and Primal Path following methods

In both the potential reduction and primal path following interior point methods for linear programming, a barrier function is constructed which contains the terms $-\sum \log x_j$ where $x_j$ are the ...
7
votes
0answers
151 views

Fast algorithms to solve Markov Decision Processes

In my master thesis I used an Algorithm called Approximative Dynamic Programming [1] to solve equations of the form $$ \max_{\pi}\mathbb{E}^{\pi}\left\{\sum_{t=0}^{T}\gamma^tC_t^{\pi}(S_t,A_t^{\pi}(...
7
votes
1answer
89 views

Choosing how many iterations to use in VEGAS

I'm using VEGAS integration, specifically the GSL implementation, for some QCD calculations, and I've been investigating the behavior of the algorithm for various numbers of iterations in an attempt ...
6
votes
0answers
60 views

Why not use the preconditioned residual as termination criterion for preconditioned CG?

I have a Poisson equation with wildly varying material parameters (1 .. 1000), wildly varying element sizes (5 nm .. 100 um) and some quite anisotropic (tetrahedral) elements (100 nm x 100 um). I use (...
6
votes
0answers
120 views

What are some good debugging habits for numerical simulation?

I'm currently writing a lid drive cavity CFD code on python. Currently, my code has some issues (values jumping bear b.c). I was wondering what are some good habits in debugging numerical codes. ...
6
votes
0answers
69 views

Quadrature methods for peaky integrands

Consider $$ I = \int_{-L}^L f(x)dx, $$ where $f(x)$ is real-valued and analytic on $[-L,L]$, but it has a pole in the complex plane whose real part lies in $[-L,L]$. Call it $z_0$, and assume it is a ...
6
votes
0answers
144 views

Solving a coupled eigen value problem

I have the following problem: $$\begin{bmatrix}A &B \\C& D\end{bmatrix}\begin{bmatrix}x\\y\end{bmatrix} = \begin{bmatrix}\lambda I_m & 0 \\ 0& \mu I_n\end{bmatrix}\begin{bmatrix}x \\y\...
6
votes
0answers
139 views

An invertible matrix that minimizes the norm of the product with a given matrix

Given a fat matrix $B \in \mathbb{C}^{n \times m}$ (where $m > n$) with full row rank, I would like to find (numerically) a full-rank matrix $A$ that minimizes the Frobenius norm of the product $A ...
6
votes
0answers
356 views

Understanding Boundary Condition in FEM

I am trying to understand Dirichlet and Neumann boundary conditions in FEM and I wanted to know if my inference is correct. To articulate my understanding, lets consider a simple case of TE and TM ...
6
votes
0answers
124 views

Do practice and theory differ substantially when implementing Neumann Boundary Conditions using a Mixed Method?

I have implemented a pretty straightforward finite element solver for the following Poisson equation. For the purposes of this question we can assume the source term and the Dirichlet data both ...
6
votes
0answers
117 views

Good numerical method for solving the Kadomtsev Petviashvili equations. Is there an analytical solution?

I need to solve the Kadomtsev Petviashvili (KP) equations $$\partial_x(\partial_t u+u \partial_x u+\epsilon^2\partial_{xxx}u)+\lambda\partial_{yy}u=0 $$ where $$\lambda=\pm 1 \;.$$ My questions ...
6
votes
0answers
231 views

Will penalty-augmented stiffness matrix cause numerical issues in eigenvalue analysis?

In the finite element method, we often construct the constraints of the system by adding penalty-function terms ( which often are many many magnitudes, up to $10^6$ order bigger than the largest ...
6
votes
0answers
272 views

Compute sparsity pattern of $A^2$

Suppose we have a sparse matrix $A$. Is there any way to compute just the sparsity pattern of $A^2 = A \cdot A$ (I do not actually need to know what exactly the nonzero value are) faster than to ...

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