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Jacobi matrix method for calculating zeros, coefficients, Christoffel numbers, and derivatives of orthogonal polynomials
The dynamical phase diagram of interacting disordered systems has seen substantial revision over the past few years. Theory must now account for a large prethermal many-body localized regime in which thermalization is extremely slow, but not completely arrested. We derive a quantitative description of these dynamics in short-ranged one-dimensional systems using a model of successive many-body resonances. Here, the model explains the decay timescale of mean autocorrelators, the functional form of the decay—a stretched exponential—and relates the value of the stretch exponent to the broad distribution of resonance timescales. The Jacobi method of matrix diagonalization provides numerical access to this distribution, as well as a conceptual framework for our analysis. The resonance model correctly predicts the stretch exponents for several models in the literature. Successive resonances may also underlie slow thermalization in strongly disordered systems in higher dimensions, or with long-range interactions.
Algorithm, employing jacobi-like procedure, for diagonalizing a real symmetric matrix
Two approaches to accelerating the method of complete linearization for calculating NLTE model stellar atmospheres are suggested. The first one, the so-called Kantorovich variant of the Newton-Raphson method, consists of keeping the Jacobi matrix of the system fixed, which allows us to calculate the costly matrix inversions only a few times and then keep them fixed during the subsequent computations. The second method is an application of the Ng acceleration. Both methods are extremely easy to implement with any model atmosphere code based on complete linearization. It is demonstrated that both methods, and especially their combination, yield a rapidly and globally convergent algorithm, which takes 2 to 5 times less computer time, depending on the model at hand and the required accuracy, than the ordinary complete linearization. Generally, the time gain is more significant for more complicated models. The methods were tested for a broad range of atmospheric parameters, and in all cases they exhibited similar behavior. Ng acceleration applied on the Kantorovich variant thus offers a significant improvement of the standard complete-linearization method, and may now be used for calculating relatively involved NLTE model stellar atmospheres.
Here, we study convergence of the integral transport matrix method (ITMM) based on a parallel block Jacobi (PBJ) iterative strategy for solving particle transport problems. The ITMM is a spatial domain decomposition method proposed for massively parallel computations. AFourier analysis of the PBJ-based iterations applied to SN diamond-difference equations in 1D slab and 2D Cartesian geometries is performed. It is carried out for infinite-medium problems with homogeneous material properties. To analyze the performance of the ITMM with the PBJ algorithm and evaluate its potential in scalability we consider a limiting case of one spatial cell per subdomain. The analysis shows that in such limit the spectral radius of the iteration method is one without regard to values of the scattering ratio and optical thickness of the spatial cells. This implies lack of convergence in infinite medium. Numerical results of finite-medium problems are presented. They demonstrate effects of finite size of spatial domain on the performance of the iteration algorithm as well as its asymptotic behavior when the extent of the spatial domain increases. Finally, these numerical experiments also show that for finite domains iterative convergence to a finite criterion is achievable in a multiple of the sum of number of cells in each dimension.
Two direct Choleski equation solvers and two iterative preconditioned conjugate gradient (PCG) equation solvers used in a large structural analysis software system are described. The two direct solvers are implementations of the Choleski method for variable-band matrix storage and sparse matrix storage. The two iterative PCG solvers include the Jacobi conjugate gradient method and an incomplete Choleski conjugate gradient method. The performance of the direct and iterative solvers is compared by solving several representative structural analysis problems. Some key factors affecting the performance of the iterative solvers relative to the direct solvers are identified.
A scheme was developed for the parametric differentiation and integration of gas dynamics equations. A numerical integration of the gas dynamics equations is necessarily performed for a specific set of parameter values. The linear variational equations are obtained by differentiating the exact equations with respect to each of the relevant parameters. The resulting matrix of flow quantities is referred to as the Jacobi matrix. The subsequent procedure is then straightforward. The method was tested for two dimensional supersonic flow past an airfoil, with airfoil thickness, camber, and angle of attack varied. This approach has great potential value for rapidly assessing the effect of design changes. The other focus of the work was on problems in fluid stability, bifurcations, and turbulence.
Here, we present a new Lagrangian discontinuous Galerkin (DG) hydrodynamic method for gas dynamics. The new method evolves conserved unknowns in the current configuration, which obviates the Jacobi matrix that maps the element in a reference coordinate system or the initial coordinate system to the current configuration. The density, momentum, and total energy (ρ, ρu, E ) are approximated with conservative higher-order Taylor expansions over the element and are limited toward a piecewise constant field near discontinuities using a limiter. Two new limiting methods are presented for enforcing the bounds on the primitive variables of density, velocity, and specific internal energy (ρ, u, e). The nodal velocity, and the corresponding forces, are calculated by solving an approximate Riemann problem at the element nodes. An explicit second-order method is used to temporally advance the solution. This new Lagrangian DG hydrodynamic method conserves mass, momentum, and total energy. 1D Cartesian coordinates test problem results are presented to demonstrate the accuracy and convergence order of the new DG method with the new limiters.
Software solves the three-dimensional Poisson equation div(k(grad(u)) = f, by the finite element method for the case when material properties, k, are distributed over hierarchy of edges, facets and tetrahedra in the finite element mesh. Method is described in Weiss, CJ, Finite element analysis for model parameters distributed on a hierarchy of geometric simplices, Geophysics, v82, E155-167, doi:10.1190/GEO2017-0058.1 (2017). A standard finite element method for solving Poisson’s equation is augmented by including in the 3D stiffness matrix additional 2D and 1D stiffness matrices representing the contributions from material properties associated with mesh faces and edges, respectively. The resulting linear system is solved iteratively using the conjugate gradient method with Jacobi preconditioning. To minimize computer storage for program execution, the linear solver computes matrix-vector contractions element-by-element over the mesh, without explicit storage of the global stiffness matrix. Program output vtk compliant for visualization and rendering by 3rd party software. Program uses dynamic memory allocation and as such there are no hard limits on problem size outside of those imposed by the operating system and configuration on which the software is run. Dimension, N, of the finite element solution vector is constrained by the the addressable space in 32-vs-64 bit operating systems. Total storage requirements for the problem. Total working space required for the program is approximately 13*N double precision words.
In high-end computing, the collective surface area, smaller fabrication sizes, and increasing density of components have led to an increase in the number of observed bit flips. If mechanisms are not in place to detect them, such flips produce silent errors, i.e. the code returns a result that deviates from the desired solution by more than the allowed tolerance and the discrepancy cannot be distinguished from the standard numerical error associated with the algorithm. These phenomena are believed to occur more frequently in DRAM, but logic gates, arithmetic units, and other circuits are also susceptible to bit flips. Previous work has focused on algorithmic techniques for detecting and correcting bit flips in specific data structures, however, they suffer from lack of generality and often times cannot be implemented in heterogeneous computing environment. Our work takes a novel approach to this problem. We focus on quantifying the impact of a single bit flip on specific floating-point operations. We analyze the error induced by flipping specific bits in the most widely used IEEE floating-point representation in an architecture-agnostic manner, i.e., without requiring proprietary information such as bit flip rates and the vendor-specific circuit designs. We initially study dot products of vectors and demonstrate that not all bit flips create a large error and, more importantly, expected value of the relative magnitude of the error is very sensitive on the bit pattern of the binary representation of the exponent, which strongly depends on scaling. Our results are derived analytically and then verified experimentally with Monte Carlo sampling of random vectors. Furthermore, we consider the natural resilience properties of solvers based on the fixed point iteration and we demonstrate how the resilience of the Jacobi method for linear equations can be significantly improved by rescaling the associated matrix.
Explicit and implicit time integration algorithms for the two-dimensional Euler equations on unstructured grids are presented. Both cell-centered and cell-vertex finite volume upwind schemes utilizing Roe's approximate Riemann solver are developed. For the cell-vertex scheme, a four-stage Runge-Kutta time integration, a fourstage Runge-Kutta time integration with implicit residual averaging, a point Jacobi method, a symmetric point Gauss-Seidel method and two methods utilizing preconditioned sparse matrix solvers are presented. For the cell-centered scheme, a Runge-Kutta scheme, an implicit tridiagonal relaxation scheme modeled after line Gauss-Seidel, a fully implicit lower-upper (LU) decomposition, and a hybrid scheme utilizing both Runge-Kutta and LU methods are presented. A reverse Cuthill-McKee renumbering scheme is employed for the direct solver to decrease CPU time by reducing the fill of the Jacobian matrix. A comparison of the various time integration schemes is made for both first-order and higher order accurate solutions using several mesh sizes, higher order accuracy is achieved by using multidimensional monotone linear reconstruction procedures. The results obtained for a transonic flow over a circular arc suggest that the preconditioned sparse matrix solvers perform better than the other methods as the number of elements in the mesh increases.
In this study, we develop a new tensor-product based preconditioner for discontinuous Galerkin methods with polynomial degrees higher than those typically employed. This preconditioner uses an automatic, purely algebraic method to approximate the exact block Jacobi preconditioner by Kronecker products of several small, one-dimensional matrices. Traditional matrix-based preconditioners require O ( p 2d ) storage and O ( p 3d ) computational work, where p is the degree of basis polynomials used, and d is the spatial dimension. Our SVD-based tensor-product preconditioner requires O ( p d+1 ) storage, O ( p d+1 ) work in two spatial dimensions, and O ( p d+2 ) work in three spatial dimensions. Combined with a matrix-free Newton–Krylov solver, these preconditioners allow for the solution of DG systems in linear time in p per degree of freedom in 2D, and reduce the computational complexity from O ( p 9 ) to O ( p 5 ) in 3D. Numerical results are shown in 2D and 3D for the advection, Euler, and Navier–Stokes equations, using polynomials of degree up to p = 30. For many test cases, the preconditioner results in similar iteration counts when compared with the exact block Jacobi preconditioner, and performance is significantly improved for high polynomial degrees p .
The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to large-scale/three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations and results in symmetric, positive definite algebraic system which can be solved effectively by simple iterative methods. The first-order velocity-Bernoulli function-vorticity formulation for incompressible viscous flows is also tested. For three-dimensional cases, an additional compatibility equation, i.e., the divergence of the vorticity vector should be zero, is included to make the first-order system elliptic. The simple substitution of the Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. To show the validity of this scheme for large-scale computation, we give numerical results for 2D driven cavity problem at Re = 10000 with 408 x 400 bilinear elements. The flow in a 3D cavity is calculated at Re = 100, 400, and 1,000 with 50 x 50 x 50 trilinear elements. The Taylor-Goertler-like vortices are observed for Re = 1,000.
The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations, and results in symmetric, positive definite algebraic system. An additional compatibility equation, i.e., the divergence of vorticity vector should be zero, is included to make the first-order system elliptic. The Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. The flow in a half of 3D cubic cavity is calculated at Re = 100, 400, and 1,000 with 50 x 52 x 25 trilinear elements. The Taylor-Gortler-like vortices are observed at Re = 1,000.
The ability of computers to solve hitherto intractable problems and simulate complex processes using mathematical models makes them an indispensable part of modern science and engineering. Computer simulations of large-scale realistic applications usually require solving a set of non-linear partial differential equations (PDES) over a finite region. For example, one thrust area in the DOE Grand Challenge projects is to design future accelerators such as the SpaHation Neutron Source (SNS). Our colleagues at SLAC need to model complex RFQ cavities with large aspect ratios. Unstructured grids are currently used to resolve the small features in a large computational domain; dynamic mesh adaptation will be added in the future for additional efficiency. The PDEs for electromagnetics are discretized by the FEM method, which leads to a generalized eigenvalue problem Kx = AMx, where K and M are the stiffness and mass matrices, and are very sparse. In a typical cavity model, the number of degrees of freedom is about one million. For such large eigenproblems, direct solution techniques quickly reach the memory limits. Instead, the most widely-used methods are Krylov subspace methods, such as Lanczos or Jacobi-Davidson. In all the Krylov-based algorithms, sparse matrix-vector multiplication (SPMV) must be performed repeatedly. Therefore, the efficiency of SPMV usually determines the eigensolver speed. SPMV is also one of the most heavily used kernels in large-scale numerical simulations.
A new parallel Jacobi-like algorithm is developed for computing the eigenvalues of a general complex matrix. Most parallel methods for this parallel typically display only linear convergence. Sequential norm-reducing algorithms also exit and they display quadratic convergence in most cases. The new algorithm is a parallel form of the norm-reducing algorithm due to Eberlein. It is proven that the asymptotic convergence rate of this algorithm is quadratic. Numerical experiments are presented which demonstrate the quadratic convergence of the algorithm and certain situations where the convergence is slow are also identified. The algorithm promises to be very competitive on a variety of parallel architectures.
To effectuate near real-time feedback control of ideal MHD instabilities in a tokamak geometry, a rapid solution for stability analysis is a prerequisite. Toward this end, we reformulate the δW stability method with a Hamilton-Jacobi theory, elucidating analytical and numerical features of the generic tokamak ideal MHD stability problem. The plasma response matrix is demonstrated to be the solution of an ideal MHD matrix Riccati differential equation (MRDE). Since Riccati equations are prevalent in the control theory literature, such a shift in perspective brings to bear a range of numerical methods that are well-suited to the robust, fast solution of control problems. We discuss the usefulness of Riccati techniques in solving the stiff ODEs often encountered in ideal MHD stability analyses-—for example, in tokamak edge and stellarator physics. We then demonstrate the applicability of such methods to an existing 2D ideal MHD stability code—DCON—enabling its parallel operation in near real-time. Output is shown to match with high accuracy, and with wall-clock time ≪ 1s. Such speed may help enable active feedback ideal MHD stability control, especially in tokamak plasmas whose ideal MHD equilibria evolve with inductive timescale τ > 1s-—as in ITER.