Comparison of the computational cost of a Monte Carlo and deterministic algorithm for computing bilinear forms of matrix powers

In this paper we consider bilinear forms of matrix polynomials and show that these polynomials can be used to construct solutions for the problems of solving systems of linear algebraic equations, matrix inversion and finding extremal eigenvalues. An almost Optimal Monte Carlo (MAO) algorithm for computing bilinear forms of matrix polynomials is presented. Results for the computational costs of a balanced algorithm for computing the bilinear form of a matrix power is presented, i.e., an algorithm for which probability and systematic errors are of the same order, and this is compared with the computational cost for a corresponding deterministic method.

Computational modes and grid imprinting on five quasi-uniform spherical C-grids

Currently, most operational forecasting models use latitude-longitude grids, whose convergence of meridians towards the poles limits parallel scaling. Quasi-uniform grids might avoid this limitation. Thuburn et al, JCP, 2009 and Ringler et al, JCP, 2010 have developed a method for arbitrarily-structured, orthogonal C-grids (TRiSK), which has many of the desirable properties of the C-grid on latitude-longitude grids but which works on a variety of quasi-uniform grids. Here, five quasi-uniform, orthogonal grids of the sphere are investigated using TRiSK to solve the shallow-water equations. We demonstrate some of the advantages and disadvantages of the hexagonal and triangular icosahedra, a Voronoi-ised cubed sphere, a Voronoi-ised skipped latitude-longitude grid and a grid of kites in comparison to a full latitude-longitude grid. We will show that the hexagonal-icosahedron gives the most accurate results (for least computational cost). All of the grids suffer from spurious computational modes; this is especially true of the kite grid, despite it having exactly twice as many velocity degrees of freedom as height degrees of freedom. However, the computational modes are easiest to control on the hexagonal icosahedron since they consist of vorticity oscillations on the dual grid which can be controlled using a diffusive advection scheme for potential vorticity.

A collocation method for high frequency scattering by convex polygons

We consider the problem of scattering of a time-harmonic acoustic incident plane wave by a sound soft convex polygon. For standard boundary or finite element methods, with a piecewise polynomial approximation space, the computational cost required to achieve a prescribed level of accuracy grows linearly with respect to the frequency of the incident wave. Recently Chandler–Wilde and Langdon proposed a novel Galerkin boundary element method for this problem for which, by incorporating the products of plane wave basis functions with piecewise polynomials supported on a graded mesh into the approximation space, they were able to demonstrate that the number of degrees of freedom required to achieve a prescribed level of accuracy grows only logarithmically with respect to the frequency. Here we propose a related collocation method, using the same approximation space, for which we demonstrate via numerical experiments a convergence rate identical to that achieved with the Galerkin scheme, but with a substantially reduced computational cost.

Efficient evaluation of highly oscillatory acoustic scattering surface integrals

We consider the approximation of some highly oscillatory weakly singular surface integrals, arising from boundary integral methods with smooth global basis functions for solving problems of high frequency acoustic scattering by three-dimensional convex obstacles, described globally in spherical coordinates. As the frequency of the incident wave increases, the performance of standard quadrature schemes deteriorates. Naive application of asymptotic schemes also fails due to the weak singularity. We propose here a new scheme based on a combination of an asymptotic approach and exact treatment of singularities in an appropriate coordinate system. For the case of a spherical scatterer we demonstrate via error analysis and numerical results that, provided the observation point is sufficiently far from the shadow boundary, a high level of accuracy can be achieved with a minimal computational cost.

A Galerkin boundary element method for high frequency scattering by convex polygons

In this paper we consider the problem of time-harmonic acoustic scattering in two dimensions by convex polygons. Standard boundary or finite element methods for acoustic scattering problems have a computational cost that grows at least linearly as a function of the frequency of the incident wave. Here we present a novel Galerkin boundary element method, which uses an approximation space consisting of the products of plane waves with piecewise polynomials supported on a graded mesh, with smaller elements closer to the corners of the polygon. We prove that the best approximation from the approximation space requires a number of degrees of freedom to achieve a prescribed level of accuracy that grows only logarithmically as a function of the frequency. Numerical results demonstrate the same logarithmic dependence on the frequency for the Galerkin method solution. Our boundary element method is a discretization of a well-known second kind combined-layer-potential integral equation. We provide a proof that this equation and its adjoint are well-posed and equivalent to the boundary value problem in a Sobolev space setting for general Lipschitz domains.

A tale of two elements: P1ncP1 and RTO

The and RT0 finite element schemes are among the most promising low order elements for use in unstructured mesh marine and lake models. They are both free of spurious elevation modes, have good dispersive properties and have a relatively low computational cost. In this paper, we derive both finite element schemes in the same unified framework and discuss their respective qualities in terms of conservation, consistency, propagation factor and convergence rate. We also highlight the impact that the local variables placement can have on the model solution. The main conclusion that we can draw is that the choice between elements is highly application dependent. We suggest that the element is better suited to purely hydrodynamical applications while the RT0 element might perform better for hydrological applications that require scalar transport calculations.

A description of the FAMOUS (version XDBUA) climate model and control run

FAMOUS is an ocean-atmosphere general circulation model of low resolution, capable of simulating approximately 120 years of model climate per wallclock day using current high performance computing facilities. It uses most of the same code as HadCM3, a widely used climate model of higher resolution and computational cost, and has been tuned to reproduce the same climate reasonably well. FAMOUS is useful for climate simulations where the computational cost makes the application of HadCM3 unfeasible, either because of the length of simulation or the size of the ensemble desired. We document a number of scientific and technical improvements to the original version of FAMOUS. These improvements include changes to the parameterisations of ozone and sea-ice which alleviate a significant cold bias from high northern latitudes and the upper troposphere, and the elimination of volume-averaged drifts in ocean tracers. A simple model of the marine carbon cycle has also been included. A particular goal of FAMOUS is to conduct millennial-scale paleoclimate simulations of Quaternary ice ages; to this end, a number of useful changes to the model infrastructure have been made.

Evaluating a new LISFLOOD-FP formulation with data from the summer 2007 floods in Tewkesbury, UK

Two-dimensional flood inundation modelling is a widely used tool to aid flood risk management. In urban areas, where asset value and population density are greatest, the model spatial resolution required to represent flows through a typical street network (i.e. < 10m) often results in impractical computational cost at the whole city scale. Explicit diffusive storage cell models become very inefficient at such high resolutions, relative to shallow water models, because the stable time step in such schemes scales as a quadratic of resolution. This paper presents the calibration and evaluation of a recently developed new formulation of the LISFLOOD-FP model, where stability is controlled by the Courant–Freidrichs–Levy condition for the shallow water equations, such that, the stable time step instead scales linearly with resolution. The case study used is based on observations during the summer 2007 floods in Tewkesbury, UK. Aerial photography is available for model evaluation on three separate days from the 24th to the 31st of July. The model covered a 3.6 km by 2 km domain and was calibrated using gauge data from high flows during the previous month. The new formulation was benchmarked against the original version of the model at 20 m and 40 m resolutions, demonstrating equally accurate performance given the available validation data but at 67x faster computation time. The July event was then simulated at the 2 m resolution of the available airborne LiDAR DEM. This resulted in a significantly more accurate simulation of the drying dynamics compared to that simulated by the coarse resolution models, although estimates of peak inundation depth were similar.

A sparse kernel density estimation algorithm using forward constrained regression

Using the classical Parzen window (PW) estimate as the target function, the sparse kernel density estimator is constructed in a forward constrained regression manner. The leave-one-out (LOO) test score is used for kernel selection. The jackknife parameter estimator subject to positivity constraint check is used for the parameter estimation of a single parameter at each forward step. As such the proposed approach is simple to implement and the associated computational cost is very low. An illustrative example is employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with comparable accuracy to that of the classical Parzen window estimate.

Optimization algorithms in FMRF model-based segmentation for LIDAR data and co-registered bands

In this paper, a fuzzy Markov random field (FMRF) model is used to segment land-objects into free, grass, building, and road regions by fusing remotely, sensed LIDAR data and co-registered color bands, i.e. scanned aerial color (RGB) photo and near infra-red (NIR) photo. An FMRF model is defined as a Markov random field (MRF) model in a fuzzy domain. Three optimization algorithms in the FMRF model, i.e. Lagrange multiplier (LM), iterated conditional mode (ICM), and simulated annealing (SA), are compared with respect to the computational cost and segmentation accuracy. The results have shown that the FMRF model-based ICM algorithm balances the computational cost and segmentation accuracy in land-cover segmentation from LIDAR data and co-registered bands.

A forward-constrained regression algorithm for sparse kernel density estimation

Using the classical Parzen window (PW) estimate as the target function, the sparse kernel density estimator is constructed in a forward-constrained regression (FCR) manner. The proposed algorithm selects significant kernels one at a time, while the leave-one-out (LOO) test score is minimized subject to a simple positivity constraint in each forward stage. The model parameter estimation in each forward stage is simply the solution of jackknife parameter estimator for a single parameter, subject to the same positivity constraint check. For each selected kernels, the associated kernel width is updated via the Gauss-Newton method with the model parameter estimate fixed. The proposed approach is simple to implement and the associated computational cost is very low. Numerical examples are employed to demonstrate the efficacy of the proposed approach.

A-optimality orthogonal forward regression algorithm using branch and bound

In this brief, we propose an orthogonal forward regression (OFR) algorithm based on the principles of the branch and bound (BB) and A-optimality experimental design. At each forward regression step, each candidate from a pool of candidate regressors, referred to as S, is evaluated in turn with three possible decisions: 1) one of these is selected and included into the model; 2) some of these remain in S for evaluation in the next forward regression step; and 3) the rest are permanently eliminated from S. Based on the BB principle in combination with an A-optimality composite cost function for model structure determination, a simple adaptive diagnostics test is proposed to determine the decision boundary between 2) and 3). As such the proposed algorithm can significantly reduce the computational cost in the A-optimality OFR algorithm. Numerical examples are used to demonstrate the effectiveness of the proposed algorithm.

Fast and accurate SCFT calculations for periodic block-copolymer morphologies using the spectral method with Anderson mixing

We study the numerical efficiency of solving the self-consistent field theory (SCFT) for periodic block-copolymer morphologies by combining the spectral method with Anderson mixing. Using AB diblock-copolymer melts as an example, we demonstrate that this approach can be orders of magnitude faster than competing methods, permitting precise calculations with relatively little computational cost. Moreover, our results raise significant doubts that the gyroid (G) phase extends to infinite $\chi N$. With the increased precision, we are also able to resolve subtle free-energy differences, allowing us to investigate the layer stacking in the perforated-lamellar (PL) phase and the lattice arrangement of the close-packed spherical (S$_{cp}$) phase. Furthermore, our study sheds light on the existence of the newly discovered Fddd (O$^{70}$) morphology, showing that conformational asymmetry has a significant effect on its stability.

Evaluating a new LISFLOOD-FP formulation with data from the summer 2007 floods in Tewkesbury, UK

Two-dimensional flood inundation modelling is a widely used tool to aid flood risk management. In urban areas, the model spatial resolution required to represent flows through a typical street network often results in an impractical computational cost at the city scale. This paper presents the calibration and evaluation of a recently developed formulation of the LISFLOOD-FP model, which is more computationally efficient at these resolutions. Aerial photography was available for model evaluation on 3 days from the 24 to the 31 of July. The new formulation was benchmarked against the original version of the model at 20 and 40 m resolutions, demonstrating equally accurate simulation, given the evaluation data but at a 67 times faster computation time. The July event was then simulated at the 2 m resolution of the available airborne LiDAR DEM. This resulted in more accurate simulation of the floodplain drying dynamics compared with the coarse resolution models, although maximum inundation levels were simulated equally well at all resolutions tested.

Unit-cell approximation for diblock−copolymer brushes grafted to spherical particles

This paper examines the equilibrium phase behavior of thin diblock-copolymer films tethered to a spherical core, using numerical self-consistent field theory (SCFT). The computational cost of the calculation is greatly reduced by implementing the unit-cell approximation (UCA) routinely used in the study of bulk systems. This provides a tremendous reduction in computational time, permitting us to map out the phase behavior more extensively and allowing us to consider far larger particles. The main consequence of the UCA is that it omits packing frustration, but evidently the effect is minor for large particles. On the other hand, when the particles are small, the UCA calculation can be readily followed up with the full SCFT, the comparison to which conveniently allows one to quantitatively assess the effect of packing frustration.