GPU accelerated algorithms for computing matrix function vector products with applications to exponential integrators and fractional diffusion

The efficient computation of matrix function vector products has become an important area of research in recent times, driven in particular by two important applications: the numerical solution of fractional partial differential equations and the integration of large systems of ordinary differential equations. In this work we consider a problem that combines these two applications, in the form of a numerical solution algorithm for fractional reaction diffusion equations that after spatial discretisation, is advanced in time using the exponential Euler method. We focus on the efficient implementation of the algorithm on Graphics Processing Units (GPU), as we wish to make use of the increased computational power available with this hardware. We compute the matrix function vector products using the contour integration method in [N. Hale, N. Higham, and L. Trefethen. Computing Aα, log(A), and related matrix functions by contour integrals. SIAM J. Numer. Anal., 46(5):2505–2523, 2008]. Multiple levels of preconditioning are applied to reduce the GPU memory footprint and to further accelerate convergence. We also derive an error bound for the convergence of the contour integral method that allows us to pre-determine the appropriate number of quadrature points. Results are presented that demonstrate the effectiveness of the method for large two-dimensional problems, showing a speedup of more than an order of magnitude compared to a CPU-only implementation.

Efficient simulation of stochastic chemical kinetics with the Stochastic Bulirsch-Stoer extrapolation method

Background Biochemical systems with relatively low numbers of components must be simulated stochastically in order to capture their inherent noise. Although there has recently been considerable work on discrete stochastic solvers, there is still a need for numerical methods that are both fast and accurate. The Bulirsch-Stoer method is an established method for solving ordinary differential equations that possesses both of these qualities. Results In this paper, we present the Stochastic Bulirsch-Stoer method, a new numerical method for simulating discrete chemical reaction systems, inspired by its deterministic counterpart. It is able to achieve an excellent efficiency due to the fact that it is based on an approach with high deterministic order, allowing for larger stepsizes and leading to fast simulations. We compare it to the Euler τ-leap, as well as two more recent τ-leap methods, on a number of example problems, and find that as well as being very accurate, our method is the most robust, in terms of efficiency, of all the methods considered in this paper. The problems it is most suited for are those with increased populations that would be too slow to simulate using Gillespie’s stochastic simulation algorithm. For such problems, it is likely to achieve higher weak order in the moments. Conclusions The Stochastic Bulirsch-Stoer method is a novel stochastic solver that can be used for fast and accurate simulations. Crucially, compared to other similar methods, it better retains its high accuracy when the timesteps are increased. Thus the Stochastic Bulirsch-Stoer method is both computationally efficient and robust. These are key properties for any stochastic numerical method, as they must typically run many thousands of simulations.

A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

In order to simulate stiff biochemical reaction systems, an explicit exponential Euler scheme is derived for multidimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order one half and A-stable in mean square. The combination with this and the projection method shows good performance in numerical experiments dealing with an alternative formulation of the chemical Langevin equation for a human ether a-go-go related gene ion channel mode

Unsteady-Flow Of A Viscous-Fluid Between 2 Parallel Disks With A Time-Varying Gap Width And A Magnetic-Field

The unsteady incompressible viscous fluid flow between two parallel infinite disks which are located at a distance h(t*) at time t* has been studied. The upper disk moves towards the lower disk with velocity h'(t*). The lower disk is porous and rotates with angular velocity Omega(t*). A magnetic field B(t*) is applied perpendicular to the two disks. It has been found that the governing Navier-Stokes equations reduce to a set of ordinary differential equations if h(t*), a(t*) and B(t*) vary with time t* in a particular manner, i.e. h(t*) = H(1 - alpha t*)(1/2), Omega(t*) = Omega(0)(1 - alpha t*)(-1), B(t*) = B-0(1 - alpha t*)(-1/2). These ordinary differential equations have been solved numerically using a shooting method. For small Reynolds numbers, analytical solutions have been obtained using a regular perturbation technique. The effects of squeeze Reynolds numbers, Hartmann number and rotation of the disk on the flow pattern, normal force or load and torque have been studied in detail

Unsteady flow over a stretching surface with a magnetic field in a rotating fluid

The effect of the magnetic field on the unsteady flow over a stretching surface in a rotating fluid has been studied. The unsteadiness in the flow field is due to the time-dependent variation of the velocity of the stretching surface and the angular velocity of the rotating fluid. The Navier-Stokes equations and the energy equation governing the flow and the heat transfer admit a self-similar solution if the velocity of the stretching surface and the angular velocity of the rotating fluid vary inversely as a linear function of time. The resulting system of ordinary differential equations is solved numerically using a shooting method. The rotation parameter causes flow reversal in the component of the velocity parallel to the strerching surface and the magnetic field tends to prevent or delay the flow reversal. The surface shear stresses dong the stretching surface and in the rotating direction increase with the rotation parameter, but the surface heat transfer decreases. On the other hand, the magnetic field increases the surface shear stress along the stretching surface, but reduces the surface shear stress in the rotating direction and the surface heat transfer. The effect of the unsteady parameter is more pronounced on the velocity profiles in the rotating direction and temperature profiles.

A pseudo-dynamical systems approach to a class of inverse problems in engineering

A pseudo-dynamical approach for a class of inverse problems involving static measurements is proposed and explored. Following linearization of the minimizing functional associated with the underlying optimization problem, the new strategy results in a system of linearized ordinary differential equations (ODEs) whose steady-state solutions yield the desired reconstruction. We consider some explicit and implicit schemes for integrating the ODEs and thus establish a deterministic reconstruction strategy without an explicit use of regularization. A stochastic reconstruction strategy is then developed making use of an ensemble Kalman filter wherein these ODEs serve as the measurement model. Finally, we assess the numerical efficacy of the developed tools against a few linear and nonlinear inverse problems of engineering interest.

Stability Of Large Damped Flexible Spacecraft With Stored Angular Momentum

Vibrational stability of large flexible structurally damped spacecraft carrying internal angular momentum and undergoing large rigid body rotations is analysed modeling the systems as elastic continua. Initially, analytical solutions to the motion of rigid gyrostats under torque-free conditions are developed. The solutions to the gyrostats modeled as axisymmetric and triaxial spacecraft carrying three and two constant speed momentum wheels, respectively, with spin axes aligned with body principal axes are shown to be complicated. These represent extensions of solutions for simpler cases existing in the literature. Using these solutions and modal analysis, the vibrational equations are reduced to linear ordinary differential equations. Equations with periodically varying coefficients are analysed applying Floquet theory. Study of a few typical beam- and plate-like spacecraft configurations indicate that the introduction of a single reaction wheel into an axisymmetric satellite does not alter the stability criterion. However, introduction of constant speed rotors deteriorates vibrational stability. Effects of structural damping and vehicle inertia ratio are also studied.

Self-similar solution of unsteady compressible three-dimensional stagnation-point boundary layers

The self-similar solution of the unsteady laminar compressible boundary-layer flow with variable properties at a three-dimensional stagnation point with mass transfer has been obtained when the free-stream velocity varies inversely as a linear function of time. The resulting ordinary differential equations have been solved numerically using an implicit finite-difference scheme. The results are found to be strongly dependent on the parameter characterizing the unsteadiness in the free-stream velocity. The velocity profiles show some features not encountered in steady flows.

Special Issue on Spatial Moment Techniques for Modelling Biological Processes

Over the last two decades, there has been an increasing awareness of, and interest in, the use of spatial moment techniques to provide insight into a range of biological and ecological processes. Models that incorporate spatial moments can be viewed as extensions of mean-field models. These mean-field models often consist of systems of classical ordinary differential equations and partial differential equations, whose derivation, at some point, hinges on the simplifying assumption that individuals in the underlying stochastic process encounter each other at a rate that is proportional to the average abundance of individuals. This assumption has several implications, the most striking of which is that mean-field models essentially neglect any impact of the spatial structure of individuals in the system. Moment dynamics models extend traditional mean-field descriptions by accounting for the dynamics of pairs, triples and higher n-tuples of individuals. This means that moment dynamics models can, to some extent, account for how the spatial structure affects the dynamics of the system in question.

Mass transfer effects on the generalised vortex flow over a stationary surface with or without magnetic field

The effect of injection and suction on the generalised vortex flow of a steady laminar incompressible fluid over a stationary infinite disc with or without magnetic field under boundary-layer approximations has been studied. The coupled nonlinear ordinary differential equations governing the self-similar flow have been numerically solved using the finite-difference scheme. The results indicate that the injection produces a deeper inflow layer and de-stabilises the motion while suction or magnetic field suppresses the inflow layer and produces stability. The effect of decreasingn, the parameter characterising the nature of vortex flow, is similar to that of increasing the injection rate.

Unsteady Self-similar Stagnation Point Boundary Layers for Micropolar Fluids

The self-similar solution of the unsteady laminar incompressible two-dimensional and axisymmetric stagnation point boundary layers for micropolar fluids governing the flow and heat transfer problem has been obtained when the free stream velocity and the square of the mass transfer vary inversely as a linear function of time. The nonlinear ordinary differential equations governing the flow have been solved numerically using a quasilinear finite-Difference scheme. The results indicate that the coupling parameter, mass transfer and unsteadiness in the free stream velocity strongly affect the skin friction, microrotation gradient and heat transfer whereas the effect of microrotation parameter is strong only on the microrotation gradient. The heat transfer is strongly dependent on the prandtl number whereas the skin friction gradient are unaffected by it.

Vibrations of laminated beams

Governing equations in the form of simultaneous ordinary differential equations have been derived for natural vibration analysis of isotropic laminated beams. This formulation includes significant secondary effects such as transverse shear and rotatory inetia. Through a numerical example, the influence of these secondary effects has been studied.

Nonlinear surface acoustic waves on an isotropic solid

A systematic derivation of the approximate coupled amplitude equations governing the propagation of a quasi-monochromatic Rayleigh surface wave on an isotropic solid is presented, starting from the non-linear governing differential equations and the non-linear free-surface boundary conditions, using the method of mulitple scales. An explicit solution of these equations for a signalling problem is obtained in terms of hyperbolic functions. In the case of monochromatic excitation, it is shown that the second harmonic amplitude grows initially at the expense of the fundamental and that the amplitudes of the fundamental and second harmonic remain bounded for all time.

Fractional damping: Stochastic origin and finite approximations

Fractional-order derivatives appear in various engineering applications including models for viscoelastic damping. Damping behavior of materials, if modeled using linear, constant coefficient differential equations, cannot include the long memory that fractional-order derivatives require. However, sufficiently great rnicrostructural disorder can lead, statistically, to macroscopic behavior well approximated by fractional order derivatives. The idea has appeared in the physics literature, but may interest an engineering audience. This idea in turn leads to an infinite-dimensional system without memory; a routine Galerkin projection on that infinite-dimensional system leads to a finite dimensional system of ordinary differential equations (ODEs) (integer order) that matches the fractional-order behavior over user-specifiable, but finite, frequency ranges. For extreme frequencies (small or large), the approximation is poor. This is unavoidable, and users interested in such extremes or in the fundamental aspects of true fractional derivatives must take note of it. However, mismatch in extreme frequencies outside the range of interest for a particular model of a real material may have little engineering impact.

Improved procedures for static and dynamic analyses of wrinkled membranes

An analysis of large deformations of flexible membrane structures within the tension field theory is considered. A modification-of the finite element procedure by Roddeman et al. (Roddeman, D. G., Drukker J., Oomens, C. W J., Janssen, J. D., 1987, ASME J. Appl. Mech. 54, pp. 884-892) is proposed to study the wrinkling behavior of a membrane element. The state of stress in the element is determined through a modified deformation gradient corresponding to a fictive nonwrinkled surface. The new model uses a continuously modified deformation gradient to capture the location orientation of wrinkles more precisely. It is argued that the fictive nonwrinkled surface may be looked upon as an everywhere-taut surface in the limit as the minor (tensile) principal stresses over the wrinkled portions go to zero. Accordingly, the modified deformation gradient is thought of as the limit of a sequence of everywhere-differentiable tensors. Under dynamic excitations, the governing equations are weakly projected to arrive at a system of nonlinear ordinary differential equations that is solved using different integration schemes. It is concluded that, implicit integrators work much better than explicit ones in the present context.