Experiences with implementing common mathematical operations using field programmable gate arrays

Many computationally intensive scientific applications involve repetitive floating point operations other than addition and multiplication which may present a significant performance bottleneck due to the relatively large latency or low throughput involved in executing such arithmetic primitives on commod- ity processors. A promising alternative is to execute such primitives on Field Programmable Gate Array (FPGA) hardware acting as an application-specific custom co-processor in a high performance reconfig- urable computing platform. The use of FPGAs can provide advantages such as fine-grain parallelism but issues relating to code development in a hardware description language and efficient data transfer to and from the FPGA chip can present significant application development challenges. In this paper, we discuss our practical experiences in developing a selection of floating point hardware designs to be implemented using FPGAs. Our designs include some basic mathemati cal library functions which can be implemented for user defined precisions suitable for novel applications requiring non-standard floating point represen- tation. We discuss the details of our designs along with results from performance and accuracy analysis tests.

Numerical techniques for simulating a fractional mathematical model of epidermal wound healing

A number of mathematical models investigating certain aspects of the complicated process of wound healing are reported in the literature in recent years. However, effective numerical methods and supporting error analysis for the fractional equations which describe the process of wound healing are still limited. In this paper, we consider the numerical simulation of a fractional mathematical model of epidermal wound healing (FMM-EWH), which is based on the coupled advection-diffusion equations for cell and chemical concentration in a polar coordinate system. The space fractional derivatives are defined in the Left and Right Riemann-Liouville sense. Fractional orders in the advection and diffusion terms belong to the intervals (0, 1) or (1, 2], respectively. Some numerical techniques will be used. Firstly, the coupled advection-diffusion equations are decoupled to a single space fractional advection-diffusion equation in a polar coordinate system. Secondly, we propose a new implicit difference method for simulating this equation by using the equivalent of Riemann-Liouville and Grünwald-Letnikov fractional derivative definitions. Thirdly, its stability and convergence are discussed, respectively. Finally, some numerical results are given to demonstrate the theoretical analysis.

Jacobian-free Newton-Krylov methods with GPU acceleration for computing nonlinear ship wave patterns

The nonlinear problem of steady free-surface flow past a submerged source is considered as a case study for three-dimensional ship wave problems. Of particular interest is the distinctive wedge-shaped wave pattern that forms on the surface of the fluid. By reformulating the governing equations with a standard boundary-integral method, we derive a system of nonlinear algebraic equations that enforce a singular integro-differential equation at each midpoint on a two-dimensional mesh. Our contribution is to solve the system of equations with a Jacobian-free Newton-Krylov method together with a banded preconditioner that is carefully constructed with entries taken from the Jacobian of the linearised problem. Further, we are able to utilise graphics processing unit acceleration to significantly increase the grid refinement and decrease the run-time of our solutions in comparison to schemes that are presently employed in the literature. Our approach provides opportunities to explore the nonlinear features of three-dimensional ship wave patterns, such as the shape of steep waves close to their limiting configuration, in a manner that has been possible in the two-dimensional analogue for some time.

Letters and numbers in Excel : fostering student engagement in fundamentals of maths & computing

The television quiz program Letters and Numbers, broadcast on the SBS network, has recently become quite popular in Australia. This paper considers an implementation in Excel 2010 and its potential as a vehicle to showcase a range of mathematical and computing concepts and principles.

Computation of Mathematical Models for Complex Industrial Processes

Designed for undergraduate and postgraduate students, academic researchers and industrial practitioners, this book provides comprehensive case studies on numerical computing of industrial processes and step-by-step procedures for conducting industrial computing. It assumes minimal knowledge in numerical computing and computer programming, making it easy to read, understand and follow. Topics discussed include fundamentals of industrial computing, finite difference methods, the Wavelet-Collocation Method, the Wavelet-Galerkin Method, High Resolution Methods, and comparative studies of various methods. These are discussed using examples of carefully selected models from real processes of industrial significance. The step-by-step procedures in all these case studies can be easily applied to other industrial processes without a need for major changes and thus provide readers with useful frameworks for the applications of engineering computing in fundamental research problems and practical development scenarios.

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.

Mathematical model of arterial stenosis

A mathematical model for pulsatile flow in a partially occluded tube is presented. The problem has applications in studying the effects of blood flow characteristics on atherosclerotic development. The model brings out the importance of the pulsatility of blood flow on separation and the stress distribution. The results obtained show fairly good agreement with the available experimental results.

Implementation of parallel tridiagonal solvers for a heterogeneous computing environment

Tridiagonal diagonally dominant linear systems arise in many scientific and engineering applications. The standard Thomas algorithm for solving such systems is inherently serial forming a bottleneck in computation. Algorithms such as cyclic reduction and SPIKE reduce a single large tridiagonal system into multiple small independent systems which can be solved in parallel. We have developed portable cyclic reduction and SPIKE algorithm OpenCL implementations with the intent to target a range of co-processors in a heterogeneous computing environment including Field Programmable Gate Arrays (FPGAs), Graphics Processing Units (GPUs) and other multi-core processors. In this paper, we evaluate these designs in the context of solver performance, resource efficiency and numerical accuracy.

Mathematical model of an arterial stenosis, allowing for tethering

Closed-form solutions are presented for approximate equations governing the pulsatile flow of blood through models of mild axisymmetric arterial stenosis, taking into account the effect of arterial distensibility. Results indicate the existence of back-flow regions and the phenomenon of flow-reversal in the cross-sections. The effects of pulsatility of flow and elasticity of vessel wall for arterial blood flow through stenosed vessels are determined.

Mathematical modelling and numerical simulation of phosphine flow during grain fumigation in leaky cylindrical silos

The phosphine distribution in a cylindrical silo containing grain is predicted. A three-dimensional mathematical model, which accounts for multicomponent gas phase transport and the sorption of phosphine into the grain kernel is developed. In addition, a simple model is presented to describe the death of insects within the grain as a function of their exposure to phosphine gas. The proposed model is solved using the commercially available computational fluid dynamics (CFD) software, FLUENT, together with our own C code to customize the solver in order to incorporate the models for sorption and insect extinction. Two types of fumigation delivery are studied, namely, fan- forced from the base of the silo and tablet from the top of the silo. An analysis of the predicted phosphine distribution shows that during fan forced fumigation, the position of the leaky area is very important to the development of the gas flow field and the phosphine distribution in the silo. If the leak is in the lower section of the silo, insects that exist near the top of the silo may not be eradicated. However, the position of a leak does not affect phosphine distribution during tablet fumigation. For such fumigation in a typical silo configuration, phosphine concentrations remain low near the base of the silo. Furthermore, we find that half-life pressure test readings are not an indicator of phosphine distribution during tablet fumigation.

A heterogeneous computing approach to simulation of the Heston Stochastic Volatility Model

Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.

On computing an equivalent symmetric matrix for a nonsymmetric matrix

A real or a complex symmetric matrix is defined here as an equivalent symmetric matrix for a real nonsymmetric matrix if both have the same eigenvalues. An equivalent symmetric matrix is useful in computing the eigenvalues of a real nonsymmetric matrix. A procedure to compute equivalent symmetric matrices and its mathematical foundation are presented.

Computing Fractal Dimension of Signals using Multiresolution Box-counting Method

In this paper, we have developed a method to compute fractal dimension (FD) of discrete time signals, in the time domain, by modifying the box-counting method. The size of the box is dependent on the sampling frequency of the signal. The number of boxes required to completely cover the signal are obtained at multiple time resolutions. The time resolutions are made coarse by decimating the signal. The loglog plot of total number of boxes required to cover the curve versus size of the box used appears to be a straight line, whose slope is taken as an estimate of FD of the signal. The results are provided to demonstrate the performance of the proposed method using parametric fractal signals. The estimation accuracy of the method is compared with that of Katz, Sevcik, and Higuchi methods. In ddition, some properties of the FD are discussed.

Hardness results for computing optimal locally Gabriel graphs

Delaunay and Gabriel graphs are widely studied geo-metric proximity structures. Motivated by applications in wireless routing, relaxed versions of these graphs known as Locally Delaunay Graphs (LDGs) and Lo-cally Gabriel Graphs (LGGs) have been proposed. We propose another generalization of LGGs called Gener-alized Locally Gabriel Graphs (GLGGs) in the context when certain edges are forbidden in the graph. Unlike a Gabriel Graph, there is no unique LGG or GLGG for a given point set because no edge is necessarily in-cluded or excluded. This property allows us to choose an LGG/GLGG that optimizes a parameter of interest in the graph. We show that computing an edge max-imum GLGG for a given problem instance is NP-hard and also APX-hard. We also show that computing an LGG on a given point set with dilation ≤k is NP-hard. Finally, we give an algorithm to verify whether a given geometric graph G= (V, E) is a valid LGG.