Acta NumericaPub Date : 2014-05-01DOI: 10.1017/S0962492914000038
Grey Ballard, E. Carson, J. Demmel, M. Hoemmen, Nicholas Knight, O. Schwartz
{"title":"Communication lower bounds and optimal algorithms for numerical linear algebra*†","authors":"Grey Ballard, E. Carson, J. Demmel, M. Hoemmen, Nicholas Knight, O. Schwartz","doi":"10.1017/S0962492914000038","DOIUrl":"https://doi.org/10.1017/S0962492914000038","url":null,"abstract":"The traditional metric for the efficiency of a numerical algorithm has been the number of arithmetic operations it performs. Technological trends have long been reducing the time to perform an arithmetic operation, so it is no longer the bottleneck in many algorithms; rather, communication, or moving data, is the bottleneck. This motivates us to seek algorithms that move as little data as possible, either between levels of a memory hierarchy or between parallel processors over a network. In this paper we summarize recent progress in three aspects of this problem. First we describe lower bounds on communication. Some of these generalize known lower bounds for dense classical (O(n3)) matrix multiplication to all direct methods of linear algebra, to sequential and parallel algorithms, and to dense and sparse matrices. We also present lower bounds for Strassen-like algorithms, and for iterative methods, in particular Krylov subspace methods applied to sparse matrices. Second, we compare these lower bounds to widely used versions of these algorithms, and note that these widely used algorithms usually communicate asymptotically more than is necessary. Third, we identify or invent new algorithms for most linear algebra problems that do attain these lower bounds, and demonstrate large speed-ups in theory and practice.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"23 1","pages":"1 - 155"},"PeriodicalIF":14.2,"publicationDate":"2014-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0962492914000038","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"57445585","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Acta NumericaPub Date : 2014-05-01DOI: 10.1017/S096249291400004X
L. Veiga, A. Buffa, G. Sangalli, Rafael Vázquez Hernández
{"title":"Mathematical analysis of variational isogeometric methods*","authors":"L. Veiga, A. Buffa, G. Sangalli, Rafael Vázquez Hernández","doi":"10.1017/S096249291400004X","DOIUrl":"https://doi.org/10.1017/S096249291400004X","url":null,"abstract":"This review paper collects several results that form part of the theoretical foundation of isogeometric methods. We analyse variational techniques for the numerical resolution of PDEs based on splines or NURBS and we provide optimal approximation and error estimates in several cases of interest. The theory presented also includes estimates for T-splines, which are an extension of splines allowing for local refinement. In particular, we focus our attention on elliptic and saddle point problems, and we define spline edge and face elements. Our theoretical results are demonstrated by a rich set of numerical examples. Finally, we discuss implementation and efficiency together with preconditioning issues for the final linear system.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"23 1","pages":"157 - 287"},"PeriodicalIF":14.2,"publicationDate":"2014-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S096249291400004X","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"57445646","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Acta NumericaPub Date : 2014-05-01DOI: 10.1017/S0962492914000075
M. Gunzburger, C. Webster, Guannan Zhang
{"title":"Stochastic finite element methods for partial differential equations with random input data*","authors":"M. Gunzburger, C. Webster, Guannan Zhang","doi":"10.1017/S0962492914000075","DOIUrl":"https://doi.org/10.1017/S0962492914000075","url":null,"abstract":"The quantification of probabilistic uncertainties in the outputs of physical, biological, and social systems governed by partial differential equations with random inputs require, in practice, the discretization of those equations. Stochastic finite element methods refer to an extensive class of algorithms for the approximate solution of partial differential equations having random input data, for which spatial discretization is effected by a finite element method. Fully discrete approximations require further discretization with respect to solution dependences on the random variables. For this purpose several approaches have been developed, including intrusive approaches such as stochastic Galerkin methods, for which the physical and probabilistic degrees of freedom are coupled, and non-intrusive approaches such as stochastic sampling and interpolatory-type stochastic collocation methods, for which the physical and probabilistic degrees of freedom are uncoupled. All these method classes are surveyed in this article, including some novel recent developments. Details about the construction of the various algorithms and about theoretical error estimates and complexity analyses of the algorithms are provided. Throughout, numerical examples are used to illustrate the theoretical results and to provide further insights into the methodologies.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"23 1","pages":"521 - 650"},"PeriodicalIF":14.2,"publicationDate":"2014-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0962492914000075","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"57445739","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Acta NumericaPub Date : 2014-05-01DOI: 10.1017/S0962492914000063
G. Dimarco, L. Pareschi
{"title":"Numerical methods for kinetic equations*","authors":"G. Dimarco, L. Pareschi","doi":"10.1017/S0962492914000063","DOIUrl":"https://doi.org/10.1017/S0962492914000063","url":null,"abstract":"In this survey we consider the development and mathematical analysis of numerical methods for kinetic partial differential equations. Kinetic equations represent a way of describing the time evolution of a system consisting of a large number of particles. Due to the high number of dimensions and their intrinsic physical properties, the construction of numerical methods represents a challenge and requires a careful balance between accuracy and computational complexity. Here we review the basic numerical techniques for dealing with such equations, including the case of semi-Lagrangian methods, discrete-velocity models and spectral methods. In addition we give an overview of the current state of the art of numerical methods for kinetic equations. This covers the derivation of fast algorithms, the notion of asymptotic-preserving methods and the construction of hybrid schemes.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"125 8 1","pages":"369 - 520"},"PeriodicalIF":14.2,"publicationDate":"2014-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0962492914000063","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"57445687","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Acta NumericaPub Date : 2014-05-01DOI: 10.1017/S0962492914000051
G. Carlsson
{"title":"Topological pattern recognition for point cloud data*","authors":"G. Carlsson","doi":"10.1017/S0962492914000051","DOIUrl":"https://doi.org/10.1017/S0962492914000051","url":null,"abstract":"In this paper we discuss the adaptation of the methods of homology from algebraic topology to the problem of pattern recognition in point cloud data sets. The method is referred to as persistent homology, and has numerous applications to scientific problems. We discuss the definition and computation of homology in the standard setting of simplicial complexes and topological spaces, then show how one can obtain useful signatures, called barcodes, from finite metric spaces, thought of as sampled from a continuous object. We present several different cases where persistent homology is used, to illustrate the different ways in which the method can be applied.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"23 1","pages":"289 - 368"},"PeriodicalIF":14.2,"publicationDate":"2014-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0962492914000051","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"57445661","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Acta NumericaPub Date : 2013-12-04DOI: 10.1017/S0962492914000099
P. LeFloch, Siddhartha Mishra
{"title":"Numerical methods with controlled dissipation for small-scale dependent shocks*","authors":"P. LeFloch, Siddhartha Mishra","doi":"10.1017/S0962492914000099","DOIUrl":"https://doi.org/10.1017/S0962492914000099","url":null,"abstract":"We provide a ‘user guide’ to the literature of the past twenty years concerning the modelling and approximation of discontinuous solutions to nonlinear hyperbolic systems that admit small-scale dependent shock waves. We cover several classes of problems and solutions: nonclassical undercompressive shocks, hyperbolic systems in nonconservative form, and boundary layer problems. We review the relevant models arising in continuum physics and describe the numerical methods that have been proposed to capture small-scale dependent solutions. In agreement with general well-posedness theory, small-scale dependent solutions are characterized by a kinetic relation, a family of paths, or an admissible boundary set. We provide a review of numerical methods (front-tracking schemes, finite difference schemes, finite volume schemes), which, at the discrete level, reproduce the effect of the physically meaningful dissipation mechanisms of interest in the applications. An essential role is played by the equivalent equation associated with discrete schemes, which is found to be relevant even for solutions containing shock waves.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"23 1","pages":"743 - 816"},"PeriodicalIF":14.2,"publicationDate":"2013-12-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0962492914000099","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"57445837","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Acta NumericaPub Date : 2013-04-19DOI: 10.1017/S096249291500001X
M. Giles
{"title":"Multilevel Monte Carlo methods","authors":"M. Giles","doi":"10.1017/S096249291500001X","DOIUrl":"https://doi.org/10.1017/S096249291500001X","url":null,"abstract":"Monte Carlo methods are a very general and useful approach for the estimation of expectations arising from stochastic simulation. However, they can be computationally expensive, particularly when the cost of generating individual stochastic samples is very high, as in the case of stochastic PDEs. Multilevel Monte Carlo is a recently developed approach which greatly reduces the computational cost by performing most simulations with low accuracy at a correspondingly low cost, with relatively few simulations being performed at high accuracy and a high cost. In this article, we review the ideas behind the multilevel Monte Carlo method, and various recent generalizations and extensions, and discuss a number of applications which illustrate the flexibility and generality of the approach and the challenges in developing more efficient implementations with a faster rate of convergence of the multilevel correction variance.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"24 1","pages":"259 - 328"},"PeriodicalIF":14.2,"publicationDate":"2013-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S096249291500001X","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"57446239","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Acta NumericaPub Date : 2013-04-02DOI: 10.1017/S0962492913000056
G. Dziuk, C. M. Elliott
{"title":"Finite element methods for surface PDEs*","authors":"G. Dziuk, C. M. Elliott","doi":"10.1017/S0962492913000056","DOIUrl":"https://doi.org/10.1017/S0962492913000056","url":null,"abstract":"In this article we consider finite element methods for approximating the solution of partial differential equations on surfaces. We focus on surface finite elements on triangulated surfaces, implicit surface methods using level set descriptions of the surface, unfitted finite element methods and diffuse interface methods. In order to formulate the methods we present the necessary geometric analysis and, in the context of evolving surfaces, the necessary transport formulae. A wide variety of equations and applications are covered. Some ideas of the numerical analysis are presented along with illustrative numerical examples.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"91 1","pages":"289 - 396"},"PeriodicalIF":14.2,"publicationDate":"2013-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0962492913000056","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"57445149","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}