Acta NumericaPub Date : 2017-05-01DOI: 10.1017/S0962492917000058
R. Kannan, S. Vempala
{"title":"Randomized algorithms in numerical linear algebra","authors":"R. Kannan, S. Vempala","doi":"10.1017/S0962492917000058","DOIUrl":"https://doi.org/10.1017/S0962492917000058","url":null,"abstract":"This survey provides an introduction to the use of randomization in the design of fast algorithms for numerical linear algebra. These algorithms typically examine only a subset of the input to solve basic problems approximately, including matrix multiplication, regression and low-rank approximation. The survey describes the key ideas and gives complete proofs of the main results in the field. A central unifying idea is sampling the columns (or rows) of a matrix according to their squared lengths.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"26 1","pages":"95 - 135"},"PeriodicalIF":14.2,"publicationDate":"2017-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0962492917000058","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45036614","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 : 2017-05-01DOI: 10.1017/S0962492917000046
A. Quarteroni, A. Manzoni, C. Vergara
{"title":"The cardiovascular system: Mathematical modelling, numerical algorithms and clinical applications *","authors":"A. Quarteroni, A. Manzoni, C. Vergara","doi":"10.1017/S0962492917000046","DOIUrl":"https://doi.org/10.1017/S0962492917000046","url":null,"abstract":"Mathematical and numerical modelling of the cardiovascular system is a research topic that has attracted remarkable interest from the mathematical community because of its intrinsic mathematical difficulty and the increasing impact of cardiovascular diseases worldwide. In this review article we will address the two principal components of the cardiovascular system: arterial circulation and heart function. We will systematically describe all aspects of the problem, ranging from data imaging acquisition, stating the basic physical principles, analysing the associated mathematical models that comprise PDE and ODE systems, proposing sound and efficient numerical methods for their approximation, and simulating both benchmark problems and clinically inspired problems. Mathematical modelling itself imposes tremendous challenges, due to the amazing complexity of the cardiocirculatory system, the multiscale nature of the physiological processes involved, and the need to devise computational methods that are stable, reliable and efficient. Critical issues involve filtering the data, identifying the parameters of mathematical models, devising optimal treatments and accounting for uncertainties. For this reason, we will devote the last part of the paper to control and inverse problems, including parameter estimation, uncertainty quantification and the development of reduced-order models that are of paramount importance when solving problems with high complexity, which would otherwise be out of reach.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"26 1","pages":"365 - 590"},"PeriodicalIF":14.2,"publicationDate":"2017-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0962492917000046","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43213446","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 : 2017-02-21DOI: 10.1017/S0962492917000034
Stefan Güttel, F. Tisseur
{"title":"The nonlinear eigenvalue problem *","authors":"Stefan Güttel, F. Tisseur","doi":"10.1017/S0962492917000034","DOIUrl":"https://doi.org/10.1017/S0962492917000034","url":null,"abstract":"Nonlinear eigenvalue problems arise in a variety of science and engineering applications, and in the past ten years there have been numerous breakthroughs in the development of numerical methods. This article surveys nonlinear eigenvalue problems associated with matrix-valued functions which depend nonlinearly on a single scalar parameter, with a particular emphasis on their mathematical properties and available numerical solution techniques. Solvers based on Newton’s method, contour integration and sampling via rational interpolation are reviewed. Problems of selecting the appropriate parameters for each of the solver classes are discussed and illustrated with numerical examples. This survey also contains numerous MATLAB code snippets that can be used for interactive exploration of the discussed methods.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"26 1","pages":"1 - 94"},"PeriodicalIF":14.2,"publicationDate":"2017-02-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0962492917000034","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42951565","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 : 2016-11-07DOI: 10.1017/S0962492917000083
Jinchao Xu, L. Zikatanov
{"title":"Algebraic multigrid methods *","authors":"Jinchao Xu, L. Zikatanov","doi":"10.1017/S0962492917000083","DOIUrl":"https://doi.org/10.1017/S0962492917000083","url":null,"abstract":"This paper provides an overview of AMG methods for solving large-scale systems of equations, such as those from discretizations of partial differential equations. AMG is often understood as the acronym of ‘algebraic multigrid’, but it can also be understood as ‘abstract multigrid’. Indeed, we demonstrate in this paper how and why an algebraic multigrid method can be better understood at a more abstract level. In the literature, there are many different algebraic multigrid methods that have been developed from different perspectives. In this paper we try to develop a unified framework and theory that can be used to derive and analyse different algebraic multigrid methods in a coherent manner. Given a smoother $R$ for a matrix $A$ , such as Gauss–Seidel or Jacobi, we prove that the optimal coarse space of dimension $n_{c}$ is the span of the eigenvectors corresponding to the first $n_{c}$ eigenvectors $bar{R}A$ (with $bar{R}=R+R^{T}-R^{T}AR$ ). We also prove that this optimal coarse space can be obtained via a constrained trace-minimization problem for a matrix associated with $bar{R}A$ , and demonstrate that coarse spaces of most existing AMG methods can be viewed as approximate solutions of this trace-minimization problem. Furthermore, we provide a general approach to the construction of quasi-optimal coarse spaces, and we prove that under appropriate assumptions the resulting two-level AMG method for the underlying linear system converges uniformly with respect to the size of the problem, the coefficient variation and the anisotropy. Our theory applies to most existing multigrid methods, including the standard geometric multigrid method, classical AMG, energy-minimization AMG, unsmoothed and smoothed aggregation AMG and spectral AMGe.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"26 1","pages":"591 - 721"},"PeriodicalIF":14.2,"publicationDate":"2016-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0962492917000083","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"57446874","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 : 2016-10-25DOI: 10.1017/S0962492917000071
M. Neilan, A. Salgado, Wujun Zhang
{"title":"Numerical analysis of strongly nonlinear PDEs *","authors":"M. Neilan, A. Salgado, Wujun Zhang","doi":"10.1017/S0962492917000071","DOIUrl":"https://doi.org/10.1017/S0962492917000071","url":null,"abstract":"We review the construction and analysis of numerical methods for strongly nonlinear PDEs, with an emphasis on convex and non-convex fully nonlinear equations and the convergence to viscosity solutions. We begin by describing a fundamental result in this area which states that stable, consistent and monotone schemes converge as the discretization parameter tends to zero. We review methodologies to construct finite difference, finite element and semi-Lagrangian schemes that satisfy these criteria, and, in addition, discuss some rather novel tools that have paved the way to derive rates of convergence within this framework.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"22 1","pages":"137 - 303"},"PeriodicalIF":14.2,"publicationDate":"2016-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0962492917000071","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"57446832","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 : 2016-05-01DOI: 10.1017/S0962492916000027
F. Cucker
{"title":"Probabilistic analyses of condition numbers*","authors":"F. Cucker","doi":"10.1017/S0962492916000027","DOIUrl":"https://doi.org/10.1017/S0962492916000027","url":null,"abstract":"In recent decades, condition numbers have joined forces with probabilistic analysis to give rise to a form of condition-based analysis of algorithms. In this paper we survey how this analysis is done via a number of examples. We precede this catalogue of examples with short primers on both condition numbers and probabilistic analyses.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"25 1","pages":"321 - 382"},"PeriodicalIF":14.2,"publicationDate":"2016-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0962492916000027","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"57446144","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 : 2016-05-01DOI: 10.1017/S0962492916000088
U. S. Fjordholm, Siddhartha Mishra, E. Tadmor
{"title":"On the computation of measure-valued solutions","authors":"U. S. Fjordholm, Siddhartha Mishra, E. Tadmor","doi":"10.1017/S0962492916000088","DOIUrl":"https://doi.org/10.1017/S0962492916000088","url":null,"abstract":"A standard paradigm for the existence of solutions in fluid dynamics is based on the construction of sequences of approximate solutions or approximate minimizers. This approach faces serious obstacles, most notably in multi-dimensional problems, where the persistence of oscillations at ever finer scales prevents compactness. Indeed, these oscillations are an indication, consistent with recent theoretical results, of the possible lack of existence/uniqueness of solutions within the standard framework of integrable functions. It is in this context that Young measures – parametrized probability measures which can describe the limits of such oscillatory sequences – offer the more general paradigm of measure-valued solutions for these problems. We present viable numerical algorithms to compute approximate measure-valued solutions, based on the realization of approximate measures as laws of Monte Carlo sampled random fields. We prove convergence of these algorithms to measure-valued solutions for the equations of compressible and incompressible inviscid fluid dynamics, and present a large number of numerical experiments which provide convincing evidence for the viability of the new paradigm. We also discuss the use of these algorithms, and their extensions, in uncertainty quantification and contexts other than fluid dynamics, such as non-convex variational problems in materials science.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"25 1","pages":"567 - 679"},"PeriodicalIF":14.2,"publicationDate":"2016-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0962492916000088","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"57446733","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 : 2016-05-01DOI: 10.1017/S096249291600009X
A. Chambolle, T. Pock
{"title":"An introduction to continuous optimization for imaging","authors":"A. Chambolle, T. Pock","doi":"10.1017/S096249291600009X","DOIUrl":"https://doi.org/10.1017/S096249291600009X","url":null,"abstract":"A large number of imaging problems reduce to the optimization of a cost function, with typical structural properties. The aim of this paper is to describe the state of the art in continuous optimization methods for such problems, and present the most successful approaches and their interconnections. We place particular emphasis on optimal first-order schemes that can deal with typical non-smooth and large-scale objective functions used in imaging problems. We illustrate and compare the different algorithms using classical non-smooth problems in imaging, such as denoising and deblurring. Moreover, we present applications of the algorithms to more advanced problems, such as magnetic resonance imaging, multilabel image segmentation, optical flow estimation, stereo matching, and classification.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"25 1","pages":"161 - 319"},"PeriodicalIF":14.2,"publicationDate":"2016-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S096249291600009X","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"57446771","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 : 2016-05-01DOI: 10.1017/S0962492916000039
T. Lelièvre, G. Stoltz
{"title":"Partial differential equations and stochastic methods in molecular dynamics*","authors":"T. Lelièvre, G. Stoltz","doi":"10.1017/S0962492916000039","DOIUrl":"https://doi.org/10.1017/S0962492916000039","url":null,"abstract":"The objective of molecular dynamics computations is to infer macroscopic properties of matter from atomistic models via averages with respect to probability measures dictated by the principles of statistical physics. Obtaining accurate results requires efficient sampling of atomistic configurations, which are typically generated using very long trajectories of stochastic differential equations in high dimensions, such as Langevin dynamics and its overdamped limit. Depending on the quantities of interest at the macroscopic level, one may also be interested in dynamical properties computed from averages over paths of these dynamics. This review describes how techniques from the analysis of partial differential equations can be used to devise good algorithms and to quantify their efficiency and accuracy. In particular, a crucial role is played by the study of the long-time behaviour of the solution to the Fokker–Planck equation associated with the stochastic dynamics.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"13 1","pages":"681 - 880"},"PeriodicalIF":14.2,"publicationDate":"2016-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0962492916000039","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"57446940","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 : 2016-05-01DOI: 10.1017/S0962492916000015
A. Abdelfattah, H. Anzt, J. Dongarra, M. Gates, A. Haidar, J. Kurzak, P. Luszczek, S. Tomov, I. Yamazaki, A. YarKhan
{"title":"Linear algebra software for large-scale accelerated multicore computing*","authors":"A. Abdelfattah, H. Anzt, J. Dongarra, M. Gates, A. Haidar, J. Kurzak, P. Luszczek, S. Tomov, I. Yamazaki, A. YarKhan","doi":"10.1017/S0962492916000015","DOIUrl":"https://doi.org/10.1017/S0962492916000015","url":null,"abstract":"Many crucial scientific computing applications, ranging from national security to medical advances, rely on high-performance linear algebra algorithms and technologies, underscoring their importance and broad impact. Here we present the state-of-the-art design and implementation practices for the acceleration of the predominant linear algebra algorithms on large-scale accelerated multicore systems. Examples are given with fundamental dense linear algebra algorithms – from the LU, QR, Cholesky, and LDLT factorizations needed for solving linear systems of equations, to eigenvalue and singular value decomposition (SVD) problems. The implementations presented are readily available via the open-source PLASMA and MAGMA libraries, which represent the next generation modernization of the popular LAPACK library for accelerated multicore systems. To generate the extreme level of parallelism needed for the efficient use of these systems, algorithms of interest are redesigned and then split into well-chosen computational tasks. The task execution is scheduled over the computational components of a hybrid system of multicore CPUs with GPU accelerators and/or Xeon Phi coprocessors, using either static scheduling or light-weight runtime systems. The use of light-weight runtime systems keeps scheduling overheads low, similar to static scheduling, while enabling the expression of parallelism through sequential-like code. This simplifies the development effort and allows exploration of the unique strengths of the various hardware components. Finally, we emphasize the development of innovative linear algebra algorithms using three technologies – mixed precision arithmetic, batched operations, and asynchronous iterations – that are currently of high interest for accelerated multicore systems.","PeriodicalId":48863,"journal":{"name":"Acta Numerica","volume":"25 1","pages":"1 - 160"},"PeriodicalIF":14.2,"publicationDate":"2016-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1017/S0962492916000015","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"57446084","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}