SearcharxivSearch

arXiv subjects

Elisabeth Larsson

Publications and source records attributed to Elisabeth Larsson.

15 recordsLinked to original sources

The least squares RBF-PU method for linear elasticity in the diaphragm geometry

The human diaphragm is vital for respiration and its simulation can aid in further understanding complications arising in individuals that have been subjected to mechanical ventilation. The diaphragm geometry is very thin and hence its numerical simulation poses a challenge for most numerical methods. In this paper, we compute the deformation of real diaphragm geometries which are modelled as linearly elastic and are subject to realistic boundary conditions. The method used is the unfitted least-squares radial basis function partition of unity method, which is well suited to solve problems on thin geometries given its unfitted nature and the shape and refinement of the cylindrical patches that are used. We derive a theoretical proof showing that the method converges with high order to the solution of this problem.

math.NA

Adaptively trained Physics-informed Radial Basis Function Neural Networks for Solving Multi-asset Option Pricing Problems

The present study investigates the numerical solution of Black-Scholes partial differential equation (PDE) for option valuation with multiple underlying assets. We develop a physics-informed (PI) machine learning algorithm based on a radial basis function neural network (RBFNN) that concurrently optimizes the network architecture and predicts the target option price. The physics-informed radial basis function neural network (PIRBFNN) combines the strengths of the traditional radial basis function collocation method and the physics-informed neural network machine learning approach to effectively solve PDE problems in the financial context. By employing a PDE residual-based technique to adaptively refine the distribution of hidden neurons during the training process, the PIRBFNN facilitates accurate and efficient handling of multidimensional option pricing models featuring non-smooth payoff conditions. The validity of the proposed method is demonstrated through a set of experiments encompassing a single-asset European put option, a double-asset exchange option, and a four-asset basket call option.

cs.LG

Stability estimates for radial basis function methods applied to linear scalar conservation laws

We derive stability estimates for three commonly used radial basis function (RBF) methods to solve hyperbolic time-dependent PDEs: the RBF generated finite difference (RBF-FD) method, the RBF partition of unity method (RBF-PUM) and Kansa's (global) RBF method. We give the estimates in the discrete $\ell_2$-norm intrinsic to each of the three methods. The results show that Kansa's method and RBF-PUM can be $\ell_2$-stable in time under a sufficiently large oversampling of the discretized system of equations. The RBF-FD method in addition requires stabilization of the spurious jump terms due to the discontinuous RBF-FD cardinal basis functions. Numerical experiments show an agreement with our theoretical observations.

math.NA

An RBF partition of unity method for geometry reconstruction and PDE solution in thin structures

The main respiratory muscle, the diaphragm, is an example of a thin structure. We aim to perform detailed numerical simulations of the muscle mechanics based on individual patient data. This requires a representation of the diaphragm geometry extracted from medical image data. We design an adaptive reconstruction method based on a least-squares radial basis function partition of unity method. The method is adapted to thin structures by subdividing the structure rather than the surrounding space, and by introducing an anisotropic scaling of local subproblems. The resulting representation is an infinitely smooth level set function, which is stabilized such that there are no spurious zero level sets. We show reconstruction results for 2D cross sections of the diaphragm geometry as well as for the full 3D geometry. We also show solutions to basic PDE test problems in the reconstructed geometries.

math.NA

A Radial Basis Function Partition of Unity Method for Steady Flow Simulations

A methodology is presented for the numerical solution of nonlinear elliptic systems in unbounded domains, consisting of three elements. First, the problem is posed on a finite domain by means of a proper nonlinear change of variables. The compressed domain is then discretised, regardless of its final shape, via the radial basis function partition of unity method. Finally, the system of nonlinear algebraic collocation equations is solved with the trust-region algorithm, taking advantage of analytically derived Jacobians. We validate the methodology on a benchmark of computational fluid mechanics: the steady viscous flow past a circular cylinder. The resulting flow characteristics compare very well with the literature. Then, we stress-test the methodology on less smooth obstacles - rounded and sharp square cylinders. As expected, in the latter scenario the solution is polluted by spurious oscillations, owing to the presence of boundary singularities.

math.NA

Scaling of Radial Basis Functions

This paper studies the influence of scaling on the behavior of Radial Basis Function interpolation. It focuses on certain central aspects, but does not try to be exhaustive. The most important questions are: How does the error of a kernel-based interpolant vary with the scale of the kernel chosen? How does the standard error bound vary? And since fixed functions may be in spaces that allow scalings, like global Sobolev spaces, is there a scale of the space that matches the function best? The last question is answered in the affirmative for Sobolev spaces, but the required scale may be hard to estimate. Scalability of functions turns out to be restricted for spaces generated by analytic kernels, unless the functions are band-limited. In contrast to other papers, polynomials and polyharmonics are included as flat limits when checking scales experimentally, with an independent computation. The numerical results show that the hunt for near-flat scales is questionable, if users include the flat limit cases right from the start. When there are not enough data to evaluate errors directly, the scale of the standard error bound can be varied, up to replacing the norm of the unknown function by the norm of the interpolant. This follows the behavior of the actual error qualitatively well, but is only of limited value for estimating error-optimal scales. For kernels and functions with unlimited smoothness, the given interpolation data are proven to be insufficient for determining useful scales.

math.NA

A least squares radial basis function finite difference method with improved stability properties

Localized collocation methods based on radial basis functions (RBFs) for elliptic problems appear to be non-robust in the presence of Neumann boundary conditions. In this paper we overcome this issue by formulating the RBF-generated finite difference method in a discrete least-squares setting instead. This allows us to prove high-order convergence under node refinement and to numerically verify that the least-squares formulation is more accurate and robust than the collocation formulation. The implementation effort for the modified algorithm is comparable to that for the collocation method.

math.NA

An unfitted radial basis function generated finite difference method applied to thoracic diaphragm simulations

The thoracic diaphragm is the muscle that drives the respiratory cycle of a human being. Using a system of partial differential equations (PDEs) that models linear elasticity we compute displacements and stresses in a two-dimensional cross section of the diaphragm in its contracted state. The boundary data consists of a mix of displacement and traction conditions. If these are imposed as they are, and the conditions are not compatible, this leads to reduced smoothness of the solution. Therefore, the boundary data is first smoothed using the least-squares radial basis function generated finite difference (RBF-FD) framework. Then the boundary conditions are reformulated as a Robin boundary condition with smooth coefficients. The same framework is also used to approximate the boundary curve of the diaphragm cross section based on data obtained from a slice of a computed tomography (CT) scan. To solve the PDE we employ the unfitted least-squares RBF-FD method. This makes it easier to handle the geometry of the diaphragm, which is thin and non-convex. We show numerically that our solution converges with high-order towards a finite element solution evaluated on a fine grid. Through this simplified numerical model we also gain an insight into the challenges associated with the diaphragm geometry and the boundary conditions before approaching a more complex three-dimensional model.

math.NA

An investigation of global radial basis function collocation methods applied to Helmholtz problems

Global radial basis function (RBF) collocation methods with inifinitely smooth basis functions for partial differential equations (PDEs) work in general geometries, and can have exponential convergence properties for smooth solution functions. At the same time, the linear systems that arise are dense and severely ill-conditioned for large numbers of unknowns and small values of the shape parameter that determines how flat the basis functions are. We use Helmholtz equation as an application problem for the theoretical analysis and numerical experiments. We analyse and characterise the convergence properties as a function of the number of unknowns and for different shape parameter ranges. We provide theoretical results for the flat limit of the PDE solutions and investigate when the non-symmetric collocation matrices become singular. We also provide practical strategies for choosing the method parameters and evaluate the results on Helmholtz problems in a curved waveguide geometry.

math.NA

Distributed dynamic load balancing for task parallel programming

In this paper, we derive and investigate approaches to dynamically load balance a distributed task parallel application software. The load balancing strategy is based on task migration. Busy processes export parts of their ready task queue to idle processes. Idle--busy pairs of processes find each other through a random search process that succeeds within a few steps with high probability. We evaluate the load balancing approach for a block Cholesky factorization implementation and observe a reduction in execution time on the order of 5\% in the selected test cases.

cs.DC

DuctTeip: An efficient programming model for distributed task based parallel computing

Current high-performance computer systems used for scientific computing typically combine shared memory computational nodes in a distributed memory environment. Extracting high performance from these complex systems requires tailored approaches. Task based parallel programming has been successful both in simplifying the programming and in exploiting the available hardware parallelism for shared memory systems. In this paper we focus on how to extend task parallel programming to distributed memory systems. We use a hierarchical decomposition of tasks and data in order to accommodate the different levels of hardware. We test the proposed programming model on two different applications, a Cholesky factorization, and a solver for the Shallow Water Equations. We also compare the performance of our implementation with that of other frameworks for distributed task parallel programming, and show that it is competitive.

cs.DC

Task parallel implementation of a solver for electromagnetic scattering problems

Electromagnetic computations, where the wavelength is small in relation to the geometry of interest, become computationally demanding. In order to manage computations for realistic problems like electromagnetic scattering from aircraft, the use of parallel computing is essential. In this paper, we describe how a solver based on a hierarchical nested equivalent source approximation can be implemented in parallel using a task based programming model. We show that the effort for moving from the serial implementation to a parallel implementation is modest due to the task based programming paradigm, and that the performance achieved on a multicore system is excellent provided that the task size, depending on the method parameters, is large enough.

cs.CE

Radial basis function methods for the Rosenau equation and other higher order PDEs

Meshfree methods based on radial basis function (RBF) approximation are of interest for numerical solution of partial differential equations (PDEs) because they are flexible with respect to the geometry of the computational domain, they can provide high order convergence, they are not more complicated for problems with many space dimensions and they allow for local refinement. The aim of this paper is to show that the solution of the Rosenau equation, as an example of an initial-boundary value problem with multiple boundary conditions, can be implemented using RBF approximation methods. We extend the fictitious point method and the resampling method to work in combination with an RBF collocation method. Both approaches are implemented in one and two space dimensions. The accuracy of the RBF fictitious point method is analysed partly theoretically and partly numerically. The error estimates indicate that a high order of convergence can be achieved for the Rosenau equation. The numerical experiments show that both methods perform well. In the one-dimensional case, the accuracy of the RBF approaches is compared with that of a pseudospectral resampling method, showing similar or slightly better accuracy for the RBF methods. In the two-dimensional case, the Rosenau problem is solved both in a square domain and in a starfish-shaped domain, to illustrate the capability of the RBF-based methods to handle irregular geometries.

math.NA

A Least Squares Radial Basis Function Partition of Unity Method for Solving PDEs

Recently, collocation based radial basis function (RBF) partition of unity methods (PUM) for solving partial differential equations have been formulated and investigated numerically and theoretically. When combined with stable evaluation methods such as the RBF-QR method, high order convergence rates can be achieved and sustained under refinement. However, some numerical issues remain. The method is sensitive to the node layout, and condition numbers increase with the refinement level. Here, we propose a modified formulation based on least squares approximation. We show that the sensitivity to node layout is removed and that conditioning can be controlled through oversampling. We derive theoretical error estimates both for the collocation and least squares RBF-PUM. Numerical experiments are performed for the Poisson equation in two and three space dimensions for regular and irregular geometries. The convergence experiments confirm the theoretical estimates, and the least squares formulation is shown to be 5-10 times faster than the collocation formulation for the same accuracy.

math.NA

An adaptive interpolation scheme for molecular potential energy surfaces

The calculation of potential energy surfaces for quantum dynamics can be a time consuming task -- especially when a high level of theory for the electronic structure calculation is required. We propose an adaptive interpolation algorithm based on polyharmonic splines combined with a partition of unity approach. The adaptive node refinement allows to greatly reduce the number of sample points by employing a local error estimate. The algorithm and its scaling behavior is evaluated for a model function in 2, 3 and 4 dimensions. The developed algorithm allows for a more rapid and reliable interpolation of a potential energy surface within a given accuracy compared to the non-adaptive version.

physics.chem-ph