arXiv subjects

George Biros

Publications and source records attributed to George Biros.

At least 73 records · Page 4Linked to original sources

arXiv2018

Research and Education in Computational Science and Engineering

Over the past two decades the field of computational science and engineering (CSE) has penetrated both basic and applied research in academia, industry, and laboratories to advance discovery, optimize systems, support decision-makers, and educate the scientific and engineering workforce. Informed by centuries of theory and experiment, CSE performs computational experiments to answer questions that neither theory nor experiment alone is equipped to answer. CSE provides scientists and engineers of all persuasions with algorithmic inventions and software systems that transcend disciplines and scales. Carried on a wave of digital technology, CSE brings the power of parallelism to bear on troves of data. Mathematics-based advanced computing has become a prevalent means of discovery and innovation in essentially all areas of science, engineering, technology, and society; and the CSE community is at the core of this transformation. However, a combination of disruptive developments---including the architectural complexity of extreme-scale computing, the data revolution that engulfs the planet, and the specialization required to follow the applications to new frontiers---is redefining the scope and reach of the CSE endeavor. This report describes the rapid expansion of CSE and the challenges to sustaining its bold advances. The report also presents strategies and directions for CSE research and education for the next decade.

cs.CE↗

arXiv2017

Geometry-Oblivious FMM for Compressing Dense SPD Matrices

We present GOFMM (geometry-oblivious FMM), a novel method that creates a hierarchical low-rank approximation, "compression," of an arbitrary dense symmetric positive definite (SPD) matrix. For many applications, GOFMM enables an approximate matrix-vector multiplication in $N \log N$ or even $N$ time, where $N$ is the matrix size. Compression requires $N \log N$ storage and work. In general, our scheme belongs to the family of hierarchical matrix approximation methods. In particular, it generalizes the fast multipole method (FMM) to a purely algebraic setting by only requiring the ability to sample matrix entries. Neither geometric information (i.e., point coordinates) nor knowledge of how the matrix entries have been generated is required, thus the term "geometry-oblivious." Also, we introduce a shared-memory parallel scheme for hierarchical matrix computations that reduces synchronization barriers. We present results on the Intel Knights Landing and Haswell architectures, and on the NVIDIA Pascal architecture for a variety of matrices.

math.NA↗

arXiv2017

Low-resolution simulations of vesicle suspensions in 2D

Vesicle suspensions appear in many biological and industrial applications. These suspensions are characterized by rich and complex dynamics of vesicles due to their interaction with the bulk fluid, and their large deformations and nonlinear elastic properties. Many existing state-of-the-art numerical schemes can resolve such complex vesicle flows. However, even when using provably optimal algorithms, these simulations can be computationally expensive, especially for suspensions with a large number of vesicles. In this paper, we investigate the effect of a number of algorithmic empirical fixes in an attempt to make low-resolution simulations more stable and more predictive. Based on our empirical studies for a number of flow configurations, we propose a scheme that attempts to integrate these fixes in a systematic way. This low-resolution scheme is an extension of our previous work Quaife and Biros (2014) and Quaife and Biros (2016). Our low-resolution correction algorithms (LRCA) include anti-aliasing and membrane reparametrization for avoiding spurious oscillations in vesicles' membranes, adaptive time stepping and a repulsion force for handling vesicle collisions and, correction of vesicles' area and arc-length for maintaining physical vesicle shapes. We perform a systematic error analysis by comparing the low-resolution simulations of dilute and dense suspensions with their high-fidelity, fully resolved, counterparts. We observe that the LRCA enables both efficient and statistically accurate low-resolution simulations of vesicle suspensions, while it can be 10x to 100x faster.

physics.flu-dyn↗

arXiv2017

An $N \log N$ Parallel Fast Direct Solver for Kernel Matrices

Kernel matrices appear in machine learning and non-parametric statistics. Given $N$ points in $d$ dimensions and a kernel function that requires $\mathcal{O}(d)$ work to evaluate, we present an $\mathcal{O}(dN\log N)$-work algorithm for the approximate factorization of a regularized kernel matrix, a common computational bottleneck in the training phase of a learning task. With this factorization, solving a linear system with a kernel matrix can be done with $\mathcal{O}(N\log N)$ work. Our algorithm only requires kernel evaluations and does not require that the kernel matrix admits an efficient global low rank approximation. Instead our factorization only assumes low-rank properties for the off-diagonal blocks under an appropriate row and column ordering. We also present a hybrid method that, when the factorization is prohibitively expensive, combines a partial factorization with iterative methods. As a highlight, we are able to approximately factorize a dense $11M\times11M$ kernel matrix in 2 minutes on 3,072 x86 "Haswell" cores and a $4.5M\times4.5M$ matrix in 1 minute using 4,352 "Knights Landing" cores.

cs.DC↗

arXiv2016

Constrained $H^1$-regularization schemes for diffeomorphic image registration

We propose regularization schemes for deformable registration and efficient algorithms for their numerical approximation. We treat image registration as a variational optimal control problem. The deformation map is parametrized by its velocity. Tikhonov regularization ensures well-posedness. Our scheme augments standard smoothness regularization operators based on $H^1$- and $H^2$-seminorms with a constraint on the divergence of the velocity field, which resembles variational formulations for Stokes incompressible flows. In our formulation, we invert for a stationary velocity field and a mass source map. This allows us to explicitly control the compressibility of the deformation map and by that the determinant of the deformation gradient. We also introduce a new regularization scheme that allows us to control shear. We use a globalized, preconditioned, matrix-free, reduced space (Gauss--)Newton--Krylov scheme for numerical optimization. We exploit variable elimination techniques to reduce the number of unknowns of our system; we only iterate on the reduced space of the velocity field. Our current implementation is limited to the two-dimensional case. The numerical experiments demonstrate that we can control the determinant of the deformation gradient without compromising registration quality. This additional control allows us to avoid oversmoothing of the deformation map. We also demonstrate that we can promote or penalize shear while controlling the determinant of the deformation gradient.

math.OC↗

arXiv2016

Quantification of mixing in vesicle suspensions using numerical simulations in two dimensions

We study mixing in Stokesian vesicle suspensions in two dimensions on a cylindrical Couette apparatus using numerical simulations. The vesicle flow simulation is done using a boundary integral method and the advection-diffusion equation for the mixing of the solute is solved using a pseudo-spectral scheme. We study the effect of the area fraction, the viscosity contrast between the inside (the vesicles) and the outside (the bulk) fluid, the initial condition of the solute, and the mixing metric. We compare mixing in the suspension with mixing in the Couette apparatus without vesicles. On the one hand, the presence of vesicles in most cases, slightly suppresses mixing. This is because the solute can be only diffused across the vesicle interface and not advected. On the other hand, there exist spatial distributions of the solute for which the unperturbed Couette flow completely fails to mix whereas the presence of vesicles enables mixing. We derive a simple condition that relates the velocity and solute and can be used to characterize the cases in which the presence of vesicles promotes mixing.

physics.flu-dyn↗

arXiv2016

Distributed-memory large deformation diffeomorphic 3D image registration

We present a parallel distributed-memory algorithm for large deformation diffeomorphic registration of volumetric images that produces large isochoric deformations (locally volume preserving). Image registration is a key technology in medical image analysis. Our algorithm uses a partial differential equation constrained optimal control formulation. Finding the optimal deformation map requires the solution of a highly nonlinear problem that involves pseudo-differential operators, biharmonic operators, and pure advection operators both forward and back- ward in time. A key issue is the time to solution, which poses the demand for efficient optimization methods as well as an effective utilization of high performance computing resources. To address this problem we use a preconditioned, inexact, Gauss-Newton- Krylov solver. Our algorithm integrates several components: a spectral discretization in space, a semi-Lagrangian formulation in time, analytic adjoints, different regularization functionals (including volume-preserving ones), a spectral preconditioner, a highly optimized distributed Fast Fourier Transform, and a cubic interpolation scheme for the semi-Lagrangian time-stepping. We demonstrate the scalability of our algorithm on images with resolution of up to $1024^3$ on the "Maverick" and "Stampede" systems at the Texas Advanced Computing Center (TACC). The critical problem in the medical imaging application domain is strong scaling, that is, solving registration problems of a moderate size of $256^3$---a typical resolution for medical images. We are able to solve the registration problem for images of this size in less than five seconds on 64 x86 nodes of TACC's "Maverick" system.

cs.DC↗

arXiv2016

FFT, FMM, or Multigrid? A comparative Study of State-Of-the-Art Poisson Solvers for Uniform and Nonuniform Grids in the Unit Cube

In this work, we benchmark and discuss the performance of the scalable methods for the Poisson problem which are used widely in practice: the fast Fourier transform (FFT), the fast multipole method (FMM), the geometric multigrid (GMG), and algebraic multigrid (AMG). In total we compare five different codes, three of which are developed in our group. Our FFT, GMG, and FMM are parallel solvers that use high-order approximation schemes for Poisson problems with continuous forcing functions (the source or right-hand side). We examine and report results for weak scaling, strong scaling, and time to solution for uniform and highly refined grids. We present results on the Stampede system at the Texas Advanced Computing Center and on the Titan system at the Oak Ridge National Laboratory. In our largest test case, we solved a problem with 600 billion unknowns on 229,379 cores of Titan. Overall, all methods scale quite well to these problem sizes. We have tested all of the methods with different source functions (the right-hand side in the Poisson problem). Our results indicate that FFT is the method of choice for smooth source functions that require uniform resolution. However, FFT loses its performance advantage when the source function has highly localized features like internal sharp layers. FMM and GMG considerably outperform FFT for those cases. The distinction between FMM and GMG is less pronounced and is sensitive to the quality (from a performance point of view) of the underlying implementations. The high-order accurate versions of GMG and FMM significantly outperform their low-order accurate counterparts.

math.NA↗

arXiv2016

AccFFT: A library for distributed-memory FFT on CPU and GPU architectures

We present a new library for parallel distributed Fast Fourier Transforms (FFT). The importance of FFT in science and engineering and the advances in high performance computing necessitate further improvements. AccFFT extends existing FFT libraries for CUDA-enabled Graphics Processing Units (GPUs) to distributed memory clusters. We use overlapping communication method to reduce the overhead of PCIe transfers from/to GPU. We present numerical results on the Maverick platform at the Texas Advanced Computing Center (TACC) and on the Titan system at the Oak Ridge National Laboratory (ORNL). We present the scaling of the library up to 4,096 K20 GPUs of Titan.

cs.DC↗

arXiv2016

Inv-ASKIT: A Parallel Fast Diret Solver for Kernel Matrices

We present a parallel algorithm for computing the approximate factorization of an $N$-by-$N$ kernel matrix. Once this factorization has been constructed (with $N \log^2 N $ work), we can solve linear systems with this matrix with $N \log N $ work. Kernel matrices represent pairwise interactions of points in metric spaces. They appear in machine learning, approximation theory, and computational physics. Kernel matrices are typically dense (matrix multiplication scales quadratically with $N$) and ill-conditioned (solves can require 100s of Krylov iterations). Thus, fast algorithms for matrix multiplication and factorization are critical for scalability. Recently we introduced ASKIT, a new method for approximating a kernel matrix that resembles N-body methods. Here we introduce INV-ASKIT, a factorization scheme based on ASKIT. We describe the new method, derive complexity estimates, and conduct an empirical study of its accuracy and scalability. We report results on real-world datasets including "COVTYPE" ($0.5$M points in 54 dimensions), "SUSY" ($4.5$M points in 8 dimensions) and "MNIST" (2M points in 784 dimensions) using shared and distributed memory parallelism. In our largest run we approximately factorize a dense matrix of size 32M $\times$ 32M (generated from points in 64 dimensions) on 4,096 Sandy-Bridge cores. To our knowledge these results improve the state of the art by several orders of magnitude.

math.NA↗

arXiv2015

An inverse problem formulation for parameter estimation of a reaction diffusion model of low grade gliomas

We present a numerical scheme for solving a parameter estimation problem for a model of low-grade glioma growth. Our goal is to estimate the spatial distribution of tumor concentration, as well as the magnitude of anisotropic tumor diffusion. We use a constrained optimization formulation with a reaction-diffusion model that results in a system of nonlinear partial differential equations (PDEs). In our formulation, we estimate the parameters using partially observed, noisy tumor concentration data at two different time instances, along with white matter fiber directions derived from diffusion tensor imaging (DTI). The optimization problem is solved with a Gauss-Newton reduced space algorithm. We present the formulation and outline the numerical algorithms for solving the resulting equations. We test the method using a synthetic dataset and compute the reconstruction error for different noise levels and detection thresholds for monofocal and multifocal test cases.

math.NA↗

arXiv2015

An inexact Newton-Krylov algorithm for constrained diffeomorphic image registration

We propose numerical algorithms for solving large deformation diffeomorphic image registration problems. We formulate the nonrigid image registration problem as a problem of optimal control. This leads to an infinite-dimensional partial differential equation (PDE) constrained optimization problem. The PDE constraint consists, in its simplest form, of a hyperbolic transport equation for the evolution of the image intensity. The control variable is the velocity field. Tikhonov regularization on the control ensures well-posedness. We consider standard smoothness regularization based on $H^1$- or $H^2$-seminorms. We augment this regularization scheme with a constraint on the divergence of the velocity field rendering the deformation incompressible and thus ensuring that the determinant of the deformation gradient is equal to one, up to the numerical error. We use a Fourier pseudospectral discretization in space and a Chebyshev pseudospectral discretization in time. We use a preconditioned, globalized, matrix-free, inexact Newton-Krylov method for numerical optimization. A parameter continuation is designed to estimate an optimal regularization parameter. Regularity is ensured by controlling the geometric properties of the deformation field. Overall, we arrive at a black-box solver. We study spectral properties of the Hessian, grid convergence, numerical accuracy, computational efficiency, and deformation regularity of our scheme. We compare the designed Newton-Krylov methods with a globalized preconditioned gradient descent. We study the influence of a varying number of unknowns in time. The reported results demonstrate excellent numerical accuracy, guaranteed local deformation regularity, and computational efficiency with an optional control on local mass conservation. The Newton-Krylov methods clearly outperform the Picard method if high accuracy of the inversion is required.

math.NA↗

arXiv2015

ASKIT: Approximate Skeletonization Kernel-Independent Treecode in High Dimensions

We present a fast algorithm for kernel summation problems in high-dimensions. These problems appear in computational physics, numerical approximation, non-parametric statistics, and machine learning. In our context, the sums depend on a kernel function that is a pair potential defined on a dataset of points in a high-dimensional Euclidean space. A direct evaluation of the sum scales quadratically with the number of points. Fast kernel summation methods can reduce this cost to linear complexity, but the constants involved do not scale well with the dimensionality of the dataset. The main algorithmic components of fast kernel summation algorithms are the separation of the kernel sum between near and far field (which is the basis for pruning) and the efficient and accurate approximation of the far field. We introduce novel methods for pruning and approximating the far field. Our far field approximation requires only kernel evaluations and does not use analytic expansions. Pruning is not done using bounding boxes but rather combinatorially using a sparsified nearest-neighbor graph of the input. The time complexity of our algorithm depends linearly on the ambient dimension. The error in the algorithm depends on the low-rank approximability of the far field, which in turn depends on the kernel function and on the intrinsic dimensionality of the distribution of the points. The error of the far field approximation does not depend on the ambient dimension. We present the new algorithm along with experimental results that demonstrate its performance. We report results for Gaussian kernel sums for 100 million points in 64 dimensions, for one million points in 1000 dimensions, and for problems in which the Gaussian kernel has a variable bandwidth. To the best of our knowledge, all of these experiments are impossible or prohibitively expensive with existing fast kernel summation methods.

cs.DS↗

arXiv2015

Comparison of Multigrid Algorithms for High-order Continuous Finite Element Discretizations

We present a comparison of different multigrid approaches for the solution of systems arising from high-order continuous finite element discretizations of elliptic partial differential equations on complex geometries. We consider the pointwise Jacobi, the Chebyshev-accelerated Jacobi and the symmetric successive over-relaxation (SSOR) smoothers, as well as elementwise block Jacobi smoothing. Three approaches for the multigrid hierarchy are compared: 1) high-order $h$-multigrid, which uses high-order interpolation and restriction between geometrically coarsened meshes; 2) $p$-multigrid, in which the polynomial order is reduced while the mesh remains unchanged, and the interpolation and restriction incorporate the different-order basis functions; and 3), a first-order approximation multigrid preconditioner constructed using the nodes of the high-order discretization. This latter approach is often combined with algebraic multigrid for the low-order operator and is attractive for high-order discretizations on unstructured meshes, where geometric coarsening is difficult. Based on a simple performance model, we compare the computational cost of the different approaches. Using scalar test problems in two and three dimensions with constant and varying coefficients, we compare the performance of the different multigrid approaches for polynomial orders up to 16. Overall, both $h$- and $p$-multigrid work well; the first-order approximation is less efficient. For constant coefficients, all smoothers work well. For variable coefficients, Chebyshev and SSOR smoothing outperforms Jacobi smoothing. While all of the tested methods converge in a mesh-independent number of iterations, none of them behaves completely independent of the polynomial order. When multigrid is used as a preconditioner in a Krylov method, the iteration number decreases significantly compared to using multigrid as a solver.

math.NA↗

arXiv2015

Far-Field Compression for Fast Kernel Summation Methods in High Dimensions

We consider fast kernel summations in high dimensions: given a large set of points in $d$ dimensions (with $d \gg 3$) and a pair-potential function (the {\em kernel} function), we compute a weighted sum of all pairwise kernel interactions for each point in the set. Direct summation is equivalent to a (dense) matrix-vector multiplication and scales quadratically with the number of points. Fast kernel summation algorithms reduce this cost to log-linear or linear complexity. Treecodes and Fast Multipole Methods (FMMs) deliver tremendous speedups by constructing approximate representations of interactions of points that are far from each other. In algebraic terms, these representations correspond to low-rank approximations of blocks of the overall interaction matrix. Existing approaches require an excessive number of kernel evaluations with increasing $d$ and number of points in the dataset. To address this issue, we use a randomized algebraic approach in which we first sample the rows of a block and then construct its approximate, low-rank interpolative decomposition. We examine the feasibility of this approach theoretically and experimentally. We provide a new theoretical result showing a tighter bound on the reconstruction error from uniformly sampling rows than the existing state-of-the-art. We demonstrate that our sampling approach is competitive with existing (but prohibitively expensive) methods from the literature. We also construct kernel matrices for the Laplacian, Gaussian, and polynomial kernels -- all commonly used in physics and data analysis. We explore the numerical properties of blocks of these matrices, and show that they are amenable to our approach. Depending on the data set, our randomized algorithm can successfully compute low rank approximations in high dimensions. We report results for data sets with ambient dimensions from four to 1,000.

cs.LG↗

arXiv2014

High-order adaptive time stepping for vesicle suspensions with viscosity contrast

We construct a high-order adaptive time stepping scheme for vesicle suspensions with viscosity contrast. The high-order accuracy is achieved using a spectral deferred correction (SDC) method, and adaptivity is achieved by estimating the local truncation error with the numerical error of physically constant values. Numerical examples demonstrate that our method can handle suspensions with vesicles that are tumbling, tank-treading, or both. Moreover, we demonstrate that a user-prescribed tolerance can be automatically achieved for simulations with long time horizons.

math.NA↗

arXiv2014

Adaptive Time Stepping for Vesicle Suspensions

We present an adaptive arbitrary-order accurate time-stepping numerical scheme for the flow of vesicles suspended in Stokesian fluids. Our scheme can be summarized as an approximate implicit spectral deferred correction (SDC) method. Applying a textbook fully implicit SDC scheme to vesicle flows is prohibitively expensive. For this reason we introduce several approximations. Our scheme is based on a semi-implicit linearized low-order time stepping method. (Our discretization is spectrally accurate in space.) We also use invariant properties of vesicle flows, constant area and boundary length in two dimensions, to reduce the computational cost of error estimation for adaptive time stepping. We present results in two dimensions for single-vesicle flows, constricted geometry flows, converging flows, and flows in a Couette apparatus. We experimentally demonstrate that the proposed scheme enables automatic selection of the step size and high-order accuracy.

math.NA↗

arXiv2014

High-volume fraction simulations of two-dimensional vesicle suspensions

We consider numerical algorithms for the simulation of the rheology of two-dimensional vesicles suspended in a viscous Stokesian fluid. The vesicle evolution dynamics is governed by hydrodynamic and elastic forces. The elastic forces are due to local inextensibility of the vesicle membrane and resistance to bending. Numerically resolving vesicle flows poses several challenges. For example, we need to resolve moving interfaces, address stiffness due to bending, enforce the inextensibility constraint, and efficiently compute the (non-negligible) long-range hydrodynamic interactions. Our method is based on the work of {\em Rahimian, Veerapaneni, and Biros, "Dynamic simulation of locally inextensible vesicles suspended in an arbitrary two-dimensional domain, a boundary integral method", Journal of Computational Physics, 229 (18), 2010}. It is a boundary integral formulation of the Stokes equations coupled to the interface mass continuity and force balance. We extend the algorithms presented in that paper to increase the robustness of the method and enable simulations with concentrated suspensions. In particular, we propose a scheme in which both intra-vesicle and inter-vesicle interactions are treated semi-implicitly. In addition we use special integration for near-singular integrals and we introduce a spectrally accurate collision detection scheme. We test the proposed methodologies on both unconfined and confined flows for vesicles whose internal fluid may have a viscosity contrast with the bulk medium. Our experiments demonstrate the importance of treating both intra-vesicle and inter-vesicle interactions accurately.

math.NA↗