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Register a new userWaveform Transmission Method, a New Waveform-relaxation Based Algorithm to Solve Ordinary Differential Equations in Parallel
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Added by
Fei Wei
Publication date
2009
fields
Informatics Engineering
and research's language is
English
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Waveform Relaxation method (WR) is a beautiful algorithm to solve Ordinary Differential Equations (ODEs). However, because of its poor convergence capability, it was rarely used. In this paper, we propose a new distributed algorithm, named Waveform Transmission Method (WTM), by virtually inserting waveform transmission lines into the dynamical system to achieve distributed computing of extremely large ODEs. WTM has better convergence capability than the traditional WR algorithms.
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In this paper, we propose a new parallel algorithm which could work naturally on the parallel computer with arbitrary number of processors. This algorithm is named Virtual Transmission Method (VTM). Its physical backgroud is the lossless transmission line and microwave network. The basic idea of VTM is to insert lossless transmission lines into the sparse linear system to achieve distributed computing. VTM is proved to be convergent to solve SPD linear system. Preconditioning method and performance model are presented. Numerical experiments show that VTM is efficient, accurate and stable. Accompanied with VTM, we bring in a new technique to partition the symmetric linear system, which is named Generalized Node & Branch Tearing (GNBT). It is based on Kirchhoffs Current Law from circuit theory. We proved that GNBT is feasible to partition any SPD linear system.
In this paper, we propose a new distributed algorithm, called Directed Transmission Method (DTM). DTM is a fully asynchronous and continuous-time iterative algorithm to solve SPD sparse linear system. As an architecture-aware algorithm, DTM could be freely running on all kinds of heterogeneous parallel computer. We proved that DTM is convergent by making use of the final-value theorem of Laplacian Transformation. Numerical experiments show that DTM is stable and efficient.
We propose a physical analogy between finding the solution of an ordinary differential equation (ODE) and a $N$ particle problem in statistical mechanics. It uses the fact that the solution of an ODE is equivalent to obtain the minimum of a functional. Then, we link these two notions, proposing this functional to be the interaction potential energy or thermodynamic potential of an equivalent particle problem. Therefore, solving this statistical mechanics problem amounts to solve the ODE. If only one solution exists, our method provides the unique solution of the ODE. In case we treat an eigenvalue equation, where infinite solutions exist, we obtain the absolute minimum of the corresponding functional or fundamental mode. As a result, it is possible to establish a general relationship between statistical mechanics and ODEs which allows not only to solve them from a physical perspective but also to obtain all relevant thermodynamical equilibrium variables of that particle system related to the differential equation.
In this article we are interested in the derivation of efficient domain decomposition methods for the viscous primitive equations of the ocean. We consider the rotating 3d incompressible hydrostatic Navier-Stokes equations with free surface. Performing an asymptotic analysis of the system with respect to the Rossby number, we compute an approximated Dirichlet to Neumann operator and build an optimized Schwarz waveform relaxation algorithm. We establish the well-posedness of this algorithm and present some numerical results to illustrate the method.
Neural Ordinary Differential Equations (ODE) are a promising approach to learn dynamic models from time-series data in science and engineering applications. This work aims at learning Neural ODE for stiff systems, which are usually raised from chemical kinetic modeling in chemical and biological systems. We first show the challenges of learning neural ODE in the classical stiff ODE systems of Robertsons problem and propose techniques to mitigate the challenges associated with scale separations in stiff systems. We then present successful demonstrations in stiff systems of Robertsons problem and an air pollution problem. The demonstrations show that the usage of deep networks with rectified activations, proper scaling of the network outputs as well as loss functions, and stabilized gradient calculations are the key techniques enabling the learning of stiff neural ODE. The success of learning stiff neural ODE opens up possibilities of using neural ODEs in applications with widely varying time-scales, like chemical dynamics in energy conversion, environmental engineering, and the life sciences.
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