[신간의 별자리x] 우리/미술, 그리고 ‘슬픔의 박물관’

We explore in this chapter questions of existence and uniqueness for solutions to stochastic differential equations and offer a study of their properties. This endeavor is really a study of diffusion processes. Loosely speaking, the term diffusion is attributed to a Markov process which has continuous sample paths and can be characterized in terms of its infinitesimal generator.

Stochastic Differential Equations

This book is a tutorial written by researchers and developers behind the FEniCS Project and explores an advanced, expressive approach to the development of mathematical software. The presentation spans mathematical background, software design and the use of FEniCS in applications. Theoretical aspects are complemented with computer code which is available as free/open source software. The book begins with a special introductory tutorial for beginners. Followingare chapters in Part I addressing fundamental aspects of the approach to automating the creation of finite element solvers. Chapters in Part II address the design and implementation of the FEnicS software. Chapters in Part III present the application of FEniCS to a wide range of applications, including fluid flow, solid mechanics, electromagnetics and geophysics.

Automated Solution of Differential Equations by the Finite Element Method: The FEniCS Book

Large linear systems of saddle point type arise in a wide variety of applications throughout computational science and engineering. Due to their indefiniteness and often poor spectral properties, such linear systems represent a significant challenge for solver developers. In recent years there has been a surge of interest in saddle point problems, and numerous solution techniques have been proposed for this type of system. The aim of this paper is to present and discuss a large selection of solution methods for linear systems in saddle point form, with an emphasis on iterative methods for large and sparse problems.

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Numerical solution of saddle point problems

The FEniCS Project is a collaborative project for the development of innovative concepts and tools for automated scientific computing, with a particular focus on the solution of differential equations by finite element methods. The FEniCS Projects software consists of a collection of interoperable software components, including DOLFIN, FFC, FIAT, Instant, UFC, UFL, and mshr. This note describes the new features and changes introduced in the release of FEniCS version 1.5.

https://publications.lib.chalmers.se/records/fulltext/228672/local_228672.pdf

The FEniCS Project Version 1.5

The Trilinos Project is an effort to facilitate the design, development, integration, and ongoing support of mathematical software libraries within an object-oriented framework for the solution of large-scale, complex multiphysics engineering and scientific problems. Trilinos addresses two fundamental issues of developing software for these problems: (i) providing a streamlined process and set of tools for development of new algorithmic implementations and (ii) promoting interoperability of independently developed software.Trilinos uses a two-level software structure designed around collections of packages. A Trilinos package is an integral unit usually developed by a small team of experts in a particular algorithms area such as algebraic preconditioners, nonlinear solvers, etc. Packages exist underneath the Trilinos top level, which provides a common look-and-feel, including configuration, documentation, licensing, and bug-tracking.Here we present the overall Trilinos design, describing our use of abstract interfaces and default concrete implementations. We discuss the services that Trilinos provides to a prospective package and how these services are used by various packages. We also illustrate how packages can be combined to rapidly develop new algorithms. Finally, we discuss how Trilinos facilitates high-quality software engineering practices that are increasingly required from simulation software.

/pdf/an-overview-of-the-trilinos-project-72l6jq6lsz.pdf

An overview of the Trilinos project

The Trilinos Project is an effort to facilitate the design, development, integration and ongoing support of mathematical software libraries. In particular, our goal is to develop parallel solver algorithms and libraries within an object-oriented software framework for the solution of large-scale, complex multi-physics engineering and scientific applications. Our emphasis is on developing robust, scalable algorithms in a software framework, using abstract interfaces for flexible interoperability of components while providing a full-featured set of concrete classes that implement all abstract interfaces. Trilinos uses a two-level software structure designed around collections of packages. A Trilinos package is an integral unit usually developed by a small team of experts in a particular algorithms area such as algebraic preconditioners, nonlinear solvers, etc. Packages exist underneath the Trilinos top level, which provides a common look-and-feel, including configuration, documentation, licensing, and bug-tracking. Trilinos packages are primarily written in C++, but provide some C and Fortran user interface support. We provide an open architecture that allows easy integration with other solver packages and we deliver our software to the outside community via the Gnu Lesser General Public License (LGPL). This report provides an overview of Trilinos, discussing the objectives, history, current development and future plans of the project.

/pdf/an-overview-of-trilinos-nkpnsroe65.pdf

An overview of Trilinos.

Parallel multigrid smoothing: polynomial versus Gauss--Seidel

ML is a multigrid preconditioning package intended to solve linear systems of equations Ax = b where A is a user supplied n n sparse matrix, b is a user supplied vector of length n and x is a vector of length n to be computed. ML should be used on large sparse linear systems arising from partial dierential equation (PDE) discretizations. While technically any linear system can be considered, ML should be used on linear systems that correspond to things that work well with multigrid methods (e.g. elliptic PDEs). ML can be used as a stand-alone package or to generate preconditioners for a traditional iterative solver package (e.g. Krylov methods). We have supplied support for working with the Aztec 2.1 and AztecOO iterative packages [20]. However, other solvers can be used by supplying a few functions. This document describes one specic algebraic multigrid approach: smoothed aggregation. This approach is used within several specialized multigrid methods: one for the eddy current formulation for Maxwell’s equations, and a multilevel and domain decomposition method for symmetric and nonsymmetric systems of equations (like elliptic equations, or compressible and incompressible

ML 5.0 Smoothed Aggregation User's Guide

Many current computer designs employ caches and a hierarchical memory architecture. The speed of a code depends on how well the cache structure is exploited. The number of cache misses provides a better measure for comparing algorithms than the number of multiplies. In this paper, suitable blocking strategies for both structured and unstructured grids will be introduced. They improve the cache usage without changing the underlying algorithm. In particular, bitwise compatibility is guaranteed between the standard and the high performance implementations of the algorithms. This is illustrated by comparisons for various multigrid algorithms on a selection of different computers for problems in two and three dimensions. The code restructuring can yield performance improvements of factors of 2-5. This allows the modified codes to achieve a much higher percentage of the peak performance of the CPU than is usually observed with standard implementations.

/pdf/cache-optimization-for-structured-and-unstructured-grid-2ja1dbjotj.pdf

Jonathan Joseph Hu

Papers

An overview of the Trilinos project

An overview of Trilinos.

Parallel multigrid smoothing: polynomial versus Gauss--Seidel

ML 5.0 Smoothed Aggregation User's Guide

Cache Optimization for Structured and Unstructured Grid Multigrid