Chapters 5-8 of
Spring Semester 2005
505 N Morton
Computational Fluid Dynamics
(CFD) in Chapter 5 I
• This chapter provides a thorough formulation of CFD with a
general discussion of the importance of non-linear terms and
most importantly viscosity.
• Difficult features like shockwaves and turbulence can be traced
to the small coefficient of the highest order derivatives.
• Incompressible flow is approached using the spectral element
method, which combines the features of finite elements (copes
with complex geometries) and highly accurate approximations
within each element.
• These problems need fast solvers for elliptic equations and
there is a detailed discussion of data and matrix structure and
the use of iterative conjugate gradient methods.
• This is compared with direct solvers using the static
condensation method for calculating the solution (stiffness)
Computational Fluid Dynamics
(CFD) in Chapter 5 II
• The generally important problem of adaptive
meshes is described using the successive
refinement quad/oct-tree (in two/three
• Compressible flow methods are reviewed and
the key problem of coping with the rapid change
in field variables at shockwaves is identified.
• One uses a lower order approximation near a
shock but preserves the most powerful high
order spectral methods in the areas where the
flow is smooth.
• Parallel computing (using space filling curves for
decomposition) and adaptive meshes are
Hair Combing problem
Environment and Energy in
Chapter 6 I
• This article describes three distinct problem areas – each
illustrating important general approaches.
• Subsurface flow in porous media is needed in both oil
reservoir simulations and environmental pollution studies.
– The nearly hyperbolic or parabolic flow equations are characterized by
multiple constituents and by very heterogeneous media with possible
abrupt discontinuities in the physical domain.
– This motivates the use of domain decomposition methods where the
full region is divided into blocks which can use different solution
methods if necessary.
– The blocks must be iteratively reconciled at their boundaries (mortar
– The IPARS code described has been successfully integrated into two
powerful problem solving environment: NetSolve described in chapter
14 and DISCOVER (aimed especially at interactive steering) from
Environment and Energy in
Chapter 6 II
• The discussion of the shallow water problem uses a method
involving implicit (in the vertical direction) and explicit (in the
horizontal plane) time-marching methods.
• It is instructive to see that good parallel performance is
obtained by only decomposing in the horizontal directions and
keeping the hard to parallelize implicit algorithm sequentially
• The irregular mesh was tackled using space filling curves as
also described in chapter 5.
• Finally important code coupling (meta-problem in chapter 4
notation) issues are discussed for oil spill simulations where
water and chemical transport need to be modeled in a linked
• . ADR (Active Data Repository) technology from Maryland is
used to link the computations between the water and
chemical simulations. Sophisticated filtering is needed to
match the output and input needs of the two subsystems.
Molecular Quantum Chemistry in
Chapter 7 I
• This article surveys in detail two capabilities of the
NWChem package from Pacific Northwest Laboratory. It
surveys other aspects of computational chemistry.
• This field makes extensive use of particle dynamics
algorithms and some use of partial differential equation
• However characteristic of computational chemistry is the
importance of matrix-based methods and these are the
focus of this chapter. The matrix is the Hamiltonian
(energy) and is typically symmetric positive definite.
• In a quantum approach, the eigensystems of this matrix
are the equilibrium states of the molecule being studied.
This type of problem is characteristic of quantum
theoretical methods in physics and chemistry; particle
dynamics is used in classical non-quantum regimes.
Molecular Quantum Chemistry in
Chapter 7 II
• NWChem uses a software approach – the Global Array (GA) toolkit,
whose programming model lies in between those of HPF and
message passing and has been highly successful.
• GA exposes locality to the programmer but has a shared memory
programming model for accessing data stored in remote processors.
• Interestingly in many cases calculating the matrix elements
dominates (over solving for eigenfunctions) and this is a pleasing
• This task requires very careful blocking and staging of the
components used to calculate the integrals forming the matrix
• In some approaches, parallel matrix multiplication is important in
generating the matrices.
• The matrices typically are taken as full and very powerful parallel
eigensolvers were developed for this problem.
• This area of science clearly shows the benefit of linear algebra
libraries (see chapter 20) and general performance enhancements
• This field evolves in time complex partial differential equations
which have some similarities with the simpler Maxwell
equations used in electromagnetics (Sec. 8.6).
• Key difficulties are the boundary conditions which are
outgoing waves at infinity and the difficult and unique multiple
black hole surface conditions internally.
• Finite difference and adaptive meshes are the usual
Lattice Quantum Chromodynamics
(QCD) and Monte Carlo Methods I
• Monte Carlo Methods are central to the numerical approaches
to many fields (especially in physics and chemistry) and by their
nature can take substantial computing resources.
• Note that the error in the computation only decreases like the
square root of computer time used compared to the power
convergence of most differential equation and particle dynamics
• One finds Monte Carlo methods when problems are posed as
integral equations and the often-high dimension integrals are
solved by Monte Carlo methods using a randomly distributed
set of integration points.
• Quantum Chromodynamics (QCD) simulations described in this
subsection are a classic example of large-scale Monte Carlo
simulations which perform excellently on most parallel
machines due to modest communication costs and regular
structure leading to good node performance.
From Numerical Integration Lecture:
• For an integral with N points
• Monte Carlo has error 1/N0.5
• Iterated Trapezoidal has error 1/N2
• Iterated Simpson has error 1/N4
• Iterated Gaussian is error 1/N2m for our a basic
integration scheme with m points
• But in d dimensions, for all but Monte Carlo
must set up a Grid of N1/d points on a side; that
hardly works above N=3
– Monte Carlo error still 1/N0.5
– Simpson error becomes 1/N4/d etc.
Monte Carlo Convergence
• In homework for N=10,000,000 one finds errors
in π of around 10-6 using Simpson’s rule
• This is a combination of rounding error (when
computer does floating point arithmetic, it is
inevitably approximate) and error from formula
which is proportional to N-4
• For Monte Carlo, error will be about 1.0/N0.5
• So an error of 10-6 requires N=1012 or
• N=1000,000,000,000 (100,000 more than
• One doesn’t use Monte Carlo to get such
Lattice Quantum Chromodynamics
(QCD) and Monte Carlo Methods II
• This application is straightforward to parallelize and very
suitable for HPF as the basic data structure is an array.
However the work described here uses a portable MPI code.
• Section 8.9 describes some new Monte Carlo algorithms but
QCD advances typically come from new physics insights
allowing more efficient numerical formulations.
• This field has generated many special purpose facilities as the
lack of significant I/O and CPU intense nature of QCD allows
optimized node designs. The work at Columbia and Tsukuba
universities is well known.
• There are other important irregular geometry Monte Carlo
problems and they see many of the same issues such as
adaptive load balancing seen in irregular finite element
• This describes the issues encountered in optimizing a
whole earth ocean simulation including realistic
geography and proper ocean atmosphere boundaries.
• Conjugate gradient solvers and MPI message passing
with Fortran 90 are used for the parallel implicit solver
for the vertically averaged flow.
• These are still
work could be
• Oceans naturally couple to atmosphere
and atmosphere couples to environment
– Emissions from using gasoline (fossil fuels)
– Conversely atmosphere makes lakes acid etc.
• These are not trivial as very different
• Earthquake simulations are a relatively young field and it is not
known how far they can go in forecasting large earthquakes.
• The field has an increasing amount of real-time sensor data,
which needs data assimilation techniques and automatic
differentiation tools such as those of chapter 24.
• Study of earthquake faults can use finite element techniques or
with some approximation, Green’s function approaches, which
can use fast multipole methods.
• Analysis of observational and simulation data need data mining
methods as described in subsection 8.7 and 8.8.
• The principal component and hidden Markov classification
algorithms currently used in the earthquake field illustrate the
diversity in data mining methods when compared to the
decision tree methods of section 8.7.
World-Wide Forecast Hotspot Map for Likely Locations of
World-Wide Forecast M > 5, 1965-2000
World-Wide Earthquakes, Hotspot Map
Great Earthquakes M 7.0 For the Decade 2000-2010
Green Circles = Large Earthquakes M 7 from Jan 1, 2000 – Dec 1, 2004
Blue Circles: Large Earthquakes M 7 from Jan 2004 - Present
Green Circles = Large Earthquakesfrom December 1, 1, 2000 – Dec 1, 2004
Dec. 26 M ~ 9.0
Dec. 23 M ~ 8.1
• CSF is an example of a coupled particle field problem.
• Here the universe is viewed as a set of particles which
generate a gravitational field obeying Poisson’s equation.
• The field then determines the force needed to evolve each
particle in time. This structure is also seen in Plasma physics
where electrons create an electromagnetic field.
• It is hard to generate compatible particle and field
decompositions. CSF exhibits large ranges in distance and
temporal scale characteristic of the attractive gravitational
• Poisson’s equation is solved by fast Fourier transforms and
deeply adaptive meshes are generated.
• The article describes both MPI and CMFortran (HPF like)
• Further it made use of object oriented techniques (chapter
13) with kernels in F77. Some approaches to this problem
class use fast multipole methods.
• There is a lot of structure in universe
Computational Electromagnetics (CEM)
• This overview summarizes several different approaches to
electromagnetic simulations and notes the growing importance
of coupling electromagnetics with other disciplines such as
aerodynamics and chemical physics.
• Parallel computing has been successfully applied to the three
major approaches to CEM.
• Asymptotic methods use ray tracing as seen in visualization.
Frequency domain methods use moment (spectral) expansions
that were the earliest uses of large parallel full matrix solvers 10
to 15 years ago; these now have switched to the fast multipole
• Finally time-domain methods use finite volume (element)
methods with an unstructured mesh. As in general relativity,
special attention is needed to get accurate wave solutions at
infinity in the time-domain approach.
• Data mining is a broad field with many different
applications and algorithms (see also sections 8.4 and
• This article describes important algorithms used for
example in discovering associations between items
that were likely to be purchased by the same
customer; these associations could occur either in
time or because the purchases tended to be in the
same shopping basket.
• Other data-mining problems discussed include the
classification problem tackled by decision trees.
• These tree based approaches are parallelized
effectively (as they are based on huge transaction
databases) with load balance being a difficult issue.
Signal and Image Processing
• This samples some of the issues from this field,
which currently makes surprisingly little use of
parallel computing even though good parallel
algorithms often exist.
• The field has preferred the convenient
programming model and interactive feedback of
systems like MATLAB and Khoros.
• These are problem solving environments as
described in chapter 14 of SOURCEBOOK.
Monte Carlo Methods and
Financial Modeling I
• Subsection 8.2 introduces Monte Carlo methods and this
subsection describes some very important developments in the
generation of “random” numbers.
• Quasirandom numbers (QRN’s) are more uniformly distributed
than the standard truly random numbers and for certain
integrals lead to more rapid convergence.
• In particular these methods have been applied to financial
modeling where one needs to calculate one or more functions
(stock prices, their derivatives or other financial instruments) at
some future time by integrating over the possible future values
of the underlying variables.
• These future values are given by models based on the past
behavior of the stock.
Monte Carlo Methods and
Financial Modeling II
• This can be captured in some cases by the volatility or
standard deviation of the stock.
• The simplest model is perhaps the Black-Scholes equation,
which can be derived from a Gaussian stock distribution,
combined with an underlying "no-arbitrage" assumption. This
asserts that the stock market is always in equilibrium
instantaneously and there is no opportunity to make money
by exploiting mismatches between buy and sell prices.
• In a physics language, the different players in the stock
market form a heat bath, which keeps the market in adiabatic
• There is a straightforward (to parallelize and implement)
binomial method for predicting the probability distributions of
financial instruments. However Monte Carlo methods and
QRN’s are the most powerful approach.
Quasi Real-time Data analysis of
Photon Source Experiments
• This subsection describes a successful
application of computational grids to accelerate
the data analysis of an accelerator experiment. It
is an example that can be generalized to other
• The accelerator (here a photon source at
Argonne) data is passed in real-time to a
supercomputer where the analysis is performed.
Multiple visualization and control stations are
also connected to the Grid.
Forces Modeling and Simulation
• This subsection describes event driven simulations which as
discussed in chapter 4 are very common in military
• A distributed object approach called HLA (see chapter 13) is
being used for modern problems of this class.
• Some run in “real-time” with synchronization provided by wall
clock and humans and machines in the loop.
• Other cases are run in “virtual time” in a more traditional
• This article describes integration of these military standards
• Web ideas such as CORBA and .NET from Microsoft. One
application simulated the interaction of vehicles with a million
mines on a distributed Grid of computers.
– This work also parallelized the minefield simulator using threads (chapter
Event Driven Simulations
• This is a graph based model where independent objects
issue events that travel as messages to other objects
• Hard to parallelize as no guarantee that event will not arrive
from past in simulation time
• Often run in “real-time”