## Biros, George

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Publication A High-Order Solver for the Heat Equation in 1d Domains with Moving Boundaries(2007-11-01) Veerapaneni, Shravan K; Biros, GeorgeWe describe a fast high-order accurate method for the solution of the heat equation in domains with moving Dirichlet or Neumann boundaries and distributed forces. We assume that the motion of the boundary is prescribed. Our method extends the work of Greengard and Strain [Comm. Pure Appl. Math., XLIII (1990), pp. 949–963]. Our scheme is based on a time-space Chebyshev pseudo-spectral collocation discretization, which is combined with a recursive product quadrature rule to accurately and efficiently approximate convolutions with Green's function for the heat equation. We present numerical results that exhibit up to eighth-order convergence rates. Assuming N time steps and M spatial discretization points, the evaluation of the solution of the heat equation at the same number of points in space-time requires O(NM log M) work. Thus, our scheme can be characterized as "fast"; that is, it is work-optimal up to a logarithmic factor.Publication Inversion of Airborne Contaminants in a Regional Model(2006-05-28) Akcelik, Volkan; Biros, George; Draganescu, Andrei; Ghattas, Omar; Hill, Judith; van Bloemen Waanders, BartWe are interested in a DDDAS problem of localization of airborne contaminant releases in regional atmospheric transport models from sparse observations. Given measurements of the contaminant over an observation window at a small number of points in space, and a velocity field as predicted for example by a mesoscopic weather model, we seek an estimate of the state of the contaminant at the begining of the observation interval that minimizes the least squares misfit between measured and predicted contaminant field, subject to the convection-diffusion equation for the contaminant. Once the "initial" conditions are estimated by solution of the inverse problem, we issue predictions of the evolution of the contaminant, the observation window is advanced in time, and the process repeated to issue a new prediction, in the style of 4D-Var. We design an appropriate numerical strategy that exploits the spectral structure of the inverse operator, and leads to efficient and accurate resolution of the inverse problem. Numerical experiments verify that high resolution inversion can be carried out rapidly for a well-resolved terrain model of the greater Los Angeles area.Publication High resolution forward and inverse earthquake modeling on terascale computers(2003-11-15) Akcelik, Volkan; Bielak, Jacobo; Biros, George; Epanomeritakis, Ioannis; Fernandez, Antonio; Ghattas, Omar; Kim, Eui Joong; Lopez, Julio; O'Hallaron, David; Tu, Tiankai; Urbanic, JohnFor earthquake simulations to play an important role in the reduction of seismic risk, they must be capable of high resolution and high fidelity. We have developed algorithms and tools for earthquake simulation based on multiresolution hexahedral meshes. We have used this capability to carry out 1 Hz simulations of the 1994 Northridge earthquake in the LA Basin using 100 million grid points. Our wave propagation solver sustains 1.21 teraflop/s for 4 hours on 3000 AlphaServer processors at 80% parallel efficiency. Because of uncertainties in characterizing earthquake source and basin material properties, a critical remaining challenge is to invert for source and material parameter fields for complex 3D basins from records of past earthquakes. Towards this end, we present results for material and source inversion of high-resolution models of basins undergoing antiplane motion using parallel scalable inversion algorithms that overcome many of the difficulties particular to inverse heterogeneous wave propagation problems.Publication An embedded boundary integral solver for the stokes equations(2004-01-01) Biros, George; Ying, Lexing; Zorin, DenisWe present a new method for the solution of the Stokes equations. Our goal is to develop a robust and scalable methodology for two and three dimensional, moving-boundary, flow simulations. Our method is based on Anita Mayo's method for the Poisson's equation: “The Fast Solution of Poisson's and the Biharmonic Equations on Irregular Regions”, SIAM J. Num. Anal., 21 (1984), pp. 285– 299. We embed the domain in a rectangular domain, for which fast solvers are available, and we impose the boundary conditions as interface (jump) conditions on the velocities and tractions. We use an indirect boundary integral formulation for the homogeneous Stokes equations to compute the jumps. The resulting integral equations are discretized by Nystrom's method. The rectangular domain problem is discretized by finite elements for a velocity-pressure formulation with equal order interpolation bilinear elements (Q1-Q1). Stabilization is used to circumvent the inf-sup condition for the pressure space. For the integral equations, fast matrix vector multiplications are achieved via a NlogN algorithm based on a block representation of the discrete integral operator, combined with (kernel independent) singular value decomposition to sparsify low-rank blocks. Our code is built on top of PETSc, an MPI based parallel linear algebra library. The regular grid solver is a Krylov method (Conjugate Residuals) combined with an optimal two-level Schwartz-preconditioner. For the integral equation we use GMRES. We have tested our algorithm on several numerical examples and we have observed optimal convergence rates.Publication A Variational Finite Element Method for Source Inversion for Convective-Diffusive Transport(2003-05-01) Akçelik, Volkan; Biros, George; Ghattas, Omar; Long, Kevin R.; van Bloemen Waanders, BartWe consider the inverse problem of determining an arbitrary source in a time-dependent convective-diffusive transport equation, given a velocity field and pointwise measurements of the concentration. Applications that give rise to such problems include determination of groundwater or airborne pollutant sources from measurements of concentrations, and identification of sources of chemical or biological attacks. To address ill-posedness of the problem, we employ Tikhonov and total variation regularization. We present a variational formulation of the first order optimality system, which includes the initial-boundary value state problem, the final-boundary value adjoint problem, and the space-time boundary value source problem. We discretize in the space-time volume using Galerkin finite elements. Several examples demonstrate the influence of the density of the sensor array, the effectiveness of total variation regularization for discontinuous sources, the invertibility of the source as the transport becomes increasingly convection-dominated, the ability of the space-time inversion formulation to track moving sources, and the optimal convergence rate of the finite element approximation.Publication Bottom Up Construction and 2:1 Balance Refinement of Linear Octrees in Parallel(2008-08-06) Sundar, Hari; Sampath, Rahul S; Biros, GeorgeIn this article, we propose new parallel algorithms for the construction and 2:1 balance refinement of large linear octrees on distributed memory machines. Such octrees are used in many problems in computational science and engineering, e.g., object representation, image analysis, unstructured meshing, finite elements, adaptive mesh refinement, and N-body simulations. Fixed-size scalability and isogranular analysis of the algorithms using an MPI-based parallel implementation was performed on a variety of input data and demonstrated good scalability for different processor counts (1 to 1024 processors) on the Pittsburgh Supercomputing Center's TCS-1 AlphaServer. The results are consistent for different data distributions. Octrees with over a billion octants were constructed and balanced in less than a minute on 1024 processors. Like other existing algorithms for constructing and balancing octrees, our algorithms have ϑ (N log N) work and ϑ (N) storage complexity. Under reasonable assumptions on the distribution of octants and the work per octant, the parallel time complexity is ϑ (N/np log np log(N/np) + np log np), where N is the size of the final linear octree and np is the number of processors.Publication A Comparative Study of Biomechanical Simulators in Deformable Registration of Brain Tumor Images(2008-03-01) Zacharaki, Evangelia; Biros, George; Davatzikos, Christos; Hogea, Cosmina SSimulating the brain tissue deformation caused by tumor growth has been found to aid the deformable registration of brain tumor images. In this paper, we evaluate the impact that different biomechanical simulators have on the accuracy of deformable registration. We use two alternative frameworks for biomechanical simulations of mass effect in 3-D magnetic resonance (MR) brain images. The first one is based on a finite-element model of nonlinear elasticity and unstructured meshes using the commercial software package ABAQUS. The second one employs incremental linear elasticity and regular grids in a fictitious domain method. In practice, biomechanical simulations via the second approach may be at least ten times faster. Landmarks error and visual examination of the coregistered images indicate that the two alternative frameworks for biomechanical simulations lead to comparable results of deformable registration. Thus, the computationally less expensive biomechanical simulator offers a practical alternative for registration purposes.Publication A kernel-independent adaptive fast multipole algorithm in two and three dimensions(2003-07-01) Ying, Lexing; Biros, George; Zorin, DenisWe present a new fast multipole method for particle simulations. The main feature of our algorithm is that it does not require the implementation of multipole expansions of the underlying kernel, and it is based only on kernel evaluations. Instead of using analytic expansions to represent the potential generated by sources inside a box of the hierarchical FMM tree, we use a continuous distribution of an equivalent density on a surface enclosing the box. To find this equivalent density we match its potential to the potential of the original sources at a surface, in the far field, by solving local Dirichlet-type boundary value problems. The far field evaluations are sparsified with singular value decomposition in 2D or fast Fourier transforms in 3D. We have tested the new method on the single and double layer operators for the Laplacian, the modified Laplacian, the Stokes, the modified Stokes, the Navier, and the modified Navier operators in two and three dimensions. Our numerical results indicate that our method compares very well with the best known implementations of the analytic FMM method for both the Laplacian and modified Laplacian kernels. Its advantage is the (relative) simplicity of the implementation and its immediate extension to more general kernels.Publication A High-Order Solver for the Heat Equation in 1D Domains with Moving Boundaries(2007-10-24) Veerapaneni, Shravan K; Biros, GeorgeWe describe a fast high-order accurate method for the solution of the heat equation in domains with moving Dirichlet or Neumann boundaries and distributed forces. We assume that the motion of the boundary is prescribed. Our method extends the work of Greengard and Strain [Comm. Pure Appl. Math., XLIII (1990), pp. 949–963]. Our scheme is based on a time-space Chebyshev pseudo-spectral collocation discretization, which is combined with a recursive product quadrature rule to accurately and efficiently approximate convolutions with Green’s function for the heat equation. We present numerical results that exhibit up to eighth-order convergence rates. Assuming N time steps and M spatial discretization points, the evaluation of the solution of the heat equation at the same number of points in space-time requires O(N M log M) work. Thus, our scheme can be characterized as “fast”; that is, it is work-optimal up to a logarithmic factor.Publication Multigrid Algorithms for Inverse Problems with Linear Parabolic PDE Constraints(2008-10-16) Adavani, Santi S; Biros, GeorgeWe present a multigrid algorithm for the solution of source identification inverse problems constrained by variable-coefficient linear parabolic partial differential equations. We consider problems in which the inversion variable is a function of space only. We consider the case of L-2 Tikhonov regularization. The convergence rate of our algorithm is mesh-independent-even in the case of no regularization. This feature makes the method algorithmically robust to the value of the regularization parameter, and thus useful for the cases in which we seek high-fidelity reconstructions. The inverse problem is formulated as a PDE-constrained optimization. We use a reduced-space approach in which we eliminate the state and adjoint variables, and we iterate in the inversion parameter space using conjugate gradients. We precondition the Hessian with a V-cycle multigrid scheme. The multigrid smoother is a two-step stationary iterative solver that inexactly inverts an approximate Hessian by iterating exclusively in the high-frequency subspace (using a high-pass filter). We analyze the performance of the scheme for the constant coefficient case with full observations; we analytically calculate the spectrum of the reduced Hessian and the smoothing factor for the multigrid scheme. The forward and adjoint problems are discretized using a backward-Euler finite-difference scheme. The overall complexity of our inversion algorithm is O(NtN + N log(2) N), where N is the number of grid points in space and N-t is the number of time steps. We provide numerical experiments that demonstrate the effectiveness of the method for different diffusion coefficients and values of the regularization parameter. We also provide heuristics, and we conduct numerical experiments for the case with variable coefficients and partial observations. We observe the same complexity as in the constant-coefficient case. Finally, we examine the effectiveness of using the reduced-space solver as a preconditioner for a full-space solver.