We 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.

We present a framework for modeling gliomas growth and their mechanical impact on the surrounding brain tissue (the so-called, mass-effect). We employ an Eulerian continuum approach that results in a strongly coupled system of nonlinear Partial Differential Equations (PDEs): a reaction-diffusion model for the tumor growth and a piecewise linearly elastic material for the background tissue. To estimate unknown model parameters and enable patient-specific simulations we formulate and solve a PDE-constrained optimization problem. Our two main goals are the following: (1) to improve the deformable registration from images of brain tumor patients to a common stereotactic space, thereby assisting in the construction of statistical anatomical atlases; and (2) to develop predictive capabilities for glioma growth, after the model parameters are estimated for a given patient. To our knowledge, this is the first attempt in the literature to introduce an adjoint-based, PDE-constrained optimization formulation in the context of image-driven modeling spatio-temporal tumor evolution. In this paper, we present the formulation, and the solution method and we conduct 1D numerical experiments for preliminary evaluation of the overall formulation/methodology.

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 H1- or H2-seminorms. We augment this regularization scheme with a constraint on the divergence of the velocity field (control variable) rendering the deformation incompressible (Stokes regularization scheme) 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. The latter allows us to reduce the number of unknowns and enables the time-adaptive inversion for nonstationary velocity fields. 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 that exploits computational tools that are precisely tailored for solving the optimality system. 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 Picard method (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. Our method provides equally good results for stationary and nonstationary velocity fields for two-image registration problems.

We present a new method for the evolution of inextensible vesicles immersed in a Stokesian fluid. We use a boundary integral formulation for the fluid that results in a set of nonlinear integro-differential equations for the vesicle dynamics. The motion of the vesicles is determined by balancing the nonlocal hydrodynamic forces with the elastic forces due to bending and tension. Numerical simulations of such vesicle motions are quite challenging. On one hand, explicit time-stepping schemes suffer from a severe stability constraint due to the stiffness related to high-order spatial derivatives and a milder constraint due to a transport-like stability condition. On the other hand, an implicit scheme can be expensive because it requires the solution of a set of nonlinear equations at each time step. We present two semi-implicit schemes that circumvent the severe stability constraints on the time step and whose computational cost per time step is comparable to that of an explicit scheme. We discretize the equations by using a spectral method in space, and a multistep third-order accurate scheme in time. We use the fast multipole method (FMM) to efficiently compute vesicle-vesicle interaction forces in a suspension with a large number of vesicles. We report results from numerical experiments that demonstrate the convergence and algorithmic complexity properties of our scheme.

Large scale optimization of systems governed by partial differential equations (PDEs) is a frontier problem in scientific computation. The state-of-the-art for such problems is reduced quasi-Newton sequential quadratic programming (SQP) methods. These methods take full advantage of existing PDE solver technology and parallelize well. However, their algorithmic scalability is questionable; for certain problem classes they can be very slow to converge. In this two-part article we propose a new method for PDE-constrained optimization, based on the idea of full space SQP with reduced space quasi-Newton SQP preconditioning. The basic components of the method are: Newton solution of the first-order optimality conditions that characterize stationarity of the Lagrangian function; Krylov solution of the Karush-Kuhn-Tucker (KKT) linear systems arising at each Newton iteration using a symmetric quasi-minimum residual method; and preconditioning of the KKT system using an approximate state/decision variable decomposition that replaces the forward PDE Jacobians by their own preconditioners, and the decision space Schur complement (the reduced Hessian) by a BFGS approximation or by a 2-step stationary method. Accordingly, we term the new method Lagrange-Newton-Krylov Schur (LNKS). It is fully parallelizable, exploits the structure of available parallel algorithms for the PDE forward problem, and is locally quadratically convergent. In the first part of the paper we investigate the effectiveness of the KKT linear system solver. We test the method on two steady optimal flow control problems in which the flow is described by the Stokes equations. The objective is to minimize dissipation or the deviation from a given velocity field; control variables are boundary velocities. Numerical experiments on up to 256 processors Cray T3E (Pittsburgh Supercomputing Center) and on an SGI Origin 2000 (National Center for Supercomputing Applications) include scalability and performance assessment of the LNKS algorithm and comparisons with the reduced sequential quadratic algorithms for up to 1,000,000 state and 50,000 decision variables. In the second part of the paper we present globalization and robustness algorithmic issues and we apply LNKS to the optimal control of the steady incompressible Navier-Stokes equations.

By employing machine learning techniques, we were able to demonstrate that imaging patterns are highly predictive of patient survival. Additionally, we found that GB subtypes have distinctive imaging phenotypes. These results reveal that when imaging markers related to infiltration, cell density, microvascularity, and blood-brain barrier compromise are integrated via advanced pattern analysis methods, they form very accurate predictive biomarkers. These predictive markers used solely preoperative images, hence they can significantly augment diagnosis and treatment of GB patients.

Understanding why red blood cells (RBCs) move with an asymmetric shape (slipperlike shape) in small blood vessels is a long-standing puzzle in blood circulatory research. By considering a vesicle (a model system for RBCs), we discovered that the slipper shape results from a loss in stability of the symmetric shape. It is shown that the adoption of a slipper shape causes a significant decrease in the velocity difference between the cell and the imposed flow, thus providing higher flow efficiency for RBCs. Higher membrane rigidity leads to a dramatic change in the slipper morphology, thus offering a potential diagnostic tool for cell pathologies.

In 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 O(N log N ) work and O(N ) storage complexity. Under reasonable assumptions on the distribution of octants and the work per octant, the parallel time complexity is O( N np log( N np ) + np log np), where N is the size of the final linear octree and np is the number of processors.