T. J. Dodwell

T. J. Dodwell, C. Ketelsen, R. Scheichl et al.

In this paper we address the problem of the prohibitively large computational cost of existing Markov chain Monte Carlo methods for large--scale applications with high dimensional parameter spaces, e.g. in uncertainty quantification in porous media flow. We propose a new multilevel Metropolis-Hastings algorithm, and give an abstract, problem dependent theorem on the cost of the new multilevel estimator based on a set of simple, verifiable assumptions. For a typical model problem in subsurface flow, we then provide a detailed analysis of these assumptions and show significant gains over the standard Metropolis-Hastings estimator. Numerical experiments confirm the analysis and demonstrate the effectiveness of the method with consistent reductions of more than an order of magnitude in the cost of the multilevel estimator over the standard Metropolis-Hastings algorithm for tolerances $\varepsilon < 10^{-2}$.

B. Boys, T. J. Dodwell, M. Hobbs et al.

This paper presents a lightweight, open-source and high-performance python package for solving peridynamics problems in solid mechanics. The development of this solver is motivated by the need for fast analysis tools to achieve the large number of simulations required for `outer-loop' applications, including sensitivity analysis, uncertainty quantification and optimisation. Our python software toolbox utilises the heterogeneous nature of OpenCL so that it can be executed on any platform with CPU or GPU cores. We illustrate the package use through a range of industrially motivated examples, which should enable other researchers to build on and extend the solver for use in their own applications. Step improvements in execution speed and functionality over existing techniques are presented. A comparison between this solver and an existing OpenCL implementation in the literature is presented, tested on benchmarks with hundreds of thousands to tens of millions of nodes. We demonstrate the scalability of the solver on the GeForce RTX 2080 TiGPU from NVIDIA, and the memory-bound limitations are analysed. In all test cases, the implementation is between 1.4 and 10.0 times faster than a similar existing GPU implementation in the literature. In particular, this improvement has been achieved by utilising local memory on the GPU.