Optimization of the quantile function on the basis of kernel estimates

Procedures for construction of the kernel estimates of the quantile function were considered, a stochastic quasigradient algorithm based on the kernel estimates was proposed, and an example corroborating its efficiency was presented.     

Analysis of the multi-server Markov queuing system with unlimited buffer and negative customers

Consideration was given to the multi-server queuing system with unlimited buffer, Markov input flow, and Markov (general) process of servicing all customers on servers with the number of process states and intensities of the inter-phase passage depending on the number of customers in the system. Additionally, a Markov flow of negative customers arrives to the system, the arriving negative customer killing the last queued positive customer. A recurrent algorithm to calculate the stationary probabilities of system states was obtained, and a method of calculation of the stationary distribution of the waiting time before starting servicing of a positive customer was proposed.     

spinney: A Form library for helicity spinors

In this work, the library spinney is presented, which provides an implementation of helicity spinors and related algorithms for the symbolical manipulation program Form. The package is well suited for symbolic amplitude calculations both in traditional, Feynman diagram based approaches and unitarity-based techniques.

Program summary

Program title: spinneyCatalogue identifier: AEJQ_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJQ_v1_0.htmlProgram obtainable from: CPC Program Library, Queen?s University, Belfast, N. IrelandLicensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including test data, etc.: 21 128No. of bytes in distributed program, including test data, etc.: 377 589Distribution format: tar.gzProgramming language: FormComputer: Any supporting the Form languageOperating system: Any supporting the Form languageClassification: 4.4, 5, 11.1Nature of problem: Implementation of the spinor-helicity formalismSolution method: Form implementationRunning time: From actual calculations of all six-point one-loop diagrams of the process bounds of 50 ms<t?71 s for the simplest and the most complicated diagram respectively have been derived on an Intel Xeon 3.20 GHz using Form 3.3.     

Estimating state and operation of power supply systems

For the problems of regional control of the power supply systems, indices of their state and operation were suggested, and their estimation models as applied to the heat supply systems were discussed. It was proposed to form these indices with regard for the topology of the power distribution system beginning from the sources and ending at the ultimate consumers.     

Grid methods in simulation and random variate generation

Points can be generated uniformly in a compact setA ofR ^d by constructing a fine rectangular grid coveringA, selecting a grid rectangle, and performing an acceptance test if the rectangle in question is not entirely contained inA. For very fine grids, the acceptance test is needed with very small probability. We look at the storage requirements and expected time performance of this method, and apply it in avoidance problems and in the design of fast generators for random variates with a bounded density on [0, 1].     

Density estimation and random variate generation using multilayernetworks

In this paper we consider two important topics: density estimation and random variate generation. We present a framework that is easily implemented using the familiar multilayer neural network. First, we develop two new methods for density estimation, a stochastic method and a related deterministic method. Both methods are based on approximating the distribution function, the density being obtained by differentiation. In the second part of the paper, we develop new random number generation methods. Our methods do not suffer from some of the restrictions of existing methods in that they can be used to generate numbers from any density provided that certain smoothness conditions are satisfied. One of our methods is based on an observed inverse relationship between the density estimation process and random number generation. We present two variants of this method, a stochastic, and a deterministic version. We propose a second method that is based on a novel control formulation of the problem, where a "controller network" is trained to shape a given density into the desired density. We justify the use of all the methods that we propose by providing theoretical convergence results. In particular, we prove that the L(infinity) convergence to the true density for both the density estimation and random variate generation techniques occurs at a rate O((log log N/N)((1-epsilon)/2)) where N is the number of data points and epsilon can be made arbitrarily small for sufficiently smooth target densities. This bound is very close to the optimally achievable convergence rate under similar smoothness conditions. Also, for comparison, the (2) root mean square (rms) convergence rate of a positive kernel density estimator is O(N(-2/5)) when the optimal kernel width is used. We present numerical simulations to illustrate the performance of the proposed density estimation and random variate generation methods. In addition, we present an extended introduction and bibliography that serves as an overview and reference for the practitioner.     

Probabilistic-time characteristics of bistable random access networks

Bistable random access networks, probability distribution of the normed number of messages in the retrial buffer and main probabilistic characteristics of the network are investigated. Conditions for a random access network to be bistable are formulated. Formulas for estimating the time of sojourn of the network in the neighborhood of a stable state are derived. The time of stable operation of bistable networks is shown to lie in a wide range of vales and may be quite large, almost unbounded.     

glsim: A general library for numerical simulation

We describe glsim, a C++ library designed to provide routines to perform basic housekeeping tasks common to a very wide range of simulation programs, such as reading simulation parameters or reading and writing self-describing binary files with simulation data. The design also provides a framework to add features to the library while preserving its structure and interfaces.     

Optimising code generation with haggies

This article describes haggies, a program for the generation of optimised programs for the efficient numerical evaluation of mathematical expressions. It uses a multivariate Horner-scheme and Common Subexpression Elimination to reduce the overall number of operations.The package can serve as a back-end for virtually any general purpose computer algebra program. Built-in type inference that allows to deal with non-standard data types in strongly typed languages and a very flexible, pattern-based output specification ensure that haggies can produce code for a large variety of programming languages.We currently use haggies as part of an automated package for the calculation of one-loop scattering amplitudes in quantum field theories. The examples in this articles, however, demonstrate that its use is not restricted to the field of high energy physics.

Program summary

Program title: haggiesCatalogue identifier: AEGF_v1_0Program summary: URL: http://cpc.cs.qub.ac.uk/summaries/AEGF_v1_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: GNU GPL v3No. of lines in distributed program, including test data, etc.: 56 220No. of bytes in distributed program, including test data, etc.: 579 010Distribution format: tar.gzProgramming language: Java, JavaCCComputer: Any system that runs the Java Virtual MachineOperating system: Any system that runs the Java Virtual MachineRAM: Determined by the size of the problemClassification: 4.14, 5, 6.2, 6.5, 11.1Nature of problem: Generation of optimised programs for the evaluation of possibly large algebraic expressionsSolution method: Java implementationRunning time: Determined by the size of the problem     

Object-oriented design patterns in Fortran 90/95: mazev1, mazev2 and mazev3

This paper discusses the concept, application, and usefulness of software design patterns for scientific programming in Fortran 90/95. An example from the discipline of object-oriented design patterns, that of a game based on navigation through a maze, is used to describe how some important patterns can be implemented in Fortran 90/95 and how the progressive introduction of design patterns can usefully restructure Fortran software as it evolves. This example is complemented by a discussion of how design patterns have been used in a real-life simulation of Particle-in-Cell plasma physics. The following patterns are mentioned in this paper: Factory, Strategy, Template, Abstract Factory and Facade.

Program summary

Program title: mazev1, mazev2, mazev3Catalogue identifier: AEAI_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEAI_v1_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including test data, etc.: 1958No. of bytes in distributed program, including test data, etc.: 17 100Distribution format: tar.gzProgramming language: Fortran 95Computer: PC/MacOperating system: Unix/Linux/Mac (FreeBSD)/Windows (Cygwin)RAM: These are interactive programs with small (KB) memory requirementsClassification: 6.5, 20Nature of problem: A sequence of programs which demonstrate the use of object oriented design patterns for the restructuring of Fortran 90/95 software. The programs implement a simple maze game similar to that described in [1].Solution method: Restructuring uses versions of the Template, Strategy and Factory design patterns.Running time: Interactive.References:

[1] 

E. Gamma, R. Helm, R. Johnson, J. Vlissides, Design Patterns: Elements of Reusable Object Oriented Software, Addison-Wesley, 1995, ISBN 0201633612.

     

A FORTRAN program for generation of multivariate normally distributed random variables

The computer program given in this paper generates a set of values for each of the random variables which are distributed according to a multivariate normal distribution. It is written in FORTRAN 77 and is designed to run on a CYBER 175 computer. In generating a set of values, the program either can use actual data of the variables as input to estimate parameter values of the multivariate normal distribution or the parameter values of the multivariate normal distribution can be used directly as input to the program. The theory and the necessary algorithms for the generation are given in detail. Use of the program is illustrated through an example in soil engineering. Monte-Carlo simulation method is used for working out the example.     

On asymptotics of the emptiness probability in the M/GI/1 queue

We obtain the asymptotic estimation for the non-stationary emptiness probability in the M/GI/1 queue for the case of regularly varying tails of service-time distribution.     

yambo: An ab initio tool for excited state calculations

yambo is an ab initio code for calculating quasiparticle energies and optical properties of electronic systems within the framework of many-body perturbation theory and time-dependent density functional theory. Quasiparticle energies are calculated within the GW approximation for the self-energy. Optical properties are evaluated either by solving the Bethe-Salpeter equation or by using the adiabatic local density approximation. yambo is a plane-wave code that, although particularly suited for calculations of periodic bulk systems, has been applied to a large variety of physical systems. yambo relies on efficient numerical techniques devised to treat systems with reduced dimensionality, or with a large number of degrees of freedom. The code has a user-friendly command-line based interface, flexible I/O procedures and is interfaced to several publicly available density functional ground-state codes.

Program summary

Program title:yamboCatalogue identifier: AEDH_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEDH_v1_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: GNU General Public Licence v2.0No. of lines in distributed program, including test data, etc.: 149 265No. of bytes in distributed program, including test data, etc.: 2 848 169Distribution format: tar.gzProgramming language: Fortran 95, CComputer: any computer architecture, running any flavor of UNIXOperating system: GNU/Linux, AIX, Irix, OS/XHas the code been vectorised or parallelized?: YesRAM: 10-1000 MbytesClassification: 7.3, 4.4, 7.2External routines:

•

BLAS (http://www.netlib.org/blas/)

•

LAPACK (http://www.netlib.org/lapack/)

•

MPI (http://www-unix.mcs.anl.gov/mpi/) is optional.

•

BLACS (http://www.netlib.org/scalapack/) is optional.

•

SCALAPACK (http://www.netlib.org/scalapack/) is optional.

•

FFTW (http://www.fftw.org/) is optional.

•

netCDF (http://www.unidata.ucar.edu/software/netcdf/) is optional.

Nature of problem: Calculation of excited state properties (quasiparticles, excitons, plasmons) from first principles.Solution method: Many body perturbation theory (Dyson equation, Bethe Salpeter equation) and time-dependent density functional theory. Quasiparticle approximation. Plasmon-pole model for the dielectric screening. Plane wave basis set with norm conserving pseudopotentials.Unusual features: During execution, yambo supplies estimates of the elapsed and remaining time for completion of each runlevel. Very friendly shell-based user-interface.Additional comments:yambo was known as “SELF” prior to GPL release. It belongs to the suite of codes maintained and used by the European Theoretical Spectroscopy Facility (ETSF) [1].Running time: The typical yambo running time can range from a few minutes to some days depending on the chosen level of approximation, and on the property and physical system under study.References:[1] The European Theoretical Spectroscopy Facility, http://www.etsf.eu.     

Multithreshold control of the BMAP/G/1 queuing system with MAP flow of Markovian disasters

Consideration was given to the BMAP/G/1 queuing system with a controlled mode of operation and flow of disasters interrupting servicing and emptying the system. The multithreshold strategies were used to control the mode of operation. For a fixed control strategy, determined were the stationary distribution of the system state probabilities at the instants of servicing completion and the performance characteristics such as the mean times between the customer departures, mean fraction of using a mode, mean number of customers lost in unit time because of disasters, and the probability that an arbitrary customer will be safely serviced. A numerical example illustrating the results was presented.     

SPICE: Simulation Package for Including Flavor in Collider Events

We describe SPICE: Simulation Package for Including Flavor in Collider Events. SPICE takes as input two ingredients: a standard flavor-conserving supersymmetric spectrum and a set of flavor-violating slepton mass parameters, both of which are specified at some high “mediation” scale. SPICE then combines these two ingredients to form a flavor-violating model, determines the resulting low-energy spectrum and branching ratios, and outputs HERWIG and SUSY Les Houches files, which may be used to generate collider events. The flavor-conserving model may be any of the standard supersymmetric models, including minimal supergravity, minimal gauge-mediated supersymmetry breaking, and anomaly-mediated supersymmetry breaking supplemented by a universal scalar mass. The flavor-violating contributions may be specified in a number of ways, from specifying charges of fields under horizontal symmetries to completely specifying all flavor-violating parameters. SPICE is fully documented and publicly available, and is intended to be a user-friendly aid in the study of flavor at the Large Hadron Collider and other future colliders.

Program summary

Program title: SPICECatalogue identifier: AEFL_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFL_v1_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including test data, etc.: 8153No. of bytes in distributed program, including test data, etc.: 67 291Distribution format: tar.gzProgramming language: C++Computer: Personal computerOperating system: Tested on Scientific Linux 4.xClassification: 11.1External routines: SOFTSUSY [1,2] and SUSYHIT [3]Nature of problem: Simulation programs are required to compare theoretical models in particle physics with present and future data at particle colliders. SPICE determines the masses and decay branching ratios of supersymmetric particles in theories with lepton flavor violation. The inputs are the parameters of any of several standard flavor-conserving supersymmetric models, supplemented by flavor-violating parameters determined, for example, by horizontal flavor symmetries. The output are files that may be used for detailed simulation of supersymmetric events at particle colliders.Solution method: Simpson's rule integrator, basic algebraic computation.Additional comments: SPICE interfaces with SOFTSUSY and SUSYHIT to produce the low energy sparticle spectrum. Flavor mixing for sleptons and sneutrinos is fully implemented; flavor mixing for squarks is not included.Running time: <1 minute. Running time is dominated by calculating the possible and relevant three-body flavor-violating decays of sleptons, which is usually 10-15 seconds per slepton.References:

[1]

B.C. Allanach, Comput. Phys. Commun. 143 (2002) 305, arXiv:hep-ph/0104145.

[2]

B.C. Allanach, M.A. Bernhardt, arXiv:0903.1805 [hep-ph].

[3]

A. Djouadi, M.M. Muhlleitner, M. Spira, Acta Phys. Pol. B 38 (2007) 635, arXiv:hep-ph/0609292.

     

FLY. A parallel tree N-body code for cosmological simulations

FLY is a parallel treecode which makes heavy use of the one-sided communication paradigm to handle the management of the tree structure. In its public version the code implements the equations for cosmological evolution, and can be run for different cosmological models.This reference guide describes the actual implementation of the algorithms of the public version of FLY, and suggests how to modify them to implement other types of equations (for instance, the Newtonian ones).

Program summary

Title of program:FLYCatalogue identifier: ADSCProgram summary URL:http://cpc.cs.qub.ac.uk/summaries/ADSCProgram obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandComputer for which the program is designed and others on which it has been tested: Cray T3E, Sgi Origin 3000, IBM SPOperating systems or monitors under which the program has been tested: Unicos 2.0.5.40, Irix 6.5.14, Aix 4.3.3Programming language used: Fortran 90, CMemory required to execute with typical data: about 100 Mwords with 2 million-particlesNumber of bits in a word: 32Number of processors used: parallel program. The user can select the number of processors ?1Has the code been vectorized or parallelized?: parallelizedNumber of bytes in distributed program, including test data, etc.: 4 615 604Distribution format: tar gzip fileKeywords: Parallel tree N-body code for cosmological simulationsNature of physical problem:FLY is a parallel collisionless N-body code for the calculation of the gravitational force.Method of solution: It is based on the hierarchical oct-tree domain decomposition introduced by Barnes and Hut (1986).Restrictions on the complexity of the program: The program uses the leapfrog integrator schema, but could be changed by the user.Typical running time: 50 seconds for each time-step, running a 2-million-particles simulation on an Sgi Origin 3800 system with 8 processors having 512 Mbytes RAM for each processor.Unusual features of the program:FLY uses the one-side communications libraries: the SHMEM library on the Cray T3E system and Sgi Origin system, and the LAPI library on IBM SP system     

RNGSSELIB: Program library for random number generation, SSE2 realization

The library RNGSSELIB for random number generators (RNGs) based upon the SSE2 command set is presented. The library contains realization of a number of modern and most reliable generators. Usage of SSE2 command set allows to substantially improve performance of the generators. Three new RNG realizations are also constructed. We present detailed analysis of the speed depending on compiler usage and associated optimization level, as well as results of extensive statistical testing for all generators using available test packages. Fast SSE implementations produce exactly the same output sequence as the original algorithms.

Program summary

Program title: RNGSSELIBCatalogue identifier: AEIT_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEIT_v1_0.htmlProgram obtainable from: CPC Program Library, Queen?s University, Belfast, N. IrelandLicensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including test data, etc.: 4177No. of bytes in distributed program, including test data, etc.: 21 228Distribution format: tar.gzProgramming language: C.Computer: PC.Operating system: UNIX, Windows.RAM: 1 MbytesClassification: 4.13.Nature of problem: Any calculation requiring uniform pseudorandom number generator, in particular, Monte Carlo calculations.Solution method: The library contains realization of a number of modern and reliable generators: mt19937, mrg32k3a and lfsr113. Also new realizations for the method based on parallel evolution of an ensemble of dynamical systems are constructed: GM19, GM31 and GM61. The library contains both usual realizations and realizations based on SSE command set. Usage of SSE commands allows the performance of all generators to be substantially improved.Restrictions: For SSE realizations of the generators, Intel or AMD CPU supporting SSE2 command set is required. In order to use the realization lfsr113sse, CPU must support SSE4 command set.Running time: Running time is of the order of 20 sec for generating 10⁹ pseudorandom numbers with a PC based on Intel Core i7-940 CPU. Running time is analysed in detail in Section 5 of the paper.     

Vscape V1.1.0. An interactive tool for metastable vacua

Vscape is an interactive tool for studying the one-loop effective potential of an ungauged supersymmetric model of chiral multiplets. The program allows the user to define a supersymmetric model by specifying the superpotential. The F-terms and the scalar and fermionic mass matrices are calculated symbolically. The program then allows you to search numerically for (meta)stable minima of the one-loop effective potential. Additional commands enable you to further study specific minima, by, e.g., computing the mass spectrum for those vacua. Vscape combines the flexibility of symbolic software, with the speed of a numerical package.

Program summary

Program title:Vscape 1.1.1Catalogue identifier: ADZW_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADZW_v1_0.htmlProgram obtainable from: CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including test data, etc.: 80 507No. of bytes in distributed program, including test data, etc.: 6 708 938Distribution format: tar.gzProgramming language: C++Computer: Pentium 4 PC Computers: need (GNU) C++ compiler, Linux standard GNU installation (./configure; make; make install). A precompiled Windows XP version is included in the distribution packageOperating system: Linux, Windows XP using cygwinRAM: 10 MBWord size: 32 bitsClassification: 11.6External routines: GSL (http://www.gnu.org/software/gsl/), CLN (http://www.ginac.de/CLN/), GiNaC (http://directory.fsf.org/GiNaC.html)Nature of problem:Vscape is an interactive tool for studying the one-loop effective potential of an ungauged supersymmetric model of chiral multiplets. The program allows the user to define a supersymmetric model by specifying the superpotential. The F-terms and the scalar and fermionic mass matrices are calculated symbolically. The program then allows you to search numerically for (meta)stable minima of the one-loop effective potential. Additional commands enable you to further study specific minima, by, e.g., computing the mass spectrum for those vacua. Vscape combines the flexibility of symbolic software with the speed of a numerical package.Solution method: Coleman-Weinberg potential is computed using numerical matrix diagonalization. Minima of the one-loop effective potential are found using the Nelder and Mead simplex algorithm. The one-loop effective potential can be studied using numerical differentiation. Symbolic users interface implemented using flex and bison.Restrictions:N=1 supersymmetric chiral models onlyUnusual features: GiNaC (+CLN), GSL, ReadLib (not essential)Running time: Interactive users interface. Most commands execute in a few ms. Computationally intensive commands execute in order of minutes, depending on the complexity of the user defined model.