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<article xmlns:xlink="http://www.w3.org/1999/xlink">
  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Performance Evaluation of Space Fractional FitzHugh-Nagumo Model: an Implementation with PETSc Library</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Nikita Markov</string-name>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Konstantin Ushenin</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Ahmed Hendy</string-name>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Institute of Immunology and Physiology of the Ural Branch of the Russian Academy of Sciences</institution>
          ,
          <addr-line>Yekaterinburg</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
        <aff id="aff1">
          <label>1</label>
          <institution>Ural Federal University</institution>
          ,
          <addr-line>Yekaterinburg</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
      </contrib-group>
      <fpage>66</fpage>
      <lpage>77</lpage>
      <abstract>
        <p>Space fractional derivatives have been used instead of integer operators with success in a variety of practical applications to study and describe transport processes in media characterized by spatial connectivity properties and high structural heterogeneity altering the classical laws of di usion. This study provides an implementation of space fractional FitzHugh-Nagumo model of excitable medium in two-dimensional space. This implementation is based on shifted Grunwald-Letnikov computational scheme which transforms the space fractional di usion equations to a system of algebraic equations. After that, the conjugated gradient method is used to solve the sparse matrix system. MPI and PETSc library is used for implementation. We investigate the in uence of some factors to our implementation performance and scalability such as core numbers, size of computation mesh, and fractional derivative orders. All tests are done on ccNUMA architecture with two CPUs.</p>
      </abstract>
      <kwd-group>
        <kwd>space fractional reaction-di usion equations</kwd>
        <kwd>fractional</kwd>
        <kwd>Laplacian</kwd>
        <kwd>FitzHugh-Nagumo model</kwd>
        <kwd>spiral waves</kwd>
        <kwd>conjugated gra- dient method</kwd>
        <kwd>distributed memory system</kwd>
        <kwd>PETSc library</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>Living system simulations make great impact on the understanding of biological
processes. They help in checking the side e ects of drugs and allow to create
a personalized model of human organs which help in planning of surgery and
medication. Recently, some researchers have been looking for a way to apply
fractional derivatives [1] to living system models. The main advantage of these
approaches is to describe sub-di usion processes. The sub-di usion is a di usion
process which gives a squared displacement of particles which are non-linearly
dependent on time. Especially, this variant of di usion exists in tissue and
subcellular space. The model of visco-elastic property of soft tissue which can explain
oscillation damping more precisely is one of models which contains fractional
derivatives. The review of these sorts of models are described in the introduction
of Ph.D. thesis [2]. In addition, there are several other applications of models
with fractional derivatives to life science: cancer growth [3], initial stage of HIV
[4], and population growth [5].</p>
      <p>Individual attention is required for the excitable medium models. These
models describe neurons and muscle tissue (myocardium). The special problem is a
more realistic description of di usion in consideration of subdi usion transport
in subcellural space and tissue structure. In [6], the authors proposed a
replacment of integer Laplacian in excitable medium model by fractional Laplacian.
This replacement gives a precise reproduction of several physiological
experiments in computer simulations. An important feature of fractional derivative
in a new model behavior, which can not be repeated with changing di usion
coe cient or introduction of nonlinear parts.</p>
      <p>Unfortunately, the replacement of integer derivatives by fractional ones leads
to a signi cant increase in the computational time. This fact motivates us to
introduce a high performance implementation for fractional FitzHugh-Nagumo
model [7] based on some computational methods [8]. A fractional
FitzHughNagumo model is a generalizing of the standard model that describes the propagation
of the electrical potential in heterogeneous cardiac tissue. The fractional model
consists of a couple fractional Riesz space nonlinear reaction-di usion model and
a system of ordinary di erential equations. This implementation is required for
physiological experiments in the future.</p>
      <p>We use PETSc library [9{11], which provides iterative solvers for sparse
matrix. This library is used in more than 14 software packages for scienti c
computing [9] and support multicore architectures, computation accelerators and
systems with distributed memory. The implementation based on this popular
and well-known library is more suitable for our goals.</p>
      <p>Besides that, we investigate the in uence of some factors in our
implementation performance and scalability such as core numbers, size of computation
mesh, and fractional derivative orders. All tests were conducted on Cache
coherent non-uniform memory access (ccNUMA) architecture with two six core
central processing unit (CPU). The rest of this paper is as follows: the next
section is devoted to describe FitzHugh-Nagumo model and fractional Laplalacian
operator, then we proceed to describe conducted experiments.
2</p>
    </sec>
    <sec id="sec-2">
      <title>Numerical Implementation of FitzHugh-Nagumo</title>
    </sec>
    <sec id="sec-3">
      <title>Model</title>
      <p>The FitzHugh-Nagumo model is a reaction-di usion equation which describes
waves propagation in an excitable medium. Initially, it was created as a
mathematical description of the action potential propagation on an axon membrane.
@u</p>
      <p>
        = r (Kru) + u(1 u)(u a) v; (
        <xref ref-type="bibr" rid="ref1">1</xref>
        )
@t
@v
      </p>
      <p>
        = "( u v ); (
        <xref ref-type="bibr" rid="ref2">2</xref>
        )
@t
where u is a \fast" variable which describes membrane potential of a cell; v is a
\slow" variable which connects with the medium conductivity by inverse ratio;
K is a di usion tensor; "; ; ; are the constants which describe the model
behavior.
      </p>
      <p>During a long period of time, the FitzHugh-Nagumo model was being used
for research of auto-oscillatory process in the excitable media. For example,
the spiral waves in a two dimensional domain and scroll waves in a three
dimensional domain. These structures are models of arrhythmic activity in mammalian
hearts.</p>
      <p>The model is suitable for this study, because it is simple, contains only two
phase variables and converges on big time steps. In addition, spiral waves provide
test example for a performance analysis which is close to realistic problems.
2.1</p>
      <sec id="sec-3-1">
        <title>Space Fractional Laplacian Operators</title>
        <p>Usually, researchers and engineers use derivatives and integrals with integer
order of degree in applications. However, there are several de nitions of derivatives
and integrals with real and complex numbers of degree. They are named
fractional derivatives and fractional integrals. Some of these de nitions are given
by Grunwald-Letnikov, Riemann-Liouville, Caputo, Marchaud, Hadamard, and
more [12]. In some cases, many of these de nitions are equivalent to each other.</p>
        <p>In this paper we use a fractional derivative with order 1 (1 &lt; 1 2) which
is de ned by Riesz [12].</p>
        <p>2 cos(
;</p>
        <p>=
where
v( ; y; t)
) 1 1
d ;
d :
x</p>
        <p>Similar expressions are de ned for the space Riesz fractional derivative of
order 2 (1 &lt; 2 2) with respect to y.</p>
        <p>After that, we can introduce a fractional Laplacian operator.</p>
        <p>r =
;
@jxj @jyj @jzj
In [1, 13, 12], the authors describe the theory of fractional derivatives in detail.</p>
        <p>
          After the replacement of integer Laplacian operator with the fractional one,
the fractional FitzHugh-Nagumo model appears:
@u @ 1 u @ 2 u
@t = Kx @jxj 1 + Ky @jyj 2 + u(1 u)(u a) v; (
          <xref ref-type="bibr" rid="ref7">7</xref>
          )
@v
        </p>
        <p>
          = "( u v ); (
          <xref ref-type="bibr" rid="ref8">8</xref>
          )
@t
where Kx and Ky are conductivity coe cients along axes. For further
explanation, we denote non-linear part of rst equation as f = u(1 u)(u a) v, and
left side of second equations as s = "( u v ).
(
          <xref ref-type="bibr" rid="ref3">3</xref>
          )
(
          <xref ref-type="bibr" rid="ref4">4</xref>
          )
(
          <xref ref-type="bibr" rid="ref5">5</xref>
          )
(
          <xref ref-type="bibr" rid="ref6">6</xref>
          )
        </p>
      </sec>
      <sec id="sec-3-2">
        <title>Numerical Method</title>
        <p>
          In our research, we use the numerical method which is described in [14, 8]. This
numerical method transforms (
          <xref ref-type="bibr" rid="ref7">7</xref>
          ) to a system of linear algebraic equations which
can be solved by conjugated gradient (CG) method.
        </p>
        <p>The numerical simulation is formulated by considering positive integers m1,
m2 and N such that hx = Dx=m1; hy = Dy=m2; = T =N be characteristics
of space and time grids. The orthogonal uniform computation mesh includes
m m nodes with step by space h. is a time step and n is a number of
conducted time steps. uin;j is the value of unknown function u(xi; yj ; tn).</p>
        <p>The GrunwaldLetnikov approximations for l.h.s and r.h.s fractional
derivatives are given by:
=
=</p>
        <p>1
(hx)a</p>
        <p>1
(hx)a
i+1
X g(l)u(xi l+1; yj ; tn) + O(hx);
l=0
m i+1</p>
        <p>X</p>
        <p>
          g(l)u(xi+l 1; yj ; tn) + O(hx);
l=0
where coe cients gl are de ned by recurrent formula:
g(0) = 1; g(l) = (
          <xref ref-type="bibr" rid="ref1">1</xref>
          )l l
=
gl 1
l + 1
l
:
        </p>
        <p>Similar expressions are de ned for y axis direction. The Order of fractional
derivative for y direction is denoted as 2.</p>
        <p>
          Substitution of expressions (
          <xref ref-type="bibr" rid="ref9">9</xref>
          ), (
          <xref ref-type="bibr" rid="ref10">10</xref>
          ) in (
          <xref ref-type="bibr" rid="ref7">7</xref>
          ) leads to the following numerical
scheme [14]:
        </p>
        <p>
          i+1
uin;j + r(
          <xref ref-type="bibr" rid="ref1">1</xref>
          )h X g(l1)uin l+1;j +
l=0
j+1
+ r(
          <xref ref-type="bibr" rid="ref2">2</xref>
          )h X g(l2)uin;j l+1 +
        </p>
        <p>l=0
vin;j = vi;j n 1</p>
        <p>
          n 1 + si;j ;
r(
          <xref ref-type="bibr" rid="ref1">1</xref>
          ) =
        </p>
        <p>
          Kx
2 cos(
          <xref ref-type="bibr" rid="ref21">2 1</xref>
          )h 1
; r(
          <xref ref-type="bibr" rid="ref2">2</xref>
          ) =
g(l1)u1n+l 1;j
i
i
m i+1
        </p>
        <p>X
l=0
m j+1</p>
        <p>X
l=0</p>
        <p>Ky
2 cos( 2 2 )h 2</p>
        <p>;
g(l2)uin;j+l 1
= ui;j n 1
n 1 + fi;j ;
where fin;j = uin;j (1 uin;j )(uin;j a) vin;j is nonlinear part in the rst model
equation, and sin;j = "( uin;j vin;j ) is right hand part of second equations.</p>
        <p>Boundary conditions in Dirichlet form are described in the following form:
n n n n
u0;j = um;j = ui;0 = ui;m = 0:</p>
        <p>
          The linear system Au(n) = b(n 1) is constructed based on these expressions.
A is matrix of the system with size (m 1)(m 1) (m 1)(m 1) in left hand
(
          <xref ref-type="bibr" rid="ref9">9</xref>
          )
(
          <xref ref-type="bibr" rid="ref10">10</xref>
          )
(
          <xref ref-type="bibr" rid="ref11">11</xref>
          )
(
          <xref ref-type="bibr" rid="ref12">12</xref>
          )
(
          <xref ref-type="bibr" rid="ref13">13</xref>
          )
(
          <xref ref-type="bibr" rid="ref14">14</xref>
          )
(
          <xref ref-type="bibr" rid="ref15">15</xref>
          )
(a) 1 = 2 = 1:9
        </p>
        <p>
          (b) 1 = 2 = 2:0
side of equations (
          <xref ref-type="bibr" rid="ref12">12</xref>
          ). un = (u1n;1; u1n;2; :::; u1n;m 1; u2n;1; :::; unm 1;m 1). b(n 1) is a
right hand side vector of system (
          <xref ref-type="bibr" rid="ref12">12</xref>
          ) with length (m 1)(m 1).
        </p>
        <p>Figure 1 presents matrix A with di erent values of 1 = 2. The problem
became identical to usual FitzHugh-Nagumo model if 1 = 2 = 2:0.</p>
        <p>
          In work [14] authors use Gauss-Seidel method to solve the equations. In our
research we use conjugated gradient method without precondition.
At the rst stage of the algorithm, arrays and the matrix are initialized by PETSc
library. PETSc library does a partition of arrays and the matrix across di erent
processes. The matrix and arrays are constructed in a parallel way. Each process
keeps in memory a single part of every structure. The formulas of matrix values
2 (curvature of the waves is due
are described in numerical scheme (
          <xref ref-type="bibr" rid="ref12">12</xref>
          ). After initialization and construction of
the matrix, the program sets u0 and v0 in order to initiate the spiral wave in the
simulation (
          <xref ref-type="bibr" rid="ref16">16</xref>
          )-(
          <xref ref-type="bibr" rid="ref17">17</xref>
          ). It should be noted that in the main computational cycle
each operation is conducted in a parallel way and the linear system is solved by
conjugate gradient method.
3
        </p>
      </sec>
    </sec>
    <sec id="sec-4">
      <title>Numerical Experiments and Results</title>
      <p>We consider three series of experiments to study performance of the simulation.
In the rst series, we establish the e ect of order of fractional derivative to the
performance. We take di erent values for 1; 2 and x the number of cores
to one. The second series is concerned with the establishment of scalability for
di erent numbers of threads (from 1 to 12). The fractional orders 1 = 2 are
xed. The third series discusses the relation between number of mesh nodes and
scalability. The order of fractional derivatives 1 = 2 chosen to be 1.9 and 2.0.
All experiments were conducted on one node of Ural Federal University's cluster
with two CPU Intel Xeon E5-2620 v2 @ 2.10GHz, which are joined in ccNUMA
architecture.</p>
      <p>In [6], the authors compare features of excitation wave behavior when the
order of fractional derivative is equal to 1.9, 1.75, and 1.5. In this research, we
Algorithm 1 The algorithm of initialization and main computational cycle
1: procedure Compute(t; s; f; T )
2: Initiate(Ai;j ; uin;j ; vin;j)
3: ConstructTheMatrix(A)
4: SetInitialValues(u0; v0)
5: while t n &lt; T do
6: b un 1 + t f (un 1; vn 1)
7: Solve(Aun = b)
8: vn vn 1 + t b
9: Print(t; un; vn)
10: n n + 1
11: end while
12: return un; vn
13: end procedure
use the same parameters. Other variants and combinations are used to complete
the study. If 1 = 2 = 2:0, fractional FitsHugh-Nagumo model is reduced to
standard FitsHugh-Nagumo model with integer order of Laplacian. If 1 = 1:9
or 2 = 1:9, the simulation behavior is similar to the case of ordinary Laplacian,
but performance drops. This happens because the matrix of the linear system is
more complex for fractional derivative, see Fig. 1. This leads to a high number
of steps in iterative CG solver.</p>
      <p>
        The rst series of experiments are done on a square area with size 2:5 2:5
and 256 256 mesh nodes, step-by-time = 0:1. The parameters 1; 2 are
chosen in range from 1.1 to 2.0 with step 0.1. The simulation takes 1400 time
steps for each parameter combination. A spiral wave initiation protocol (
        <xref ref-type="bibr" rid="ref16 ref17">16,17</xref>
        )
is used as initial condition.The computational power is restricted by one core.
      </p>
      <p>When 1 = 2; 1 2 [1:1; 2:0], the results are shown in Figure 3(a). For all
possible combinations of parameters 1 2 [1:1; 2:0]; 2 2 [1:1; 2:0], the results
are shown in Figure 3(b). The computational time grows with increasing 1; 2
and dramatically decreases when 1 = 2:0 or 2 = 2:0. The computational time
for 1 = 2 = 2:0 is 35 times lower than in case of 1 = 2 = 1:9.</p>
      <p>We can explain this result by reduction of the fractional problem to the
problem with integer Laplacian when 1 = 2 = 2:0. This reduction leads to
a simpli cation of the matrix (Fig. 1). The multi-diagonal matrix of fractional
problem is reduced to banded matrix with ve diagonals. This simple matrix
structure requires less iterations of CG solvers. The di erence in computational
time for di erent derivative orders can be explained by features of the matrix or
features of spiral wave behavior.</p>
      <p>In the second series, we xed values of 1 = 2; 1; 2 2 [1:1; 2:0] and
studied the scalability for number of cores from 1 to 12. Fractional derivative
orders are set to be 1.1, 1.25, 1.5, 1.75, 1.9, 2.0. Simulation takes 1000 time steps
on a 5:0 5:0 mesh with 512 512 mesh nodes.</p>
      <p>The time of computations is shown on a Diagrams 4(a), 4(b) and scalability
is shown on a Plot 4(c). The scalability is close to linear for 1 = 2 = 2:0, but
in case 1 = 2 &lt; 2:0 it increases up to a sixth core and stays on plate. Similar
result is shown on two and three nodes of cluster. In our opinion, these results
may be explained by counts of slow non-local memory readings from di erent
cores in ccNUMA architecture.</p>
      <p>In the third series, we study a dependency between scalability and mesh size.
The computation is done on a di erent square meshes with sizes 1:25 1:25,
2:5 2:5, 5:0 5:0 and 128 128 , 256 256 , 512 512. This formulation
of the problem is important, because the computational scheme 12 establishes
dependency of each value to the values from adjoined row and column way to
the mesh border. Expansion of the computational mesh leads to increasing of
the number of nonzero elements in the matrix. Parameters of experiment are
taken as: h = 0:009767 is step by space, = 0:1 is step by time, 1000 time steps
were computed. The order of fractional derivatives 1 = 2 are set to be 1.9 and
2.0.</p>
    </sec>
    <sec id="sec-5">
      <title>Comparison with Related Work</title>
      <p>In this section we compare our implementation with some existed works in
literature. In [15], the authors proposed some numerical methods for e cient
computation of a class of matrix functions on GPU. This method allows to
improve performance of exponential integrator and computation of fractional
Laplacian. The authors describe computationally fractional-by-space
reactiondi usion equations and fractional-by-space FitzHugh-Nagumo model on CPU
and GPU. Libraries cuBLAS and cuSPARCE are used as parallelization
technology. MATLAB is used for implementation.</p>
      <p>In their study, 20000 time steps are computed during 175 369 seconds with
CPU and 14 579 seconds with GPU. Approximately, it is about 8.768 seconds
for one time step on CPU and 0.729 seconds for GPU. Our implementation
computes 1000 time steps in 772 sec. with 12 CPU cores. It is about 0.771
steps in one second. Thus, performance of our implementation is faster than
CPU implementation from the paper [15] and close in performance to GPU
implementation.</p>
      <p>In [16], the authors described parallel algorithm for solution
fractional-byspace reaction-di usion equations in one dimensional case. Finite di erence
method is used for fractional partial derivative discretization. Performance study
was achieved with one core, one CPU (Intel Xeon X5540) and 64 cores. In the
last case, MPI technology is used. Programming language was Fortran 90.
Remarkably, computational scheme is based on Grunwald approximations. This is
similar to our study, but we solve the problem in two dimensions.</p>
      <p>In their study, performance increased by 3.38-3.58 times with 4 cores and
4.55{5.23 times with 8 cores. We computed minimal and maximal speedup
achieved in our simulation for all variant of parameters excluding case of
Laplacian with integer order. In our implementation, performance increased by 2.29
{ 3.85 times on 4 cores, 3.5 { 5.0 times on 8 cores and 4.06 { 5.28 times on 12
cores. Based on these metrics, we can say that our implementation scalability is
close to scalability of the implementation [16].</p>
      <p>Besides that, the authors in [17] described program to solve Maxwell's
fractional equation which uses PETSc, but performance and scalability tests are not
described. In [18] and [19], a study of performance for several numerical
methods without parallelization was performed. In [2] and [20, 21], a study of e ective
parallelization techniques was done. The authors used PETSc. However, these
works are not compatible with our work directly, because the authors solved
the problem with another conditions and other computational methods. In
addition, our study is more detailed. We study performance from hardware and
model parameters together in one research.
5</p>
    </sec>
    <sec id="sec-6">
      <title>Conclusion</title>
      <p>In this paper, we describe a high performance implementation of the fractional
FitzHugh-Nagumo model. It is based on numerical method [8] to approximate
fractional reaction di usion equation and conjugate gradient method to solve the
sparse linear system. Our solution is done with the aid of PETSc library which is
used a lot for scienti c computing [9]. The simulation with fractional derivatives
shows 17%-65% less performance than ones with integer order derivatives. We
study the dependencies of simulation performance such as size of mesh and
order of fractional derivative. In addition, we establish simulation scalability
in ccNUMA architecture with two six-core CPU. The proposed implementation
shows a linear scalability when a fractional problem is reduced to a problem with
an ordinary Laplacian ( 1 = 2 = 2:0). However, the implementation speedup
reaches plateau from six cores and more with other values 1; 2.</p>
      <p>The proposed implementation can be used for research of physiological
features of excitable medium model with fractional derivative in the future.
Acknowledgements. The study was supported by the Russian Science
Foundation (no. 14-35-00005). We used the computational cluster of Ural Federal
University for this research.</p>
    </sec>
  </body>
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