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At least 235 records · Page 13

Graph coarsening: from scientific computing to machine learning

Abstract The general method of graph coarsening or graph reduction has been a remarkably useful and ubiquitous tool in scientific computing and it is now just starting to have a similar impact in machine learning. The goal of this paper is to take a broad look into coarsening techniques that have been successfully deployed in scientific computing and see how similar principles are finding their way in more recent applications related to machine learning. In scientific computing, coarsening plays a central role in algebraic multigrid methods as well as the related class of multilevel incomplete LU factorizations. In machine learning, graph coarsening goes under various names, e.g., graph downsampling or graph reduction. Its goal in most cases is to replace some original graph by one which has fewer nodes, but whose structure and characteristics are similar to those of the original graph. As will be seen, a common strategy in these methods is to rely on spectral properties to define the coarse graph.

Chen, Jie↗

Parallel-in-Time Integration for Nonlinear Hyperbolic Problems (Final Report)

The work for the subcontract was situated in the area of parallel-in-time integration for hyperbolic partial differential equations (PDEs). Parallel-in-time integration is an active area of research due to its ability to enable faster numerical simulations for applications throughout many areas of science. Over the past two decades, much progress has been made in this area; however, this progress has largely been limited to diffusion-dominated PDEs, with some recent success in scalar linear hyperbolic PDEs. Given the ubiquity of numerical simulations of hyperbolic PDEs throughout the sciences, in particular, nonlinear hyperbolic systems, there is a strong need to develop efficient parallel-in-time techniques for hyperbolic problems beyond simple scalar and linear cases, which is the main topic of this subcontract. The main focus of the work was to further develop and perfect coarse-grid operators for the Multigrid Reduction-inTime (MGRIT) method applied to hyperbolic PDEs that were recently proposed in PhD thesis, based on a modified semi-Lagrangian approach.

97 MATHEMATICS AND COMPUTING↗

A multilevel cost-space approach to solving the balanced long transportation problem

We develop a multilevel scheme for solving the balanced long transportation problem, that is, given a set (c(sub kj)) of shipping costs from a set of M supply nodes S(sub k) to a set of N demand nodes D(sub j), we seek to find a set of flows, (x(sub kj)), that minimizes the total cost Sigma(sub k=1)(exp M) Sigma(sub j=1)(exp N) x(sub kj)c(sub kj). We require that the problem be balanced, that is, the total demand must equal the total supply. Solution techniques for this problem are well known from optimization and linear programming. We examine this problem, however, in order to develop principles that can then be applied to more intractible problems of optimization. We develop a multigrid scheme for solving the problem, defining the grids, relaxation, and intergrid operators. Numerical experimentation shows that this line of research may prove fruitful. Further research directions are suggested.

Cavanaugh, Kevin J.↗

Adaptive Meshing Techniques for Viscous Flow Calculations on Mixed Element Unstructured Meshes

An adaptive refinement strategy based on hierarchical element subdivision is formulated and implemented for meshes containing arbitrary mixtures of tetrahendra, hexahendra, prisms and pyramids. Special attention is given to keeping memory overheads as low as possible. This procedure is coupled with an algebraic multigrid flow solver which operates on mixed-element meshes. Inviscid flows as well as viscous flows are computed an adaptively refined tetrahedral, hexahedral, and hybrid meshes. The efficiency of the method is demonstrated by generating an adapted hexahedral mesh containing 3 million vertices on a relatively inexpensive workstation.

Mavriplis, D. J.↗

Non-Galerkin Coarse Grids for Algebraic Multigrid

Algebraic multigrid (AMG) is a popular and effective solver for systems of linear equations that arise from discretized partial differential equations. And while AMG has been effectively implemented on large scale parallel machines, challenges remain, especially when moving to exascale. Particularly, stencil sizes (the number of nonzeros in a row) tend to increase further down in the coarse grid hierarchy, and this growth leads to more communication. Therefore, as problem size increases and the number of levels in the hierarchy grows, the overall efficiency of the parallel AMG method decreases, sometimes dramatically. This growth in stencil size is due to the standard Galerkin coarse grid operator, $P^T A P$, where $P$ is the prolongation (i.e., interpolation) operator. For example, the coarse grid stencil size for a simple three-dimensional (3D) seven-point finite differencing approximation to diffusion can increase into the thousands on present day machines, causing an associated increase in communication costs. We therefore consider algebraically truncating coarse grid stencils to obtain a non-Galerkin coarse grid. First, the sparsity pattern of the non-Galerkin coarse grid is determined by employing a heuristic minimal “safe” pattern together with strength-of-connection ideas. Second, the nonzero entries are determined by collapsing the stencils in the Galerkin operator using traditional AMG techniques. The result is a reduction in coarse grid stencil size, overall operator complexity, and parallel AMG solve phase times.

97 MATHEMATICS AND COMPUTING↗

Patch structured surface grid with dynamic curvature clustering

The numerical technique developed by Eiseman (1985) to generate surface grids with lines clustered in areas of greater curvature is described and demonstrated. This approach combines the direct active use of surface curvature with a mean-value relaxation scheme and multigrid methods; it permits an arbitrary number of patches to be organized in a single integer array based on a patch number, an edge number, and a boundary-condition index. Grids for typical CFD applications are presented and briefly characterized.

Wang, YI↗

Multigrid properties of upwind-biased data reconstructions

The multigrid properties of two data reconstruction methods used for achieving second-order spatial accuracy when solving the two-dimensional Euler equations are examined. The data reconstruction methods are used with an implicit upwind algorithm which uses linearized backward-Euler time-differencing. The solution of the resulting linear system is performed by an iterative procedure. In the present study only regular quadrilateral grids are considered, so a red-black Gauss-Seidel iteration is used. Although the Jacobian is approximated by first-order upwind extrapolation, two alternative data reconstruction techniques for the flux integral that yield higher-order spatial accuracy at steady state are examined. The first method, probably most popular for structured quadrilateral grids, is based on estimating the cell gradients using one-dimensional reconstruction along curvilinear coordinates. The second method is based on Green's theorem. Analysis and numerical results for the two dimensional Euler equations show that data reconstruction based on Green's theorem has superior multigrid properties as compared to the one-dimensional data reconstruction method.

Warren, Gary P.↗

Turbulent flow calculations using unstructured and adaptive meshes

A method of efficiently computing turbulent compressible flow over complex two dimensional configurations is presented. The method makes use of fully unstructured meshes throughout the entire flow-field, thus enabling the treatment of arbitrarily complex geometries and the use of adaptive meshing techniques throughout both viscous and inviscid regions of flow-field. Mesh generation is based on a locally mapped Delaunay technique in order to generate unstructured meshes with highly-stretched elements in the viscous regions. The flow equations are discretized using a finite element Navier-Stokes solver, and rapid convergence to steady-state is achieved using an unstructured multigrid algorithm. Turbulence modeling is performed using an inexpensive algebraic model, implemented for use on unstructured and adaptive meshes. Compressible turbulent flow solutions about multiple-element airfoil geometries are computed and compared with experimental data.

Mavriplis, Dimitri J.↗

Turbulent flow calculations using unstructured and adaptive meshes

A method of efficiently computing turbulent compressible flow over complex two dimensional configurations is presented. The method makes use of fully unstructured meshes throughout the entire flow field, thus enabling the treatment of arbitrarily complex geometries and the use of adaptive meshing techniques throughout both viscous and inviscid regions of the flow field. Mesh generation is based on a locally mapped Delaunay technique in order to generate unstructured meshes with highly-stretched elements in the viscous regions. The flow equations are discretized using a finite element Navier-Stokes solver, and rapid convergence to steady-state is achieved using an unstructured multigrid algorithm. Turbulence modeling is performed using an inexpensive algebraic model, implemented for use on unstructured and adaptaive meshes. Compressible turbulent flow solutions about multiple-element airfoil geometries are computed and compared with expeirmental data.

Mavriplis, Dimitri J.↗

Analysis of multigrid methods on massively parallel computers: Architectural implications

We study the potential performance of multigrid algorithms running on massively parallel computers with the intent of discovering whether presently envisioned machines will provide an efficient platform for such algorithms. We consider the domain parallel version of the standard V cycle algorithm on model problems, discretized using finite difference techniques in two and three dimensions on block structured grids of size 10(exp 6) and 10(exp 9), respectively. Our models of parallel computation were developed to reflect the computing characteristics of the current generation of massively parallel multicomputers. These models are based on an interconnection network of 256 to 16,384 message passing, 'workstation size' processors executing in an SPMD mode. The first model accomplishes interprocessor communications through a multistage permutation network. The communication cost is a logarithmic function which is similar to the costs in a variety of different topologies. The second model allows single stage communication costs only. Both models were designed with information provided by machine developers and utilize implementation derived parameters. With the medium grain parallelism of the current generation and the high fixed cost of an interprocessor communication, our analysis suggests an efficient implementation requires the machine to support the efficient transmission of long messages, (up to 1000 words) or the high initiation cost of a communication must be significantly reduced through an alternative optimization technique. Furthermore, with variable length message capability, our analysis suggests the low diameter multistage networks provide little or no advantage over a simple single stage communications network.

Matheson, Lesley R.↗

Some Aspects of Multigrid Methods on Non-Structured Meshes

To solve a given fine mesh problem, the design of a multigrid method requires the definition of coarse levels, associated coarse grid operators and inter-grid transfer operators. For non-structured simplified meshes, these definitions can rely on the use of non-nested triangulations. These definitions can also be founded on agglomeration/aggregation techniques in a purely algebraic manner. This paper analyzes these two options, shows the connections of the volume-agglomeration method with algebraic methods and proposes a new definition of prolongation operator suitable for the application of the volume-agglomeration method to elliptic problems.

Guillard, H.↗

Reaching bandwidth saturation using transparent injection parallelization

Although logically available, applications may not exploit enough instantaneous communication concurrency to maximize network utilization on HPC systems. This is exacerbated in hybrid programming models that combine single program multiple data with OpenMP or CUDA. We present the design of a “multi-threaded” runtime able to transparently increase the instantaneous network concurrency and to provide near saturation bandwidth, independent of the application configuration and dynamic behavior. The runtime offloads communication requests from application level tasks to multiple communication servers. The servers use system specific performance models to attain network saturation. Our techniques alleviate the need for spatial and temporal application level message concurrency optimizations. Experimental results show improved message throughput and bandwidth by as much as 150% for 4 KB messages on InfiniBand and by as much as 120% for 4 KB messages on Cray Aries. For more complex operations such as all-to-all collectives, we observe as much as 30% speedup. This translates into 23% speedup on 12,288 cores for a NAS FT implemented using FFTW. We observe as much as 76% speedup on 1500 cores for an already optimized UPC+OpenMP geometric multigrid application using hybrid parallelism. For the geometric multigrid GPU implementation, we observe as much as 44% speedup on 512 GPUs.

Chaimov, Nicholas↗

Accelerating multilevel Markov Chain Monte Carlo using machine learning models

Here, this work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian inference often substitute computationally expensive high-fidelity models with machine learning models, thereby introducing approximation errors, our approach offers a computationally efficient alternative by augmenting high-fidelity models with low-fidelity ones within a hierarchical framework. The multilevel approach utilizes the low-fidelity machine learning model (MLM) for inexpensive evaluation of proposed samples thereby improving the acceptance of samples by the high-fidelity model. The hierarchy in our multilevel algorithm is derived from geometric multigrid hierarchy. We utilize an MLM to accelerate the coarse level sampling. Training machine learning model for the coarsest level significantly reduces the computational cost associated with generating training data and training the model. We present an MCMC algorithm to accelerate the coarsest level sampling using MLM and account for the approximation error introduced. We provide theoretical proofs of detailed balance and demonstrate that our multilevel approach constitutes a consistent MCMC algorithm. Additionally, we derive the expression for cost reduction due to machine learning model to facilitate cost analysis of the hierarchical sampling algorithm. Our technique is demonstrated on a standard benchmark inference problem in groundwater flow, where we estimate the probability density of a quantity of interest using a four-level MCMC algorithm. Our proposed algorithm accelerates multilevel sampling by a factor of two while achieving similar accuracy compared to sampling using the standard multilevel algorithm.

97 MATHEMATICS AND COMPUTING↗

Multilevel filtering elliptic preconditioners

A class of preconditioners is presented for elliptic problems built on ideas borrowed from the digital filtering theory and implemented on a multilevel grid structure. They are designed to be both rapidly convergent and highly parallelizable. The digital filtering viewpoint allows the use of filter design techniques for constructing elliptic preconditioners and also provides an alternative framework for understanding several other recently proposed multilevel preconditioners. Numerical results are presented to assess the convergence behavior of the new methods and to compare them with other preconditioners of multilevel type, including the usual multigrid method as preconditioner, the hierarchical basis method and a recent method proposed by Bramble-Pasciak-Xu.

Kuo, C. C. Jay↗

A robust multilevel simultaneous eigenvalue solver

Multilevel (ML) algorithms for eigenvalue problems are often faced with several types of difficulties such as: the mixing of approximated eigenvectors by the solution process, the approximation of incomplete clusters of eigenvectors, the poor representation of solution on coarse levels, and the existence of close or equal eigenvalues. Algorithms that do not treat appropriately these difficulties usually fail, or their performance degrades when facing them. These issues motivated the development of a robust adaptive ML algorithm which treats these difficulties, for the calculation of a few eigenvectors and their corresponding eigenvalues. The main techniques used in the new algorithm include: the adaptive completion and separation of the relevant clusters on different levels, the simultaneous treatment of solutions within each cluster, and the robustness tests which monitor the algorithm's efficiency and convergence. The eigenvectors' separation efficiency is based on a new ML projection technique generalizing the Rayleigh Ritz projection, combined with a technique, the backrotations. These separation techniques, when combined with an FMG formulation, in many cases lead to algorithms of O(qN) complexity, for q eigenvectors of size N on the finest level. Previously developed ML algorithms are less focused on the mentioned difficulties. Moreover, algorithms which employ fine level separation techniques are of O(q(sub 2)N) complexity and usually do not overcome all these difficulties. Computational examples are presented where Schrodinger type eigenvalue problems in 2-D and 3-D, having equal and closely clustered eigenvalues, are solved with the efficiency of the Poisson multigrid solver. A second order approximation is obtained in O(qN) work, where the total computational work is equivalent to only a few fine level relaxations per eigenvector.

Costiner, Sorin↗

Manycore Parallel Computing for a Hybridizable Discontinuous Galerkin Nested Multigrid Method

In this work, we present a parallel computing strategy for a hybridizable discontinuous Galerkin (HDG) nested geometric multigrid (GMG) solver. Parallel GMG solvers require a combination of coarse-grain and fine-grain parallelism to improve time-to-solution performance. In this work we focus on fine-grain parallelism. We use Intel's second generation Xeon Phi (Knights Landing) manycore processor. The GMG method achieves ideal convergence rates of 0.2 or less, for high polynomial orders. A matrix free (assembly free) technique is exploited to save considerable memory usage and increase arithmetic intensity. HDG enables static condensation, and due to the discontinuous nature of the discretization, we developed a matrix vector multiply routine that does not require any costly synchronizations or barriers. Our algorithm is able to attain 80% of peak bandwidth performance for higher order polynomials. This is possible due to the data locality inherent in the HDG method. Very high performance is realized for high order schemes, due to good arithmetic intensity, which declines as the order is reduced.

97 MATHEMATICS AND COMPUTING↗

Applications of Space-Filling-Curves to Cartesian Methods for CFD

The proposed paper presents a variety novel uses of Space-Filling-Curves (SFCs) for Cartesian mesh methods in 0. While these techniques will be demonstrated using non-body-fitted Cartesian meshes, most are applicable on general body-fitted meshes -both structured and unstructured. We demonstrate the use of single O(N log N) SFC-based reordering to produce single-pass (O(N)) algorithms for mesh partitioning, multigrid coarsening, and inter-mesh interpolation. The intermesh interpolation operator has many practical applications including warm starts on modified geometry, or as an inter-grid transfer operator on remeshed regions in moving-body simulations. Exploiting the compact construction of these operators, we further show that these algorithms are highly amenable to parallelization. Examples using the SFC-based mesh partitioner show nearly linear speedup to 512 CPUs even when using multigrid as a smoother. Partition statistics are presented showing that the SFC partitions are, on-average, within 10% of ideal even with only around 50,000 cells in each subdomain. The inter-mesh interpolation operator also has linear asymptotic complexity and can be used to map a solution with N unknowns to another mesh with M unknowns with O(max(M,N)) operations. This capability is demonstrated both on moving-body simulations and in mapping solutions to perturbed meshes for finite-difference-based gradient design methods.

Aftosmis, Michael J.↗

Scalable line and plane relaxation in a parallel structured multigrid solver

The efficient solution of sparse, linear systems that arise through the discretization of partial differential equations remains a key challenge for a range of high performance scientific simulations. One approach for reducing data movement and improving performance is by exposing and exploiting structure in a problem through the use of robust structured multilevel solvers. By choosing coarsening that preserves the structure of the problem, these methods maintain efficient structured computation and communication throughout the multigrid hierarchy. However, when coarsening is not permitted to be dependent on the operator, anisotropy must be addressed by the smoother — producing error compatible for coarse-grid correction with structured coarsening. Here, the components required in a scalable parallel structured solver are described with a focus on memory and communication efficiency of robust smoothers. While the implementation of communication and memory reduction techniques in smoothers integrated in a complete 3D solver present a significant engineering challenge, a novel approach is proposed that addresses these challenges systematically through a change to the solver’s execution model. Enabled by user-level threading paired with a set of data and communication abstractions, this approach permits seamless aggregation of communication in plane smoothers — directly reusing code for a 2D distributed multilevel cycle. Results show an effective reduction in communication costs for coarse-grid problems, and result in a speedup of 8.7x in smoothing routines shown in Fig. 12 using this approach. This produces a significant improvement to strong scalability while maintaining favorable weak scaling behavior. Finally, a parallel scaling study using a series of refined meshes is included that demonstrates the effectiveness of this approach in an application of interest.

97 MATHEMATICS AND COMPUTING↗