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NASA NTRS1996

Preserving Symmetry in Preconditioned Krylov Subspace Methods

We consider the problem of solving a linear system Ax = b when A is nearly symmetric and when the system is preconditioned by a symmetric positive definite matrix M. In the symmetric case, one can recover symmetry by using M-inner products in the conjugate gradient (CG) algorithm. This idea can also be used in the nonsymmetric case, and near symmetry can be preserved similarly. Like CG, the new algorithms are mathematically equivalent to split preconditioning, but do not require M to be factored. Better robustness in a specific sense can also be observed. When combined with truncated versions of iterative methods, tests show that this is more effective than the common practice of forfeiting near-symmetry altogether.

Chan, Tony F.↗
NASA NTRS1998

Parallel Implicit Algorithms for CFD

The main goal of this project was efficient distributed parallel and workstation cluster implementations of Newton-Krylov-Schwarz (NKS) solvers for implicit Computational Fluid Dynamics (CFD.) "Newton" refers to a quadratically convergent nonlinear iteration using gradient information based on the true residual, "Krylov" to an inner linear iteration that accesses the Jacobian matrix only through highly parallelizable sparse matrix-vector products, and "Schwarz" to a domain decomposition form of preconditioning the inner Krylov iterations with primarily neighbor-only exchange of data between the processors. Prior experience has established that Newton-Krylov methods are competitive solvers in the CFD context and that Krylov-Schwarz methods port well to distributed memory computers. The combination of the techniques into Newton-Krylov-Schwarz was implemented on 2D and 3D unstructured Euler codes on the parallel testbeds that used to be at LaRC and on several other parallel computers operated by other agencies or made available by the vendors. Early implementations were made directly in Massively Parallel Integration (MPI) with parallel solvers we adapted from legacy NASA codes and enhanced for full NKS functionality. Later implementations were made in the framework of the PETSC library from Argonne National Laboratory, which now includes pseudo-transient continuation Newton-Krylov-Schwarz solver capability (as a result of demands we made upon PETSC during our early porting experiences). A secondary project pursued with funding from this contract was parallel implicit solvers in acoustics, specifically in the Helmholtz formulation. A 2D acoustic inverse problem has been solved in parallel within the PETSC framework.

Keyes, David E.↗
NASA NTRS1994

Tensor-GMRES method for large sparse systems of nonlinear equations

This paper introduces a tensor-Krylov method, the tensor-GMRES method, for large sparse systems of nonlinear equations. This method is a coupling of tensor model formation and solution techniques for nonlinear equations with Krylov subspace projection techniques for unsymmetric systems of linear equations. Traditional tensor methods for nonlinear equations are based on a quadratic model of the nonlinear function, a standard linear model augmented by a simple second order term. These methods are shown to be significantly more efficient than standard methods both on nonsingular problems and on problems where the Jacobian matrix at the solution is singular. A major disadvantage of the traditional tensor methods is that the solution of the tensor model requires the factorization of the Jacobian matrix, which may not be suitable for problems where the Jacobian matrix is large and has a 'bad' sparsity structure for an efficient factorization. We overcome this difficulty by forming and solving the tensor model using an extension of a Newton-GMRES scheme. Like traditional tensor methods, we show that the new tensor method has significant computational advantages over the analogous Newton counterpart. Consistent with Krylov subspace based methods, the new tensor method does not depend on the factorization of the Jacobian matrix. As a matter of fact, the Jacobian matrix is never needed explicitly.

Feng, Dan↗
NASA NTRS1996

Practical Aspects of Krylov Subspace Iterative Methods in CFD

Implementation issues associated with the application of Krylov subspace iterative methods, such as Newton-GMRES, are presented within the framework of practical computational fluid dynamic (CFD) applications. This paper categorizes, evaluates, and contrasts the major ingredients (function evaluations, matrix-vector products, and preconditioners) of Newton-GMRES Krylov subspace methods in terms of their effect on the local linear and global nonlinear convergence, memory requirements, and accuracy. The discussion focuses on Newton-GMRES in both a structured multi-zone incompressible Navier-Stokes solver and an unstructured mesh finite-volume Navier-Stokes solver. Approximate versus exact matrix-vector products, effective preconditioners, and other pertinent issues are addressed.

Pulliam, Thomas H.↗
NASA NTRS1989

A method for exponential propagation of large systems of stiff nonlinear differential equations

A new time integrator for large, stiff systems of linear and nonlinear coupled differential equations is described. For linear systems, the method consists of forming a small (5-15-term) Krylov space using the Jacobian of the system and carrying out exact exponential propagation within this space. Nonlinear corrections are incorporated via a convolution integral formalism; the integral is evaluated via approximate Krylov methods as well. Gains in efficiency ranging from factors of 2 to 30 are demonstrated for several test problems as compared to a forward Euler scheme and to the integration package LSODE.

Friesner, Richard A.↗
NASA NTRS1992

Domain decomposition: A bridge between nature and parallel computers

Domain decomposition is an intuitive organizing principle for a partial differential equation (PDE) computation, both physically and architecturally. However, its significance extends beyond the readily apparent issues of geometry and discretization, on one hand, and of modular software and distributed hardware, on the other. Engineering and computer science aspects are bridged by an old but recently enriched mathematical theory that offers the subject not only unity, but also tools for analysis and generalization. Domain decomposition induces function-space and operator decompositions with valuable properties. Function-space bases and operator splittings that are not derived from domain decompositions generally lack one or more of these properties. The evolution of domain decomposition methods for elliptically dominated problems has linked two major algorithmic developments of the last 15 years: multilevel and Krylov methods. Domain decomposition methods may be considered descendants of both classes with an inheritance from each: they are nearly optimal and at the same time efficiently parallelizable. Many computationally driven application areas are ripe for these developments. A progression is made from a mathematically informal motivation for domain decomposition methods to a specific focus on fluid dynamics applications. To be introductory rather than comprehensive, simple examples are provided while convergence proofs and algorithmic details are left to the original references; however, an attempt is made to convey their most salient features, especially where this leads to algorithmic insight.

Keyes, David E.↗
NASA NTRS2016

Tensor-Product Preconditioners for Higher-Order Space-Time Discontinuous Galerkin Methods

space-time discontinuous-Galerkin spectral-element discretization is presented for direct numerical simulation of the compressible Navier-Stokes equat ions. An efficient solution technique based on a matrix-free Newton-Krylov method is developed in order to overcome the stiffness associated with high solution order. The use of tensor-product basis functions is key to maintaining efficiency at high order. Efficient preconditioning methods are presented which can take advantage of the tensor-product formulation. A diagonalized Alternating-Direction-Implicit (ADI) scheme is extended to the space-time discontinuous Galerkin discretization. A new preconditioner for the compressible Euler/Navier-Stokes equations based on the fast-diagonalization method is also presented. Numerical results demonstrate the effectiveness of these preconditioners for the direct numerical simulation of subsonic turbulent flows.

Diosady, Laslo T.↗
NASA NTRSDate not supplied

Implicit Preconditioning for Explicit Multigrid Solvers on Cut-Cell Cartesian Meshes

This work assesses the effectiveness of linearized implicit Euler preconditioning for multigrid solvers using an unpreconditioned, Jacobian-free Newton Krylov method to converge the linear system of equations. Multigrid convergence rates improve to approximately 0.75 across the cases tested including a Mach 2 supersonic wedge, transonic NACA 0012 airfoil, and ONERA M6 wing. While larger Krylov subspaces increase the convergence rate, they also increase the computational cost, such that 4-8 Krylov vectors often offers the fastest turnaround. Further reductions in computational cost are achieved with a sequential hybrid preconditioner that begins with the explicit multigrid solver before transitioning to the preconditioned algorithm later on. In addition, a novel implementation of dual time stepping is extended to include both common BDF methods as well as high-order implicit Runge-Kutta schemes. This particular formulation, which uses A −1 preconditioning, is amenable to matrix-free solvers, and the L-stable methods are especially suited for meshes with arbitrarily small cut-cells. Asymptotic order of convergence is demonstrated for BDF1, BDF2, SDIRK2, and 3rd-order Radau IIA time integration with unsteady 2D vortex simulations.

ARMD↗
NASA NTRS2000

Ordering Unstructured Meshes for Sparse Matrix Computations on Leading Parallel Systems

The ability of computers to solve hitherto intractable problems and simulate complex processes using mathematical models makes them an indispensable part of modern science and engineering. Computer simulations of large-scale realistic applications usually require solving a set of non-linear partial differential equations (PDES) over a finite region. For example, one thrust area in the DOE Grand Challenge projects is to design future accelerators such as the SpaHation Neutron Source (SNS). Our colleagues at SLAC need to model complex RFQ cavities with large aspect ratios. Unstructured grids are currently used to resolve the small features in a large computational domain; dynamic mesh adaptation will be added in the future for additional efficiency. The PDEs for electromagnetics are discretized by the FEM method, which leads to a generalized eigenvalue problem Kx = AMx, where K and M are the stiffness and mass matrices, and are very sparse. In a typical cavity model, the number of degrees of freedom is about one million. For such large eigenproblems, direct solution techniques quickly reach the memory limits. Instead, the most widely-used methods are Krylov subspace methods, such as Lanczos or Jacobi-Davidson. In all the Krylov-based algorithms, sparse matrix-vector multiplication (SPMV) must be performed repeatedly. Therefore, the efficiency of SPMV usually determines the eigensolver speed. SPMV is also one of the most heavily used kernels in large-scale numerical simulations.

Oliker, Leonid↗
NASA NTRS2013

Design of a Variational Multiscale Method for Turbulent Compressible Flows

A spectral-element framework is presented for the simulation of subsonic compressible high-Reynolds-number flows. The focus of the work is maximizing the efficiency of the computational schemes to enable unsteady simulations with a large number of spatial and temporal degrees of freedom. A collocation scheme is combined with optimized computational kernels to provide a residual evaluation with computational cost independent of order of accuracy up to 16th order. The optimized residual routines are used to develop a low-memory implicit scheme based on a matrix-free Newton-Krylov method. A preconditioner based on the finite-difference diagonalized ADI scheme is developed which maintains the low memory of the matrix-free implicit solver, while providing improved convergence properties. Emphasis on low memory usage throughout the solver development is leveraged to implement a coupled space-time DG solver which may offer further efficiency gains through adaptivity in both space and time.

Design↗
NASA NTRS2019

eddy Users Manual

eddy is a collection of tools - nonlinear solvers, meshing, post-processing, visualization, optimization, etc. - for performing scale-resolving simulations of multi-physics applications. The framework is designed to enable advanced R&D on a variety of topics by leveraging a mature capability for scale resolving simulations, and simultaneously be an appropriate tool for application analysis and support. Currently, eddy is at a relatively low technical readiness level (TRL), and users and developers should maintain appropriate expectations. The technical details behind eddy are outlined in several publications which can be consulted for more information [1–10]. The solvers are built around an unstructured high-order capability, and heavily utilize the tensor product sum-factorization approach for efficiency. The unsteady formulation utilizes a fully implicit space-time approach with a matrix-free Newton- Krylov method. A primitive steady-state solver is available for testing purposes, but is not expected to converge for all but simple verification cases. The Navier-Stokes fluid solvers do not support either RANS or hybrid-RANS capability, only LES and wall-modeled LES approaches. All of the solvers within eddy support three modes of operation: a primal solve of the full nonlinear problem, and two linearization approaches of the primal solve - the ad joint and the tangent solution. Details on how to select and use these three modes are outlined in Sec. 3.

Murman, Scott M.↗
NASA NTRS2019

Streamlined Convergence Acceleration for CFD Codes

Enigma, a simplified interface to the PETSc library, is shown to enable the rapid solution of discrete partial differential equations. Two CFD codes, LAURA and HyperSolve, use Enigma to compute steady solutions of the Navier-Stokes equations. Using PETSc, Enigma is shown to provide a Jacobian-Free Newton-Krylov method (JFNK), globalized with pseudotransient continuation, that improves efficiency over the point-implicit relaxation method traditionally used by LAURA. It is shown that iterative error has a large impact on surface heat transfer predicted by LAURA on an axisymmetric sphere-cone geometry. Also, the convergence rate of HyperSolve simulating subsonic flow over a delta wing geometry with the JFNK method is shown to be more efficient than employing a defect correction method as the nonlinear solver.

Thompson, Kyle B.↗
NASA NTRS1988

Block-Krylov component synthesis method for structural model reduction

A new analytical method is presented for generating component shape vectors, or Ritz vectors, for use in component synthesis. Based on the concept of a block-Krylov subspace, easily derived recurrence relations generate blocks of Ritz vectors for each component. The subspace spanned by the Ritz vectors is called a block-Krylov subspace. The synthesis uses the new Ritz vectors rather than component normal modes to reduce the order of large, finite-element component models. An advantage of the Ritz vectors is that they involve significantly less computation than component normal modes. Both 'free-interface' and 'fixed-interface' component models are derived. They yield block-Krylov formulations paralleling the concepts of free-interface and fixed-interface component modal synthesis. Additionally, block-Krylov reduced-order component models are shown to have special disturbability/observability properties. Consequently, the method is attractive in active structural control applications, such as large space structures. The new fixed-interface methodology is demonstrated by a numerical example. The accuracy is found to be comparable to that of fixed-interface component modal synthesis.

Craig, Roy R., Jr.↗
NASA NTRS1993

Implementation of the block-Krylov boundary flexibility method of component synthesis

A method of dynamic substructuring is presented which utilizes a set of static Ritz vectors as a replacement for normal eigenvectors in component mode synthesis. This set of Ritz vectors is generated in a recurrence relationship, which has the form of a block-Krylov subspace. The initial seed to the recurrence algorithm is based on the boundary flexibility vectors of the component. This algorithm is not load-dependent, is applicable to both fixed and free-interface boundary components, and results in a general component model appropriate for any type of dynamic analysis. This methodology was implemented in the MSC/NASTRAN normal modes solution sequence using DMAP. The accuracy is found to be comparable to that of component synthesis based upon normal modes. The block-Krylov recurrence algorithm is a series of static solutions and so requires significantly less computation than solving the normal eigenspace problem.

Carney, Kelly S.↗
NASA NTRS1996

Implicity restarted Arnoldi/Lanczos methods for large scale eigenvalue calculations

Eigenvalues and eigenfunctions of linear operators are important to many areas of applied mathematics. The ability to approximate these quantities numerically is becoming increasingly important in a wide variety of applications. This increasing demand has fueled interest in the development of new methods and software for the numerical solution of large-scale algebraic eigenvalue problems. In turn, the existence of these new methods and software, along with the dramatically increased computational capabilities now available, has enabled the solution of problems that would not even have been posed five or ten years ago. Until very recently, software for large-scale nonsymmetric problems was virtually non-existent. Fortunately, the situation is improving rapidly. The purpose of this article is to provide an overview of the numerical solution of large-scale algebraic eigenvalue problems. The focus will be on a class of methods called Krylov subspace projection methods. The well-known Lanczos method is the premier member of this class. The Arnoldi method generalizes the Lanczos method to the nonsymmetric case. A recently developed variant of the Arnoldi/Lanczos scheme called the Implicitly Restarted Arnoldi Method is presented here in some depth. This method is highlighted because of its suitability as a basis for software development.

Sorensen, Danny C.↗
NASA NTRS1991

Distributed Minimal Residual (DMR) method for acceleration of iterative algorithms

A new method for enhancing the convergence rate of iterative algorithms for the numerical integration of systems of partial differential equations was developed. It is termed the Distributed Minimal Residual (DMR) method and it is based on general Krylov subspace methods. The DMR method differs from the Krylov subspace methods by the fact that the iterative acceleration factors are different from equation to equation in the system. At the same time, the DMR method can be viewed as an incomplete Newton iteration method. The DMR method was applied to Euler equations of gas dynamics and incompressible Navier-Stokes equations. All numerical test cases were obtained using either explicit four stage Runge-Kutta or Euler implicit time integration. The formulation for the DMR method is general in nature and can be applied to explicit and implicit iterative algorithms for arbitrary systems of partial differential equations.

Lee, Seungsoo↗
NASA NTRS1996

Krylov Subspace and Multigrid Methods Applied to the Incompressible Navier-Stokes Equations

We consider numerical solution methods for the incompressible Navier-Stokes equations discretized by a finite volume method on staggered grids in general coordinates. We use Krylov subspace and multigrid methods as well as their combinations. Numerical experiments are carried out on a scalar and a vector computer. Robustness and efficiency of these methods are studied. It appears that good methods result from suitable combinations of GCR and multigrid methods.

Vuik, C.↗