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NASA NTRS1993

Numerical solution of flame sheet problems with and without multigrid methods

Flame sheet problems are on the natural route to the numerical solution of multidimensional flames, which, in turn, are important in many engineering applications. In order to model the structure of flames more accurately, we use the vorticity-velocity formulation of the fluid flow equations, as opposed to the streamfunction-vorticity approach. The numerical solution of the resulting nonlinear coupled elliptic partial differential equations involves a pseudo transient process and a steady state Newton iteration. Rather than working with dimensionless variables, we introduce scale factors that can yield significant savings in the execution time. In this context, we also investigate the applicability and performance of several multigrid methods, focusing on nonlinear damped Newton multigrid, using either one way or correction schemes.

Douglas, Craig C.↗

NASA NTRS1996

Multigrid Methods for Fully Implicit Oil Reservoir Simulation

In this paper we consider the simultaneous flow of oil and water in reservoir rock. This displacement process is modeled by two basic equations: the material balance or continuity equations and the equation of motion (Darcy's law). For the numerical solution of this system of nonlinear partial differential equations there are two approaches: the fully implicit or simultaneous solution method and the sequential solution method. In the sequential solution method the system of partial differential equations is manipulated to give an elliptic pressure equation and a hyperbolic (or parabolic) saturation equation. In the IMPES approach the pressure equation is first solved, using values for the saturation from the previous time level. Next the saturations are updated by some explicit time stepping method; this implies that the method is only conditionally stable. For the numerical solution of the linear, elliptic pressure equation multigrid methods have become an accepted technique. On the other hand, the fully implicit method is unconditionally stable, but it has the disadvantage that in every time step a large system of nonlinear algebraic equations has to be solved. The most time-consuming part of any fully implicit reservoir simulator is the solution of this large system of equations. Usually this is done by Newton's method. The resulting systems of linear equations are then either solved by a direct method or by some conjugate gradient type method. In this paper we consider the possibility of applying multigrid methods for the iterative solution of the systems of nonlinear equations. There are two ways of using multigrid for this job: either we use a nonlinear multigrid method or we use a linear multigrid method to deal with the linear systems that arise in Newton's method. So far only a few authors have reported on the use of multigrid methods for fully implicit simulations. Two-level FAS algorithm is presented for the black-oil equations, and linear multigrid for two-phase flow problems with strong heterogeneities and anisotropies is studied. Here we consider both possibilities. Moreover we present a novel way for constructing the coarse grid correction operator in linear multigrid algorithms. This approach has the advantage in that it preserves the sparsity pattern of the fine grid matrix and it can be extended to systems of equations in a straightforward manner. We compare the linear and nonlinear multigrid algorithms by means of a numerical experiment.

Molenaar, J.↗

NASA NTRS1993

The block adaptive multigrid method applied to the solution of the Euler equations

In the present study, a scheme capable of solving very fast and robust complex nonlinear systems of equations is presented. The Block Adaptive Multigrid (BAM) solution method offers multigrid acceleration and adaptive grid refinement based on the prediction of the solution error. The proposed solution method was used with an implicit upwind Euler solver for the solution of complex transonic flows around airfoils. Very fast results were obtained (18-fold acceleration of the solution) using one fourth of the volumes of a global grid with the same solution accuracy for two test cases.

Pantelelis, Nikos↗

NASA NTRS1985

Study of second order upwind differencing in a recirculating flow

The accuracy and stability of the second order upwind differencing scheme was investigated. The solution algorithm employed is based on a coupled solution of the nonlinear finite difference equations by the multigrid technique. Calculations have been made of the driven cavity flow for several Reynolds numbers and finite difference grids. In comparison with the hybrid differencing, the second order upwind differencing is somewhat more accurate but it is not monotonically accurate with mesh refinement. Also, the convergence of the solution algorithm deteriorates with the use of the second order upwind differencing.

Vanka, S. P.↗

NASA NTRS1987

Second-order upwind differencing in a recirculating flow

Vanka, S. P.↗

DOE OSTI2025

Parallel-in-Time Solution of Hyperbolic PDE Systems via Characteristic-Variable Block Preconditioning

We consider the parallel-in-time solution of both linear and nonlinear hyperbolic partial differential equation (PDE) systems in one spatial dimension. In the nonlinear setting, the discretized equations are solved with a preconditioned residual iteration based on a global linearization. The linear(ized) equation systems are approximately solved parallel-in-time using a block preconditioner applied in the characteristic variables of the underlying linear(ized) hyperbolic PDE. This change of variables is motivated by the observation that intervariable coupling between characteristic variables is weak, at least locally where spatio-temporal variations in the eigenvectors of the associated flux Jacobian are sufficiently small, while that between the original variables is not. For an ℓ-dimensional system of PDEs, applying the preconditioner consists of solving a sequence of ℓ scalar linear(ized)-advection-like problems, each associated with a different characteristic wave-speed in the underlying linear(ized) PDE. Furthermore, we approximately solve these linear advection problems using multigrid reduction-in-time (MGRIT); however, any other suitable parallel-in-time method could be used. Numerical examples are shown for the (linear) acoustics equations in heterogeneous media and for the (nonlinear) shallow water equations and Euler equations of gas dynamics with shocks and rarefactions. For many test problems, the solver converges in just a handful of iterations and with mesh-independent convergence rates.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS2001

Multigrid approaches to non-linear diffusion problems on unstructured meshes

The efficiency of three multigrid methods for solving highly non-linear diffusion problems on two-dimensional unstructured meshes is examined. The three multigrid methods differ mainly in the manner in which the nonlinearities of the governing equations are handled. These comprise a non-linear full approximation storage (FAS) multigrid method which is used to solve the non-linear equations directly, a linear multigrid method which is used to solve the linear system arising from a Newton linearization of the non-linear system, and a hybrid scheme which is based on a non-linear FAS multigrid scheme, but employs a linear solver on each level as a smoother. Results indicate that all methods are equally effective at converging the non-linear residual in a given number of grid sweeps, but that the linear solver is more efficient in cpu time due to the lower cost of linear versus non-linear grid sweeps.

Mavriplis, Dimitri J.↗

NASA NTRS1999

An O(Nm(sup 2)) Plane Solver for the Compressible Navier-Stokes Equations

A hierarchical multigrid algorithm for efficient steady solutions to the two-dimensional compressible Navier-Stokes equations is developed and demonstrated. The algorithm applies multigrid in two ways: a Full Approximation Scheme (FAS) for a nonlinear residual equation and a Correction Scheme (CS) for a linearized defect correction implicit equation. Multigrid analyses which include the effect of boundary conditions in one direction are used to estimate the convergence rate of the algorithm for a model convection equation. Three alternating-line- implicit algorithms are compared in terms of efficiency. The analyses indicate that full multigrid efficiency is not attained in the general case; the number of cycles to attain convergence is dependent on the mesh density for high-frequency cross-stream variations. However, the dependence is reasonably small and fast convergence is eventually attained for any given frequency with either the FAS or the CS scheme alone. The paper summarizes numerical computations for which convergence has been attained to within truncation error in a few multigrid cycles for both inviscid and viscous ow simulations on highly stretched meshes.

Thomas, J. L.↗

NASA NTRS2001

Unsteady Analysis of Separated Aerodynamic Flows Using an Unstructured Multigrid Algorithm

An implicit method for the computation of unsteady flows on unstructured grids is presented. The resulting nonlinear system of equations is solved at each time step using an agglomeration multigrid procedure. The method allows for arbitrarily large time steps and is efficient in terms of computational effort and storage. Validation of the code using a one-equation turbulence model is performed for the well-known case of flow over a cylinder. A Detached Eddy Simulation model is also implemented and its performance compared to the one equation Spalart-Allmaras Reynolds Averaged Navier-Stokes (RANS) turbulence model. Validation cases using DES and RANS include flow over a sphere and flow over a NACA 0012 wing including massive stall regimes. The project was driven by the ultimate goal of computing separated flows of aerodynamic interest, such as massive stall or flows over complex non-streamlined geometries.

Pelaez, Juan↗

DOE OSTI2023

Multilevel-in-width training for deep neural network regression

A common challenge in regression is that for many problems, the degrees of freedom required for a high-quality solution also allows for overfitting. Regularization is a class of strategies that seek to restrict the range of possible solutions so as to discourage overfitting while still enabling good solutions, and different regularization strategies impose different types of restrictions. In this paper, we present a multilevel regularization strategy that constructs and trains a hierarchy of neural networks, each of which has layers that are wider versions of the previous network's layers. Here, we draw intuition and techniques from the field of Algebraic Multigrid (AMG), traditionally used for solving linear and nonlinear systems of equations, and specifically adapt the Full Approximation Scheme (FAS) for nonlinear systems of equations to the problem of deep learning. Training through V-cycles then encourage the neural networks to build a hierarchical understanding of the problem. We refer to this approach as multilevel-in-width to distinguish from prior multilevel works which hierarchically alter the depth of neural networks. The resulting approach is a highly flexible framework that can be applied to a variety of layer types, which we demonstrate with both fully connected and convolutional layers. We experimentally show with PDE regression problems that our multilevel training approach is an effective regularizer, improving the generalize performance of the neural networks studied.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1983

Design and implementation of a multigrid code for the Euler equations

The steady-state equations of inviscid fluid flow, the Euler equations, are a nonlinear nonelliptic system of equations admitting solutions with discontinuities (for example, shocks). The efficient numerical solution of these equations poses a strenuous challenge to multigrid methods. A multigrid code has been developed for the numerical solution of the Euler equations. In this paper some of the factors that had to be taken into account in the design and development of the code are reviewed. These factors include the importance of choosing an appropriate difference scheme, the usefulness of local mode analysis as a design tool, and the crucial question of how to treat the nonlinearity. Sample calculations of transonic flow about airfoils will be presented. No claim is made that the particular algorithm presented is optimal.

Jespersen, D. C.↗

NASA NTRS1993

Implementing abstract multigrid or multilevel methods

Multigrid methods can be formulated as an algorithm for an abstract problem that is independent of the partial differential equation, domain, and discretization method. In such an abstract setting, problems not arising from partial differential equations can be treated. A general theory exists for linear problems. The general theory was motivated by a series of abstract solvers (Madpack). The latest version was motivated by the theory. Madpack now allows for a wide variety of iterative and direct solvers, preconditioners, and interpolation and projection schemes, including user callback ones. It allows for sparse, dense, and stencil matrices. Mildly nonlinear problems can be handled. Also, there is a fast, multigrid Poisson solver (two and three dimensions). The type of solvers and design decisions (including language, data structures, external library support, and callbacks) are discussed. Based on the author's experiences with two versions of Madpack, a better approach is proposed. This is based on a mixed language formulation (C and FORTRAN + preprocessor). Reasons for not using FORTRAN, C, or C++ (individually) are given. Implementing the proposed strategy is not difficult.

Douglas, Craig C.↗

NASA NTRS1980

Application of the multigrid method to grid generation

The multigrid method (MGM), used to numerically solve the pair of nonlinear elliptic equations commonly used to generate two dimensional boundary-fitted coordinate systems is discussed. Two different geometries are considered: one involving a coordinate system fitted about a circle and the other selected for an impinging jet flow problem. Two different relaxation schemes are tried: one is successive point overrelaxation and the other is a four-color scheme vectorizeable to take advantage of a parallel processor computer for greater computational speed. Results using MGM are compared with those using SOR (doing successive overrelaxations with the corresponding relaxation scheme on the fine grid only). It is found that MGM becomes significantly more effective than SOR as more accuracy is demanded and as more corrective grids, or more grid points, are used. For the accuracy required, it is found that MGM is two to three times faster than SOR in computing time. With the four-color relaxation scheme as applied to the impinging jet problem, the advantage of MGM over SOR is not as great. This may be due to the effect of a poor initial guess on MGM for this problem.

Ohring, S.↗

NASA NTRS1989

A highly parallel multigrid-like method for the solution of the Euler equations

We consider a highly parallel multigrid-like method for the solution of the two dimensional steady Euler equations. The new method, introduced as filtering multigrid, is similar to a standard multigrid scheme in that convergence on the finest grid is accelerated by iterations on coarser grids. In the filtering method, however, additional fine grid subproblems are processed concurrently with coarse grid computations to further accelerate convergence. These additional problems are obtained by splitting the residual into a smooth and an oscillatory component. The smooth component is then used to form a coarse grid problem (similar to standard multigrid) while the oscillatory component is used for a fine grid subproblem. The primary advantage in the filtering approach is that fewer iterations are required and that most of the additional work per iteration can be performed in parallel with the standard coarse grid computations. We generalize the filtering algorithm to a version suitable for nonlinear problems. We emphasize that this generalization is conceptually straight-forward and relatively easy to implement. In particular, no explicit linearization (e.g., formation of Jacobians) needs to be performed (similar to the FAS multigrid approach). We illustrate the nonlinear version by applying it to the Euler equations, and presenting numerical results. Finally, a performance evaluation is made based on execution time models and convergence information obtained from numerical experiments.

Tuminaro, Ray S.↗

NASA NTRS1993

Reliability enhancement of Navier-Stokes codes through convergence enhancement

Reduction of total computing time required by an iterative algorithm for solving Navier-Stokes equations is an important aspect of making the existing and future analysis codes more cost effective. Several attempts have been made to accelerate the convergence of an explicit Runge-Kutta time-stepping algorithm. These acceleration methods are based on local time stepping, implicit residual smoothing, enthalpy damping, and multigrid techniques. Also, an extrapolation procedure based on the power method and the Minimal Residual Method (MRM) were applied to the Jameson's multigrid algorithm. The MRM uses same values of optimal weights for the corrections to every equation in a system and has not been shown to accelerate the scheme without multigriding. Our Distributed Minimal Residual (DMR) method based on our General Nonlinear Minimal Residual (GNLMR) method allows each component of the solution vector in a system of equations to have its own convergence speed. The DMR method was found capable of reducing the computation time by 10-75 percent depending on the test case and grid used. Recently, we have developed and tested a new method termed Sensitivity Based DMR or SBMR method that is easier to implement in different codes and is even more robust and computationally efficient than our DMR method.

Choi, K.-Y.↗

DOE OSTI2021

Monolithic Multigrid Methods for Magnetohydrodynamics

The magnetohydrodynamics equations model a wide range of plasma physics applications and are characterized by a nonlinear system of partial differential equations that strongly couples a charged fluid with the evolution of electromagnetic fields. After discretization and linearization, the resulting system of equations is generally difficult to solve due to the coupling between variables and the heterogeneous coefficients induced by the linearization process. In this paper, we investigate multigrid preconditioners for this system based on specialized relaxation schemes that properly address the system structure and coupling. Here, three extensions of Vanka relaxation are proposed and applied to problems with up to 170 million degrees of freedom and fluid and magnetic Reynolds numbers up to 400 for stationary problems and up to 20,000 for time-dependent problems.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1986

Multigrid method for a vortex breakdown simulation

An inviscid model for a steady axisymmetric flow with swirl was studied. The governing equation is a nonlinear elliptic equation which has more than one solution for a certain range of the swirl parameter. The physically interesting solutions have closed streamlines that look like vortex breakdown (bubble-like solutions). A multigrid method is used to find these solutions. Using an FMG algorithm (nested iteration), the problem is solved in just a few multigrid cycles.

Taasan, S.↗

NASA NTRS1996

Multigrid Acceleration of Time-Accurate DNS of Compressible Turbulent Flow

An efficient scheme for the direct numerical simulation of 3D transitional and developed turbulent flow is presented. Explicit and implicit time integration schemes for the compressible Navier-Stokes equations are compared. The nonlinear system resulting from the implicit time discretization is solved with an iterative method and accelerated by the application of a multigrid technique. Since we use central spatial discretizations and no artificial dissipation is added to the equations, the smoothing method is less effective than in the more traditional use of multigrid in steady-state calculations. Therefore, a special prolongation method is needed in order to obtain an effective multigrid method. This simulation scheme was studied in detail for compressible flow over a flat plate. In the laminar regime and in the first stages of turbulent flow the implicit method provides a speed-up of a factor 2 relative to the explicit method on a relatively coarse grid. At increased resolution this speed-up is enhanced correspondingly.

Broeze, Jan↗