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Augmented weak forms and element-by-element preconditioners: Efficient iterative strategies for structural finite elements. A preliminary study

A weak formulation in structural analysis that provides well conditioned matrices suitable for iterative solutions is presented. A mixed formulation ensures the proper representation of the problem and the constitutive relations are added in a penalized form. The problem is solved by a double conjugate gradient algorithm combined with an element by element approximate factorization procedure. The double conjugate gradient strategy resembles Uzawa's variable-length type algorithms the main difference is the presence of quadratic terms in the mixed variables. In the case of shear deformable beams these terms ensure that the proper finite thickness solution is obtained.

Muller, A.↗

A Study of Multigrid Preconditioners Using Eigensystem Analysis

The convergence properties of numerical schemes for partial differential equations are studied by examining the eigensystem of the discrete operator. This method of analysis is very general, and allows the effects of boundary conditions and grid nonuniformities to be examined directly. Algorithms for the Laplace equation and a two equation model hyperbolic system are examined.

Roberts, Thomas W.↗

The multigrid preconditioned conjugate gradient method

A multigrid preconditioned conjugate gradient method (MGCG method), which uses the multigrid method as a preconditioner of the PCG method, is proposed. The multigrid method has inherent high parallelism and improves convergence of long wavelength components, which is important in iterative methods. By using this method as a preconditioner of the PCG method, an efficient method with high parallelism and fast convergence is obtained. First, it is considered a necessary condition of the multigrid preconditioner in order to satisfy requirements of a preconditioner of the PCG method. Next numerical experiments show a behavior of the MGCG method and that the MGCG method is superior to both the ICCG method and the multigrid method in point of fast convergence and high parallelism. This fast convergence is understood in terms of the eigenvalue analysis of the preconditioned matrix. From this observation of the multigrid preconditioner, it is realized that the MGCG method converges in very few iterations and the multigrid preconditioner is a desirable preconditioner of the conjugate gradient method.

Tatebe, Osamu↗

Higher Order, Hybrid BEM/FEM Methods Applied to Antenna Modeling

In this presentation, the authors address topics relevant to higher order modeling using hybrid BEM/FEM formulations. The first of these is the limitation on convergence rates imposed by geometric modeling errors in the analysis of scattering by a dielectric sphere. The second topic is the application of an Incomplete LU Threshold (ILUT) preconditioner to solve the linear system resulting from the BEM/FEM formulation. The final tOpic is the application of the higher order BEM/FEM formulation to antenna modeling problems. The authors have previously presented work on the benefits of higher order modeling. To achieve these benefits, special attention is required in the integration of singular and near-singular terms arising in the surface integral equation. Several methods for handling these terms have been presented. It is also well known that achieving ~he high rates of convergence afforded by higher order bases may als'o require the employment of higher order geometry models. A number of publications have described the use of quadratic elements to model curved surfaces. The authors have shown in an EFIE formulation, applied to scattering by a PEC .sphere, that quadratic order elements may be insufficient to prevent the domination of modeling errors. In fact, on a PEC sphere with radius r = 0.58 Lambda(sub 0), a quartic order geometry representation was required to obtain a convergence benefi.t from quadratic bases when compared to the convergence rate achieved with linear bases. Initial trials indicate that, for a dielectric sphere of the same radius, - requirements on the geometry model are not as severe as for the PEC sphere. The authors will present convergence results for higher order bases as a function of the geometry model order in the hybrid BEM/FEM formulation applied to dielectric spheres. It is well known that the system matrix resulting from the hybrid BEM/FEM formulation is ill -conditioned. For many real applications, a good preconditioner is required to obtain usable convergence from an iterative solver. The authors have examined the use of an Incomplete LU Threshold (ILUT) preconditioner . to solver linear systems stemming from higher order BEM/FEM formulations in 2D scattering problems. Although the resulting preconditioner provided aD excellent approximation to the system inverse, its size in terms of non-zero entries represented only a modest improvement when compared with the fill-in associated with a sparse direct solver. Furthermore, the fill-in of the preconditioner could not be substantially reduced without the occurrence of instabilities. In addition to the results for these 2D problems, the authors will present iterative solution data from the application of the ILUT preconditioner to 3D problems.

Fink, P. W.↗

A Scalable Interior‐Point Gauss–Newton Method for PDE‐Constrained Optimization With Bound Constraints

Here, we present a scalable approach to solve a class of partial differential equation (PDE)‐constrained optimization problems with bound constraints. This approach utilizes a robust full‐space interior‐point (IP)‐Gauss–Newton optimization method. To cope with the poorly‐conditioned IP‐Gauss–Newton saddle‐point linear systems that need to be solved approximately, once per optimization step, we propose two spectrally related preconditioners. These preconditioners leverage the limited informativeness of data in regularized PDE‐constrained optimization problems. A block Gauss–Seidel preconditioner is proposed for the GMRES‐based solution of the IP‐Gauss–Newton linear systems. It is shown, for a large‐class of PDE‐ and bound‐constrained optimization problems, that the spectrum of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix is asymptotically independent of discretization and is not impacted by the ill‐conditioning that notoriously plagues interior‐point methods. We exploit symmetry of the IP‐Gauss–Newton linear systems and propose a regularization and log‐barrier Hessian preconditioner for the preconditioned conjugate gradient (PCG)‐based solution of the equivalent IP‐Gauss–Newton–Schur complement linear systems. The eigenvalues of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix, that are not equal to one, are identical to the eigenvalues of the regularization and log‐barrier Hessian preconditioned Schur complement matrix. The scalability of the approach is demonstrated on two example problems. The numerical solution of these optimization problems is shown to require a discretization independent number of IP‐Gauss–Newton linear solves. Furthermore, the linear systems are solved in a discretization and IP ill‐conditioning independent number of preconditioned Krylov subspace iterations. The parallel scalability of the preconditioner, achieved via algebraic multigrid component solvers when applicable, and the aforementioned algorithmic scalability permits a parallel scalable means to compute solutions of a large class of PDE‐ and bound‐constrained problems.

PDE-constrained optimization↗

On polynomial preconditioning for indefinite Hermitian matrices

The minimal residual method is studied combined with polynomial preconditioning for solving large linear systems (Ax = b) with indefinite Hermitian coefficient matrices (A). The standard approach for choosing the polynomial preconditioners leads to preconditioned systems which are positive definite. Here, a different strategy is studied which leaves the preconditioned coefficient matrix indefinite. More precisely, the polynomial preconditioner is designed to cluster the positive, resp. negative eigenvalues of A around 1, resp. around some negative constant. In particular, it is shown that such indefinite polynomial preconditioners can be obtained as the optimal solutions of a certain two parameter family of Chebyshev approximation problems. Some basic results are established for these approximation problems and a Remez type algorithm is sketched for their numerical solution. The problem of selecting the parameters such that the resulting indefinite polynomial preconditioners speeds up the convergence of minimal residual method optimally is also addressed. An approach is proposed based on the concept of asymptotic convergence factors. Finally, some numerical examples of indefinite polynomial preconditioners are given.

Freund, Roland W.↗

Preconditioning matrices for Chebyshev derivative operators

The problem of preconditioning the matrices arising from pseudo-spectral Chebyshev approximations of first order operators is considered in both one and two dimensions. In one dimension a preconditioner represented by a full matrix which leads to preconditioned eigenvalues that are real, positive, and lie between 1 and pi/2, is already available. Since there are cases in which it is not computationally convenient to work with such a preconditioner, a large number of preconditioners were studied which were more sparse (in particular three and four diagonal matrices). The eigenvalues of such preconditioned matrices are compared. The results were applied to the problem of finding the steady state solution to an equation of the type u sub t = u sub x + f, where the Chebyshev collocation is used for the spatial variable and time discretization is performed by the Richardson method. In two dimensions different preconditioners are proposed for the matrix which arises from the pseudo-spectral discretization of the steady state problem. Results are given for the CPU time and the number of iterations using a Richardson iteration method for the unpreconditioned and preconditioned cases.

Rothman, Ernest E.↗

Local multiplicative Schwarz algorithms for convection-diffusion equations

We develop a new class of overlapping Schwarz type algorithms for solving scalar convection-diffusion equations discretized by finite element or finite difference methods. The preconditioners consist of two components, namely, the usual two-level additive Schwarz preconditioner and the sum of some quadratic terms constructed by using products of ordered neighboring subdomain preconditioners. The ordering of the subdomain preconditioners is determined by considering the direction of the flow. We prove that the algorithms are optimal in the sense that the convergence rates are independent of the mesh size, as well as the number of subdomains. We show by numerical examples that the new algorithms are less sensitive to the direction of the flow than either the classical multiplicative Schwarz algorithms, and converge faster than the additive Schwarz algorithms. Thus, the new algorithms are more suitable for fluid flow applications than the classical additive or multiplicative Schwarz algorithms.

Cai, Xiao-Chuan↗

Randomized Preconditioned Solvers for Strong Constraint 4D-Var Data Assimilation

The Strong Constraint 4D Variational (SC-4DVAR) data assimilation method is widely used in climate and weather applications. SC-4DVAR involves solving a minimization problem to compute the maximum a posteriori estimate, which we tackle using the Gauss-Newton method. The computation of the descent direction is expensive since it involves the solution of a large-scale and potentially ill-conditioned linear system, solved using the preconditioned conjugate gradient (PCG) method. Here, to address this cost, we efficiently construct scalable preconditioners using three different randomization techniques, which all rely on a certain low-rank structure involving the Gauss-Newton Hessian. The proposed techniques come with theoretical guarantees on the condition number, and at the same time, are amenable to parallelization. We also develop an adaptive approach to estimate the sketch size and choose between the reuse or recomputation of the preconditioner. We demonstrate the performance and effectiveness of our methodology on two representative model problems—the Burgers and barotropic vorticity equation—showing a drastic reduction in both the number of PCG iterations and the number of Gauss-Newton Hessian products after including the preconditioner construction cost.

Gauss-Newton↗

The numerical solution of the Helmholtz equation for wave propagation problems in underwater acoustics

The Helmholtz Equation (-delta-K(2)n(2))u=0 with a variable index of refraction, n, and a suitable radiation condition at infinity serves as a model for a wide variety of wave propagation problems. A numerical algorithm was developed and a computer code implemented that can effectively solve this equation in the intermediate frequency range. The equation is discretized using the finite element method, thus allowing for the modeling of complicated geometrices (including interfaces) and complicated boundary conditions. A global radiation boundary condition is imposed at the far field boundary that is exact for an arbitrary number of propagating modes. The resulting large, non-selfadjoint system of linear equations with indefinite symmetric part is solved using the preconditioned conjugate gradient method applied to the normal equations. A new preconditioner is developed based on the multigrid method. This preconditioner is vectorizable and is extremely effective over a wide range of frequencies provided the number of grid levels is reduced for large frequencies. A heuristic argument is given that indicates the superior convergence properties of this preconditioner.

Bayliss, A.↗

Domain decomposition algorithms and computation fluid dynamics

In the past several years, domain decomposition was a very popular topic, partly motivated by the potential of parallelization. While a large body of theory and algorithms were developed for model elliptic problems, they are only recently starting to be tested on realistic applications. The application of some of these methods to two model problems in computational fluid dynamics are investigated. Some examples are two dimensional convection-diffusion problems and the incompressible driven cavity flow problem. The construction and analysis of efficient preconditioners for the interface operator to be used in the iterative solution of the interface solution is described. For the convection-diffusion problems, the effect of the convection term and its discretization on the performance of some of the preconditioners is discussed. For the driven cavity problem, the effectiveness of a class of boundary probe preconditioners is discussed.

Chan, Tony F.↗