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At least 37 records · Page 2

Scalable Preconditioning of Block-Structured Linear Algebra Systems using ADMM

In this paper, we study the solution of block-structured linear algebra systems arising in optimization by using iterative solution techniques. These systems are the core computational bottleneck of many problems of interest such as parameter estimation, optimal control, network optimization, and stochastic programming. Our approach uses a Krylov solver (GMRES) that is preconditioned with an alternating method of multipliers (ADMM). We show that this ADMM-GMRES approach overcomes well-known scalability issues of Schur complement decomposition in problems that exhibit a high degree of coupling. The effectiveness of the approach is demonstrated using linear systems that arise in stochastic optimal power flow problems and that contain up to 2 million total variables and 4,000 coupling variables. We find that ADMM-GMRES is nearly an order of magnitude faster than Schur complement decomposition. Moreover, we demonstrate that the approach is robust to the selection of the augmented Lagrangian penalty parameter, which is a key advantage over the direct use of ADMM.

97 MATHEMATICS AND COMPUTING↗

A new Green's function Monte Carlo algorithm for the solution of the two-dimensional nonlinear Poisson–Boltzmann equation: Application to the modeling of the communication breakdown problem in space vehicles during re-entry

The objective of this paper is the exposition of a recently-developed, novel Green's function Monte Carlo (GFMC) algorithm for the solution of nonlinear partial differential equations and its application to the modeling of the plasma sheath region around a cylindrical conducting object, carrying a potential and moving at low speeds through an otherwise neutral medium. The plasma sheath is modeled in equilibrium through the GFMC solution of the nonlinear Poisson–Boltzmann (NPB) equation. The traditional Monte Carlo based approaches for the solution of nonlinear equations are iterative in nature, involving branching stochastic processes which are used to calculate linear functionals of the solution of nonlinear integral equations. Over the last several years, one of the authors of this paper, K. Chatterjee has been developing a philosophically-different approach, where the linearization of the equation of interest is not required and hence there is no need for iteration and the simulation of branching processes. Instead, an approximate expression for the Green's function is obtained using perturbation theory, which is used to formulate the random walk equations within the problem sub-domains where the random walker makes its walks. However, as a trade-off, the dimensions of these sub-domains have to be restricted by the limitations imposed by perturbation theory. The greatest advantage of this approach is the ease and simplicity of parallelization stemming from the lack of the need for iteration, as a result of which the parallelization procedure is identical to the parallelization procedure for the GFMC solution of a linear problem. The application area of interest is in the modeling of the communication breakdown problem during a space vehicle's re-entry into the atmosphere. However, additional application areas are being explored in the modeling of electromagnetic propagation through the atmosphere/ionosphere in UHF/GPS applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Combining Sparse Approximate Factorizations with Mixed-precision Iterative Refinement

The standard LU factorization-based solution process for linear systems can be enhanced in speed or accuracy by employing mixed-precision iterative refinement. Most recent work has focused on dense systems. We investigate the potential of mixed-precision iterative refinement to enhance methods for sparse systems based on approximate sparse factorizations. In doing so, we first develop a new error analysis for LU- and GMRES-based iterative refinement under a general model of LU factorization that accounts for the approximation methods typically used by modern sparse solvers, such as low-rank approximations or relaxed pivoting strategies. We then provide a detailed performance analysis of both the execution time and memory consumption of different algorithms, based on a selected set of iterative refinement variants and approximate sparse factorizations. Our performance study uses the multifrontal solver MUMPS, which can exploit block low-rank factorization and static pivoting. We evaluate the performance of the algorithms on large, sparse problems coming from a variety of real-life and industrial applications showing that mixed-precision iterative refinement combined with approximate sparse factorization can lead to considerable reductions of both the time and memory consumption.

97 MATHEMATICS AND COMPUTING↗

Large-scale harmonic balance simulations with Krylov subspace and preconditioner recycling

The multi-harmonic balance method combined with numerical continuation provides an efficient framework to compute a family of time-periodic solutions, or response curves, for large-scale, nonlinear mechanical systems. The predictor and corrector steps repeatedly solve a sequence of linear systems that scale by the model size and number of harmonics in the assumed Fourier series approximation. In this paper, a novel Newton–Krylov iterative method is embedded within the multi-harmonic balance and continuation algorithm to efficiently compute the approximate solutions from the sequence of linear systems that arise during the prediction and correction steps. Further, the method recycles, or reuses, both the preconditioner and the Krylov subspace generated by previous linear systems in the solution sequence. A delayed frequency preconditioner refactorizes the preconditioner only when the performance of the iterative solver deteriorates. The GCRO-DR iterative solver recycles a subset of harmonic Ritz vectors to initialize the solution subspace for the next linear system in the sequence. The performance of the iterative solver is demonstrated on two exemplars with contact-type nonlinearities and benchmarked against a direct solver with traditional Newton–Raphson iterations.

97 MATHEMATICS AND COMPUTING↗

HyKKT: a hybrid direct-iterative method for solving KKT linear systems

Here, we propose a solution strategy for the large indefinite linear systems arising in interior methods for nonlinear optimization. The method is suitable for implementation on hardware accelerators such as graphical processing units (GPUs). The current gold standard for sparse indefinite systems is the LBLT factorization where L is a lower triangular matrix and B is 1×1 or 2×2 block diagonal. However, this requires pivoting, which substantially increases communication cost and degrades performance on GPUs. Our approach solves a large indefinite system by solving multiple smaller positive definite systems, using an iterative solver on the Schur complement and an inner direct solve (via Cholesky factorization) within each iteration. Cholesky is stable without pivoting, thereby reducing communication and allowing reuse of the symbolic factorization. We demonstrate the practicality of our approach on large optimal power flow problems and show that it can efficiently utilize GPUs and outperform LBL T factorization of the full system.

97 MATHEMATICS AND COMPUTING↗

A linearity preserving nodal variation limiting algorithm for continuous Galerkin discretization of ideal MHD equations

A stabilized continuous Galerkin (CG) method for magnetohydrodynamics (MHD) is presented herein. Ideal, compressible inviscid MHD equations are discretized in space on unstructured meshes using piecewise linear or bilinear finite element bases to get a semi-discrete scheme. Stabilization is then introduced to the semi-discrete method in a strategy that follows the algebraic flux correction paradigm. This involves adding some artificial diffusion to the high order, semi-discrete method and mass lumping in the time derivative term. The result is a low order method that provides local extremum diminishing properties for hyperbolic systems. The difference between the low order method and the high order method is scaled element-wise using a limiter and added to the low order scheme. The limiter is solution dependent and computed via an iterative linearity preserving nodal variation limiting strategy. The stabilization also involves an optional consistent background high order dissipation that reduces phase errors. The resulting stabilized scheme is a semi-discrete method that can be applied to inviscid shock MHD problems and may be even extended to resistive and viscous MHD problems. To satisfy the divergence free constraint of the MHD equations, we add parabolic divergence cleaning to the system. Various time integration methods can be used to discretize the scheme in time. We demonstrate the robustness of the scheme by solving several shock MHD problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A family of independent Variable Eddington Factor methods with efficient preconditioned iterative solvers

We present a family of discretizations for the Variable Eddington Factor (VEF) equations that have high-order accuracy on curved meshes and efficient preconditioned iterative solvers. The VEF discretizations are combined with the Discontinuous Galerkin transport discretization from to form effective high-order, linear transport methods. The VEF discretizations are derived by extending the unified analysis of Discontinuous Galerkin methods for elliptic problems presented by Arnold et al. to the VEF equations. This framework is used to define analogs of the interior penalty, second method of Bassi and Rebay, minimal dissipation local Discontinuous Galerkin, and continuous finite element methods. The analysis of subspace correction preconditioners, which use a continuous operator to iteratively precondition the discontinuous discretization, is extended to the case of the non-symmetric VEF system. Numerical results demonstrate that the VEF discretizations have arbitrary-order accuracy on curved meshes, preserve the thick diffusion limit, and are effective on a proxy problem from thermal radiative transfer in both outer transport iterations and inner preconditioned linear solver iterations. We demonstrate that the VEF solution converges to the S N transport solution as the mesh is refined on both problems with smooth and non-smooth behavior in angle. Parallel performance studies show that the interior penalty VEF discretization's linear solve weak scales out to 1024 processors and strong scales well on a single node. Particular attention is paid to the parallel performance of the VEF algorithm when used in combination with a parallel block Jacobi transport sweep.

97 MATHEMATICS AND COMPUTING↗

Stochastic Galerkin methods for the steady-state Navier–Stokes equations

We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmark problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Development of Segregated Thermal-Hydraulics Solvers in MOOSE

The simulation of fluid flows is an essential part of the design and analysis of nuclear systems. Algorithms able to simulate flows at different fidelity levels are available in the Multiphysics Object-Oriented Simulation Environment (MOOSE) and MOOSE-based applications such as Pronghorn \cite{novak2018pronghorn}, Pronghorn-Subchannel, RELAP-7, and SAM. Currently, significant effort is being invested in the development of coarse-mesh Computational Fluid Dynamics (CFD) capabilities within MOOSE and Pronghorn for the simulation of Generation IV nuclear reactors. Traditionally, the solution algorithms in MOOSE have relied on Newton or quasi-Newton methods (such as the preconditioned Jacobian-free Newton-Krylov method) where residuals and Jacobians (or approximations thereof) are constructed. Both Newton and quasi-Newton methods require the solution of a linear system at each nonlinear Newton iteration with the Jacobian as the system matrix. The Jacobian contains blocks originating from all variables in the problem (i.e., for thermal-hydraulics at least pressure, velocities, and temperature). Due to the formulation of the problem in a general multiphysics setting on unstructured mesh, creating a good preconditioner for the linear system can be challenging, thus many fluid applications have utilized direct solver-based methods such as LU factorization. However, with increasing system size and complexity in multi-dimensional problems, the direct solution of linear systems becomes computationally expensive both in execution time and and memory. For this reason, recent effort has focused on adapting segregated solution algorithms for CFD problems in MOOSE. These algorithms use fixed-point iteration between segregated systems whose assembly and preconditioning are easier those of the monolithic system. Initial results show that the segregated solution algorithm outperforms the monolithic approach in terms of memory usage and for large 3D problems in terms of CPU time as well.

42 ENGINEERING↗

Development of Segregated Thermal-Hydraulics Solvers in MOOSE

The simulation of fluid flows is an essential part of the design and analysis of nuclear systems. Algorithms able to simulate flows at different fidelity levels are available in the Multiphysics Object-Oriented Simulation Environment (MOOSE) and MOOSE-based applications such as Pronghorn \cite{novak2018pronghorn}, Pronghorn-Subchannel, RELAP-7, and SAM. Currently, significant effort is being invested in the development of coarse-mesh Computational Fluid Dynamics (CFD) capabilities within MOOSE and Pronghorn for the simulation of Generation IV nuclear reactors. Traditionally, the solution algorithms in MOOSE have relied on Newton or quasi-Newton methods (such as the preconditioned Jacobian-free Newton-Krylov method) where residuals and Jacobians (or approximations thereof) are constructed. Both Newton and quasi-Newton methods require the solution of a linear system at each nonlinear Newton iteration with the Jacobian as the system matrix. The Jacobian contains blocks originating from all variables in the problem (i.e., for thermal-hydraulics at least pressure, velocities, and temperature). Due to the formulation of the problem in a general multiphysics setting on unstructured mesh, creating a good preconditioner for the linear system can be challenging, thus many fluid applications have utilized direct solver-based methods such as LU factorization. However, with increasing system size and complexity in multi-dimensional problems, the direct solution of linear systems becomes computationally expensive both in execution time and and memory. For this reason, recent effort has focused on adapting segregated solution algorithms for CFD problems in MOOSE. These algorithms use fixed-point iteration between segregated systems whose assembly and preconditioning are easier those of the monolithic system. Initial results show that the segregated solution algorithm outperforms the monolithic approach in terms of memory usage and for large 3D problems in terms of CPU time as well.

42 ENGINEERING↗

Interpretation of multiple solutions in fully iterative GF2 and GW schemes using local analysis of two-particle density matrices

Due to the presence of non-linear equations, iterative Green’s function methods can result in multiple different solutions even for simple molecular systems. In contrast to the wave-function methods, a detailed and careful analysis of such molecular solutions was not performed before. In this work, we use two-particle density matrices to investigate local spin and charge correlators that quantify the charge resonance and covalent characters of these solutions. When applied within the unrestricted orbital set, spin correlators elucidate the broken symmetry of the solutions, containing necessary information for building effective magnetic Hamiltonians. Based on GW and GF2 calculations of simple molecules and transition metal complexes, we construct Heisenberg Hamiltonians, four-spin-four-center corrections, and biquadratic spin–spin interactions. These Hamiltonian parameterizations are compared to previous wave-function calculations.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Parallel-in-Time Solution of Scalar Nonlinear Conservation Laws

Here, we consider the parallel-in-time solution of scalar nonlinear conservation laws in one spatial dimension. The equations are discretized in space with a conservative finite-volume method using weighted essentially nonoscillatory (WENO) reconstructions, and in time with high-order explicit Runge–Kutta methods. The solution of the global, discretized space-time problem is sought via a nonlinear iteration that uses a novel linearization strategy in cases of nondifferentiable equations. Under certain choices of discretization and algorithmic parameters, the nonlinear iteration coincides with Newton’s method, although, more generally, it is a preconditioned residual correction scheme. At each nonlinear iteration, the linearized problem takes the form of a certain discretization of a linear conservation law over the space-time domain in question. An approximate parallel-in-time solution of the linearized problem is computed with a single multigrid reduction-in-time (MGRIT) iteration; however, any other effective parallel-in-time method could be used in its place. The MGRIT iteration employs a novel coarse-grid operator that is a modified conservative semi-Lagrangian discretization and generalizes those we have developed previously for nonconservative scalar linear hyperbolic problems. Numerical tests are performed for the inviscid Burgers and Buckley–Leverett equations. For many test problems, the solver converges in just a handful of iterations with a convergence rate independent of mesh resolution, including problems with (interacting) shocks and rarefactions.

97 MATHEMATICS AND COMPUTING↗

Compressed basis GMRES on high-performance graphics processing units

Krylov methods provide a fast and highly parallel numerical tool for the iterative solution of many large-scale sparse linear systems. To a large extent, the performance of practical realizations of these methods is constrained by the communication bandwidth in current computer architectures, motivating the investigation of sophisticated techniques to avoid, reduce, and/or hide the message-passing costs (in distributed platforms) and the memory accesses (in all architectures). This article leverages Ginkgo’s memory accessor in order to integrate a communication-reduction strategy into the (Krylov) GMRES solver that decouples the storage format (i.e., the data representation in memory) of the orthogonal basis from the arithmetic precision that is employed during the operations with that basis. Given that the execution time of the GMRES solver is largely determined by the memory accesses, the cost of the datatype transforms can be mostly hidden, resulting in the acceleration of the iterative step via a decrease in the volume of bits being retrieved from memory. Together with the special properties of the orthonormal basis (whose elements are all bounded by 1), this paves the road toward the aggressive customization of the storage format, which includes some floating-point as well as fixed-point formats with mild impact on the convergence of the iterative process. We develop a high-performance implementation of the “compressed basis GMRES” solver in the Ginkgo sparse linear algebra library using a large set of test problems from the SuiteSparse Matrix Collection. We demonstrate robustness and performance advantages on a modern NVIDIA V100 graphics processing unit (GPU) of up to 50% over the standard GMRES solver that stores all data in IEEE double-precision.

97 MATHEMATICS AND COMPUTING↗

Optimal Network Topology for Node-Breaker Representations With AC Power Flow Constraints

It has been demonstrated that network topology optimization (NTO) may change the topology of power system networks, and consequently, provide additional flexibility to reduce network congestion and violations. Most NTO problems are formulated based on the bus-branch model in which it is challenging to represent a realistic picture of all substation configurations. In this paper, we explore advantages of substation reconfiguration modeling based on node-breaker representations for NTO problem with full nonlinear alternating current power flow. It also proposes a tailored solution algorithm to solve this nonconvex mixed-integer nonlinear programming through the outer approximation method. The proposed solution approach iterates between a mixed-integer linear programming and a nonlinear subproblem. Additional enhancements to further accelerate the iteration process are illustrated. Numerical case studies demonstrate the relative economic and operational impact of optimal network topology with node-breaker representations.

42 ENGINEERING↗

Linear convergence of accelerated conditional gradient algorithms in spaces of measures

A class of generalized conditional gradient algorithms for the solution of optimization problem in spaces of Radon measures is presented. The method iteratively inserts additional Dirac-delta functions and optimizes the corresponding coefficients. Under general assumptions, a sub-linear [see formula in PDF] rate in the objective functional is obtained, which is sharp in most cases. To improve efficiency, one can fully resolve the finite-dimensional subproblems occurring in each iteration of the method. We provide an analysis for the resulting procedure: under a structural assumption on the optimal solution, a linear [see formula in PDF] convergence rate is obtained locally.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

A Preconditioned Low-Rank Projection Method with a Rank-Reduction Scheme for Stochastic Partial Differential Equations

Herein, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the Kronecker product structure of the linear systems. The proposed algorithm efficiently approximates the solutions in low-rank tensor format. Using standard Krylov subspace methods for the data in tensor format is computationally prohibitive due to the rapid growth of tensor ranks during the iterations. To keep tensor ranks low over the entire iteration process, we devise a rank-reduction scheme that can be combined with the iterative algorithm. The proposed rank-reduction scheme identifies an important subspace in the stochastic domain and compresses tensors of high rank on-the-fly during the iterations. The proposed reduction scheme is a coarse-grid method in that the important subspace can be identified inexpensively in a coarse spatial grid setting. The efficiency of the present method is displayed by numerical experiments on benchmark problems.

97 MATHEMATICS AND COMPUTING↗

Diffusion Acceleration Schemes for Self-Adjoint Angular Flux Formulation with a Void Treatment

A Galerkin weak form for the monoenergetic neutron transport equation with a continuous finite element method and discrete ordinate method is developed based on self-adjoint angular flux formulation. This weak form is modified for treating void regions. A consistent diffusion scheme is developed with projection. Correction terms of the diffusion scheme are derived to reproduce the transport scalar flux. A source iteration that decouples the solution of all directions with both linear and nonlinear diffusion accelerations is developed and demonstrated. One-dimensional Fourier analysis is conducted to demonstrate the stability of the linear and nonlinear diffusion accelerations. Numerical results of these schemes are presented.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗