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NASA NTRS1981

Multigrid solvers on parallel computers

Massively parallel computers, as considered in this investigation, are not yet available. However, a large-scale parallel computer cannot usefully be designed before the hypothetical algorithms which will employ it are studied. Most of the studies of parallel partial differential equations (PDE) solvers are based on solution techniques much slower (on sequential machines) than multigrid methods. Multigrid methods are highly parallelizable. Each of their processes can simultaneously be performed at all grid points. The present investigation is concerned with a preliminary exploration of the potential of multigrid, or, more generally, Multi-Level Adaptive Techniques (MLAT) on computers with many processors. Basic processes are considered, taking into account coarse-grid approximation, relaxation, coarse-grid corrections, full multigrid algorithms, nonlinear problems and eigenvalue problems, fine-to-coarse correction, and chains of problems. Details of parallel multigrid processing are also examined.

Brandt, A.↗
NASA NTRS1986

Multigrid methods in structural mechanics

Although the application of multigrid methods to the equations of elasticity has been suggested, few such applications have been reported in the literature. In the present work, multigrid techniques are applied to the finite element analysis of a simply supported Bernoulli-Euler beam, and various aspects of the multigrid algorithm are studied and explained in detail. In this study, six grid levels were used to model half the beam. With linear prolongation and sequential ordering, the multigrid algorithm yielded results which were of machine accuracy with work equivalent to 200 standard Gauss-Seidel iterations on the fine grid. Also with linear prolongation and sequential ordering, the V(1,n) cycle with n greater than 2 yielded better convergence rates than the V(n,1) cycle. The restriction and prolongation operators were derived based on energy principles. Conserving energy during the inter-grid transfers required that the prolongation operator be the transpose of the restriction operator, and led to improved convergence rates. With energy-conserving prolongation and sequential ordering, the multigrid algorithm yielded results of machine accuracy with a work equivalent to 45 Gauss-Seidel iterations on the fine grid. The red-black ordering of relaxations yielded solutions of machine accuracy in a single V(1,1) cycle, which required work equivalent to about 4 iterations on the finest grid level.

Raju, I. S.↗
NASA NTRS1991

The improved robustness of multigrid elliptic solvers based on multiple semicoarsened grids

Multigrid convergence rates degenerate on problems with stretched grids or anisotropic operators, unless one uses line or plane relaxation. For 3-D problems, only plane relaxation suffices, in general. While line and plane relaxation algorithms are efficient on sequential machines, they are quite awkward and inefficient on parallel machines. A new multigrid algorithm is presented based on the use of multiple coarse grids, that eliminates the need for line or plane relaxation in anisotropic problems. This algorithm was developed and the standard multigrid theory was extended to establish rapid convergence for this class of algorithms. The new algorithm uses only point relaxation, allowing easy and efficient parallel implementation, yet achieves robustness and convergence rates comparable to line and plane relaxation multigrid algorithms. The algorithm described is a variant of Mulder's multigrid algorithm for hyperbolic problems. The latter uses multiple coarse grids to achieve robustness, but is unsuitable for elliptic problems, since its V-cycle convergence rate goes to one as the number of levels increases. The new algorithm combines the contributions from the multiple coarse grid via a local switch, based on the strength of the discrete operator in each coordinate direction.

Naik, Naomi H.↗
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

Mapping robust parallel multigrid algorithms to scalable memory architectures

The convergence rate of standard multigrid algorithms degenerates on problems with stretched grids or anisotropic operators. The usual cure for this is the use of line or plane relaxation. However, multigrid algorithms based on line and plane relaxation have limited and awkward parallelism and are quite difficult to map effectively to highly parallel architectures. Newer multigrid algorithms that overcome anisotropy through the use of multiple coarse grids rather than line relaxation are better suited to massively parallel architectures because they require only simple point-relaxation smoothers. The parallel implementation of a V-cycle multiple semi-coarsened grid (MSG) algorithm or distributed-memory architectures such as the Intel iPSC/860 and Paragon computers is addressed. The MSG algorithms provide two levels of parallelism: parallelism within the relaxation or interpolation on each grid and across the grids on each multigrid level. Both levels of parallelism must be exploited to map these algorithms effectively to parallel architectures. A mapping of an MSG algorithm to distributed-memory architectures that demonstrate how both levels of parallelism can be exploited is described. The results is a robust and effective multigrid algorithm for distributed-memory machines.

Overman, Andrea↗
NASA NTRS1993

Multigrid solution of the Navier-Stokes equations on highly stretched grids with defect correction

Relaxation-based multigrid solvers for the steady incompressible Navier-Stokes equations are examined to determine their computational speed and robustness. Four relaxation methods with a common discretization have been used as smoothers in a single tailored multigrid procedure. The equations are discretized on a staggered grid with first order upwind used for convection in the relaxation process on all grids and defect correction to second order central on the fine grid introduced once per multigrid cycle. A fixed W(1,1) cycle with full weighting of residuals is used in the FAS multigrid process. The resulting solvers have been applied to three 2D flow problems, over a range of Reynolds numbers, on both uniform and highly stretched grids. In all cases the L(sub 2) norm of the velocity changes is reduced to 10(exp -6) in a few 10's of fine grid sweeps. The results from this study are used to draw conclusions on the strengths and weaknesses of the individual relaxation schemes as well as those of the overall multigrid procedure when used as a solver on highly stretched grids.

Sockol, Peter M.↗
NASA NTRS1993

Mapping robust parallel multigrid algorithms to scalable memory architectures

The convergence rate of standard multigrid algorithms degenerates on problems with stretched grids or anisotropic operators. The usual cure for this is the use of line or plane relaxation. However, multigrid algorithms based on line and plane relaxation have limited and awkward parallelism and are quite difficult to map effectively to highly parallel architectures. Newer multigrid algorithms that overcome anisotropy through the use of multiple coarse grids rather than relaxation are better suited to massively parallel architectures because they require only simple point-relaxation smoothers. In this paper, we look at the parallel implementation of a V-cycle multiple semicoarsened grid (MSG) algorithm on distributed-memory architectures such as the Intel iPSC/860 and Paragon computers. The MSG algorithms provide two levels of parallelism: parallelism within the relaxation or interpolation on each grid and across the grids on each multigrid level. Both levels of parallelism must be exploited to map these algorithms effectively to parallel architectures. This paper describes a mapping of an MSG algorithm to distributed-memory architectures that demonstrates how both levels of parallelism can be exploited. The result is a robust and effective multigrid algorithm for distributed-memory machines.

Overman, Andrea↗
NASA NTRS1994

Agglomeration multigrid for the three-dimensional Euler equations

A multigrid procedure that makes use of coarse grids generated by the agglomeration of control volumes is advocated as a practical approach for solving the three dimensional Euler equations on unstructured grids about complex configurations. It is shown that the agglomeration procedure can be tailored to achieve certain coarse grid properties such as the sizes of the coarse grids and aspect ratios of the coarse grid cells. The agglomeration is done as a preprocessing step and runs in linear time. The implications for multigrid of using arbitrary polyhedral coarse grids are discussed. The agglomeration multigrid technique compares very favorably with existing multigrid procedures both in terms of convergence rates and elapsed times. The main advantage of the present approach is the ease with which coarse grids of any desired degree of coarseness may be generated in three dimensions, without being constrained by considerations of geometry. Inviscid flows over a variety of complex configurations are computed using the agglomeration multigrid strategy.

Venkatakrishnan, V.↗
NASA NTRS1995

Multigrid techniques for unstructured meshes

An overview of current multigrid techniques for unstructured meshes is given. The basic principles of the multigrid approach are first outlined. Application of these principles to unstructured mesh problems is then described, illustrating various different approaches, and giving examples of practical applications. Advanced multigrid topics, such as the use of algebraic multigrid methods, and the combination of multigrid techniques with adaptive meshing strategies are dealt with in subsequent sections. These represent current areas of research, and the unresolved issues are discussed. The presentation is organized in an educational manner, for readers familiar with computational fluid dynamics, wishing to learn more about current unstructured mesh techniques.

Mavriplis, D. J.↗
NASA NTRS1994

New multigrid approach for three-dimensional unstructured, adaptive grids

A new multigrid method with adaptive unstructured grids is presented. The three-dimensional Euler equations are solved on tetrahedral grids that are adaptively refined or coarsened locally. The multigrid method is employed to propagate the fine grid corrections more rapidly by redistributing the changes-in-time of the solution from the fine grid to the coarser grids to accelerate convergence. A new approach is employed that uses the parent cells of the fine grid cells in an adapted mesh to generate successively coaser levels of multigrid. This obviates the need for the generation of a sequence of independent, nonoverlapping grids as well as the relatively complicated operations that need to be performed to interpolate the solution and the residuals between the independent grids. The solver is an explicit, vertex-based, finite volume scheme that employs edge-based data structures and operations. Spatial discretization is of central-differencing type combined with a special upwind-like smoothing operators. Application cases include adaptive solutions obtained with multigrid acceleration for supersonic and subsonic flow over a bump in a channel, as well as transonic flow around the ONERA M6 wing. Two levels of multigrid resulted in reduction in the number of iterations by a factor of 5.

Parthasarathy, Vijayan↗
NASA NTRS1999

Solving Upwind-Biased Discretizations: Multigrid Solver Using Semicoarsening - 2

This paper studies a novel multigrid approach to the solution for a second order upwind biased discretization of the convection equation in two dimensions. This approach is based on semi-coarsening and well balanced explicit correction terms added to coarse-grid operators to maintain on coarse-grid the same cross-characteristic interaction as on the target (fine) grid. Colored relaxation schemes are used on all the levels allowing a very efficient parallel implementation. The results of the numerical tests can be summarized as follows: 1) The residual asymptotic convergence rate of the proposed V(0, 2) multigrid cycle is about 3 per cycle. This convergence rate far surpasses the theoretical limit (4/3) predicted for standard multigrid algorithms using full coarsening. The reported efficiency does not deteriorate with increasing the cycle, depth (number of levels) and/or refining the target-grid mesh spacing. 2) The full multi-grid algorithm (FMG) with two V(0, 2) cycles on the target grid and just one V(0, 2) cycle on all the coarse grids always provides an approximate solution with the algebraic error less than the discretization error. Estimates of the total work in the FMG algorithm are ranged between 18 and 30 minimal work units (depending on the target (discretizatioin). Thus, the overall efficiency of the FMG solver closely approaches (if does not achieve) the goal of the textbook multigrid efficiency. 3) A novel approach to deriving a discrete solution approximating the true continuous solution with a relative accuracy given in advance is developed. An adaptive multigrid algorithm (AMA) using comparison of the solutions on two successive target grids to estimate the accuracy of the current target-grid solution is defined. A desired relative accuracy is accepted as an input parameter. The final target grid on which this accuracy can be achieved is chosen automatically in the solution process. the actual relative accuracy of the discrete solution approximation obtained by AMA is always better than the required accuracy; the computational complexity of the AMA algorithm is (nearly) optimal (comparable with the complexity of the FMG algorithm applied to solve the problem on the optimally spaced target grid).

Diskin, Boris↗
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 NTRS2004

Evaluation of a Multigrid Scheme for the Incompressible Navier-Stokes Equations

A fast multigrid solver for the steady, incompressible Navier-Stokes equations is presented. The multigrid solver is based upon a factorizable discrete scheme for the velocity-pressure form of the Navier-Stokes equations. This scheme correctly distinguishes between the advection-diffusion and elliptic parts of the operator, allowing efficient smoothers to be constructed. To evaluate the multigrid algorithm, solutions are computed for flow over a flat plate, parabola, and a Karman-Trefftz airfoil. Both nonlifting and lifting airfoil flows are considered, with a Reynolds number range of 200 to 800. Convergence and accuracy of the algorithm are discussed. Using Gauss-Seidel line relaxation in alternating directions, multigrid convergence behavior approaching that of O(N) methods is achieved. The computational efficiency of the numerical scheme is compared with that of Runge-Kutta and implicit upwind based multigrid methods.

Swanson, R. C.↗
NASA NTRS2009

A Critical Study of Agglomerated Multigrid Methods for Diffusion

Agglomerated multigrid techniques used in unstructured-grid methods are studied critically for a model problem representative of laminar diffusion in the incompressible limit. The studied target-grid discretizations and discretizations used on agglomerated grids are typical of current node-centered formulations. Agglomerated multigrid convergence rates are presented using a range of two- and three-dimensional randomly perturbed unstructured grids for simple geometries with isotropic and highly stretched grids. Two agglomeration techniques are used within an overall topology-preserving agglomeration framework. The results show that multigrid with an inconsistent coarse-grid scheme using only the edge terms (also referred to in the literature as a thin-layer formulation) provides considerable speedup over single-grid methods but its convergence deteriorates on finer grids. Multigrid with a Galerkin coarse-grid discretization using piecewise-constant prolongation and a heuristic correction factor is slower and also grid-dependent. In contrast, grid-independent convergence rates are demonstrated for multigrid with consistent coarse-grid discretizations. Actual cycle results are verified using quantitative analysis methods in which parts of the cycle are replaced by their idealized counterparts.

Thomas, James L.↗
DOE OSTI2023

On the use of a multigrid-reduction-in-time algorithm for multiscale convergence of turbulence simulations

Simulations of turbulent flow present challenges in terms of accuracy and affordability on modern highly-parallel computer architectures. A multigrid-reduction-in-time algorithm is used to provide a framework for separately evolving different scales of turbulence and for parallelizing the temporal domain, thereby increasing the concurrency. It is hypothesized that the space–time locality of the small scales of turbulence can be used to circumvent difficulties in applying temporal multigrid to flows dominated by inertial physics. For algorithms that fall well short of spectral accuracy (fourth-order is used in this work) attention must be paid to the accuracy of features on scales transferred between multigrid levels. Numerical experiments were performed using implicit large-eddy simulation. Results from applying the approach to an infinite-Reynolds number Taylor–Green flow and a double-shear flow at a Reynolds number of 11650 provide strong evidence that the approach has merit. The multigrid-reduction-in-time framework can be used to parallelize the temporal domain of a high-Reynolds-number turbulent flow and permit independent convergence of different scales. Establishing this foundation allows for future research in reducing the wall-clock time to solve turbulent flows while retaining the same accuracy as sequential solvers. In conclusion, current performance results from parallelizing the temporal domain are not competitive with those from sequential-in-time methods.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

PyAMG: Algebraic Multigrid Solvers in Python

PyAMG is a Python package of algebraic multigrid (AMG) solvers and supporting tools for approximating the solution to large, sparse linear systems of algebraic equations, Ax = b, where A is an n × n sparse matrix. Sparse linear systems arise in a range of problems in science, from fluid flows to solid mechanics to data analysis. While the direct solvers available in SciPy’s sparse linear algebra package (scipy.sparse.linalg) are highly efficient, in many cases iterative methods are preferred due to overall complexity. However, the iterative methods in SciPy, such as CG and GMRES, often require an efficient preconditioner in order to achieve a lower complexity. Preconditioning is a powerful tool whereby the conditioning of the linear system and convergence rate of the iterative method are both dramatically improved. PyAMG constructs multigrid solvers for use as a preconditioner in this setting. A summary of multigrid and algebraic multigrid solvers can be found in Olson (2015a), in Olson (2015b), and in Falgout (2006); a detailed description can be found in Briggs et al. (2000) and Trottenberg et al. (2001).

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1978

On several aspects and applications of the multigrid method for solving partial differential equations

Several aspects of multigrid methods are briefly described. The main subjects include the development of very efficient multigrid algorithms for systems of elliptic equations (Cauchy-Riemann, Stokes, Navier-Stokes), as well as the development of control and prediction tools (based on local mode Fourier analysis), used to analyze, check and improve these algorithms. Preliminary research on multigrid algorithms for time dependent parabolic equations is also described. Improvements in existing multigrid processes and algorithms for elliptic equations were studied.

Dinar, N.↗
NASA NTRS1981

Black box multigrid

The black box multigrid (BOXMG) code, which only needs specification of the matrix problem for application in the multigrid method was investigated. It is contended that a major problem with the multigrid method is that each new grid configuration requires a major programming effort to develop a code that specifically handles that grid configuration. The SOR and ICCG methods only specify the matrix problem, no matter what the grid configuration. It is concluded that the BOXMG does everything else necessary to set up the auxiliary coarser problems to achieve a multigrid solution.

Dendy, J. E., Jr.↗