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At least 37 records · Page 2

Smoothers for Optimization Problems

We present a multigrid one-shot algorithm, and a smoothing analysis, for the numerical solution of optimal control problems which are governed by an elliptic PDE. The analysis provides a simple tool to determine a smoothing minimization process which is essential for multigrid application. Numerical results include optimal control of boundary data using different discretization schemes and an optimal shape design problem in 2D with Dirichlet boundary conditions.

Arian, Eyal↗

Adaptive Space-Time Methods for Large Scale Optimal Design

When modeling complex physical systems with advanced dynamics, such as shocks and singularities, many classic methods for solving partial differential equations can return inaccurate or unusable results. One way to resolve these complex dynamics is through r-adaptive refinement methods, in which a fixed number of mesh points are shifted to areas of high interest. The mesh refinement map can be found through the solution of the Monge-Ampére equation, a highly nonlinear partial differential equation. Due to its nonlinearity, the numerical solution of the Monge-Ampére equation is nontrivial and has previously required computationally expensive methods. In this report, we detail our novel optimization-based, multigrid-enabled solver for a low-order finite element approximation of the Monge-Ampére equation. This fast and scalable solver makes r-adaptive meshing more readily available for problems related to large-scale optimal design. Beyond mesh adaptivity, our report discusses additional applications where our fast solver for the Monge-Ampére equation could be easily applied.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A Cell-Centered Multigrid Algorithm for All Grid Sizes

Multigrid methods are optimal; that is, their rate of convergence is independent of the number of grid points, because they use a nested sequence of coarse grids to represent different scales of the solution. This nesting does, however, usually lead to certain restrictions of the permissible size of the discretised problem. In cases where the modeler is free to specify the whole problem, such constraints are of little importance because they can be taken into consideration from the outset. We consider the situation in which there are other competing constraints on the resolution. These restrictions may stem from the physical problem (e.g., if the discretised operator contains experimental data measured on a fixed grid) or from the need to avoid limitations set by the hardware. In this paper we discuss a modification to the cell-centered multigrid algorithm, so that it can be used br problems with any resolution. We discuss in particular a coarsening strategy and choice of intergrid transfer operators that can handle grids with both an even or odd number of cells. The method is described and applied to linear equations obtained by discretization of two- and three-dimensional second-order elliptic PDEs.

Gjesdal, Thor↗

A multigrid solver for semi-implicit global shallow-water models

A multigrid solver is developed for the discretized two-dimensional elliptic equation on the sphere that arises from a semiimplicit time discretization of the global shallow-water equations. Different formulations of the semiimplicit scheme result in variable-coefficient Helmholtz-type equations for which no fast direct solvers are available. The efficiency of the multigrid solver is optimal, in the sense that the total operation count is proportional to the number of unknowns. Numerical experiments using initial data derived from actual 300-mb height and wind velocity fields indicate that the present model has very good accuracy and stability properties.

Barros, Saulo R. M.↗

Parallel Multigrid in Time and Space for Extreme-Scale Computational Science: Chaotic and Hyperbolic Problems

The coming massive parallelism of exascale computing presents a pressing challenge for the many DOE simulations of time-dependent partial differential equations (PDEs), which typically use traditional sequential time stepping methods. Since this traditional approach is inherently serial, it presents a sequential bottleneck when moving to exascale computing, because future performance gains will come through greater concurrency, not faster clock speeds. Thus, the goal of this work is to research parallelism in time, i.e., methods that compute multiple time values simultaneously, not sequentially. The focus will be on hyperbolic and chaotic problems of interest to DOE, with the goal of enabling scalable simulations of time-dependent hyperbolic and chaotic problems on future architectures. The chosen methodology for solving these problems parallel-in-time is multigrid, because multigrid (when it works) is a powerful, optimal, and scalable solver for discretized PDEs. Multigrid is already commonly used in many DOE simulations for scalably and optimally solving space-only PDE problems. The areas of hyperbolic and chaotic problems are chosen because of their relevance to problems of programmatic interest to DOE. However, these problems are also well-known to be difficult for parallelin-time methods, with the most common method, parareal, diverging in many cases. The current stateof-the-art for parallel-in-time at LLNL is the multigrid reduction in time (MGRIT) XBraid package, which also struggles for such problems, while still showing some improvement over parareal. In summary, new methods are needed for an efficient parallel-in-time scheme for hyperbolic and chaotic problems, and this work shall research promising new multigrid methods in this area. In particular, we take inspiration from the Least Squares Shadowing (LSS by Wang) approach for solving chaotic problems. Here, an optimization approach is able to find “well-conditioned” shadow trajectories/solutions to the original “ill-conditioned” chaotic problem. Thus, the new multigrid methods researched here also arise in an optimization context.

97 MATHEMATICS AND COMPUTING↗

Multigrid Reduction in Time for Chaotic and Hyperbolic Problems (Final Report)

The coming massive parallelism of exascale computing presents a pressing challenge for the many DOE simulations of time-dependent partial differential equations (PDEs), which typically use traditional sequential time stepping methods. Since this traditional approach is inherently serial, it presents a sequential bottleneck when moving to exascale computing, because future performance gains will come through greater concurrency, not faster clock speeds. Thus, the goal of this work is to research parallelism in time, i.e., methods that compute multiple time values simultaneously, not sequentially. The focus will be on hyperbolic and chaotic problems of interest to DOE, with the goal of enabling scalable simulations of time-dependent hyperbolic and chaotic problems on future architectures. The chosen methodology for solving these problems parallel-in-time is multigrid, because multigrid (when it works) is a powerful, optimal, and scalable solver for discretized PDEs. Multigrid is already commonly used in many DOE simulations for scalably and optimally solving space-only PDE problems. The areas of hyperbolic and chaotic problems are chosen because of their relevance to problems of programmatic interest to DOE. However, these problems are also well-known to be difficult for parallelin-time methods, with the most common method, parareal, diverging in many cases. The current state-of-the-art for parallel-in-time at LLNL is the multigrid reduction in time (MGRIT) XBraid package, which also struggles for such problems, while still showing some improvement over parareal. In summary, new methods are needed for an efficient parallel-in-time scheme for hyperbolic and chaotic problems, and this work shall research promising new multigrid methods in this area. In particular, this work shall continue researching the directions from the current collaboration with Dr. Falgout, which are laid out in the work Toward Parallel in Time for Chaotic Dynamical Systems and showed the first known results of a parallel-in-time speedup for a chaotic problem. This work outlines two key improvements to XBraid for chaotic problems, the so-called “theta” and “delta-correction” methods. Here, these two improvements will be implemented in a high-performance but general way in XBraid and explored for more complicated problems. We will additionally research, as time allows, improvements to these techniques, as well as multigrid relaxation techniques based on Least Squares Shadowing (LSS by Wang) and a nonintrusive block tridiagonal solver based on MGRIT, called TriMGRIT.

97 MATHEMATICS AND COMPUTING↗

Multigrid Reduction in Time for Chaotic and Hyperbolic Problems (Final Report)

The coming massive parallelism of exascale computing presents a pressing challenge for the many DOE simulations of time-dependent partial differential equations (PDEs), which typically use traditional sequential time stepping methods. Since this traditional approach is inherently serial, it presents a sequential bottleneck when moving to exascale computing, because future performance gains will come through greater concurrency, not faster clock speeds. Thus, the goal of this work is to research parallelism in time, i.e., methods that compute multiple time values simultaneously, not sequentially. The focus will be on hyperbolic and chaotic problems of interest to DOE, with the goal of enabling scalable simulations of time-dependent hyperbolic and chaotic problems on future architectures. The chosen methodology for solving these problems parallel-in-time is multigrid, because multigrid (when it works) is a powerful, optimal, and scalable solver for discretized PDEs. Multigrid is already commonly used in many DOE simulations for scalably and optimally solving space-only PDE problems. The areas of hyperbolic and chaotic problems are chosen because of their relevance to problems of programmatic interest to DOE. However, these problems are also well-known to be difficult for parallel-in-time methods, with the most common method, parareal, diverging in many cases. The current state of-the-art for parallel-in-time at LLNL is the multigrid reduction in time (MGRIT) XBraid package, which also struggles for such problems, while still showing some improvement over parareal. In summary, new methods are needed for an efficient parallel-in-time scheme for hyperbolic and chaotic problems, and this work shall research promising new multigrid methods in this area. In particular, this work shall continue researching the directions from the current collaboration with Dr. Falgout, which are laid out in the work Toward Parallel in Time for Chaotic Dynamical Systems and showed the first known results of a parallel-in-time speedup for a chaotic problem. This work outlines two key improvements to XBraid for chaotic problems, the so-called “theta” and “delta-correction” methods. Here, these two improvements will be further researched and improved (including with a new relaxation method inspired by on Least Squares Shadowing (LSS)) and explored for more complicated problems.

97 MATHEMATICS AND COMPUTING↗

An investigation of design optimization using a 2-D viscous flow code with multigrid

Computational fluid dynamics (CFD) codes have advanced to the point where they are effective analytical tools for solving flow fields around complex geometries. There is also a need for their use as a design tool to find optimum aerodynamic shapes. In the area of design, however, a difficulty arises due to the large amount of computer resources required by these codes. It is desired to streamline the design process so that a large number of design options and constraints can be investigated without overloading the system. There are several techniques which have been proposed to help streamline the design process. The feasibility of one of these techniques is investigated. The technique under consideration is the interaction of the geometry change with the flow calculation. The problem of finding the value of camber which maximizes the ratio of lift over drag for a particular airfoil is considered. In order to test out this technique, a particular optimization problem was tried. A NACA 0012 airfoil was considered at free stream Mach number of 0.5 with a zero angle of attack. Camber was added to the mean line of the airfoil. The goal was to find the value of camber for which the ratio of lift over drag is a maximum. The flow code used was FLOMGE which is a two dimensional viscous flow solver which uses multigrid to speed up convergence. A hyperbolic grid generation program was used to construct the grid for each value of camber.

Doria, Michael L.↗

Optimal resolution in maximum entropy image reconstruction from projections with multigrid acceleration

We consider the problem of image reconstruction from a finite number of projections over the space L(sup 1)(Omega), where Omega is a compact subset of the set of Real numbers (exp 2). We prove that, given a discretization of the projection space, the function that generates the correct projection data and maximizes the Boltzmann-Shannon entropy is piecewise constant on a certain discretization of Omega, which we call the 'optimal grid'. It is on this grid that one obtains the maximum resolution given the problem setup. The size of this grid grows very quickly as the number of projections and number of cells per projection grow, indicating fast computational methods are essential to make its use feasible. We use a Fenchel duality formulation of the problem to keep the number of variables small while still using the optimal discretization, and propose a multilevel scheme to improve convergence of a simple cyclic maximization scheme applied to the dual problem.

Limber, Mark A.↗

A multilevel cost-space approach to solving the balanced long transportation problem

We develop a multilevel scheme for solving the balanced long transportation problem, that is, given a set (c(sub kj)) of shipping costs from a set of M supply nodes S(sub k) to a set of N demand nodes D(sub j), we seek to find a set of flows, (x(sub kj)), that minimizes the total cost Sigma(sub k=1)(exp M) Sigma(sub j=1)(exp N) x(sub kj)c(sub kj). We require that the problem be balanced, that is, the total demand must equal the total supply. Solution techniques for this problem are well known from optimization and linear programming. We examine this problem, however, in order to develop principles that can then be applied to more intractible problems of optimization. We develop a multigrid scheme for solving the problem, defining the grids, relaxation, and intergrid operators. Numerical experimentation shows that this line of research may prove fruitful. Further research directions are suggested.

Cavanaugh, Kevin J.↗

Efficient smoothed particle radiation hydrodynamics I: Thermal radiative transfer

This work presents efficient solution techniques for radiative transfer in the smoothed particle hydrodynamics discretization. Two choices that impact efficiency are how the material and radiation energy are coupled, which determines the number of iterations needed to converge the emission source, and how the radiation diffusion equation is solved, which must be done in each iteration. The coupled material and radiation energy equations are solved using an inexact Newton iteration scheme based on nonlinear elimination, which reduces the number of Newton iterations needed to converge within each time step. During each Newton iteration, the radiation diffusion equation is solved using Krylov iterative methods with a multigrid preconditioner, which abstracts and optimizes much of the communication when running in parallel. The code is verified for an infinite medium problem, a one-dimensional Marshak wave, and a two and three-dimensional manufactured problem, and exhibits first-order convergence in time and second-order convergence in space. For these problems, the number of iterations needed to converge the inexact Newton scheme and the diffusion equation is independent of the number of spatial points and the number of processors.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Simple explicit upwind schemes for solving compressible flows

Several upwind numerical methods for solving the compressible inviscid and viscous flow equations are discussed. Due to their explicit nature, the schemes are very simple and easy to apply to solutions on multi-block structured grids. Their favorable high frequence damping results in good rates of convergence when combined with multigrid procedures. The schemes are optimized using a simple stability and damping factor analysis. Results for three-dimensional test cases are shown and discussed. Attention is payed to the relative efficiencies of these schemes.

Von Lavante, E.↗