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At least 361 records · Page 20

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↗

Schwarz Methods: To Symmetrize or not to Symmetrize

A preconditioning theory for Schwarz methods is presented. The theory establishes sufficient conditions for multiplicative and additive Schwarz algorithms to yield self-adjoint positive definite preconditioners. It allows for the analysis and use of non-variational and non-convergent linear methods as preconditioners for conjugate gradient methods, and it is applied to domain decomposition and multigrid. This paper illustrates why symmetrizing may be a bad idea for linear methods. Numerical examples are presented for a test problem.

Holst, Michael↗

On Bi-Grid Local Mode Analysis of Solution Techniques for 3-D Euler and Navier-Stokes Equations

A procedure is presented for utilizing a bi-grid stability analysis as a practical tool for predicting multigrid performance in a range of numerical methods for solving Euler and Navier-Stokes equations. Model problems based on the convection, diffusion and Burger's equation are used to illustrate the superiority of the bi-grid analysis as a predictive tool for multigrid performance in comparison to the smoothing factor derived from conventional von Neumann analysis. For the Euler equations, bi-grid analysis is presented for three upwind difference based factorizations, namely Spatial, Eigenvalue and Combination splits, and two central difference based factorizations, namely LU and ADI methods. In the former, both the Steger-Warming and van Leer flux-vector splitting methods are considered. For the Navier-Stokes equations, only the Beam-Warming (ADI) central difference scheme is considered. In each case, estimates of multigrid convergence rates from the bi-grid analysis are compared to smoothing factors obtained from single-grid stability analysis. Effects of grid aspect ratio and flow skewness are examined. Both predictions are compared with practical multigrid convergence rates for 2-D Euler and Navier-Stokes solutions based on the Beam-Warming central scheme.

Ibraheem, S. O.↗

Parallel-in-Time Methods for Method-of-Lines Discretizations of Nonlinear Hyperbolic PDEs and Systems (Final Report)

The work for the subcontract is situated in the area of parallel-in-time integration for hyperbolic partial differential equations (PDEs). Parallel-in-time integration is an active area of research due to its ability to enable faster numerical simulations for applications throughout many areas of science. The work in this subcontract builds on a variety of results that were obtained, as part of the work performed for Subcontract No. B648355, for the Multigrid Reduction-in-Time (MGRIT) method from [1] applied to hyperbolic PDEs. This subcontract extends these results further to more efficient methods and to the case of method-of-lines discretizations for nonlinear hyperbolic PDES and systems of PDEs. The following is a summary of the research performed and results achieved during milestone periods 1, 2 and 3 by the PI (Hans De Sterck) and Postdoctoral Research Associate (Oliver Krzysik), for required tasks 1-4 (as listed in the Statement of Work): Research over the previous year has been split into three main projects: (i) solution of acoustic equation system; (ii) solution of nonlinear scalar hyperbolic PDEs; (iii) solution of nonlinear hyperbolic systems of PDEs.

97 MATHEMATICS AND COMPUTING↗

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↗

Compact finite volume methods for the diffusion equation

An approach to treating initial-boundary value problems by finite volume methods is described, in which the parallel between differential and difference arguments is closely maintained. By using intrinsic geometrical properties of the volume elements, it is possible to describe discrete versions of the div, curl, and grad operators which lead, using summation-by-parts techniques, to familiar energy equations as well as the div curl = 0 and curl grad = 0 identities. For the diffusion equation, these operators describe compact schemes whose convergence is assured by the energy equations and which yield both the potential and the flux vector with second order accuracy. A simplified potential form is especially useful for obtaining numerical results by multigrid and alternating direction implicit (ADI) methods. The treatment of general curvilinear coordinates is shown to result from a specialization of these general results.

Rose, Milton E.↗

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↗

Multilevel Spectral Coarsening for Graph Laplacian Problems with Application to Reservoir Simulation

We extend previously developed two-level coarsening procedures for graph Laplacian problems written in a mixed saddle point form to the fully recursive multilevel case. The resulting hierarchy of discretizations gives rise to a hierarchy of upscaled models, in the sense that they provide approximation in the natural norms (in the mixed setting). This property enables us to utilize them in three applications: (i) as an accurate reduced model, (ii) as a tool in multilevel Monte Carlo simulations (in application to finite volume discretizations), and (iii) for providing a sequence of nonlinear operators in a full approximation scheme for solving nonlinear pressure equations discretized by the conservative two-point flux approximation. Finally, we illustrate the potential of the proposed multilevel technique in all three applications on a number of popular benchmark problems used in reservoir simulation.

multilevel Monte Carlo↗

Automatic partitioning of unstructured grids into connected components

This paper presents two partitioning schemes that guarantee connected components given a connected initial grid. Connected components are important for convergence of methods such as domain decomposition or multigrid. For many of the grids tested, the schemes produce partitions as good (in terms of number of cut edges) or better than spectral partitioning and require only modest computational resources. This paper describes the two schemes in detail and presents comparison results from a number of two and three dimensional unstructured grids.

Dagum, Leonardo↗

Parallel performance investigations of an unstructured mesh Navier-Stokes solver

A Reynolds-averaged Navier-Stokes solver based on unstructured mesh techniques for analysis of high-lift configurations is described. The method makes use of an agglomeration multigrid solver for convergence acceleration. Implicit line-smoothing is employed to relieve the stiffness associated with highly stretched meshes. A GMRES technique is also implemented to speed convergence at the expense of additional memory usage. The solver is cache efficient and fully vectorizable, and is parallelized using a two-level hybrid MPI-OpenMP implementation suitable for shared and/or distributed memory architectures, as well as clusters of shared memory machines. Convergence and scalability results are illustrated for various high-lift cases.

Mavriplis, Dimitri J.↗

Multigrid and cyclic reduction applied to the Helmholtz equation

We consider the Helmholtz equation with a discontinuous complex parameter and inhomogeneous Dirichlet boundary conditions in a rectangular domain. A variant of the direct method of cyclic reduction (CR) is employed to facilitate the design of improved multigrid (MG) components, resulting in the method of CR-MG. We demonstrate the improved convergence properties of this method.

Brackenridge, Kenneth↗

Iterative spectral methods and spectral solutions to compressible flows

A spectral multigrid scheme is described which can solve pseudospectral discretizations of self-adjoint elliptic problems in O(N log N) operations. An iterative technique for efficiently implementing semi-implicit time-stepping for pseudospectral discretizations of Navier-Stokes equations is discussed. This approach can handle variable coefficient terms in an effective manner. Pseudospectral solutions of compressible flow problems are presented. These include one dimensional problems and two dimensional Euler solutions. Results are given both for shock-capturing approaches and for shock-fitting ones.

Hussaini, M. Y.↗

Agglomeration-based geometric multigrid solvers for compact discontinuous Galerkin discretizations on unstructured meshes

Here, we present a geometric multigrid solver for the Compact Discontinuous Galerkin method through building a hierarchy of coarser meshes using a simple agglomeration method which handles arbitrary element shapes and dimensions. The method is easily extendable to other discontinuous Galerkin discretizations, including the Local DG method and the Interior Penalty method. We demonstrate excellent solver performance for Poisson's equation, provided a flux formulation is used for the operator coarsening and a suitable switch function chosen for the numerical fluxes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multigrid-Reduction-in-Time for the Rotating Shallow Water Equations

We consider multilevel time-parallel methods for the numerical solution of the rotating shallow water equations. In particular, the multigrid-reduction-in-time (MGRIT) algorithm is used for the parallel time integration. An asymptotic model is used at the coarse levels while the full model is employed at the finer levels. The asymptotic model is well-suited for highly oscillatory partial differential equations like the rotating shallow water equations because it can accurately and stably take the required large time-steps on coarse levels. Our work exploits the flexibility of the MGRIT algorithm in terms of the number of levels and relaxation schemes to show some computational benefits, especially with respect to FCF-relaxation and data reuse.

97 MATHEMATICS AND COMPUTING↗

An Application of the Difference Potentials Method to Solving External Problems in CFD

Numerical solution of infinite-domain boundary-value problems requires some special techniques that would make the problem available for treatment on the computer. Indeed, the problem must be discretized in a way that the computer operates with only finite amount of information. Therefore, the original infinite-domain formulation must be altered and/or augmented so that on one hand the solution is not changed (or changed slightly) and on the other hand the finite discrete formulation becomes available. One widely used approach to constructing such discretizations consists of truncating the unbounded original domain and then setting the artificial boundary conditions (ABC's) at the newly formed external boundary. The role of the ABC's is to close the truncated problem and at the same time to ensure that the solution found inside the finite computational domain would be maximally close to (in the ideal case, exactly the same as) the corresponding fragment of the original infinite-domain solution. Let us emphasize that the proper treatment of artificial boundaries may have a profound impact on the overall quality and performance of numerical algorithms. The latter statement is corroborated by the numerous computational experiments and especially concerns the area of CFD, in which external problems present a wide class of practically important formulations. In this paper, we review some work that has been done over the recent years on constructing highly accurate nonlocal ABC's for calculation of compressible external flows. The approach is based on implementation of the generalized potentials and pseudodifferential boundary projection operators analogous to those proposed first by Calderon. The difference potentials method (DPM) by Ryaben'kii is used for the effective computation of the generalized potentials and projections. The resulting ABC's clearly outperform the existing methods from the standpoints of accuracy and robustness, in many cases noticeably speed up the multigrid convergence, and at the same time are quite comparable to other methods from the standpoints of geometric universality and simplicity of implementation.

Ryaben 'Kii, Victor S.↗

Multigrid solution of the Euler equations on unstructured and adaptive meshes

A multigrid algorithm has been developed for solving the steady-state Euler equations in two dimensions on unstructured triangular meshes. The method assumes the various coarse and fine grids of the multigrid sequence to be independent of one another, thus decoupling the grid generation procedure from the multigrid algorithm. The transfer of variables between the various meshes employs a tree-search algorithm which rapidly identifies regions of overlap between coarse and fine grid cells. Finer meshes are obtained either by regenerating new globally refined meshes, or by adaptively refining the previous coarser mesh. For both cases, the observed convergence rates are comparable to those obtained with structured multigrid Euler solvers. The adaptively generated meshes are shown to produce solutions of higher accuracy with fewer mesh points.

Mavriplis, Dimitri↗

Multigrid acceleration of the isenthalpic form of the compressible flow equations

A numerical method for solving the isenthalpic form of the governing equations for compressible inviscid flows was developed. The method is based on the concept of flux vector splitting in its implicit form and was tested on several demanding configurations. Time marching to steady state was accelerated by the implementation of the multigrid procedure which very effectively increased the rate of convergence. High quality steady-state results were obtained for various test cases and required only short computational times due to the relative efficiency of the basic method.

Melson, N. Duane↗