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Harmonic Balance Method for Large-Scale Models with Krylov Subspace Recycling.
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Harmonic Balance Method for Large-Scale Models with Krylov Subspace Recycling
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Application of Krylov-Bogolubov method to the solution of the stellar three body problem.
Motion in ternary stellar system consisting of central body and close and distant companions
Model reduction and control of flexible structures using Krylov vectors
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Nested Krylov methods and preserving the orthogonality
Recently the GMRESR inner-outer iteraction scheme for the solution of linear systems of equations was proposed by Van der Vorst and Vuik. Similar methods have been proposed by Axelsson and Vassilevski and Saad (FGMRES). The outer iteration is GCR, which minimizes the residual over a given set of direction vectors. The inner iteration is GMRES, which at each step computes a new direction vector by approximately solving the residual equation. However, the optimality of the approximation over the space of outer search directions is ignored in the inner GMRES iteration. This leads to suboptimal corrections to the solution in the outer iteration, as components of the outer iteration directions may reenter in the inner iteration process. Therefore we propose to preserve the orthogonality relations of GCR in the inner GMRES iteration. This gives optimal corrections; however, it involves working with a singular, non-symmetric operator. We will discuss some important properties, and we will show by experiments that, in terms of matrix vector products, this modification (almost) always leads to better convergence. However, because we do more orthogonalizations, it does not always give an improved performance in CPU-time. Furthermore, we will discuss efficient implementations as well as the truncation possibilities of the outer GCR process. The experimental results indicate that for such methods it is advantageous to preserve the orthogonality in the inner iteration. Of course we can also use iteration schemes other than GMRES as the inner method; methods with short recurrences like GICGSTAB are of interest.
Discrete sensitivity derivatives of the Navier-Stokes equations with a parallel Krylov solver
This paper solves an 'incremental' form of the sensitivity equations derived by differentiating the discretized thin-layer Navier Stokes equations with respect to certain design variables of interest. The equations are solved with a parallel, preconditioned Generalized Minimal RESidual (GMRES) solver on a distributed-memory architecture. The 'serial' sensitivity analysis code is parallelized by using the Single Program Multiple Data (SPMD) programming model, domain decomposition techniques, and message-passing tools. Sensitivity derivatives are computed for low and high Reynolds number flows over a NACA 1406 airfoil on a 32-processor Intel Hypercube, and found to be identical to those computed on a single-processor Cray Y-MP. It is estimated that the parallel sensitivity analysis code has to be run on 40-50 processors of the Intel Hypercube in order to match the single-processor processing time of a Cray Y-MP.
Multigrid and Krylov Subspace Methods for the Discrete Stokes Equations
Discretization of the Stokes equations produces a symmetric indefinite system of linear equations. For stable discretizations, a variety of numerical methods have been proposed that have rates of convergence independent of the mesh size used in the discretization. In this paper, we compare the performance of four such methods: variants of the Uzawa, preconditioned conjugate gradient, preconditioned conjugate residual, and multigrid methods, for solving several two-dimensional model problems. The results indicate that where it is applicable, multigrid with smoothing based on incomplete factorization is more efficient than the other methods, but typically by no more than a factor of two. The conjugate residual method has the advantage of being both independent of iteration parameters and widely applicable.
Preserving Symmetry in Preconditioned Krylov Subspace Methods
We consider the problem of solving a linear system Ax = b when A is nearly symmetric and when the system is preconditioned by a symmetric positive definite matrix M. In the symmetric case, one can recover symmetry by using M-inner products in the conjugate gradient (CG) algorithm. This idea can also be used in the nonsymmetric case, and near symmetry can be preserved similarly. Like CG, the new algorithms are mathematically equivalent to split preconditioning, but do not require M to be factored. Better robustness in a specific sense can also be observed. When combined with truncated versions of iterative methods, tests show that this is more effective than the common practice of forfeiting near-symmetry altogether.
Smooth Local Correlation-based Transition Model in a Fully-Implicit Newton-Krylov Algorithm
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Numerical Behaviour of a Smooth Local Correlation-based Transition Model in a Newton-Krylov Flow Solver
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On the application of Krylov subspace spectral methodologies to poroacoustic shock formation in an exponential class of inhomogeneous gases
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Parallel Implicit Algorithms for CFD
The main goal of this project was efficient distributed parallel and workstation cluster implementations of Newton-Krylov-Schwarz (NKS) solvers for implicit Computational Fluid Dynamics (CFD.) "Newton" refers to a quadratically convergent nonlinear iteration using gradient information based on the true residual, "Krylov" to an inner linear iteration that accesses the Jacobian matrix only through highly parallelizable sparse matrix-vector products, and "Schwarz" to a domain decomposition form of preconditioning the inner Krylov iterations with primarily neighbor-only exchange of data between the processors. Prior experience has established that Newton-Krylov methods are competitive solvers in the CFD context and that Krylov-Schwarz methods port well to distributed memory computers. The combination of the techniques into Newton-Krylov-Schwarz was implemented on 2D and 3D unstructured Euler codes on the parallel testbeds that used to be at LaRC and on several other parallel computers operated by other agencies or made available by the vendors. Early implementations were made directly in Massively Parallel Integration (MPI) with parallel solvers we adapted from legacy NASA codes and enhanced for full NKS functionality. Later implementations were made in the framework of the PETSC library from Argonne National Laboratory, which now includes pseudo-transient continuation Newton-Krylov-Schwarz solver capability (as a result of demands we made upon PETSC during our early porting experiences). A secondary project pursued with funding from this contract was parallel implicit solvers in acoustics, specifically in the Helmholtz formulation. A 2D acoustic inverse problem has been solved in parallel within the PETSC framework.
Floquet operator dynamics and orthogonal polynomials on the unit circle
Operator spreading under stroboscopic time evolution under a unitary is studied. An operator Krylov space is constructed and mapped to orthogonal polynomials on a unit circle (OPUC), as well as to the Krylov space of the edge operator of the Floquet transverse field Ising model with inhomogeneous couplings (ITFIM). The Verblunsky coefficients in the OPUC representation are related to the Krylov angles parametrizing the ITFIM. The relations between the OPUC and spectral functions are summarized and several applications are presented. These include derivation of analytic expressions for the OPUC under persistent m-periodic dynamics, and the numerical construction of the OPUC for autocorrelations of the homogeneous Floquet-Ising model as well as the Z 3 clock model. The numerically obtained Krylov angles of the Z 3 clock model with long-lived period tripled autocorrelations show a spatial periodicity of six, and this observation is used to develop an analytically solvable model for the ITFIM that mimics this behavior.
A Comparison of Linear Solvers for Resolving Flow in Three-Dimensional Discrete Fracture Networks
We compare various methods for resolving steady flow within three-dimensional discrete fracture networks, including direct methods, Krylov subspace methods with and without preconditioning, and multi-grid methods. We compared the performance of the methods based on compute times and scaling of the solution as a function of the number of grid nodes and log-variance of the hydraulic aperture. The methods are applied to three test cases: (a) variable density of networks with a truncated power-law distribution of fracture lengths, (b) a fixed network composed of monodisperse fracture sizes but varied permeability/aperture heterogeneity, (c) and a network based on field site in Nevada, US. We chose these cases to allow us to study the impact of the mesh size and flow properties, as well as to demonstrate our conclusions on a large-scale, realistic problem (more than 40 million mesh nodes). A direct solution using Cholesky factorization outperformed other methods for every example but was closely followed in performance by some algebraic multigrid (AMG) preconditioned Krylov subspace methods. Among the Krylov methods, conjugate gradients (CG) with an AMG preconditioner performs the best. Generally, Cholesky factorization is recommended, but CG with an AMG preconditioner may be suitable for very large problems beyond 40 million nodes where the entire linear system cannot reside in memory.
The cosine-sine decomposition with different-orbitals-for-different-spins determinants
We report the spin decomposition of a spin-contaminated different-orbitals-for-different-spins (DODS) wave function is formulated in terms of the Krylov space of the $\hat{S}^2$ ||operator. The number of determinants that contribute to the various projected spin eigenfunctions vertical | $\psi ; S, M \rangle$ depends on the sparsity of the orbital overlap matrix X between the α and β spatial orbitals. The cosine-sine decomposition (CSD) procedure may be applied to this overlap matrix, and the resulting redundant orbital transformations may be applied to the α and β spatial orbitals. This produces a sparse X' matrix in the transformed basis in which each row or column has either one or two nonzero elements. This sparse X' matrix simplifies the spin-decomposition procedure in three ways:1) it reduces the number of contributing determinants within the Krylov basis functions and within the projected spin functions, 2) it reduces the effective orbital dimension through elimination of the frozen core and frozen virtual orbitals, and 3) it simplifies the spin-decomposition procedure in both the original and transformed bases by limiting the Krylov space dimension. These simplifications all reduce the computational effort for the spin-decomposition process. This procedure is implemented within a string-based DODS determinant formulation and applied to spin projection of unrestricted Hartree-Fock determinants.
Quantum Davidson algorithm for excited states
Abstract Excited state properties play a pivotal role in various chemical and physical phenomena, such as charge separation and light emission. However, the primary focus of most existing quantum algorithms has been the ground state, as seen in quantum phase estimation and the variational quantum eigensolver (VQE). Although VQE-type methods have been extended to explore excited states, these methods grapple with optimization challenges. In contrast, the quantum Krylov subspace (QKS) method has been introduced to address both ground and excited states, positioning itself as a cost-effective alternative to quantum phase estimation. However, conventional QKS methodologies depend on a pre-generated subspace through real or imaginary-time evolutions. This subspace is inherently expansive and can be plagued with issues like slow convergence or numerical instabilities, often leading to relatively deep circuits. Our research presents an economic QKS algorithm, which we term the quantum Davidson (QDavidson) algorithm. This innovation hinges on the iterative expansion of the Krylov subspace and the incorporation of a pre-conditioner within the Davidson framework. By using the residues of eigenstates to expand the Krylov subspace, we manage to formulate a compact subspace that aligns closely with the exact solutions. This iterative subspace expansion paves the way for a more rapid convergence in comparison to other QKS techniques, such as the quantum Lanczos. Using quantum simulators, we employ the novel QDavidson algorithm to delve into the excited state properties of various systems, spanning from the Heisenberg spin model to real molecules. Compared to the existing QKS methods, the QDavidson algorithm not only converges swiftly but also demands a significantly shallower circuit. This efficiency establishes the QDavidson method as a pragmatic tool for elucidating both ground and excited state properties on quantum computing platforms.