Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Krylov”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 91 records · Page 5
All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Performance Analysis and Optimal Node-aware Communication for Enlarged Conjugate Gradient Methods

Krylov methods are a key way of solving large sparse linear systems of equations but suffer from poor strong scalability on distributed memory machines. Furthermore, this is due to high synchronization costs from large numbers of collective communication calls alongside a low computational workload. Enlarged Krylov methods address this issue by decreasing the total iterations to convergence, an artifact of splitting the initial residual and resulting in operations on block vectors. In this article, we present a performance study of an enlarged Krylov method, Enlarged Conjugate Gradients (ECG), noting the impact of block vectors on parallel performance at scale. Most notably, we observe the increased overhead of point-to-point communication as a result of denser messages in the sparse matrix-block vector multiplication kernel. Additionally, we present models to analyze expected performance of ECG, as well as motivate design decisions. Most importantly, we introduce a new point-to-point communication approach based on node-aware communication techniques that increases efficiency of the method at scale.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1994

Tensor-GMRES method for large sparse systems of nonlinear equations

This paper introduces a tensor-Krylov method, the tensor-GMRES method, for large sparse systems of nonlinear equations. This method is a coupling of tensor model formation and solution techniques for nonlinear equations with Krylov subspace projection techniques for unsymmetric systems of linear equations. Traditional tensor methods for nonlinear equations are based on a quadratic model of the nonlinear function, a standard linear model augmented by a simple second order term. These methods are shown to be significantly more efficient than standard methods both on nonsingular problems and on problems where the Jacobian matrix at the solution is singular. A major disadvantage of the traditional tensor methods is that the solution of the tensor model requires the factorization of the Jacobian matrix, which may not be suitable for problems where the Jacobian matrix is large and has a 'bad' sparsity structure for an efficient factorization. We overcome this difficulty by forming and solving the tensor model using an extension of a Newton-GMRES scheme. Like traditional tensor methods, we show that the new tensor method has significant computational advantages over the analogous Newton counterpart. Consistent with Krylov subspace based methods, the new tensor method does not depend on the factorization of the Jacobian matrix. As a matter of fact, the Jacobian matrix is never needed explicitly.

Feng, Dan↗
NASA NTRSDate not supplied

Implicit Preconditioning for Explicit Multigrid Solvers on Cut-Cell Cartesian Meshes

This work assesses the effectiveness of linearized implicit Euler preconditioning for multigrid solvers using an unpreconditioned, Jacobian-free Newton Krylov method to converge the linear system of equations. Multigrid convergence rates improve to approximately 0.75 across the cases tested including a Mach 2 supersonic wedge, transonic NACA 0012 airfoil, and ONERA M6 wing. While larger Krylov subspaces increase the convergence rate, they also increase the computational cost, such that 4-8 Krylov vectors often offers the fastest turnaround. Further reductions in computational cost are achieved with a sequential hybrid preconditioner that begins with the explicit multigrid solver before transitioning to the preconditioned algorithm later on. In addition, a novel implementation of dual time stepping is extended to include both common BDF methods as well as high-order implicit Runge-Kutta schemes. This particular formulation, which uses A −1 preconditioning, is amenable to matrix-free solvers, and the L-stable methods are especially suited for meshes with arbitrarily small cut-cells. Asymptotic order of convergence is demonstrated for BDF1, BDF2, SDIRK2, and 3rd-order Radau IIA time integration with unsteady 2D vortex simulations.

ARMD↗
DOE OSTI2025

Fast meta-solvers for 3D complex-shape scatterers using neural operators trained on a non-scattering problem

Three-dimensional target identification using scattering techniques requires high accuracy solutions and very fast computations for real-time predictions in some critical applications. We first train a deep neural operator (DeepONet) to solve wave propagation problems described by the Helmholtz equation in a domain without scatterers but at different wavenumbers and with a complex absorbing boundary condition. We then design two classes of fast meta-solvers by combining DeepONet with either relaxation methods, such as Jacobi and Gauss-Seidel, or with Krylov methods, such as GMRES and BiCGStab, using the trunk basis of DeepONet as a coarse-scale preconditioner. We leverage the spectral bias of neural networks to account for the lower part of the spectrum in the error distribution while the upper part is handled inexpensively using relaxation methods or fine-scale preconditioners. The meta-solvers are then applied to solve scattering problems with different shape of scatterers, at no extra training cost. We first demonstrate that the resulting meta-solvers are shape-agnostic, fast, and robust, whereas the standard standalone solvers may even fail to converge without the DeepONet. We then apply both classes of meta-solvers to scattering from a submarine, a complex three-dimensional problem. We achieve very fast solutions, especially with the DeepONet-Krylov methods, which require orders of magnitude fewer iterations than any of the standalone solvers.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Sylvester-preconditioned adaptive-rank implicit time integrators for advection-diffusion equations with variable coefficients

Here, we consider the adaptive-rank integration of multi-dimensional time-dependent advection-diffusion partial differential equations (PDEs) with variable coefficients. We employ a standard finite-difference method for spatial discretization coupled with high-order diagonally implicit Runge-Kutta temporal schemes. The discrete equation is a generalized Sylvester equation (GSE), which we solve with a projection-based adaptive-rank algorithm structured around two key strategies: (i) constructing dimension-wise subspaces using a novel atypical extended Krylov strategy, and (ii) efficiently solving the basis coefficient matrix with a preconditioned GMRES solver. The low-rank decomposition is performed in 2D using SVD and with high-order SVD (HOSVD) in 3D to represent the tensor in a compressed Tucker format. For d-dimensional problems (here, d = 2 or 3), the computational complexity and memory storage of the approach are found numerically to scale as and $\mathscr{O}(Nr^2) + \mathscr{O} (r^{d+1})$ and $\mathscr{O}(Nr) + \mathscr{O} (r^{d})$, respectively, with the one-dimensional resolution and the maximal rank during the Krylov iteration (which we find to be largely independent of on our numerical examples). We present numerical examples that illustrate the advertised properties of the algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Iterated Gauss-Seidel GMRES

The GMRES algorithm of Saad and Schultz [SIAM J. Sci. Stat. Comput., 7 (1986), pp. 856-869] is an iterative method for approximately solving linear systems Ax = b, with initial guess x0 and residual r0 = b Ax0. The algorithm employs the Arnoldi process to generate the Krylov basis vectors (the columns of Vk ). It is well known that this process can be viewed as a QR factorization of the matrix Bk = [r0, AVk] at each iteration. Despite an O (..epsilon..)..kappa.. (Bk ) loss of orthogonality, for unit roundoff ..epsilon..and condition number ..kappa.. , the modified Gram-Schmidt formulation was shown to be backward stable in the seminal paper by Paige et al. [SIAM J. Matrix Anal.Appl., 28 (2006), pp. 264-284]. We present an iterated Gauss-Seidel formulation of the GMRES algorithm (IGS-GMRES) based on the ideas of Ruhe [Linear Algebra Appl., 52 (1983), pp. 591-601] and Swirydowicz et al. [Numer. Linear Algebra Appl., 28 (2020), pp. 1-20]. IGS-GMRES maintains orthogonality to the level O (..epsilon..)..kappa.. (Bk ) or O (..epsilon..), depending on the choice of one or two iterations; for two Gauss-Seidel iterations, the computed Krylov basis vectors remain orthogonal to working accuracy and the smallest singular value of Vk remains close to one. The resulting GMRES method is thus backward stable. We show that IGS-GMRES can be implemented with only a single synchronization point per iteration, making it relevant to large-scale parallel computing environments. We also demonstrate that, unlike MGS-GMRES, in IGS-GMRES the relative Arnoldi residual corresponding to the computed approximate solution no longer stagnates above machine precision even for highly nonnormal systems.

Arnoldi-QR↗
DOE OSTI2022

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↗
DOE OSTI2022

Neumann Series in MGS-GMRES and Inner-Outer Iterations: Preprint

A low-synchronization MGS-GMRES Krylov solver employing a truncated Neumann series for the inverse compact WY MGS correction matrix T is presented. A corollary to the backward stability result of Paige et al. [1] establishes that T = I - Lk is sufficient for convergence of GMRES when kLkp F = O("p)_p F (B), where the strictly lower triangular matrix L is defined by the inner products of Krylov vectors V T 1:k-2 vk-1. The preconditioner is the classical Ruge-Stuben AMG algorithm with compatible relaxation and inner-outer Gauss-Seidel smoother. This smoother may also be expressed as a truncated Neumann series. Drop tolerances are applied to the lower triangular matrices arising in the smoother in order to reduce the number of non-zeros and accelerate the time to solution. The number of small matrix elements are found to increase from fine to coarse levels and thus the effciency gains are greater for large problems with many levels in the V -cycle. The solver is applied to the pressure continuity equation for the incompressible Navier-Stokes equations. Unlike the inner-outer iteration, the solver convergence rate with the standard Gauss-Seidel smoother deteriorates with dropping. The solver compute time is reduced by up to 50% without a change in the convergence rate.

Gauss-Seidel smoother↗
DOE OSTI2022

Long-lived period-doubled edge modes of interacting and disorder-free Floquet spin chains

Floquet spin chains have been a venue for understanding topological states of matter that are qualitatively different from their static counterparts by, for example, hosting π edge modes that show stable period-doubled dynamics. However the stability of these edge modes to interactions has traditionally required the system to be many-body localized in order to suppress heating. In contrast, here we show that even in the absence of disorder, and in the presence of bulk heating, π edge modes are long lived. Their lifetime is extracted from exact diagonalization and is found to be non-perturbative in the interaction strength. A tunneling estimate for the lifetime is obtained by mapping the stroboscopic time-evolution to dynamics of a single particle in Krylov subspace. In this subspace, the π edge mode manifests as the quasi-stable edge mode of an inhomogeneous Su-Schrieffer-Heeger model whose dimerization vanishes in the bulk of the Krylov chain.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2022

$O(N)$ ab initio calculation scheme for large-scale moiré structures

Here we present a two-step method specifically tailored for band structure calculation of the small-angle moiré-pattern materials which contain tens of thousands of atoms in a unit cell. In the first step, the self-consistent field calculation for the ground state is performed with the O(N) Krylov subspace method implemented in openmx. Second, the crystal momentum-dependent Bloch Hamiltonian and overlap matrix are constructed from the results obtained in the first step and only a small number of eigenvalues near the Fermi energy are solved with shift-invert and Lanczos techniques. By systematically tuning two key parameters, the cutoff radius for electron hopping interaction and the dimension of the Krylov subspace, we obtained the band structures for both rigid and corrugated twisted bilayer graphene structures down to the first magic angle (θ = 1.08°) with high enough accuracy at affordable costs. The band structures are in good agreement with those from tight-binding models, continuum models, plane-wave pseudopotential based ab initio calculations, and experimental observations. This method is also shown to be efficient in twisted double-bilayer graphene and bilayer WSe 2 . We think this two-step method can play a crucial role in other twisted two-dimensional materials, especially those with much more complex band structure and where the effective model is hard to construct.

36 MATERIALS SCIENCE↗
DOE OSTI2024

Quantum fragmentation in the extended quantum breakdown model

We introduce a one-dimensional (1D) extended quantum breakdown model comprising a fermionic and a spin degree of freedom per site, and featuring a spatially asymmetric breakdown-type interaction between the fermions and spins. Furthermore, our model resembles the breakdown process of particles incident into a cloud chamber with nonzero quantum amplitudes of both exciting and not exciting the local vapor atoms. We analytically show that, in the absence of any magnetic field for the spins, the model exhibits Hilbert space fragmentation within each symmetry sector into exponentially many Krylov subspaces and hence displays nonthermal dynamics. Here, we demonstrate that the fragmentation naturally occurs in an entangled basis and thus provides an example of “quantum fragmentation.” Besides establishing the nature of fragmentation analytically, we also study the long-time behavior of the entanglement entropy and its deviation from the expected Page value as a probe of ergodicity in the system. Upon introducing a magnetic field for the spins, most of the Krylov subspaces merge and the model becomes chaotic. Finally, we study the effects of strong randomness on the system and observe behavior similar to that of many-body localized systems.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2025

Towards a Quantum Algorithm for the Incompressible Nonlinear Navier-Stokes Equations

In this work, we present novel concepts for quantum algorithms to solve transient, nonlinear partial differential equations (PDEs). The challenge lies in how to effectively represent, encode, process, and evolve the nonlinear system of PDEs on quantum computers. We will discuss the new techniques using the incompressible Navier-Stokes equations as an example, because it represents the fundamental nonlinear feature and yet removes certain complexity in physics, allowing us to focus on the design of quantum algorithms. Previous attempts solving nonlinear PDEs in quantum computation have often involved storing multiple copies of solutions or employing linearizations. Neither is practical due to exponential scaling with evolution time or insufficient solution accuracy. We propose a new framework based on matrix product states (MPSs) and matrix product operators (MPOs), in addition to the Krylov subspace methods. For example, the solution variables of the Navier-Stokes equations are represented by MPSs, and the linear and nonlinear terms are processed by MPOs. The time evolution of the operators is attained by a fast-forwarding algorithm using Krylov subspace methods. Furthermore, we discuss various techniques for efficient encoding of MPSs, measurement reduction for MPOs, and use of tensor operations to treat multi-variate, multi-physics characteristics of Navier-Stokes.

Gopalakrishnan Meena, Murali [ORNL] (ORCID:0000000↗
DOE OSTI2025

Partitioned Quantum Subspace Expansion

We present an iterative generalisation of the quantum subspace expansion algorithm used with a Krylov basis. The iterative construction connects a sequence of subspaces via their lowest energy states. Diagonalising a Hamiltonian in a given Krylov subspace requires the same quantum resources in both the single step and sequential cases. We propose a variance-based criterion for determining a good iterative sequence and provide numerical evidence that these good sequences display improved numerical stability over a single step in the presence of finite sampling noise. Implementing the generalisation requires additional classical processing with a polynomial overhead in the subspace dimension. By exchanging quantum circuit depth for additional measurements the quantum subspace expansion algorithm appears to be an approach suited to near term or early error-corrected quantum hardware. Our work suggests that the numerical instability limiting the accuracy of this approach can be substantially alleviated in a parameter-free way.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Equation-Free Coarse Control of Distributed Parameter Systems via Local Neural Operators

The control of high-dimensional distributed parameter systems (DPS) remains a challenge when explicit coarse-grained equations are unavailable. Classical equation-free (EF) approaches rely on fine-scale simulators treated as black-box timesteppers. However, repeated simulations for steady-state computation, linearization, and control design are often computationally prohibitive, or the microscopic timestepper may not even be available, leaving us with data as the only resource. We propose a data-driven alternative that uses local neural operators, trained on spatiotemporal microscopic/mesoscopic data, to obtain efficient short-time solution operators. These surrogates are employed within Krylov subspace methods to compute coarse steady and unsteady-states, while also providing Jacobian information in a matrix-free manner. Krylov-Arnoldi iterations then approximate the dominant eigenspectrum, yielding reduced models that capture the open-loop slow dynamics without explicit Jacobian assembly. Both discrete-time Linear Quadratic Regulator (dLQR) and pole-placement (PP) controllers are based on this reduced system and lifted back to the full nonlinear dynamics, thereby closing the feedback loop.

93B52, 93C20, 47N70, 65J15, 65M32, 68T07, 68T20, 6↗
DOE OSTI2023

FEOTS v0.0.0: a new offline code for the fast equilibration of tracers in the ocean

Abstract. In this paper we introduce a new software framework for the offline calculation of tracer transport in the ocean. The Fast Equilibration of Ocean Tracers Software (FEOTS) is an end-to-end set of tools to efficiently calculate tracer distributions on a global or regional sub-domain using transport operators diagnosed from a comprehensive ocean model. To the best of our knowledge, this is the first application of a transport matrix model to an eddying ocean state. While a Newton–Krylov-based equilibration capability is still under development and not presented here, we demonstrate in this paper the transient modeling capabilities of FEOTS in an application focused on the Argentine Basin, where intense eddy activity and the Zapiola Anticyclone lead to strong mixing of water masses. The demonstration illustrates progress in developing offline passive tracer simulation capabilities, while highlighting the challenges of the impulse response functions approach in capturing tracer transports by a non-linear advection scheme. Our future work will focus on improving the computational efficiency of the code to reduce time-to-solution, using different basis functions to better represent non-linear advection operators, applying FEOTS to a parent model with unstructured grids (Ocean Model for Prediction Across Scales, MPAS-Ocean), and fully implementing a Newton–Krylov steady-state solver.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1988

Numerical solution of large nonsymmetric eigenvalue problems

Several methods are discribed for combinations of Krylov subspace techniques, deflation procedures and preconditionings, for computing a small number of eigenvalues and eigenvectors or Schur vectors of large sparse matrices. The most effective techniques for solving realistic problems from applications are those methods based on some form of preconditioning and one of several Krylov subspace techniques, such as Arnoldi's method or Lanczos procedure. Two forms of preconditioning are considered: shift-and-invert and polynomial acceleration. The latter presents some advantages for parallel/vector processing but may be ineffective if eigenvalues inside the spectrum are sought. Some algorithmic details are provided that improve the reliability and effectiveness of these techniques.

Saad, Youcef↗
NASA NTRS1988

Some applicatiaons of Lanczos vectors in structural dynamics

This paper summarizes several applications of Lanczos vectors and Krylov vectors. Lanczos vectors or Krylov vectors for use in component synthesis, Lanczos vectors for systems with unsymmetric damping (unsymmetric Block-Lanczos method), and the use of Lanczos vectors to obtain reduced-order models for control of flexible structures. For each of the above applications the theoretical background is briefly summarized and a numerical example is given.

Craig, Roy R., Jr.↗
NASA NTRS1989

Controller reduction by preserving impulse response energy

A model order reduction algorithm based on a Krylov recurrence formulation is developed to reduce order of controllers. The reduced-order controller is obtained by projecting the full-order LQG controller onto a Krylov subspace in which either the controllability or the observability grammian is equal to the identity matrix. The reduced-order controller preserves the impulse response energy of the full-order controller and has a parameter-matching property. Two numerical examples drawn from other controller reduction literature are used to illustrate the efficacy of the proposed reduction algorithm.

Craig, Roy R., Jr.↗