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NASA NTRS1984

On the connection between multigrid and cyclic reduction

A technique is shown whereby it is possible to relate a particular multigrid process to cyclic reduction using purely mathematical arguments. This technique suggest methods for solving Poisson's equation in 1-, 2-, or 3-dimensions with Dirichlet or Neumann boundary conditions. In one dimension the method is exact and, in fact, reduces to cyclic reduction. This provides a valuable reference point for understanding multigrid techniques. The particular multigrid process analyzed is referred to here as Approximate Cyclic Reduction (ACR) and is one of a class known as Multigrid Reduction methods in the literature. It involves one approximation with a known error term. It is possible to relate the error term in this approximation with certain eigenvector components of the error. These are sharply reduced in amplitude by classical relaxation techniques. The approximation can thus be made a very good one.

Merriam, M. L.↗

NASA NTRS2001

Textbook Multigrid Efficiency for Computational Fluid Dynamics Simulations

Considerable progress over the past thirty years has been made in the development of large-scale computational fluid dynamics (CFD) solvers for the Euler and Navier-Stokes equations. Computations are used routinely to design the cruise shapes of transport aircraft through complex-geometry simulations involving the solution of 25-100 million equations; in this arena the number of wind-tunnel tests for a new design has been substantially reduced. However, simulations of the entire flight envelope of the vehicle, including maximum lift, buffet onset, flutter, and control effectiveness have not been as successful in eliminating the reliance on wind-tunnel testing. These simulations involve unsteady flows with more separation and stronger shock waves than at cruise. The main reasons limiting further inroads of CFD into the design process are: (1) the reliability of turbulence models; and (2) the time and expense of the numerical simulation. Because of the prohibitive resolution requirements of direct simulations at high Reynolds numbers, transition and turbulence modeling is expected to remain an issue for the near term. The focus of this paper addresses the latter problem by attempting to attain optimal efficiencies in solving the governing equations. Typically current CFD codes based on the use of multigrid acceleration techniques and multistage Runge-Kutta time-stepping schemes are able to converge lift and drag values for cruise configurations within approximately 1000 residual evaluations. An optimally convergent method is defined as having textbook multigrid efficiency (TME), meaning the solutions to the governing system of equations are attained in a computational work which is a small (less than 10) multiple of the operation count in the discretized system of equations (residual equations). In this paper, a distributed relaxation approach to achieving TME for Reynolds-averaged Navier-Stokes (RNAS) equations are discussed along with the foundations that form the basis of this approach. Because the governing equations are a set of coupled nonlinear conservation equations with discontinuities (shocks, slip lines, etc.) and singularities (flow- or grid-induced), the difficulties are many. This paper summarizes recent progress towards the attainment of TME in basic CFD simulations.

Brandt, Achi↗

NASA NTRS1989

Development of an efficient multigrid code for 3-D Navier-Stokes equations

A multigrid acceleration technique has been developed to solve the three-dimensional Navier-Stokes equations efficiently. An explicit multistage Runge-Kutta type of time-stepping scheme is used as the basic algorithm in conjunction with the multigrid scheme. Solutions for flow over a finite wing have been obtained on extremely fine meshes in order to achieve grid convergence of the solutions. Present solutions indicate that the number of multigrid cycles required to achieve a given level of convergence does not increase with the number of mesh points employed, making it a very attractive scheme for fine meshes.

Vatsa, Veer N.↗

NASA NTRS1991

Extension of multigrid methodology to supersonic/hypersonic 3-D viscous flows

A multigrid acceleration technique developed for solving 3-D Navier-Stokes equations for subsonic/transonic flows was extended to supersonic/hypersonic flows. An explicit multistage Runge-Kutta type of time stepping scheme is used as the basic algorithm in conjunction with the multigrid scheme. Solutions were obtained for a blunt conical frustum at Mach 6 to demonstrate the applicability of the multigrid scheme to high speed flows. Computations were performed for a generic High Speed Civil Transport configuration designed to cruise at Mach 3. These solutions show both the efficiency and accuracy of the present scheme for computing high speed viscous flows over configurations of practical interest.

Vatsa, Veer N.↗

NASA NTRS2001

Unstructured Mesh Methods for the Simulation of Hypersonic Flows

This report describes the research work undertaken at the Massachusetts Institute of Technology. The aim of this research is to identify effective algorithms and methodologies for the efficient and routine solution of hypersonic viscous flows about re-entry vehicles. For over ten years we have received support from NASA to develop unstructured mesh methods for Computational Fluid Dynamics. As a result of this effort a methodology based on the use, of unstructured adapted meshes of tetrahedra and finite volume flow solvers has been developed. A number of gridding algorithms flow solvers, and adaptive strategies have been proposed. The most successful algorithms developed from the basis of the unstructured mesh system FELISA. The FELISA system has been extensively for the analysis of transonic and hypersonic flows about complete vehicle configurations. The system is highly automatic and allows for the routine aerodynamic analysis of complex configurations starting from CAD data. The code has been parallelized and utilizes efficient solution algorithms. For hypersonic flows, a version of the, code which incorporates real gas effects, has been produced. One of the latest developments before the start of this grant was to extend the system to include viscous effects. This required the development of viscous generators, capable of generating the anisotropic grids required to represent boundary layers, and viscous flow solvers. In figures I and 2, we show some sample hypersonic viscous computations using the developed viscous generators and solvers. Although these initial results were encouraging, it became apparent that in order to develop a fully functional capability for viscous flows, several advances in gridding, solution accuracy, robustness and efficiency were required. As part of this research we have developed: 1) automatic meshing techniques and the corresponding computer codes have been delivered to NASA and implemented into the GridEx system, 2) a finite element algorithm for the solution of the viscous compressible flow equations which can solve flows all the way down to the incompressible limit and that can use higher order (quadratic) approximations leading to highly accurate answers, and 3) and iterative algebraic multigrid solution techniques.

Peraire, Jaime↗

NASA NTRS1997

Multistage Schemes with Multigrid for Euler and Navier-Strokes Equations: Components and Analysis

A class of explicit multistage time-stepping schemes with centered spatial differencing and multigrids are considered for the compressible Euler and Navier-Stokes equations. These schemes are the basis for a family of computer programs (flow codes with multigrid (FLOMG) series) currently used to solve a wide range of fluid dynamics problems, including internal and external flows. In this paper, the components of these multistage time-stepping schemes are defined, discussed, and in many cases analyzed to provide additional insight into their behavior. Special emphasis is given to numerical dissipation, stability of Runge-Kutta schemes, and the convergence acceleration techniques of multigrid and implicit residual smoothing. Both the Baldwin and Lomax algebraic equilibrium model and the Johnson and King one-half equation nonequilibrium model are used to establish turbulence closure. Implementation of these models is described.

Swanson, R. C.↗

NASA NTRS1995

A unified multigrid solver for the Navier-Stokes equations on mixed element meshes

A unified multigrid solution technique is presented for solving the Euler and Reynolds-averaged Navier-Stokes equations on unstructured meshes using mixed elements consisting of triangles and quadrilaterals in two dimensions, and of hexahedra, pyramids, prisms, and tetrahedra in three dimensions. While the use of mixed elements is by no means a novel idea, the contribution of the paper lies in the formulation of a complete solution technique which can handle structured grids, block structured grids, and unstructured grids of tetrahedra or mixed elements without any modification. This is achieved by discretizing the full Navier-Stokes equations on tetrahedral elements, and the thin layer version of these equations on other types of elements, while using a single edge-based data-structure to construct the discretization over all element types. An agglomeration multigrid algorithm, which naturally handles meshes of any types of elements, is employed to accelerate convergence. An automatic algorithm which reduces the complexity of a given triangular or tetrahedral mesh by merging candidate triangular or tetrahedral elements into quadrilateral or prismatic elements is also described. The gains in computational efficiency afforded by the use of non-simplicial meshes over fully tetrahedral meshes are demonstrated through several examples.

Mavriplis, D. J.↗

NASA NTRS2004

Textbook Multigrid Efficiency for Leading Edge Stagnation

A multigrid solver is defined as having textbook multigrid efficiency (TME) if the solutions to the governing system of equations are attained in a computational work which is a small (less than 10) multiple of the operation count in evaluating the discrete residuals. TME in solving the incompressible inviscid fluid equations is demonstrated for leading- edge stagnation flows. The contributions of this paper include (1) a special formulation of the boundary conditions near stagnation allowing convergence of the Newton iterations on coarse grids, (2) the boundary relaxation technique to facilitate relaxation and residual restriction near the boundaries, (3) a modified relaxation scheme to prevent initial error amplification, and (4) new general analysis techniques for multigrid solvers. Convergence of algebraic errors below the level of discretization errors is attained by a full multigrid (FMG) solver with one full approximation scheme (F.4S) cycle per grid. Asymptotic convergence rates of the F.4S cycles for the full system of flow equations are very fast, approaching those for scalar elliptic equations.

Diskin, Boris↗

NASA NTRS2004

Textbook Multigrid Efficiency for Leading Edge Stagnation

A multigrid solver is defined as having textbook multigrid efficiency (TME) if the solutions to the governing system of equations are attained in a computational work which is a small (less than 10) multiple of the operation count in evaluating the discrete residuals. TME in solving the incompressible inviscid fluid equations is demonstrated for leading-edge stagnation flows. The contributions of this paper include (1) a special formulation of the boundary conditions near stagnation allowing convergence of the Newton iterations on coarse grids, (2) the boundary relaxation technique to facilitate relaxation and residual restriction near the boundaries, (3) a modified relaxation scheme to prevent initial error amplification, and (4) new general analysis techniques for multigrid solvers. Convergence of algebraic errors below the level of discretization errors is attained by a full multigrid (FMG) solver with one full approximation scheme (FAS) cycle per grid. Asymptotic convergence rates of the FAS cycles for the full system of flow equations are very fast, approaching those for scalar elliptic equations.

Diskin, Boris↗

DOE OSTI2019

Multilevel Techniques for Compression and Reduction of Scientific Data---The Multivariate Case

We develop a technique for multigrid adaptive reduction of data (MGARD). Special attention is given to the case of tensor product grids, where our approach permits the use of nonuniformly spaced grids in each direction, which can prove problematic for many types of data reduction methods. An important feature of our approach is the provision of guaranteed, computable bounds on the loss incurred by the reduction of the data. Many users are leery of lossy algorithms and will only consider using them provided that numerical bounds on the pointwise difference between the original and the reduced datasets are given. Accordingly, we develop techniques for bounding the loss measured in the $L^{\infty}(\Omega)$ norm, and we show that these bounds are realistic in the sense that they do not significantly overestimate the actual loss. Here, the resulting loss indicators are used to guide the adaptive reduction of the data so that the reduced dataset meets a user-prescribed tolerance or memory constraint. Illustrative numerical examples, including the reduction of data arising from the simulation of a nonlinear reaction-diffusion problem, a turbulent channel flow, and a climate simulation, are provided.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2016

Multigrid Reduction in Time for Nonlinear Parabolic Problems

The need for parallel-in-time is being driven by changes in computer architectures, where future speed-ups will be available through greater concurrency, but not faster clock speeds, which are stagnant.This leads to a bottleneck for sequential time marching schemes, because they lack parallelism in the time dimension. Multigrid Reduction in Time (MGRIT) is an iterative procedure that allows for temporal parallelism by utilizing multigrid reduction techniques and a multilevel hierarchy of coarse time grids. MGRIT has been shown to be effective for linear problems, with speedups of up to 50 times. The goal of this work is the efficient solution of nonlinear problems with MGRIT, where efficient is defined as achieving similar performance when compared to a corresponding linear problem. As our benchmark, we use the p-Laplacian, where p = 4 corresponds to a well-known nonlinear diffusion equation and p = 2 corresponds to our benchmark linear diffusion problem. When considering linear problems and implicit methods, the use of optimal spatial solvers such as spatial multigrid imply that the cost of one time step evaluation is fixed across temporal levels, which have a large variation in time step sizes. This is not the case for nonlinear problems, where the work required increases dramatically on coarser time grids, where relatively large time steps lead to worse conditioned nonlinear solves and increased nonlinear iteration counts per time step evaluation. This is the key difficulty explored by this paper. We show that by using a variety of strategies, most importantly, spatial coarsening and an alternate initial guess to the nonlinear time-step solver, we can reduce the work per time step evaluation over all temporal levels to a range similar with the corresponding linear problem. This allows for parallel scaling behavior comparable to the corresponding linear problem.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1992

Evaluation of a multigrid-based Navier-Stokes solver for aerothermodynamic computations

A multigrid acceleration technique developed for solving the three-dimensional Navier-Stokes equations is used for computing high Mach number flows over configurations of practical interest. An explicit multistage Runge-Kutta type of time-stepping scheme is used as the basic algorithm. Solutions are presented for a spherically blunted cone at Mach 10 and a modified shuttle orbiter at Mach 6. The computed surface heat-transfer distributions are shown to compare favorably with the experimental data. Effect of grid-refinement on computed heat-transfer distributions is also examined to assess the numerical accuracy of the computed solutions. The rapid convergence rate associated with multigrid schemes in previous applications at transonic speeds is observed at the higher Mach number flows investigated here.

Vatsa, Veer N.↗

DOE OSTI2017

Multigrid Reduction in Time for Nonlinear Parabolic Problems: A Case Study

The need for parallelism in the time dimension is being driven by changes in computer architectures, where performance increases are now provided through greater concurrency, not faster clock speeds. This creates a bottleneck for sequential time marching schemes because they lack parallelism in the time dimension. Multigrid reduction in time (MGRIT) is an iterative procedure that allows for temporal parallelism by utilizing multigrid reduction techniques and a multilevel hierarchy of coarse time grids. MGRIT has been shown to be effective for linear problems, with speedups of up to 50 times. The goal of this work is the efficient solution of nonlinear problems with MGRIT, where efficiency is defined as achieving similar performance when compared to an equivalent linear problem. The benchmark nonlinear problem is the p-Laplacian, where p=4 corresponds to a well-known nonlinear diffusion equation and p=2 corresponds to the standard linear diffusion operator, our benchmark linear problem. The key difficulty encountered is that the nonlinear time-step solver becomes progressively more expensive on coarser time levels as the time-step size increases. To overcome such difficulties, multigrid research has historically targeted an accumulated body of experience regarding how to choose an appropriate solver for a specific problem type. To that end, this paper develops a library of MGRIT optimizations and modifications, most important an alternate initial guess for the nonlinear time-step solver and delayed spatial coarsening, that will allow many nonlinear parabolic problems to be solved with parallel scaling behavior comparable to the corresponding linear problem.

parareal↗

DOE OSTI2020

Estimating posterior quantity of interest expectations in a multilevel scalable framework

Scalable approaches for uncertainty quantification are necessary for characterizing prediction confidence in large-scale subsurface flow simulations with uncertain permeability. To this end we explore a multilevel Monte Carlo approach for estimating posterior moments of a particular quantity of interest, where we employ an element-agglomerated algebraic multigrid (AMG) technique to generate the hierarchy of coarse spaces with guaranteed approximation properties for both the generation of spatially correlated random fields and the forward simulation of Darcy's law to model subsurface flow. In both these components (sampling and forward solves), we exploit solvers that rely on state-of-the-art scalable AMG. To illustrate the applicability of this approach, numerical tests are performed on two 3D examples-a unit cube and an egg-shaped domain with an irregular boundary-where the scalability of each simulation as well as the scalability of the overall algorithm are demonstrated.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2023

Scalable DPG multigrid solver for Helmholtz problems: A study on convergence

This paper presents a scalable multigrid preconditioner targeting large-scale systems arising from discontinuous Petrov–Galerkin (DPG) discretizations of high-frequency wave operators. This work is built on previously developed multigrid preconditioning techniques of Petrides and Demkowicz (Comput. Math. Appl. 87 (2021) pp. 12–26) and extends the convergence results from $\mathscr{O}$(10 7 ) degrees of freedom (DOFs) to $\mathscr{O}$(10 9 ) DOFs using a new scalable parallel MPI/OpenMP implementation. Novel contributions of this paper include an alternative definition of coarse-grid systems based on restriction of fine-grid operators, yielding superior convergence results. In the uniform refinement setting, a detailed convergence study is provided, demonstrating h and p robust convergence and linear scaling with respect to the wave frequency. Finally, the paper concludes with numerical results on hp -adaptive simulations including a large-scale seismic modeling benchmark problem with high material contrast.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2014

Robust parallel iterative solvers for linear and least-squares problems (Final Technical Report)

The primary goal of this project is to study and develop robust iterative methods for solving linear systems of equations and least squares systems. The focus of the Minnesota team is on algorithms development, robustness issues, and on tests and validation of the methods on realistic problems. 1. The project begun with an investigation on how to practically update a preconditioner obtained from an ILU-type factorization, when the coefficient matrix changes. 2. We investigated strategies to improve robustness in parallel preconditioners in a specific case of a PDE with discontinuous coefficients. 3. We explored ways to adapt standard preconditioners for solving linear systems arising from the Helmholtz equation. These are often difficult linear systems to solve by iterative methods. 4. We have also worked on purely theoretical issues related to the analysis of Krylov subspace methods for linear systems. 5. We developed an effective strategy for performing ILU factorizations for the case when the matrix is highly indefinite. The strategy uses shifting in some optimal way. The method was extended to the solution of Helmholtz equations by using complex shifts, yielding very good results in many cases. 6. We addressed the difficult problem of preconditioning sparse systems of equations on GPUs. 7. A by-product of the above work is a software package consisting of an iterative solver library for GPUs based on CUDA. This was made publicly available. It was the first such library that offers complete iterative solvers for GPUs. 8. We considered another form of ILU which blends coarsening techniques from Multigrid with algebraic multilevel methods. 9. We have released a new version on our parallel solver - called pARMS [new version is version 3]. As part of this we have tested the code in complex settings - including the solution of Maxwell and Helmholtz equations and for a problem of crystal growth.10. As an application of polynomial preconditioning we considered the problem of evaluating f(A)v which arises in statistical sampling. 11. As an application to the methods we developed, we tackled the problem of computing the diagonal of the inverse of a matrix. This arises in statistical applications as well as in many applications in physics. We explored probing methods as well as domain-decomposition type methods. 12. A collaboration with researchers from Toulouse, France, considered the important problem of computing the Schur complement in a domain-decomposition approach. 13. We explored new ways of preconditioning linear systems, based on low-rank approximations.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2018

A non-intrusive parallel-in-time approach for simultaneous optimization with unsteady PDEs

This paper presents a non-intrusive framework for integrating existing unsteady partial differential equation (PDE) solvers into a parallel-in-time simultaneous optimization algorithm. The time-parallelization is provided by the non-intrusive software library XBraid [Parallel multigrid in time, software available at http://llnl.gov/casc/xbraid], which applies an iterative multigrid reduction technique to the time domain of existing time-marching schemes for solving unsteady PDEs. Its general user-interface has been extended in [S. Günther, N.R. Gauger, and J.B. Schroder, A non-intrusive parallel-in-time adjoint solver with the XBraid library, Comput. Vis. Sci. 19 (2018), pp. 85–95. Available at arXiv, math.OC/1705.00663] for computing adjoint sensitivities such that gradients of output quantities with respect to design changes can be computed parallel-in-time alongside with the primal PDE solution. In this paper, the primal and adjoint XBraid iterations are embedded into a simultaneous optimization framework, namely the One-shot method. In this method, design updates towards optimality are employed after each state and adjoint update such that optimality and feasibility of the design and the PDE solution are reached simultaneously. Finally, the time-parallel optimization method is validated on an advection-dominated flow control problem which shows significant speedup over a classical time-serial optimization algorithm.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1987

A barely implicit correction for flux-corrected transport

In virtue of adding one elliptic equation that must be implicitly solved, the 'barely implicit correction' method presented removes the stringent sidestep limit imposed by sound speed in the explicit methods. The barely implicit method is presently combined with a flux-corrected transport algorithm, which has been rendered fourth-order by the appropriate subtraction of corrected fluxes, in order to accurately represent the sharp gradients in subsonic flows. The multigrid MGRID technique (DeVore, 1984) is used to efficiently solve the elliptic pressure equation.

Patnaik, G.↗