SEARCH · Engineering Papers

Results for “SUBSPACE ITERATION”

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.

SourceResearch connectionFrom yearThrough year

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

At least 109 records · Page 6

All sources NASA NTRS DOE OSTI

DOE OSTI2018

Improving the Convergence Rate of Parareal-in-time Power System Simulation using the Krylov Subspace

The performance of parareal-in-time algorithms is determined on the number of sequential, coarse step iterations. A common tradeoff in designing an efficient parareal-in-time algorithm is between accuracy of the coarse solver and the number of iterations. Traditional parareal implementation for the power system simulation can also have difficulties handling complex power systems. In this paper, we propose a Krylov subspace enhanced parareal algorithm to reduce the number of coarse iterations. The proposed approach is demonstrated on a single-machine-infinite-bus system and the IEEE 10-machine 39-bus system. Noticeable decrease of number of iterations is observed in both cases.

Duan, Nan↗

DOE OSTI2020

N 5 -Scaling Excited-State-Specific Perturbation Theory

In this paper, we show that by working in a basis similar to that of the natural transition orbitals and using a modified zeroth-order Hamiltonian, the cost of a recently introduced perturbative correction to excited-state mean field theory can be reduced from seventh to fifth order in the system size. The (occupied) 2 (virtual) 3 asymptotic scaling matches that of ground-state second-order Møller-Plesset theory but with a significantly higher prefactor because the bottleneck is iterative: it appears in the Krylov-subspace-based solution of the linear equation that yields the first-order wave function. Here, we discuss the details of the modified zeroth-order Hamiltonian we use to reduce the cost and the automatic code generation process we used to derive and verify the cost scaling of the different terms. Overall, we find that our modifications have little impact on the method's accuracy, which remains competitive with singles and doubles equation-of-motion coupled cluster.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

NASA NTRS2003

Some Remarks on GMRES for Transport Theory

We review some work on the application of GMRES to the solution of the discrete ordinates transport equation in one-dimension. We note that GMRES can be applied directly to the angular flux vector, or it can be applied to only a vector of flux moments as needed to compute the scattering operator of the transport equation. In the former case we illustrate both the delights and defects of ILU right-preconditioners for problems with anisotropic scatter and for problems with upscatter. When working with flux moments we note that GMRES can be used as an accelerator for any existing transport code whose solver is based on a stationary fixed-point iteration, including transport sweeps and DSA transport sweeps. We also provide some numerical illustrations of this idea. We finally show how space can be traded for speed by taking multiple transport sweeps per GMRES iteration. Key Words: transport equation, GMRES, Krylov subspace

Patton, Bruce W.↗

NASA NTRS1995

Development and Application of the Collaborative Optimization Architecture in a Multidisciplinary Design Environment

Collaborative optimization is a design architecture applicable in any multidisciplinary analysis environment but specifically intended for large-scale distributed analysis applications. In this approach, a complex problem is hierarchically de- composed along disciplinary boundaries into a number of subproblems which are brought into multidisciplinary agreement by a system-level coordination process. When applied to problems in a multidisciplinary design environment, this scheme has several advantages over traditional solution strategies. These advantageous features include reducing the amount of information transferred between disciplines, the removal of large iteration-loops, allowing the use of different subspace optimizers among the various analysis groups, an analysis framework which is easily parallelized and can operate on heterogenous equipment, and a structural framework that is well-suited for conventional disciplinary organizations. In this article, the collaborative architecture is developed and its mathematical foundation is presented. An example application is also presented which highlights the potential of this method for use in large-scale design applications.

Braun, R. D.↗

NASA NTRS1989

Parallel iterative methods for sparse linear and nonlinear equations

As three-dimensional models are gaining importance, iterative methods will become almost mandatory. Among these, preconditioned Krylov subspace methods have been viewed as the most efficient and reliable, when solving linear as well as nonlinear systems of equations. There has been several different approaches taken to adapt iterative methods for supercomputers. Some of these approaches are discussed and the methods that deal more specifically with general unstructured sparse matrices, such as those arising from finite element methods, are emphasized.

Saad, Youcef↗

DOE OSTI2017

Computation of pseudospectral abscissa for large-scale nonlinear eigenvalue problems

We present an algorithm to compute the pseudospectral abscissa for a nonlinear eigenvalue problem. The algorithm relies on global under-estimator and over-estimator functions for the eigenvalue and singular value functions involved. These global models follow from eigenvalue perturbation theory. The algorithm has three particular features. First, it converges to the globally rightmost point of the pseudospectrum, and it is immune to nonsmoothness. The global convergence assertion is under the assumption that a global lower bound is available for the second derivative of a singular value function depending on one parameter. It may not be easy to deduce such a lower bound analytically, but assigning large negative values works robustly in practice. Second, it is applicable to large-scale problems since the dominant cost per iteration stems from computing the smallest singular value and associated singular vectors, for which efficient iterative solvers can be used. Furthermore, a significant increase in computational efficiency can be obtained by subspace acceleration, that is, by restricting the domains of the linear maps associated with the matrices involved to small but suitable subspaces, and solving the resulting reduced problems. Occasional restarts of these subspaces further enhance the efficiency for large-scale problems. Finally, in contrast to existing iterative approaches based on constructing low-rank perturbations and rightmost eigenvalue computations, the algorithm relies on computing only singular values of complex matrices. Hence, the algorithm does not require solutions of nonlinear eigenvalue problems, thereby further increasing efficiency and reliability. This work is accompanied by a robust implementation of the algorithm that is publicly available.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2017

A Preconditioned Low-Rank Projection Method with a Rank-Reduction Scheme for Stochastic Partial Differential Equations

Herein, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the Kronecker product structure of the linear systems. The proposed algorithm efficiently approximates the solutions in low-rank tensor format. Using standard Krylov subspace methods for the data in tensor format is computationally prohibitive due to the rapid growth of tensor ranks during the iterations. To keep tensor ranks low over the entire iteration process, we devise a rank-reduction scheme that can be combined with the iterative algorithm. The proposed rank-reduction scheme identifies an important subspace in the stochastic domain and compresses tensors of high rank on-the-fly during the iterations. The proposed reduction scheme is a coarse-grid method in that the important subspace can be identified inexpensively in a coarse spatial grid setting. The efficiency of the present method is displayed by numerical experiments on benchmark problems.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2023

An Efficient High-Order Solver for Diffusion Equations with Strong Anisotropy on Non-Anisotropy-Aligned Meshes

This paper concerns numerical solution of the diffusion equation with strong anisotropy on meshes not aligned with the anisotropic vector field. In order to resolve the numerical pollution for simulations on a non-anisotropy-aligned mesh and reduce the associated high computational cost we propose an effective preconditioner, extending our previous work. Similar to the anisotropy-aligned mesh case, we apply the auxiliary space preconditioning framework to design a preconditioner where a continuous finite element space is used as the auxiliary space for the discontinuous finite element space. The key component is an effective line smoother that can mitigate the high-frequency errors perpendicular to the magnetic field. We design a graph-based approach to find such a line smoother that is approximately perpendicular to the vector fields when the mesh does not align with the anisotropy. Finally, numerical experiments for several benchmark problems are presented, demonstrating the effectiveness and robustness of the proposed preconditioner when applied to Krylov iterative methods.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2023

A family of independent Variable Eddington Factor methods with efficient preconditioned iterative solvers

We present a family of discretizations for the Variable Eddington Factor (VEF) equations that have high-order accuracy on curved meshes and efficient preconditioned iterative solvers. The VEF discretizations are combined with the Discontinuous Galerkin transport discretization from to form effective high-order, linear transport methods. The VEF discretizations are derived by extending the unified analysis of Discontinuous Galerkin methods for elliptic problems presented by Arnold et al. to the VEF equations. This framework is used to define analogs of the interior penalty, second method of Bassi and Rebay, minimal dissipation local Discontinuous Galerkin, and continuous finite element methods. The analysis of subspace correction preconditioners, which use a continuous operator to iteratively precondition the discontinuous discretization, is extended to the case of the non-symmetric VEF system. Numerical results demonstrate that the VEF discretizations have arbitrary-order accuracy on curved meshes, preserve the thick diffusion limit, and are effective on a proxy problem from thermal radiative transfer in both outer transport iterations and inner preconditioned linear solver iterations. We demonstrate that the VEF solution converges to the S N transport solution as the mesh is refined on both problems with smooth and non-smooth behavior in angle. Parallel performance studies show that the interior penalty VEF discretization's linear solve weak scales out to 1024 processors and strong scales well on a single node. Particular attention is paid to the parallel performance of the VEF algorithm when used in combination with a parallel block Jacobi transport sweep.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2019

Avoiding Communication in Primal and Dual Block Coordinate Descent Methods

Primal and dual block coordinate descent methods are iterative methods for solving regularized and unregularized optimization problems. Distributed-memory parallel implementations of these methods have become popular in analyzing large machine learning datasets. However, existing implementations communicate at every iteration, which, on modern data center and supercomputing architectures, often dominates the cost of floating-point computation. Recent results on communication-avoiding Krylov subspace methods suggest that large speedups are possible by re-organizing iterative algorithms to avoid communication. We show how applying similar algorithmic transformations can lead to primal and dual block coordinate descent methods that only communicate every $s$ iterations---where $s$ is a tuning parameter---instead of every iteration for the regularized least-squares problem. We show that the communication-avoiding variants reduce the number of synchronizations by a factor of $s$ on distributed-memory parallel machines without altering the convergence rate and attain strong scaling speedups of up to $6.1\times$ over the “standard algorithm" on a Cray XC30 supercomputer.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Augmenting subspace optimization methods with linear bandits

In this work, we consider the framework of methods for unconstrained minimization that are, in each iteration, restricted to a model that is only a valid approximation to the objective function on some affine subspace containing an incumbent point. These methods are of practical interest in computational settings where derivative information is either expensive or impossible to obtain. Recent attention has been paid in the literature to employing randomized matrix sketching for generating the affine subspaces within this framework. We consider a relatively straightforward, deterministic augmentation of such a generic subspace optimization method. In particular, we consider a sequential optimization framework where actions consist of one-dimensional linear subspaces and rewards consist of (approximations to) the magnitudes of directional derivatives computed in the direction of the action subspace. Reward maximization in this context is consistent with maximizing lower bounds on descent guaranteed by first-order Taylor models. This sequential optimization problem can be analysed through the lens of dynamic regret. We modify an existing linear upper confidence bound (UCB) bandit method and prove sublinear dynamic regret in the subspace optimization setting. We demonstrate the efficacy of employing this linear UCB method in a setting where forward-mode algorithmic differentiation can provide directional derivatives in arbitrary directions and in a derivative-free setting. For the derivative-free setting, we propose SS-POUNDers, an extension of the derivative-free optimization method POUNDers that employs the linear UCB mechanism to identify promising subspaces. Our numerical experiments suggest a preference, in either computational setting, for employing a linear UCB mechanism within a subspace optimization method.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2017

Multilevel acceleration of scattering-source iterations with application to electron transport

Acceleration/preconditioning strategies available in the SCEPTRE radiation transport code are described. A flexible transport synthetic acceleration (TSA) algorithm that uses a low-order discrete-ordinates (S N ) or spherical-harmonics (P N ) solve to accelerate convergence of a high-order S N source-iteration (SI) solve is described. Convergence of the low-order solves can be further accelerated by applying off-the-shelf incomplete-factorization or algebraic-multigrid methods. Also available is an algorithm that uses a generalized minimum residual (GMRES) iterative method rather than SI for convergence, using a parallel sweep-based solver to build up a Krylov subspace. TSA has been applied as a preconditioner to accelerate the convergence of the GMRES iterations. The methods are applied to several problems involving electron transport and problems with artificial cross sections with large scattering ratios. These methods were compared and evaluated by considering material discontinuities and scattering anisotropy. Observed accelerations obtained are highly problem dependent, but speedup factors around 10 have been observed in typical applications.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

DOE OSTI2016

Parallel Dynamics Simulation Using a Krylov-Schwarz Linear Solution Scheme

Fast dynamics simulation of large-scale power systems is a computational challenge because of the need to solve a large set of stiff, nonlinear differential-algebraic equations at every time step. The main bottleneck in dynamic simulations is the solution of a linear system during each nonlinear iteration of Newton’s method. In this paper, we present a parallel Krylov- Schwarz linear solution scheme that uses the Krylov subspacebased iterative linear solver GMRES with an overlapping restricted additive Schwarz preconditioner. As a result, performance tests of the proposed Krylov-Schwarz scheme for several large test cases ranging from 2,000 to 20,000 buses, including a real utility network, show good scalability on different computing architectures.

24 POWER TRANSMISSION AND DISTRIBUTION↗

DOE OSTI2018

On Coarse Grid Correction Methods in Krylov Subspaces

Two approaches using coarse grid correction in the course of a certain Krylov iterative process are presented. The aim of the correction is to accelerate the iterations. These approaches are based on an approximation of the function sought for by simple basis functions having finite supports. Additional acceleration can be achieved if the iterative process is restarted and the approximate solution is refined. In this case, the resulting process turns out to be a two-level preconditioned method. The influence of different parameters of the iterative process on its convergence is demonstrated by numerical results.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2015

A time-parallel method for the solution of PDE-constrained optimization problems

We study a time-parallel approach to solving quadratic optimization problems with linear time-dependent partial differential equation (PDE) constraints. These problems arise in formulations of optimal control, optimal design and inverse problems that are governed by parabolic PDE models. They may also arise as subproblems in algorithms for the solution of optimization problems with nonlinear time-dependent PDE constraints, e.g., in sequential quadratic programming methods. We apply a piecewise linear finite element discretization in space to the PDE constraint, followed by the Crank-Nicolson discretization in time. The objective function is discretized using finite elements in space and the trapezoidal rule in time. At this point in the discretization, auxiliary state variables are introduced at each discrete time interval, with the goal to enable: (i) a decoupling in time; and (ii) a fixed-point iteration to recover the solution of the discrete optimality system. The fixed-point iterative schemes can be used either as preconditioners for Krylov subspace methods or as smoothers for multigrid (in time) schemes. We present promising numerical results for both use cases.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2017

Calculation of Higher Eigenpairs of the Transport Equation Using IRAM Based on Domain Decomposition

The higher eigenpairs of the neutron transport (or diffusion) equation are useful in core flux distribution reconstruction, transient analysis, stability analysis, and loading pattern optimization. There are various methods for the calculation of higher eigenpairs, such as the power iteration method with filtering technique, the Generalized Modified Power Method (GMPM), the power iteration method with innovative boundary conditions for symmetric cores, and Krylov subspace methods. In regard to Krylov subspace methods, the Implicitly Restarted Arnoldi Method (IRAM) and ORTHOMIN were implemented to calculate higher eigenpairs for both transport and diffusion equations. In Warsa's work, however, there was a significant drawback that problems with energy upscatter could not be treated efficiently. In Modak's work, the mode to which his method was likely to converge depended on the shape of initial guess flux, and only one mode could be computed each time, making it impractical for real use. Furthermore, the computational burden for higher eigenpairs is generally much larger than for only the first eigenpair, especially for neutron transport equations. Therefore, the implementation of parallel computation for higher eigenpairs is essential to improve the efficiency, and no such work has been reported in literature so far. In this summary, we propose an innovative method to calculate higher eigenpairs of the neutron transport equation based on high performance computation. In this method, 2D Matrix Method of Characteristic (MMOC) is used to discretize the neutron transport equation; IRAM is used to evaluate higher eigenpairs; spatial domain decomposition is used to realize parallel computation. The highlight of this method is using the MGMD PGMRES (Multi-Group and Multi-Domain coupled Parallel Generalized Minimal Residual Method) algorithm to simultaneously accelerate the upscatter iterations and the inner interface angular fluxes iterations, avoiding the drawback in Warsa's method and the efficiency problem of conventional Jacobi iteration. To the best of our knowledge, our work represents the first application of IRAM based on domain decomposition for higher eigenpairs.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

NASA NTRS2010

A General Algorithm for Reusing Krylov Subspace Information. I. Unsteady Navier-Stokes

A general algorithm is developed that reuses available information to accelerate the iterative convergence of linear systems with multiple right-hand sides A x = b (sup i), which are commonly encountered in steady or unsteady simulations of nonlinear equations. The algorithm is based on the classical GMRES algorithm with eigenvector enrichment but also includes a Galerkin projection preprocessing step and several novel Krylov subspace reuse strategies. The new approach is applied to a set of test problems, including an unsteady turbulent airfoil, and is shown in some cases to provide significant improvement in computational efficiency relative to baseline approaches.

Carpenter, Mark H.↗

DOE OSTI2024

Large-scale harmonic balance simulations with Krylov subspace and preconditioner recycling

The multi-harmonic balance method combined with numerical continuation provides an efficient framework to compute a family of time-periodic solutions, or response curves, for large-scale, nonlinear mechanical systems. The predictor and corrector steps repeatedly solve a sequence of linear systems that scale by the model size and number of harmonics in the assumed Fourier series approximation. In this paper, a novel Newton–Krylov iterative method is embedded within the multi-harmonic balance and continuation algorithm to efficiently compute the approximate solutions from the sequence of linear systems that arise during the prediction and correction steps. Further, the method recycles, or reuses, both the preconditioner and the Krylov subspace generated by previous linear systems in the solution sequence. A delayed frequency preconditioner refactorizes the preconditioner only when the performance of the iterative solver deteriorates. The GCRO-DR iterative solver recycles a subset of harmonic Ritz vectors to initialize the solution subspace for the next linear system in the sequence. The performance of the iterative solver is demonstrated on two exemplars with contact-type nonlinearities and benchmarked against a direct solver with traditional Newton–Raphson iterations.

97 MATHEMATICS AND COMPUTING↗