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Multilevel methods for elliptic problems on unstructured grids

Multilevel methods on unstructured grids for elliptic problems are reviewed. The advantages of these techniques are the flexible approximation of the boundaries of complicated physical domains and the ability to adapt the grid to the resolution of fine scaled structures. Multilevel methods, which include multigrid methods and domain decomposition methods, depend on the correct splitting of appropriate finite element spaces. The standard splittings used in the structured grid case cannot be directly extended to unstructured grids due to their requirement for a hierarchical grid structure. Issues related to the application of multilevel methods to unstructured grids are discussed, including how the coarse spaces and transfer operators are defined and how different types of boundary conditions are treated. An obvious way to generate a coarse mesh is to regrid the physical domain several times. Several alternatives are proposed and discussed: node nested coarse spaces, agglomerated coarse spaces and algebraically generated coarse spaces.

Chan, Tony F.

A multilevel method for structural synthesis

A multilevel method for structural synthesis based on finite element modeling at both the system and the substructure level is set forth. At the system level, the design is described using basis vectors generated via substructure design modification. Whenever possible, substructure constraints are satisfied via local material redistribution. At both the system level and the substructure level, design modification is carried out by solving a sequence of approximate problems. The method generates upper bound approximations for the optimum design and it has potential for substantial gains in computational efficiency, because the uncoupled substructure design modification problems can be processed in parallel.

Schmit, L. A.

Implementation of Hybrid V-Cycle Multilevel Methods for Mixed Finite Element Systems with Penalty

The goal of this paper is the implementation of hybrid V-cycle hierarchical multilevel methods for the indefinite discrete systems which arise when a mixed finite element approximation is used to solve elliptic boundary value problems. By introducing a penalty parameter, the perturbed indefinite system can be reduced to a symmetric positive definite system containing the small penalty parameter for the velocity unknown alone. We stabilize the hierarchical spatial decomposition approach proposed by Cai, Goldstein, and Pasciak for the reduced system. We demonstrate that the relative condition number of the preconditioner is bounded uniformly with respect to the penalty parameter, the number of levels and possible jumps of the coefficients as long as they occur only across the edges of the coarsest elements.

Lai, Chen-Yao G.

A Domain-Decomposed Multilevel Method for Adaptively Refined Cartesian Grids with Embedded Boundaries

Preliminary verification and validation of an efficient Euler solver for adaptively refined Cartesian meshes with embedded boundaries is presented. The parallel, multilevel method makes use of a new on-the-fly parallel domain decomposition strategy based upon the use of space-filling curves, and automatically generates a sequence of coarse meshes for processing by the multigrid smoother. The coarse mesh generation algorithm produces grids which completely cover the computational domain at every level in the mesh hierarchy. A series of examples on realistically complex three-dimensional configurations demonstrate that this new coarsening algorithm reliably achieves mesh coarsening ratios in excess of 7 on adaptively refined meshes. Numerical investigations of the scheme's local truncation error demonstrate an achieved order of accuracy between 1.82 and 1.88. Convergence results for the multigrid scheme are presented for both subsonic and transonic test cases and demonstrate W-cycle multigrid convergence rates between 0.84 and 0.94. Preliminary parallel scalability tests on both simple wing and complex complete aircraft geometries shows a computational speedup of 52 on 64 processors using the run-time mesh partitioner.

Aftosmis, M. J.

Multilevel methods for transport equations in diffusive regimes

We consider the numerical solution of the single-group, steady state, isotropic transport equation. An analysis by means of the moment equations shows that a discrete ordinate S(sub N) discretization in direction (angle) with a least squares finite element discretization in space does not behave properly in the diffusion limit. A scaling of the S(sub N) equations is introduced so that the least squares discretization has the correct diffusion limit. For the resulting discrete system a full multigrid algorithm was developed.

Manteuffel, Thomas A.

Implementing abstract multigrid or multilevel methods

Multigrid methods can be formulated as an algorithm for an abstract problem that is independent of the partial differential equation, domain, and discretization method. In such an abstract setting, problems not arising from partial differential equations can be treated. A general theory exists for linear problems. The general theory was motivated by a series of abstract solvers (Madpack). The latest version was motivated by the theory. Madpack now allows for a wide variety of iterative and direct solvers, preconditioners, and interpolation and projection schemes, including user callback ones. It allows for sparse, dense, and stencil matrices. Mildly nonlinear problems can be handled. Also, there is a fast, multigrid Poisson solver (two and three dimensions). The type of solvers and design decisions (including language, data structures, external library support, and callbacks) are discussed. Based on the author's experiences with two versions of Madpack, a better approach is proposed. This is based on a mixed language formulation (C and FORTRAN + preprocessor). Reasons for not using FORTRAN, C, or C++ (individually) are given. Implementing the proposed strategy is not difficult.

Douglas, Craig C.

Multilevel metallization method for fabricating a metal oxide semiconductor device

An improved method is described of constructing a metal oxide semiconductor device having multiple layers of metal deposited by dc magnetron sputtering at low dc voltages and low substrate temperatures. The method provides multilevel interconnections and cross over between individual circuit elements in integrated circuits without significantly reducing the reliability or seriously affecting the yield.

Hollis, B. R., Jr.

Engineering applications of heuristic multilevel optimization methods

Some engineering applications of heuristic multilevel optimization methods are presented and the discussion focuses on the dependency matrix that indicates the relationship between problem functions and variables. Coordination of the subproblem optimizations is shown to be typically achieved through the use of exact or approximate sensitivity analysis. Areas for further development are identified.

Barthelemy, Jean-Francois M.

Engineering applications of heuristic multilevel optimization methods

Some engineering applications of heuristic multilevel optimization methods are presented and the discussion focuses on the dependency matrix that indicates the relationship between problem functions and variables. Coordination of the subproblem optimizations is shown to be typically achieved through the use of exact or approximate sensitivity analysis. Areas for further development are identified.

Barthelemy, Jean-Francois M.

Engineering applications of heuristic multilevel optimization methods

Some engineering applications of heuristic multilevel optimization methods are presented and the discussion focuses on the dependency matrix that indicates the relationship between problem functions and variables. Coordination of the subproblem optimizations is shown to be typically achieved through the use of exact or approximate sensitivity analysis. Areas for further development are identified.

Barthelemy, Jean-Francois M.

An efficient multilevel optimization method for engineering design

An efficient multilevel deisgn optimization technique is presented. The proposed method is based on the concept of providing linearized information between the system level and subsystem level optimization tasks. The advantages of the method are that it does not require optimum sensitivities, nonlinear equality constraints are not needed, and the method is relatively easy to use. The disadvantage is that the coupling between subsystems is not dealt with in a precise mathematical manner.

Vanderplaats, G. N.

An accelerated lambda iteration method for multilevel radiative transfer. I - Non-overlapping lines with background continuum

A method is presented for solving multilevel transfer problems when nonoverlapping lines and background continuum are present and active continuum transfer is absent. An approximate lambda operator is employed to derive linear, 'preconditioned', statistical-equilibrium equations. A method is described for finding the diagonal elements of the 'true' numerical lambda operator, and therefore for obtaining the coefficients of the equations. Iterations of the preconditioned equations, in conjunction with the transfer equation's formal solution, are used to solve linear equations. Some multilevel problems are considered, including an eleven-level neutral helium atom. Diagonal and tridiagonal approximate lambda operators are utilized in the problems to examine the convergence properties of the method, and it is found to be effective for the line transfer problems.

Rybicki, G. B.

Practical implementation of an accurate method for multilevel design sensitivity analysis

Solution techniques for handling large scale engineering optimization problems are reviewed. Potentials for practical applications as well as their limited capabilities are discussed. A new solution algorithm for design sensitivity is proposed. The algorithm is based upon the multilevel substructuring concept to be coupled with the adjoint method of sensitivity analysis. There are no approximations involved in the present algorithm except the usual approximations introduced due to the discretization of the finite element model. Results from the six- and thirty-bar planar truss problems show that the proposed multilevel scheme for sensitivity analysis is more effective (in terms of computer incore memory and the total CPU time) than a conventional (one level) scheme even on small problems. The new algorithm is expected to perform better for larger problems and its applications on the new generation of computer hardwares with 'parallel processing' capability is very promising.

Nguyen, Duc T.

Parallel multilevel adaptive methods

The progress of a project for the design and analysis of a multilevel adaptive algorithm (AFAC/HM/) targeted for the Navier Stokes Computer is discussed. The results of initial timing tests of AFAC, coupled with multigrid and an efficient load balancer, on a 16-node Intel iPSC/2 hypercube are included. The results of timing tests are presented.

Dowell, B.

Error and Complexity Analysis for a Collocation-Grid-Projection Plus Precorrected-FFT Algorithm for Solving Potential Integral Equations with LaPlace or Helmholtz Kernels

In this paper we derive error bounds for a collocation-grid-projection scheme tuned for use in multilevel methods for solving boundary-element discretizations of potential integral equations. The grid-projection scheme is then combined with a precorrected FFT style multilevel method for solving potential integral equations with 1/r and e(sup ikr)/r kernels. A complexity analysis of this combined method is given to show that for homogeneous problems, the method is order n natural log n nearly independent of the kernel. In addition, it is shown analytically and experimentally that for an inhomogeneity generated by a very finely discretized surface, the combined method slows to order n(sup 4/3). Finally, examples are given to show that the collocation-based grid-projection plus precorrected-FFT scheme is competitive with fast-multipole algorithms when considering realistic problems and 1/r kernels, but can be used over a range of spatial frequencies with only a small performance penalty.

Phillips, J. R.

Structural synthesis: Precursor and catalyst

More than twenty five years have elapsed since it was recognized that a rather general class of structural design optimization tasks could be properly posed as an inequality constrained minimization problem. It is suggested that, independent of primary discipline area, it will be useful to think about: (1) posing design problems in terms of an objective function and inequality constraints; (2) generating design oriented approximate analysis methods (giving special attention to behavior sensitivity analysis); (3) distinguishing between decisions that lead to an analysis model and those that lead to a design model; (4) finding ways to generate a sequence of approximate design optimization problems that capture the essential characteristics of the primary problem, while still having an explicit algebraic form that is matched to one or more of the established optimization algorithms; (5) examining the potential of optimum design sensitivity analysis to facilitate quantitative trade-off studies as well as participation in multilevel design activities. It should be kept in mind that multilevel methods are inherently well suited to a parallel mode of operation in computer terms or to a division of labor between task groups in organizational terms. Based on structural experience with multilevel methods general guidelines are suggested.

Schmit, L. A.

Asynchronous multilevel adaptive methods for solving partial differential equations on multiprocessors - Performance results

The fast adaptive composite grid method (FAC) is an algorithm that uses various levels of uniform grids (global and local) to provide adaptive resolution and fast solution of PDEs. Like all such methods, it offers parallelism by using possibly many disconnected patches per level, but is hindered by the need to handle these levels sequentially. The finest levels must therefore wait for processing to be essentially completed on all the coarser ones. A recently developed asynchronous version of FAC, called AFAC, completely eliminates this bottleneck to parallelism. This paper describes timing results for AFAC, coupled with a simple load balancing scheme, applied to the solution of elliptic PDEs on an Intel iPSC hypercube. These tests include performance of certain processes necessary in adaptive methods, including moving grids and changing refinement. A companion paper reports on numerical and analytical results for estimating convergence factors of AFAC applied to very large scale examples.

Mccormick, S.