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All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Here, we study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call "exponential decay of sensitivity" (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e., initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a partial differential equations (PDE) control problem to validate our theory, and show that the approach is significantly more efficient than alternating direction method of multipliers and as efficient as the centralized interior-point solver.

42 ENGINEERING↗
DOE OSTI2026

Overlapping Schwarz Methods Are Not Anisotropy‐Robust Multigrid Smoothers

We analyze overlapping multiplicative Schwarz methods as smoothers in the geometric multigrid solution of two-dimensional anisotropic diffusion problems. For diffusion equations, it is well known that the smoothing properties of point-wise smoothers, such as Gauss Seidel, rapidly deteriorate as the strength of anisotropy increases. On the other hand, global smoothers based on line smoothing are known to generally provide good smoothing for diffusion problems, independent of the anisotropy strength. Here, a natural question is whether global methods are really necessary to achieve good smoothing in such problems, or whether it can be obtained with locally overlapping block smoothers using sufficiently large blocks and overlap. Through local Fourier analysis and careful numerical experimentation, we show that global methods are indeed necessary to achieve anisotropy-robust smoothing. Specifically, for any fixed block size bounded sufficiently far away from the global domain size, we find that the smoothing properties of overlapping multiplicative Schwarz rapidly deteriorate with increasing anisotropy, irrespective of the amount of overlap between blocks. Moreover, our results indicate that anisotropy-robust smoothing requires blocks of diameter 𝒪⁡(𝜖 −1/2 ) for anisotropy ratio 𝜖 ∈(0,1] .

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Two-level overlapping additive Schwarz preconditioner for training scientific machine learning applications

In this work we introduce a novel two-level overlapping additive Schwarz preconditioner for accelerating the training of scientific machine learning applications. The design of the proposed preconditioner is motivated by the nonlinear two-level overlapping additive Schwarz preconditioner. The neural network parameters are decomposed into groups (subdomains) with overlapping regions. In addition, the network’s feed-forward structure is indirectly imposed through a novel subdomain-wise synchronization strategy and a coarse-level training step. Through a series of numerical experiments, which consider physicsinformed neural networks and operator learning approaches, we demonstrate that the proposed two-level preconditioner significantly speeds up the convergence of the standard (LBFGS) optimizer while also yielding more accurate machine learning models. Moreover, the devised preconditioner is designed to take advantage of model-parallel computations, which can further reduce the training time.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1996

Parallel Newton-Krylov-Schwarz algorithms for the transonic full potential equation

We study parallel two-level overlapping Schwarz algorithms for solving nonlinear finite element problems, in particular, for the full potential equation of aerodynamics discretized in two dimensions with bilinear elements. The overall algorithm, Newton-Krylov-Schwarz (NKS), employs an inexact finite-difference Newton method and a Krylov space iterative method, with a two-level overlapping Schwarz method as a preconditioner. We demonstrate that NKS, combined with a density upwinding continuation strategy for problems with weak shocks, is robust and, economical for this class of mixed elliptic-hyperbolic nonlinear partial differential equations, with proper specification of several parameters. We study upwinding parameters, inner convergence tolerance, coarse grid density, subdomain overlap, and the level of fill-in in the incomplete factorization, and report their effect on numerical convergence rate, overall execution time, and parallel efficiency on a distributed-memory parallel computer.

Cai, Xiao-Chuan↗
NASA NTRS1995

Local multiplicative Schwarz algorithms for convection-diffusion equations

We develop a new class of overlapping Schwarz type algorithms for solving scalar convection-diffusion equations discretized by finite element or finite difference methods. The preconditioners consist of two components, namely, the usual two-level additive Schwarz preconditioner and the sum of some quadratic terms constructed by using products of ordered neighboring subdomain preconditioners. The ordering of the subdomain preconditioners is determined by considering the direction of the flow. We prove that the algorithms are optimal in the sense that the convergence rates are independent of the mesh size, as well as the number of subdomains. We show by numerical examples that the new algorithms are less sensitive to the direction of the flow than either the classical multiplicative Schwarz algorithms, and converge faster than the additive Schwarz algorithms. Thus, the new algorithms are more suitable for fluid flow applications than the classical additive or multiplicative Schwarz algorithms.

Cai, Xiao-Chuan↗
DOE OSTI2022

Composing preconditioners for multiphysics PDE systems with applications to Generalized MHD

New patch smoothers or relaxation techniques are developed for solving linear matrix equations coming from systems of discretized partial differential equations (PDEs). One key linear solver challenge for many PDE systems arises when the resulting discretization matrix has a near null space that has a large dimension, which can occur in generalized magnetohydrodynamic (GMHD) systems. Patch-based relaxation is highly effective for problems when the null space can be spanned by a basis of locally supported vectors. The patch-based relaxation methods that we develop can be used either within an algebraic multigrid (AMG) hierarchy or as stand-alone preconditioners. These patch-based relaxation techniques are a form of well-known overlapping Schwarz methods where the computational domain is covered with a series of overlapping sub-domains (or patches). Patch relaxation then corresponds to solving a set of independent linear systems associated with each patch. In the context of GMHD, we also reformulate the underlying discrete representation used to generate a suitable set of matrix equations. In general, deriving a discretization that accurately approximates the curl operator and the Hall term while also producing linear systems with physically meaningful near null space properties can be challenging. Unfortunately, many natural discretization choices lead to a near null space that includes non-physical oscillatory modes and where it is not possible to span the near null space with a minimal set of locally supported basis vectors. Further discretization research is needed to understand the resulting trade-offs between accuracy, stability, and ease in solving the associated linear systems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

A Fundamentally New Coupled Approach to Contact Mechanics via the Dirichlet‐Neumann Schwarz Alternating Method

Contact phenomena are crucial for understanding the behavior of mechanical systems. However, existing computational approaches for simulating mechanical contact often face numerical challenges, such as inaccurate physical predictions, energy conservation errors, and unwanted oscillations. Here, we introduce an alternative technique for simulating dynamic contact based on the non‐overlapping Schwarz alternating method, originally developed for domain decomposition. In multibody contact scenarios, this method treats each body as a separate, non‐overlapping domain and prevents interpenetration using an alternating Dirichlet–Neumann iterative process. This approach has a strong theoretical foundation, eliminates the need for contact constraints, and offers flexibility, making it ideal for multiscale and multiphysics applications. We conducted a numerical comparison between the Schwarz method and traditional methods, such as the Lagrange multiplier and penalty methods, focusing on a benchmark impact problem. Our results indicate that the Schwarz alternating method outperforms traditional methods in several key areas: it provides more accurate predictions for various measurable quantities and demonstrates exceptional energy conservation capabilities. To address unwanted oscillations in contact velocities and forces, we explored various algorithms and stabilization techniques, ultimately opting for the naïve‐stabilized Newmark scheme for its simplicity and effectiveness. Additionally, we validated the efficiency of the Schwarz method in a three‐dimensional impact problem, highlighting its inherent capacity to accommodate different mesh topologies, time‐integration schemes, and time steps for each interacting body.

Schwarz alternating method↗
NASA NTRS1995

Newton-Krylov-Schwarz: An implicit solver for CFD

Newton-Krylov methods and Krylov-Schwarz (domain decomposition) methods have begun to become established in computational fluid dynamics (CFD) over the past decade. The former employ a Krylov method inside of Newton's method in a Jacobian-free manner, through directional differencing. The latter employ an overlapping Schwarz domain decomposition to derive a preconditioner for the Krylov accelerator that relies primarily on local information, for data-parallel concurrency. They may be composed as Newton-Krylov-Schwarz (NKS) methods, which seem particularly well suited for solving nonlinear elliptic systems in high-latency, distributed-memory environments. We give a brief description of this family of algorithms, with an emphasis on domain decomposition iterative aspects. We then describe numerical simulations with Newton-Krylov-Schwarz methods on aerodynamics applications emphasizing comparisons with a standard defect-correction approach, subdomain preconditioner consistency, subdomain preconditioner quality, and the effect of a coarse grid.

Cai, Xiao-Chuan↗
NASA NTRS1996

Quasi-Optimal Schwarz Methods for the Conforming Spectral Element Discretization

Fast methods are proposed for solving the system K(sub N)x = b resulting from the discretization of self-adjoint elliptic equations in three dimensional domains by the spectral element method. The domain is decomposed into hexahedral elements, and in each of these elements the discretization space is formed by polynomials of degree N in each variable. Gauss-Lobatto-Legendre (GLL) quadrature rules replace the integrals in the Galerkin formulation. This system is solved by the preconditioned conjugate gradients method. The conforming finite element space on the GLL mesh consisting of piecewise Q(sub 1) elements produces a stiffness matrix K(sub h) that is spectrally equivalent to the spectral element stiffness matrix K(sub N). The action of the inverse of K(sub h) is expensive for large problems, and is therefore replaced by a Schwarz preconditioner B(sub h) of this finite element stiffness matrix. The preconditioned operator then becomes B(sub h)(exp -l)K(sub N). The technical difficulties stem from the nonregularity of the mesh. Tools to estimate the convergence of a large class of new iterative substructuring and overlapping Schwarz preconditioners are developed. This technique also provides a new analysis for an iterative substructuring method proposed by Pavarino and Widlund for the spectral element discretization.

Casarin, Mario↗
DOE OSTI2021

Spectral Equivalence of Low-Order Discretizations for High-Order H(curl) and H(div) Spaces

In this paper, we present spectral equivalence results for high-order tensor product edge- and face-based finite elements for the H(curl) and H(div) function spaces. Specifically, we show for certain choices of shape functions that the mass and stiffness matrices of the high-order elements are spectrally equivalent to those for an assembly of low-order elements on the associated Gauss--Lobatto--Legendre mesh. Based on this equivalence, efficient preconditioners can be designed with favorable computational complexity. Numerical results are presented which confirm the theory and demonstrate the benefits of the equivalence results for overlapping Schwarz preconditioners.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Spectral Equivalence Properties of Higher-Order Tensor Product Finite Elements and Applications to Preconditioning

In this study, we present spectral equivalence results for higher-order tensor product edge-, face- and interior-based finite elements. Specifically, we show for certain choices of shape functions that the mass and stiffness matrices of the higher-order elements are spectrally equivalent to those for an assembly of lowest-order elements on the associated Gauss-Lobatto-Legendre mesh. Based on this equivalence, efficient preconditioners can be designed with favorable computational complexity. Numerical results are presented which confirm the theory and demonstrate the benefits of the equivalence results for overlapping Schwarz preconditioners.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1990

Experiments with elliptic problem solvers on the Cedar multicluster

The implementation and performance of algorithms for the solution of elliptic problems on the Cedar multiprocessor is examined. The algorithms considered are conjugate gradient schemes with or without preconditioning on a rectangular domain and domain decomposition techniques with overlapping (Schwarz Alternating Method) and nonoverlapping subdomains on a T-shaped domain. Some preliminary results from a current research effort are presented.

Frank, G.↗
DOE OSTI2020

Efficient Low-Order Refined Preconditioners for High-Order Matrix-Free Continuous and Discontinuous Galerkin Methods

In this paper, we design preconditioners for the matrix-free solution of high-order continuous and discontinuous Galerkin discretizations of elliptic problems based on finite element method--spectral element method (FEM-SEM) equivalence and additive Schwarz methods. The high-order operators are applied without forming the system matrix, making use of sum factorization for efficient evaluation. The system is preconditioned using a spectrally equivalent low-order (p = 1) finite element operator discretization on a refined mesh. The low-order refined mesh is anisotropic and not shape regular in the polynomial degree of the high-order operator, requiring specialized solvers to treat the anisotropy. We make use of an element-structured, geometric multigrid V-cycle with ordered ILU(0) smoothing. The preconditioner is parallelized through an overlapping additive Schwarz method that is robust in h and p. The method is extended to interior penalty and Bassi and Rebay (BR2) discontinuous Galerkin discretizations, for which it is also robust in the size of the penalty parameter. Finally, numerical results are presented on a variety of examples, verifying the uniformity of the preconditioner.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1996

Multigrid with Overlapping Patches

Solving boundary value problems with optimal efficiency requires adaptivity and multilevel techniques. Previously, an implementation of the AFACx algorithm is presented that is based on rectangular Cartesian grids. This implementation does not allow for the over]ap of grids that lie on the same level of refinement. We investigate the case in which these grids overlap. A standard technique for overlapping grids is the Schwarz algorithm. Some ways of using the Schwarz algorithm in a standard multigrid scheme are presented. Also, a problem that arises in some situations with non-aligned, overlapping grids is described. This situation comes up in a natural way when the Schwarz algorithm is used as a relaxation scheme within a multilevel algorithm. We identify the reason for the bad convergence and show that by more sophisticated interpolation the difficulties can be overcome. Then we present a multiplicative Schwarz algorithm for a large number of grids that has a high potential for parallelization. Finally we give some numerical results for the FACx algorithm with overlapping grids on each refinement level. The implementation of the described codes uses C++ and the array class libraries A++ and P++. Using the A++/P++ programming environment, it was possible to move from a serial code to a parallel code within a few days.

Berndt, Markus↗
DOE OSTI2020

Overset meshes for incompressible flows: On preserving accuracy of underlying discretizations

This study on overset meshes for incompressible-flow simulations is motivated by accurate prediction of wind farm aerodynamics involving large motions and deformations of components with complex geometry. Specifically, using first-order hyperbolic and elliptic equation proxies for the incompressible Navier-Stokes (NS) equations, we investigate the influence of information exchange between overset meshes on numerical performance where the underlying discretization is second-order accurate. The first aspect of information exchange surrounds interpolation of solution where we examine Lagrange and point-cloud-based interpolation for creating constraint equations between overset meshes. To maintain overall second-order accuracy, higher-order interpolation is required for elliptic problems, but linear interpolation is sufficient for hyperbolic problems in first-order form. Higher-order point-cloud-based interpolation provides a pathway to maintaining accuracy in unstructured meshes, but at higher complexity. The second aspect of information exchange focuses on comparing the approaches of overset single system (OSS) and overset Additive Schwarz (OAS) for coupling the linear systems of the overlapping meshes. While the former involves a single linear system, in the latter the discrete linear systems are solved separately, and solving the global system is accomplished through outer iterations and sequential information exchange in a Jacobi fashion. For the test cases studied, accuracy for hyperbolic problems is maintained by performing two outer iterations, whereas many outer iterations are required for elliptic systems. The order-of-accuracy studies explored here are critical for verifying the overset-mesh coupling algorithms used in engineering simulations. Accuracy of these simulations themselves is, however, quantified using engineering quantities of interest such as drag, power, etc. Consequently, we conclude with numerical experiments using NS equations for incompressible flows where we show that linear interpolation and few outer iterations are sufficient for achieving asymptotic convergence of engineering quantities of interest.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1993

Multi-grid domain decomposition approach for solution of Navier-Stokes equations in primitive variable form

The new multigrid (or adaptive) pseudospectral element method was carried out for the solution of incompressible flow in terms of primitive variable formulation. The desired features of the proposed method include the following: (1) the ability to treat complex geometry; (2) high resolution adapted in the interesting areas; (3) requires minimal working space; and (4) effective in a multiprocessing environment. The approach for flow problems, complex geometry or not, is to first divide the computational domain into a number of fine-grid and coarse-grid subdomains with the inter-overlapping area. Next, it is necessary to implement the Schwarz alternating procedure (SAP) to exchange the data among subdomains, where the coarse-grid correction is used to remove the high frequency error that occurs when the data interpolation from the fine-grid subdomain to the coarse-grid subdomain is conducted. The strategy behind the coarse-grid correction is to adopt the operator of the divergence of the velocity field, which intrinsically links the pressure equation, into this process. The solution of each subdomain can be efficiently solved by the direct (or iterative) eigenfunction expansion technique with the least storage requirement, i.e. O(N(exp 3)) in 3-D and O(N(exp 2)) in 2-D. Numerical results of both driven cavity and jet flow will be presented in the paper to account for the versatility of the proposed method.

Ku, Hwar-Ching↗
DOE OSTI2023

Data-Driven Smoothers for Extreme-Scale Computing

Patch-based relaxation refers to a family of methods for solving linear systems which partitions the matrix into smaller pieces often corresponding to groups of adjacent degrees of freedom residing within patches of the computational domain. The two most common families of patch-based methods are block-Jacobi and Schwarz methods, where the former typically corresponds to non-overlapping domains and the later implies some overlap. We focus on cases where each patch consists of the degrees of freedom on a finite element method mesh cell. Patch methods often capture complex local physics much more effectively than simpler point-smoothers such as Jacobi; however, forming, inverting, and applying each patch can be prohibitively expensive in terms of both storage and computation time. To this end, we propose several approaches for performing analysis on these patches and constructing a reduced representation. The compression techniques rely on either matrix norm comparisons or unsupervised learning via a clustering approach. We illustrate how it is frequently possible to retain/factor less than 5% of all patches and still develop a method that converges only a little slower than when all patches are stored/factored.

97 MATHEMATICS AND COMPUTING↗