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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↗

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↗

Schwarz Methods: To Symmetrize or not to Symmetrize

A preconditioning theory for Schwarz methods is presented. The theory establishes sufficient conditions for multiplicative and additive Schwarz algorithms to yield self-adjoint positive definite preconditioners. It allows for the analysis and use of non-variational and non-convergent linear methods as preconditioners for conjugate gradient methods, and it is applied to domain decomposition and multigrid. This paper illustrates why symmetrizing may be a bad idea for linear methods. Numerical examples are presented for a test problem.

Holst, Michael↗

Parallel Implicit Algorithms for CFD

The main goal of this project was efficient distributed parallel and workstation cluster implementations of Newton-Krylov-Schwarz (NKS) solvers for implicit Computational Fluid Dynamics (CFD.) "Newton" refers to a quadratically convergent nonlinear iteration using gradient information based on the true residual, "Krylov" to an inner linear iteration that accesses the Jacobian matrix only through highly parallelizable sparse matrix-vector products, and "Schwarz" to a domain decomposition form of preconditioning the inner Krylov iterations with primarily neighbor-only exchange of data between the processors. Prior experience has established that Newton-Krylov methods are competitive solvers in the CFD context and that Krylov-Schwarz methods port well to distributed memory computers. The combination of the techniques into Newton-Krylov-Schwarz was implemented on 2D and 3D unstructured Euler codes on the parallel testbeds that used to be at LaRC and on several other parallel computers operated by other agencies or made available by the vendors. Early implementations were made directly in Massively Parallel Integration (MPI) with parallel solvers we adapted from legacy NASA codes and enhanced for full NKS functionality. Later implementations were made in the framework of the PETSC library from Argonne National Laboratory, which now includes pseudo-transient continuation Newton-Krylov-Schwarz solver capability (as a result of demands we made upon PETSC during our early porting experiences). A secondary project pursued with funding from this contract was parallel implicit solvers in acoustics, specifically in the Helmholtz formulation. A 2D acoustic inverse problem has been solved in parallel within the PETSC framework.

Keyes, David E.↗

A Combined Preconditioning Strategy for Nonsymmetric Systems

Here, we present and analyze a class of nonsymmetric preconditioners within a normal (weighted least-squares) matrix form for use in GMRES to solve nonsymmetric matrix problems that typically arise in finite element discretizations. An example of the additive Schwarz method applied to nonsymmetric but definite matrices is presented for which the abstract assumptions are verified. Variable preconditioner, which combines the original nonsymmetric one and a weighted least-squares version of it, and it is shown to be convergent and provides a viable strategy for using nonsymmetric preconditioners in practice. Numerical results are included to assess the theory and the performance of the proposed preconditioners.

97 MATHEMATICS AND COMPUTING↗

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.↗

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↗

A Scalable Semi-Implicit Barotropic Mode Solver for the MPAS-Ocean

A scalable semi-implicit barotropic mode solver for the ocean component of the model for prediction across scales has been implemented as a competitor to an existing explicit-subcycling scheme to allow faster and more stable simulations while not sacrificing accuracy. The semi-implicit solver adopts the pipelined preconditioned bi-conjugate gradient stabilization algorithm as an iterative solver in conjunction with the restricted additive Schwarz preconditioner that accelerates the convergence rate of the iterative solver. The preconditioner is constructed from a linearized barotropic system that also reorders the system for optimal performance, while the semi-implicit solver deals with the fully nonlinear barotropic system that requires reassembly of the coefficient matrix for every time step. Several numerical experiments, from simple one-dimensional tests to three-dimensional real-world tests, demonstrate that the semi-implicit solver has almost the same accuracy and better parallel scalability compared with the existing scheme while allowing faster and more stable simulations. Furthermore, the semi-implicit solver accelerates the barotropic mode up to 2.9 times faster than the existing scheme on 16,320 processors, leading to an overall runtime speedup of 1.9.

97 MATHEMATICS AND COMPUTING↗

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↗

Optimal Polynomial Smoothers and One‐Sided V‐Cycles for Poisson Problems

The solution to the Poisson equation arising from the spectral element discretization of the incompressible Navier‐Stokes equations needs robust preconditioning strategies. One such strategy is multigrid. To realize the potential of multigrid methods, effective smoothing strategies are needed. Chebyshev polynomial smoothers, in conjunction with pointwise Jacobi or additive Schwarz methods (ASMs), prove to be an effective smoother. Other polynomial smoothers, however, may provide superior convergence to the multigrid preconditioner. The authors compare the standard Chebyshev polynomial smoothers to both the novel fourth‐kind Chebyshev polynomial smoothers proposed by Lottes as well as smoothers based on the polynomial of best uniform approximation to as proposed by Kraus, Vassilevski, and Zikatanov. At the cost of symmetry, further improvements may be made. For example, a order polynomial smoother on both sides of the V‐cycle may be substituted with an order polynomial smoother on one side at no additional cost. The choice of omitting the postsmoother in favor of higher‐order polynomial presmoothing is advantageous in cases where the multigrid approximation property constant is large. The authors consider a 2D model problem based on finite differences to motivate the choice of polynomial smoother, order, and whether to apply postsmoothing for the target application of high‐order ‐geometric multigrid methods for GPU architectures. Results from both domains demonstrate the substantial improvement of these approaches over the standard Chebyshev polynomial smoother with a symmetric V‐cycle.

97 MATHEMATICS AND COMPUTING↗

Asynchronous Iterative Solvers for Extreme-Scale Computing

The Asynchronous Iterative Solvers for Extreme-Scale Computing (AsyncIS) project aims to explore more efficient numerical algorithms by decreasing their overhead. AsyncIS does this by replacing the outer Krylov subspace solver with an asynchronous optimized Schwarz method, thereby removing the global synchronization and bulk synchronous operations typically used in numerical codes. AsyncIS—a U.S. Department of Energy (DOE)-funded collaboration between Georgia Tech, the University of Tennessee, Knoxville, Temple University, and Sandia National Laboratories—also focuses on the development and optimization of asynchronous preconditioners (i.e., preconditioners that are generated and/or applied in an asynchronous fashion). The novel preconditioning algorithms that provide fine-grained parallelism enable preconditioned Krylov solvers to run efficiently on large-scale distributed systems and manycore accelerators like GPUs.

97 MATHEMATICS AND COMPUTING↗

Parallel domain decomposition method for finite element approximation of 3D steady state non‐Newtonian fluids

Summary We introduce a stabilized finite element method for the 3D non‐Newtonian Navier–Stokes equations and a parallel domain decomposition method for solving the sparse system of nonlinear equations arising from the discretization. Non‐Newtonian flow problems are, generally speaking, more challenging than Newtonian flows because the nonlinearities are not only in the convection term but also in the viscosity term, which depends on the shear rate. Many good iterative methods and preconditioning techniques that work well for the Newtonian flows do not work well for the non‐Newtonian flows. We employ a Galerkin/least squares finite element method, with stabilization parameters adjusted to count the non‐Newtonian effect, to discretize the equations, and the resulting highly nonlinear system of equations is solved by a Newton–Krylov–Schwarz algorithm. In this study, we apply the proposed method to some inelastic power‐law fluid flows through the eccentric annuli with inner cylinder rotation and investigate the robustness of the method with respect to some physical parameters, including the power‐law index and the Reynolds number ratios. We then report the superlinear speedup achieved by the domain decomposition algorithm on a computer with up to 512 processors. Copyright © 2015 John Wiley & Sons, Ltd.

Shiu, Wen‐Shin↗

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↗

On the Degradation of the Effectiveness of Nonlinear Diffusion Acceleration with Parallel Block Jacobi Splitting

MOOSE's radiation transport module Rattlesnake comprises a first order S N solver that can be accelerated with a flexible Nonlinear Diffusion Acceleration. At each NDA iteration, the streaming and collision operator of the S{sub N} equations are (approximately) inverted using a transport sweep. When executed on multiple processors parallel block Jacobi (PBJ) splitting is utilized lagging the processor sub-domain's incoming angular fluxes making the implemented method asynchronous, i.e. the convergence properties of NDA become dependent on the number of concurrent tasks and details of the partitioning. Within this work, we study the NDA convergence properties for the two-dimensional C5G7 benchmark problem PBJ with p = 1, 2, 4, 8, 12, 16, 24, 32, 48, 60, 72, 96 and 144 concurrent tasks. Rosa studied the convergence properties of PBJ splitting methods with and without transport synthetic acceleration (TSA) in slab geometry and two-dimensional Cartesian geometry, respectively. Rosa's iteration scheme lags both the incoming angular fluxes and the scattering source making it very similar to the method described here. Rosa found by means of Fourier analysis that convergence of unaccelerated PBJ can degrade for optically thin subdomains, i.e. for a large number of processors given a fixed domain size. Depending on the choice of parameters application of TSA can lead to an effective algorithm. In contrast to Rosa's work, this work focuses on PBJ splitting for NDA accelerated solution of the multigroup eigenvalue problem. Later, Zerr and Anistratov used their integral transport matrix method in conjunction with PBJ. This iteration scheme is different as it does not lag the scattering source. Nevertheless, Fourier analysis with Diamond Difference spatial discretization showed that the method degrades with increasing the overall size of the spatial domain while keeping the sub-domain size constant. In the case of an infinite medium, the observed spectral radius becomes unity. These references establish the iterative performance of PBJ for one-group fixed source problems discretized on rectangular cells, but for the Rattlesnake first order NDA method, an emphasis lies on multigroup eigenvalue problems. In this setting, the additional complication arises that the low order equations are not exactly inverted, but only to some iterative criterion. Further, as the low order problem is solved using Jacobian-Free Newton Krylov methods, a suitable preconditioner for the GMRES iterations is required. As the effectiveness of the preconditioners may decrease when more concurrent processes are used, we expect the low order solve to impact the overall effectiveness of the NDA method in parallel execution as well. Therefore, this work focuses on the question of how detrimental the asynchronicity of the high and low order iterative solutions is for the effectiveness of NDA solutions of realistic, unstructured grid, multigroup eigenvalue problems. The iterative convergence properties of Rattlesnake's NDA method for multigroup eigenvalue problems are studied for varying number of concurrent processes. Rattlesnake's NDA method is asynchronous because the high order transport sweep uses PBJ splitting and because the low order solve's preconditioners, algebraic multigrid and additive Schwarz, are asynchronous. We found that up to 144 processes the number of Picard iterations increases by a factor of 2-3 affecting but not destroying NDA's parallel performance for the C5G7 benchmark problem, a representative LWR (light water reactor) configuration. The solution of the NDA low order eigenvalue problem posed greater problems than expected for the solvers currently available in Rattlesnake mainly because of problems to effectively precondition the modified low-order problem. As a matter of fact, the low order problem becomes an advection-diffusion problem. Non-robustness was observed for the AMG preconditioned coarse mesh acceleration for more than 60 concurrent processes, which was fixed by increasing the number of permissible V-cycles per AMG call. For fine mesh acceleration AMG proved to be ineffective and we resorted to ASM. For both AMG and ASM, increasing number of linear iterations per nonlinear are observed when increasing the number of processes, but for ASM this problem appears to be worse. The results from this work also indicate that initial development efforts should be diverted from implementation of a high-order parallel sweeping algorithm to the effective and robust iterative solution of the low order NDA multigroup eigenvalue problem. (authors)

97 MATHEMATICS AND COMPUTING↗

Domain decomposition in time for PDE-constrained optimization

Here, PDE-constrained optimization problems have a wide range of applications, but they lead to very large and ill-conditioned linear systems, especially if the problems are time dependent. In this paper we outline an approach for dealing with such problems by decomposing them in time and applying an additive Schwarz preconditioner in time, so that we can take advantage of parallel computers to deal with the very large linear systems. We then illustrate the performance of our method on a variety of problems.

97 MATHEMATICS AND COMPUTING↗

On performance of Krylov smoothing for fully-coupled AMG preconditioners for VMS resistive MHD

Here, this study explores the performance and scaling of a GMRES Krylov method employed as a smoother for an algebraic multigrid (AMG) preconditioned Newton- Krylov solution approach applied to a fully-implicit variational multiscale (VMS) nite element (FE) resistive magnetohydrodynamics (MHD) formulation. In this context a Newton iteration is used for the nonlinear system and a Krylov (GMRES) method is employed for the linear subsystems. The efficiency of this approach is critically dependent on the scalability and performance of the AMG preconditioner for the linear solutions and the performance of the smoothers play a critical role. Krylov smoothers are considered in an attempt to reduce the time and memory requirements of existing robust smoothers based on additive Schwarz domain decomposition (DD) with incomplete LU factorization solves on each subdomain. Three time dependent resistive MHD test cases are considered to evaluate the method. The results demonstrate that the GMRES smoother can be faster due to a decrease in the preconditioner setup time and a reduction in outer GMRESR solver iterations, and requires less memory (typically 35% less memory for global GMRES smoother) than the DD ILU smoother.

97 MATHEMATICS AND COMPUTING↗