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The algebraic multigrid projection for eigenvalue problems; backrotations and multigrid fixed points

The periods of the theorem for the algebraic multigrid projection (MGP) for eigenvalue problems, and of the multigrid fixed point theorem for multigrid cycles combining MGP with backrotations, are presented. The MGP and the backrotations are central eigenvector separation techniques for multigrid eigenvalue algorithms. They allow computation on coarse levels of eigenvalues of a given eigenvalue problem, and are efficient tools in the computation of eigenvectors.

Costiner, Sorin

Multigrid Methods for Fully Implicit Oil Reservoir Simulation

In this paper we consider the simultaneous flow of oil and water in reservoir rock. This displacement process is modeled by two basic equations: the material balance or continuity equations and the equation of motion (Darcy's law). For the numerical solution of this system of nonlinear partial differential equations there are two approaches: the fully implicit or simultaneous solution method and the sequential solution method. In the sequential solution method the system of partial differential equations is manipulated to give an elliptic pressure equation and a hyperbolic (or parabolic) saturation equation. In the IMPES approach the pressure equation is first solved, using values for the saturation from the previous time level. Next the saturations are updated by some explicit time stepping method; this implies that the method is only conditionally stable. For the numerical solution of the linear, elliptic pressure equation multigrid methods have become an accepted technique. On the other hand, the fully implicit method is unconditionally stable, but it has the disadvantage that in every time step a large system of nonlinear algebraic equations has to be solved. The most time-consuming part of any fully implicit reservoir simulator is the solution of this large system of equations. Usually this is done by Newton's method. The resulting systems of linear equations are then either solved by a direct method or by some conjugate gradient type method. In this paper we consider the possibility of applying multigrid methods for the iterative solution of the systems of nonlinear equations. There are two ways of using multigrid for this job: either we use a nonlinear multigrid method or we use a linear multigrid method to deal with the linear systems that arise in Newton's method. So far only a few authors have reported on the use of multigrid methods for fully implicit simulations. Two-level FAS algorithm is presented for the black-oil equations, and linear multigrid for two-phase flow problems with strong heterogeneities and anisotropies is studied. Here we consider both possibilities. Moreover we present a novel way for constructing the coarse grid correction operator in linear multigrid algorithms. This approach has the advantage in that it preserves the sparsity pattern of the fine grid matrix and it can be extended to systems of equations in a straightforward manner. We compare the linear and nonlinear multigrid algorithms by means of a numerical experiment.

Molenaar, J.

Multigrid calculation of three-dimensional turbomachinery flows

Research was performed in the general area of computational aerodynamics, with particular emphasis on the development of efficient techniques for the solution of the Euler and Navier-Stokes equations for transonic flows through the complex blade passages associated with turbomachines. In particular, multigrid methods were developed, using both explicit and implicit time-stepping schemes as smoothing algorithms. The specific accomplishments of the research have included: (1) the development of an explicit multigrid method to solve the Euler equations for three-dimensional turbomachinery flows based upon the multigrid implementation of Jameson's explicit Runge-Kutta scheme (Jameson 1983); (2) the development of an implicit multigrid scheme for the three-dimensional Euler equations based upon lower-upper factorization; (3) the development of a multigrid scheme using a diagonalized alternating direction implicit (ADI) algorithm; (4) the extension of the diagonalized ADI multigrid method to solve the Euler equations of inviscid flow for three-dimensional turbomachinery flows; and also (5) the extension of the diagonalized ADI multigrid scheme to solve the Reynolds-averaged Navier-Stokes equations for two-dimensional turbomachinery flows.

Caughey, David A.

The multigrid preconditioned conjugate gradient method

A multigrid preconditioned conjugate gradient method (MGCG method), which uses the multigrid method as a preconditioner of the PCG method, is proposed. The multigrid method has inherent high parallelism and improves convergence of long wavelength components, which is important in iterative methods. By using this method as a preconditioner of the PCG method, an efficient method with high parallelism and fast convergence is obtained. First, it is considered a necessary condition of the multigrid preconditioner in order to satisfy requirements of a preconditioner of the PCG method. Next numerical experiments show a behavior of the MGCG method and that the MGCG method is superior to both the ICCG method and the multigrid method in point of fast convergence and high parallelism. This fast convergence is understood in terms of the eigenvalue analysis of the preconditioned matrix. From this observation of the multigrid preconditioner, it is realized that the MGCG method converges in very few iterations and the multigrid preconditioner is a desirable preconditioner of the conjugate gradient method.

Tatebe, Osamu

Convergence acceleration of the Proteus computer code with multigrid methods

This report presents the results of a study to implement convergence acceleration techniques based on the multigrid concept in the two-dimensional and three-dimensional versions of the Proteus computer code. The first section presents a review of the relevant literature on the implementation of the multigrid methods in computer codes for compressible flow analysis. The next two sections present detailed stability analysis of numerical schemes for solving the Euler and Navier-Stokes equations, based on conventional von Neumann analysis and the bi-grid analysis, respectively. The next section presents details of the computational method used in the Proteus computer code. Finally, the multigrid implementation and applications to several two-dimensional and three-dimensional test problems are presented. The results of the present study show that the multigrid method always leads to a reduction in the number of iterations (or time steps) required for convergence. However, there is an overhead associated with the use of multigrid acceleration. The overhead is higher in 2-D problems than in 3-D problems, thus overall multigrid savings in CPU time are in general better in the latter. Savings of about 40-50 percent are typical in 3-D problems, but they are about 20-30 percent in large 2-D problems. The present multigrid method is applicable to steady-state problems and is therefore ineffective in problems with inherently unstable solutions.

Demuren, A. O.

Multiple Coarse Grid Multigrid Methods for Solving Elliptic Problems

In this paper we describe some classes of multigrid methods for solving large linear systems arising in the solution by finite difference methods of certain boundary value problems involving Poisson's equation on rectangular regions. If parallel computing systems are used, then with standard multigrid methods many of the processors will be idle when one is working at the coarsest grid levels. We describe the use of Multiple Coarse Grid MultiGrid (MCGMG) methods. Here one first constructs a periodic set of equations corresponding to the given system. One then constructs a set of coarse grids such that for each grid corresponding to the grid size h there are four grids corresponding to the grid size 2*h. Multigrid operations such as restriction of residuals and interpolation of corrections are done in parallel at each grid level. For suitable choices of the multigrid operators the MCGMG method is equivalent to the Parallel Superconvergent MultiGrid (PSMG) method of Frederickson and McBryan. The convergence properties of MCGMG methods can be accurately analyzed using spectral methods.

Xiao, Shengyou

Multigrid solvers on parallel computers

Massively parallel computers, as considered in this investigation, are not yet available. However, a large-scale parallel computer cannot usefully be designed before the hypothetical algorithms which will employ it are studied. Most of the studies of parallel partial differential equations (PDE) solvers are based on solution techniques much slower (on sequential machines) than multigrid methods. Multigrid methods are highly parallelizable. Each of their processes can simultaneously be performed at all grid points. The present investigation is concerned with a preliminary exploration of the potential of multigrid, or, more generally, Multi-Level Adaptive Techniques (MLAT) on computers with many processors. Basic processes are considered, taking into account coarse-grid approximation, relaxation, coarse-grid corrections, full multigrid algorithms, nonlinear problems and eigenvalue problems, fine-to-coarse correction, and chains of problems. Details of parallel multigrid processing are also examined.

Brandt, A.

Multigrid methods in structural mechanics

Although the application of multigrid methods to the equations of elasticity has been suggested, few such applications have been reported in the literature. In the present work, multigrid techniques are applied to the finite element analysis of a simply supported Bernoulli-Euler beam, and various aspects of the multigrid algorithm are studied and explained in detail. In this study, six grid levels were used to model half the beam. With linear prolongation and sequential ordering, the multigrid algorithm yielded results which were of machine accuracy with work equivalent to 200 standard Gauss-Seidel iterations on the fine grid. Also with linear prolongation and sequential ordering, the V(1,n) cycle with n greater than 2 yielded better convergence rates than the V(n,1) cycle. The restriction and prolongation operators were derived based on energy principles. Conserving energy during the inter-grid transfers required that the prolongation operator be the transpose of the restriction operator, and led to improved convergence rates. With energy-conserving prolongation and sequential ordering, the multigrid algorithm yielded results of machine accuracy with a work equivalent to 45 Gauss-Seidel iterations on the fine grid. The red-black ordering of relaxations yielded solutions of machine accuracy in a single V(1,1) cycle, which required work equivalent to about 4 iterations on the finest grid level.

Raju, I. S.

The improved robustness of multigrid elliptic solvers based on multiple semicoarsened grids

Multigrid convergence rates degenerate on problems with stretched grids or anisotropic operators, unless one uses line or plane relaxation. For 3-D problems, only plane relaxation suffices, in general. While line and plane relaxation algorithms are efficient on sequential machines, they are quite awkward and inefficient on parallel machines. A new multigrid algorithm is presented based on the use of multiple coarse grids, that eliminates the need for line or plane relaxation in anisotropic problems. This algorithm was developed and the standard multigrid theory was extended to establish rapid convergence for this class of algorithms. The new algorithm uses only point relaxation, allowing easy and efficient parallel implementation, yet achieves robustness and convergence rates comparable to line and plane relaxation multigrid algorithms. The algorithm described is a variant of Mulder's multigrid algorithm for hyperbolic problems. The latter uses multiple coarse grids to achieve robustness, but is unsuitable for elliptic problems, since its V-cycle convergence rate goes to one as the number of levels increases. The new algorithm combines the contributions from the multiple coarse grid via a local switch, based on the strength of the discrete operator in each coordinate direction.

Naik, Naomi H.

A highly parallel multigrid-like method for the solution of the Euler equations

We consider a highly parallel multigrid-like method for the solution of the two dimensional steady Euler equations. The new method, introduced as filtering multigrid, is similar to a standard multigrid scheme in that convergence on the finest grid is accelerated by iterations on coarser grids. In the filtering method, however, additional fine grid subproblems are processed concurrently with coarse grid computations to further accelerate convergence. These additional problems are obtained by splitting the residual into a smooth and an oscillatory component. The smooth component is then used to form a coarse grid problem (similar to standard multigrid) while the oscillatory component is used for a fine grid subproblem. The primary advantage in the filtering approach is that fewer iterations are required and that most of the additional work per iteration can be performed in parallel with the standard coarse grid computations. We generalize the filtering algorithm to a version suitable for nonlinear problems. We emphasize that this generalization is conceptually straight-forward and relatively easy to implement. In particular, no explicit linearization (e.g., formation of Jacobians) needs to be performed (similar to the FAS multigrid approach). We illustrate the nonlinear version by applying it to the Euler equations, and presenting numerical results. Finally, a performance evaluation is made based on execution time models and convergence information obtained from numerical experiments.

Tuminaro, Ray S.

Mapping robust parallel multigrid algorithms to scalable memory architectures

The convergence rate of standard multigrid algorithms degenerates on problems with stretched grids or anisotropic operators. The usual cure for this is the use of line or plane relaxation. However, multigrid algorithms based on line and plane relaxation have limited and awkward parallelism and are quite difficult to map effectively to highly parallel architectures. Newer multigrid algorithms that overcome anisotropy through the use of multiple coarse grids rather than line relaxation are better suited to massively parallel architectures because they require only simple point-relaxation smoothers. The parallel implementation of a V-cycle multiple semi-coarsened grid (MSG) algorithm or distributed-memory architectures such as the Intel iPSC/860 and Paragon computers is addressed. The MSG algorithms provide two levels of parallelism: parallelism within the relaxation or interpolation on each grid and across the grids on each multigrid level. Both levels of parallelism must be exploited to map these algorithms effectively to parallel architectures. A mapping of an MSG algorithm to distributed-memory architectures that demonstrate how both levels of parallelism can be exploited is described. The results is a robust and effective multigrid algorithm for distributed-memory machines.

Overman, Andrea

Multigrid solution of the Navier-Stokes equations on highly stretched grids with defect correction

Relaxation-based multigrid solvers for the steady incompressible Navier-Stokes equations are examined to determine their computational speed and robustness. Four relaxation methods with a common discretization have been used as smoothers in a single tailored multigrid procedure. The equations are discretized on a staggered grid with first order upwind used for convection in the relaxation process on all grids and defect correction to second order central on the fine grid introduced once per multigrid cycle. A fixed W(1,1) cycle with full weighting of residuals is used in the FAS multigrid process. The resulting solvers have been applied to three 2D flow problems, over a range of Reynolds numbers, on both uniform and highly stretched grids. In all cases the L(sub 2) norm of the velocity changes is reduced to 10(exp -6) in a few 10's of fine grid sweeps. The results from this study are used to draw conclusions on the strengths and weaknesses of the individual relaxation schemes as well as those of the overall multigrid procedure when used as a solver on highly stretched grids.

Sockol, Peter M.

Mapping robust parallel multigrid algorithms to scalable memory architectures

The convergence rate of standard multigrid algorithms degenerates on problems with stretched grids or anisotropic operators. The usual cure for this is the use of line or plane relaxation. However, multigrid algorithms based on line and plane relaxation have limited and awkward parallelism and are quite difficult to map effectively to highly parallel architectures. Newer multigrid algorithms that overcome anisotropy through the use of multiple coarse grids rather than relaxation are better suited to massively parallel architectures because they require only simple point-relaxation smoothers. In this paper, we look at the parallel implementation of a V-cycle multiple semicoarsened grid (MSG) algorithm on distributed-memory architectures such as the Intel iPSC/860 and Paragon computers. The MSG algorithms provide two levels of parallelism: parallelism within the relaxation or interpolation on each grid and across the grids on each multigrid level. Both levels of parallelism must be exploited to map these algorithms effectively to parallel architectures. This paper describes a mapping of an MSG algorithm to distributed-memory architectures that demonstrates how both levels of parallelism can be exploited. The result is a robust and effective multigrid algorithm for distributed-memory machines.

Overman, Andrea

Agglomeration multigrid for the three-dimensional Euler equations

A multigrid procedure that makes use of coarse grids generated by the agglomeration of control volumes is advocated as a practical approach for solving the three dimensional Euler equations on unstructured grids about complex configurations. It is shown that the agglomeration procedure can be tailored to achieve certain coarse grid properties such as the sizes of the coarse grids and aspect ratios of the coarse grid cells. The agglomeration is done as a preprocessing step and runs in linear time. The implications for multigrid of using arbitrary polyhedral coarse grids are discussed. The agglomeration multigrid technique compares very favorably with existing multigrid procedures both in terms of convergence rates and elapsed times. The main advantage of the present approach is the ease with which coarse grids of any desired degree of coarseness may be generated in three dimensions, without being constrained by considerations of geometry. Inviscid flows over a variety of complex configurations are computed using the agglomeration multigrid strategy.

Venkatakrishnan, V.

Multigrid techniques for unstructured meshes

An overview of current multigrid techniques for unstructured meshes is given. The basic principles of the multigrid approach are first outlined. Application of these principles to unstructured mesh problems is then described, illustrating various different approaches, and giving examples of practical applications. Advanced multigrid topics, such as the use of algebraic multigrid methods, and the combination of multigrid techniques with adaptive meshing strategies are dealt with in subsequent sections. These represent current areas of research, and the unresolved issues are discussed. The presentation is organized in an educational manner, for readers familiar with computational fluid dynamics, wishing to learn more about current unstructured mesh techniques.

Mavriplis, D. J.

New multigrid approach for three-dimensional unstructured, adaptive grids

A new multigrid method with adaptive unstructured grids is presented. The three-dimensional Euler equations are solved on tetrahedral grids that are adaptively refined or coarsened locally. The multigrid method is employed to propagate the fine grid corrections more rapidly by redistributing the changes-in-time of the solution from the fine grid to the coarser grids to accelerate convergence. A new approach is employed that uses the parent cells of the fine grid cells in an adapted mesh to generate successively coaser levels of multigrid. This obviates the need for the generation of a sequence of independent, nonoverlapping grids as well as the relatively complicated operations that need to be performed to interpolate the solution and the residuals between the independent grids. The solver is an explicit, vertex-based, finite volume scheme that employs edge-based data structures and operations. Spatial discretization is of central-differencing type combined with a special upwind-like smoothing operators. Application cases include adaptive solutions obtained with multigrid acceleration for supersonic and subsonic flow over a bump in a channel, as well as transonic flow around the ONERA M6 wing. Two levels of multigrid resulted in reduction in the number of iterations by a factor of 5.

Parthasarathy, Vijayan

On several aspects and applications of the multigrid method for solving partial differential equations

Several aspects of multigrid methods are briefly described. The main subjects include the development of very efficient multigrid algorithms for systems of elliptic equations (Cauchy-Riemann, Stokes, Navier-Stokes), as well as the development of control and prediction tools (based on local mode Fourier analysis), used to analyze, check and improve these algorithms. Preliminary research on multigrid algorithms for time dependent parabolic equations is also described. Improvements in existing multigrid processes and algorithms for elliptic equations were studied.

Dinar, N.

Black box multigrid

The black box multigrid (BOXMG) code, which only needs specification of the matrix problem for application in the multigrid method was investigated. It is contended that a major problem with the multigrid method is that each new grid configuration requires a major programming effort to develop a code that specifically handles that grid configuration. The SOR and ICCG methods only specify the matrix problem, no matter what the grid configuration. It is concluded that the BOXMG does everything else necessary to set up the auxiliary coarser problems to achieve a multigrid solution.

Dendy, J. E., Jr.