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NASA NTRS2001

Towards Optimal Multigrid Efficiency for the Navier-Stokes Equations

A fast multigrid solver for the steady incompressible Navier-Stokes equations is presented. Unlike time-marching schemes, this approach uses relaxation of the steady equations. Application of this method results in a discretization that correctly distinguishes between the advection and elliptic parts of the operator, allowing efficient smoothers to be constructed. Numerical solutions are shown for flow over a flat plate and a Karman-Trefftz airfoil. Using collective Gauss-Seidel line relaxation in both the vertical and horizontal directions, multigrid convergence behavior approaching that of O(N) methods is achieved. The computational efficiency of the numerical scheme is compared with that of a Runge-Kutta based multigrid method.

Swanson, R. C.↗

NASA NTRS1997

Some Approaches Towards Constructing Optimally Efficient Multigrid Solvers for the Inviscid Flow Equations

Some important advances took place during the last several years in the development of genuinely multidimensional upwind schemes for the compressible Euler equations. In particular, a robust, high-resolution genuinely multidimensional scheme which can be used for any of the flow regimes computations was constructed. This paper summarizes briefly these developments and outlines the fundamental advantages of this approach.

Sidilkover, David↗

NASA NTRS1993

Layout optimization with algebraic multigrid methods

Finding the optimal position for the individual cells (also called functional modules) on the chip surface is an important and difficult step in the design of integrated circuits. This paper deals with the problem of relative placement, that is the minimization of a quadratic functional with a large, sparse, positive definite system matrix. The basic optimization problem must be augmented by constraints to inhibit solutions where cells overlap. Besides classical iterative methods, based on conjugate gradients (CG), we show that algebraic multigrid methods (AMG) provide an interesting alternative. For moderately sized examples with about 10000 cells, AMG is already competitive with CG and is expected to be superior for larger problems. Besides the classical 'multiplicative' AMG algorithm where the levels are visited sequentially, we propose an 'additive' variant of AMG where levels may be treated in parallel and that is suitable as a preconditioner in the CG algorithm.

Regler, Hans↗

NASA NTRS2001

A Parallel Multigrid Solver for Viscous Flows on Anisotropic Structured Grids

This paper presents an efficient parallel multigrid solver for speeding up the computation of a 3-D model that treats the flow of a viscous fluid over a flat plate. The main interest of this simulation lies in exhibiting some basic difficulties that prevent optimal multigrid efficiencies from being achieved. As the computing platform, we have used Coral, a Beowulf-class system based on Intel Pentium processors and equipped with GigaNet cLAN and switched Fast Ethernet networks. Our study not only examines the scalability of the solver but also includes a performance evaluation of Coral where the investigated solver has been used to compare several of its design choices, namely, the interconnection network (GigaNet versus switched Fast-Ethernet) and the node configuration (dual nodes versus single nodes). As a reference, the performance results have been compared with those obtained with the NAS-MG benchmark.

Prieto, Manuel↗

NASA NTRS1996

First-Order System Least-Squares for the Navier-Stokes Equations

This paper develops a least-squares approach to the solution of the incompressible Navier-Stokes equations in primitive variables. As with our earlier work on Stokes equations, we recast the Navier-Stokes equations as a first-order system by introducing a velocity flux variable and associated curl and trace equations. We show that the resulting system is well-posed, and that an associated least-squares principle yields optimal discretization error estimates in the H(sup 1) norm in each variable (including the velocity flux) and optimal multigrid convergence estimates for the resulting algebraic system.

Bochev, P.↗

NASA NTRS1996

An Optimal Order Nonnested Mixed Multigrid Method for Generalized Stokes Problems

A multigrid algorithm is developed and analyzed for generalized Stokes problems discretized by various nonnested mixed finite elements within a unified framework. It is abstractly proved by an element-independent analysis that the multigrid algorithm converges with an optimal order if there exists a 'good' prolongation operator. A technique to construct a 'good' prolongation operator for nonnested multilevel finite element spaces is proposed. Its basic idea is to introduce a sequence of auxiliary nested multilevel finite element spaces and define a prolongation operator as a composite operator of two single grid level operators. This makes not only the construction of a prolongation operator much easier (the final explicit forms of such prolongation operators are fairly simple), but the verification of the approximate properties for prolongation operators is also simplified. Finally, as an application, the framework and technique is applied to seven typical nonnested mixed finite elements.

Deng, Qingping↗

NASA NTRS1994

Multigrid one shot methods for optimal control problems: Infinite dimensional control

The multigrid one shot method for optimal control problems, governed by elliptic systems, is introduced for the infinite dimensional control space. ln this case, the control variable is a function whose discrete representation involves_an increasing number of variables with grid refinement. The minimization algorithm uses Lagrange multipliers to calculate sensitivity gradients. A preconditioned gradient descent algorithm is accelerated by a set of coarse grids. It optimizes for different scales in the representation of the control variable on different discretization levels. An analysis which reduces the problem to the boundary is introduced. It is used to approximate the two level asymptotic convergence rate, to determine the amplitude of the minimization steps, and the choice of a high pass filter to be used when necessary. The effectiveness of the method is demonstrated on a series of test problems. The new method enables the solutions of optimal control problems at the same cost of solving the corresponding analysis problems just a few times.

Arian, Eyal↗

NASA NTRS1999

Factorizable Schemes for the Equations of Fluid Flow

We present an upwind high-resolution factorizable (UHF) discrete scheme for the compressible Euler equations that allows to distinguish between full-potential and advection factors at the discrete level. The scheme approximates equations in their general conservative form and is related to the family of genuinely multidimensional upwind schemes developed previously and demonstrated to have good shock-capturing capabilities. A unique property of this scheme is that in addition to the aforementioned features it is also factorizable, i.e., it allows to distinguish between full-potential and advection factors at the discrete level. The latter property facilitates the construction of optimally efficient multigrid solvers. This is done through a relaxation procedure that utilizes the factorizability property.

Sidilkover, David↗

NASA NTRS1996

Smoothers for Optimization Problems

We present a multigrid one-shot algorithm, and a smoothing analysis, for the numerical solution of optimal control problems which are governed by an elliptic PDE. The analysis provides a simple tool to determine a smoothing minimization process which is essential for multigrid application. Numerical results include optimal control of boundary data using different discretization schemes and an optimal shape design problem in 2D with Dirichlet boundary conditions.

Arian, Eyal↗

NASA NTRS1996

A Cell-Centered Multigrid Algorithm for All Grid Sizes

Multigrid methods are optimal; that is, their rate of convergence is independent of the number of grid points, because they use a nested sequence of coarse grids to represent different scales of the solution. This nesting does, however, usually lead to certain restrictions of the permissible size of the discretised problem. In cases where the modeler is free to specify the whole problem, such constraints are of little importance because they can be taken into consideration from the outset. We consider the situation in which there are other competing constraints on the resolution. These restrictions may stem from the physical problem (e.g., if the discretised operator contains experimental data measured on a fixed grid) or from the need to avoid limitations set by the hardware. In this paper we discuss a modification to the cell-centered multigrid algorithm, so that it can be used br problems with any resolution. We discuss in particular a coarsening strategy and choice of intergrid transfer operators that can handle grids with both an even or odd number of cells. The method is described and applied to linear equations obtained by discretization of two- and three-dimensional second-order elliptic PDEs.

Gjesdal, Thor↗

NASA NTRS1990

A multigrid solver for semi-implicit global shallow-water models

A multigrid solver is developed for the discretized two-dimensional elliptic equation on the sphere that arises from a semiimplicit time discretization of the global shallow-water equations. Different formulations of the semiimplicit scheme result in variable-coefficient Helmholtz-type equations for which no fast direct solvers are available. The efficiency of the multigrid solver is optimal, in the sense that the total operation count is proportional to the number of unknowns. Numerical experiments using initial data derived from actual 300-mb height and wind velocity fields indicate that the present model has very good accuracy and stability properties.

Barros, Saulo R. M.↗

NASA NTRS1990

An investigation of design optimization using a 2-D viscous flow code with multigrid

Computational fluid dynamics (CFD) codes have advanced to the point where they are effective analytical tools for solving flow fields around complex geometries. There is also a need for their use as a design tool to find optimum aerodynamic shapes. In the area of design, however, a difficulty arises due to the large amount of computer resources required by these codes. It is desired to streamline the design process so that a large number of design options and constraints can be investigated without overloading the system. There are several techniques which have been proposed to help streamline the design process. The feasibility of one of these techniques is investigated. The technique under consideration is the interaction of the geometry change with the flow calculation. The problem of finding the value of camber which maximizes the ratio of lift over drag for a particular airfoil is considered. In order to test out this technique, a particular optimization problem was tried. A NACA 0012 airfoil was considered at free stream Mach number of 0.5 with a zero angle of attack. Camber was added to the mean line of the airfoil. The goal was to find the value of camber for which the ratio of lift over drag is a maximum. The flow code used was FLOMGE which is a two dimensional viscous flow solver which uses multigrid to speed up convergence. A hyperbolic grid generation program was used to construct the grid for each value of camber.

Doria, Michael L.↗

NASA NTRS1993

Optimal resolution in maximum entropy image reconstruction from projections with multigrid acceleration

We consider the problem of image reconstruction from a finite number of projections over the space L(sup 1)(Omega), where Omega is a compact subset of the set of Real numbers (exp 2). We prove that, given a discretization of the projection space, the function that generates the correct projection data and maximizes the Boltzmann-Shannon entropy is piecewise constant on a certain discretization of Omega, which we call the 'optimal grid'. It is on this grid that one obtains the maximum resolution given the problem setup. The size of this grid grows very quickly as the number of projections and number of cells per projection grow, indicating fast computational methods are essential to make its use feasible. We use a Fenchel duality formulation of the problem to keep the number of variables small while still using the optimal discretization, and propose a multilevel scheme to improve convergence of a simple cyclic maximization scheme applied to the dual problem.

Limber, Mark A.↗

NASA NTRS1993

A multilevel cost-space approach to solving the balanced long transportation problem

We develop a multilevel scheme for solving the balanced long transportation problem, that is, given a set (c(sub kj)) of shipping costs from a set of M supply nodes S(sub k) to a set of N demand nodes D(sub j), we seek to find a set of flows, (x(sub kj)), that minimizes the total cost Sigma(sub k=1)(exp M) Sigma(sub j=1)(exp N) x(sub kj)c(sub kj). We require that the problem be balanced, that is, the total demand must equal the total supply. Solution techniques for this problem are well known from optimization and linear programming. We examine this problem, however, in order to develop principles that can then be applied to more intractible problems of optimization. We develop a multigrid scheme for solving the problem, defining the grids, relaxation, and intergrid operators. Numerical experimentation shows that this line of research may prove fruitful. Further research directions are suggested.

Cavanaugh, Kevin J.↗

NASA NTRS1990

Simple explicit upwind schemes for solving compressible flows

Several upwind numerical methods for solving the compressible inviscid and viscous flow equations are discussed. Due to their explicit nature, the schemes are very simple and easy to apply to solutions on multi-block structured grids. Their favorable high frequence damping results in good rates of convergence when combined with multigrid procedures. The schemes are optimized using a simple stability and damping factor analysis. Results for three-dimensional test cases are shown and discussed. Attention is payed to the relative efficiencies of these schemes.

Von Lavante, E.↗

NASA NTRS1994

Airfoil optimization by the one-shot method

An efficient numerical approach for the design of optimal aerodynamic shapes is presented in this paper. The objective of any optimization problem is to find the optimum of a cost function subject to a certain state equation (Governing equation of the flow field) and certain side constraints. As in classical optimal control methods, the present approach introduces a costate variable (Language multiplier) to evaluate the gradient of the cost function. High efficiency in reaching the optimum solution is achieved by using a multigrid technique and updating the shape in a hierarchical manner such that smooth (low-frequency) changes are done separately from high-frequency changes. Thus, the design variables are changed on a grid where their changes produce nonsmooth (high-frequency) perturbations that can be damped efficiently by the multigrid. The cost of solving the optimization problem is approximately two to three times the cost of the equivalent analysis problem.

Kuruvila, G.↗

NASA NTRS1995

Airfoil Design and Optimization by the One-Shot Method

An efficient numerical approach for the design of optimal aerodynamic shapes is presented in this paper. The objective of any optimization problem is to find the optimum of a cost function subject to a certain state equation (governing equation of the flow field) and certain side constraints. As in classical optimal control methods, the present approach introduces a costate variable (Lagrange multiplier) to evaluate the gradient of the cost function. High efficiency in reaching the optimum solution is achieved by using a multigrid technique and updating the shape in a hierarchical manner such that smooth (low-frequency) changes are done separately from high-frequency changes. Thus, the design variables are changed on a grid where their changes produce nonsmooth (high-frequency) perturbations that can be damped efficiently by the multigrid. The cost of solving the optimization problem is approximately two to three times the cost of the equivalent analysis problem.

Kuruvila, G.↗

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↗