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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.

A generalized-capacity-matrix technique for computing aerodynamic flows

A numerical generalized-capacity-matrix technique is developed for application to aerodynamic flow computations. This technique allows the very fast direct (noniterative) numerical elliptic solvers to be used in problems with arbitrary internal boundaries and with a wide class of boundary conditions, including numerical application of the Kutta condition on an airfoil without iteration. Accuracy, speed, and usefulness of the technique are demonstrated with linear problems for potential flows over airfoil shapes. The method's main advantages, however, can be exploited within iterative procedures for a variety of complex flow problems governed by systems of equations not necessarily elliptic or linear.

Martin, E. D.

Three-dimensional unstructured grid Euler computations using a fully-implicit, upwind method

A method has been developed to solve the Euler equations on a three-dimensional unstructured grid composed of tetrahedra. The method uses an upwind flow solver with a linearized, backward-Euler time integration scheme. Each time step results in a sparse linear system of equations which is solved by an iterative, sparse matrix solver. Local-time stepping, switched evolution relaxation (SER), preconditioning and reuse of the Jacobian are employed to accelerate the convergence rate. Implicit boundary conditions were found to be extremely important for fast convergence. Numerical experiments have shown that convergence rates comparable to that of a multigrid, central-difference scheme are achievable on the same mesh. Results are presented for several grids about an ONERA M6 wing.

Whitaker, David L.

Combined fast multipole-QR compression technique for solving electrically small to large structures for broadband applications

An approach that efficiently solves for a desired parameter of a system or device that can include both electrically large fast multipole method (FMM) elements, and electrically small QR elements. The system or device is setup as an oct-tree structure that can include regions of both the FMM type and the QR type. An iterative solver is then used to determine a first matrix vector product for any electrically large elements, and a second matrix vector product for any electrically small elements that are included in the structure. These matrix vector products for the electrically large elements and the electrically small elements are combined, and a net delta for a combination of the matrix vector products is determined. The iteration continues until a net delta is obtained that is within predefined limits. The matrix vector products that were last obtained are used to solve for the desired parameter.

Jandhyala, Vikram

Convergence of Defect-Correction and Multigrid Iterations for Inviscid Flows

Convergence of multigrid and defect-correction iterations is comprehensively studied within different incompressible and compressible inviscid regimes on high-density grids. Good smoothing properties of the defect-correction relaxation have been shown using both a modified Fourier analysis and a more general idealized-coarse-grid analysis. Single-grid defect correction alone has some slowly converging iterations on grids of medium density. The convergence is especially slow for near-sonic flows and for very low compressible Mach numbers. Additionally, the fast asymptotic convergence seen on medium density grids deteriorates on high-density grids. Certain downstream-boundary modes are very slowly damped on high-density grids. Multigrid scheme accelerates convergence of the slow defect-correction iterations to the extent determined by the coarse-grid correction. The two-level asymptotic convergence rates are stable and significantly below one in most of the regions but slow convergence is noted for near-sonic and very low-Mach compressible flows. Multigrid solver has been applied to the NACA 0012 airfoil and to different flow regimes, such as near-tangency and stagnation. Certain convergence difficulties have been encountered within stagnation regions. Nonetheless, for the airfoil flow, with a sharp trailing-edge, residuals were fast converging for a subcritical flow on a sequence of grids. For supercritical flow, residuals converged slower on some intermediate grids than on the finest grid or the two coarsest grids.

Diskin, Boris

Trajectory optimization for real-time guidance. I - Time-varying LQR on a parallel processor

A key algorithmic element of a real-time trajectory optimization hardware/software implementation, the quadratic program (QP) solver element, is presented. The purpose of the effort is to make nonlinear trajectory optimization fast enough to provide real-time commands during guidance of a vehicle such as an aeromaneuvering orbiter. Many methods of nonlinear programming require the solution of a QP at each iteration. In the trajectory optimization case the QP has a special dynamic programming structure, a LQR-like structure. QP algorithm speed is increased by taking advantage of this special structure and by parallel implementation.

Psiaki, Mark L.

Parallel solver for trajectory optimization search directions

A key algorithmic element of a real-time trajectory optimization hardware/software implementation is presented, the search step solver. This is one piece of an algorithm whose overall goal is to make nonlinear trajectory optimization fast enough to provide real-time commands during guidance of a vehicle such as an aeromaneuvering orbiter or the National Aerospace Plane. Many methods of nonlinear programming require the solution of a quadratic program (QP) at each iteration to determine the search step. In the trajectory optimization case, the QP has a special dynamic programming structure. The algorithm exploits this special structure with a divide- and conquer type of parallel implementation. The algorithm solves a (p.N)-stage problem on N processors in O(p + log2 N) operations. The algorithm yields a factor of 8 speed-up over the fastest known serial algorithm when solving a 1024-stage test problem on 32 processors.

Psiaki, M. L.

A fast semidirect method for computing transonic aerodynamic flows

A fast, semidirect, iterative computational method, previously introduced for finite-difference solution of subsonic and slightly supercritical flow over airfoils, is extended both to apply to strongly supercritical conditions and to include full second-order accuracy in computing inviscid flows over airfoils. The nonlinear small-disturbance equations are solved iteratively by a direct, linear, elliptic solver. General, fully conservative, type-dependent difference equations are formulated, including parabolic- and shock-point transition operators that provide consistency with the integral conservation laws. These equations specialize to either first-order or to fully second-order-accurate equations. Various free parameters are evaluated for rapid convergence of the first-order scheme. Resulting pressure distributions and computing times are compared with the improved Murman-Cole line-relaxation method.

Martin, E. D.

Space station static and dynamic analyses using parallel methods

Algorithms for high-performance parallel computers are applied to perform static analyses of large-scale Space Station finite-element models (FEMs). Several parallel-vector algorithms under development at NASA Langley are assessed. Sparse matrix solvers were found to be more efficient than banded symmetric or iterative solvers for the static analysis of large-scale applications. In addition, new sparse and 'out-of-core' solvers were found superior to substructure (superelement) techniques which require significant additional cost and time to perform static condensation during global FEM matrix generation as well as the subsequent recovery and expansion. A method to extend the fast parallel static solution techniques to reduce the computation time for dynamic analysis is also described. The resulting static and dynamic algorithms offer design economy for preliminary multidisciplinary design optimization and FEM validation against test modes. The algorithms are being optimized for parallel computers to solve one-million degrees-of-freedom (DOF) FEMs. The high-performance computers at NASA afforded effective software development, testing, efficient and accurate solution with timely system response and graphical interpretation of results rarely found in industry. Based on the author's experience, similar cooperation between industry and government should be encouraged for similar large-scale projects in the future.

Gupta, V.

Parallel computational fluid dynamics - Implementations and results

The present volume on parallel CFD discusses implementations on parallel machines, numerical algorithms for parallel CFD, and performance evaluation and computer science issues. Attention is given to a parallel algorithm for compressible flows through rotor-stator combinations, a massively parallel Euler solver for unstructured grids, a fast scheme to analyze 3D disk airflow on a parallel computer, and a block implicit multigrid solution of the Euler equations. Topics addressed include a 3D ADI algorithm on distributed memory multiprocessors, clustered element-by-element computations for fluid flow, hypercube FFT and the Fourier pseudospectral method, and an investigation of parallel iterative algorithms for CFD. Also discussed are fluid dynamics using interface methods on parallel processors, sorting for particle flow simulation on the connection machine, a large grain mapping method, and efforts toward a Teraflops capability for CFD.

Simon, Horst D.

USM3D-ME Revised SA-neg Implementation and Assessment for Seventh Drag Prediction Workshop Solutions

Simulations performed by an unstructured-grid, cell-centered, finite-volume, mixed-element flow solver USM3D-MEwere presented at the Seventh Drag Prediction Workshop (DPW-7). Reynolds-averaged Navier-Stokes (RANS) solutions for the NASA high-speed common research model wing-body configuration were computed using a new implementation of the negative variant of the Spalart-Allmaras turbulence model (SA-neg) with hierarchical adaptive nonlinear iteration method (HANIM).ThisUSM3D-ME enhancement improved efficiency and robustness of RANS solutions resulting in fast iterative convergence to machine zero residuals on mixed-element unstructured grids provided by the DPW-7 organizing committee. This paper presents theoretical foundations for the new implementation of the SA-neg model and analyzesUSM3D-ME solutions for flow conditions corresponding to the required DPW-7 cases.

Boris Diskin

Textbook Multigrid Efficiency for Leading Edge Stagnation

A multigrid solver is defined as having textbook multigrid efficiency (TME) if the solutions to the governing system of equations are attained in a computational work which is a small (less than 10) multiple of the operation count in evaluating the discrete residuals. TME in solving the incompressible inviscid fluid equations is demonstrated for leading- edge stagnation flows. The contributions of this paper include (1) a special formulation of the boundary conditions near stagnation allowing convergence of the Newton iterations on coarse grids, (2) the boundary relaxation technique to facilitate relaxation and residual restriction near the boundaries, (3) a modified relaxation scheme to prevent initial error amplification, and (4) new general analysis techniques for multigrid solvers. Convergence of algebraic errors below the level of discretization errors is attained by a full multigrid (FMG) solver with one full approximation scheme (F.4S) cycle per grid. Asymptotic convergence rates of the F.4S cycles for the full system of flow equations are very fast, approaching those for scalar elliptic equations.

Diskin, Boris

Textbook Multigrid Efficiency for Leading Edge Stagnation

A multigrid solver is defined as having textbook multigrid efficiency (TME) if the solutions to the governing system of equations are attained in a computational work which is a small (less than 10) multiple of the operation count in evaluating the discrete residuals. TME in solving the incompressible inviscid fluid equations is demonstrated for leading-edge stagnation flows. The contributions of this paper include (1) a special formulation of the boundary conditions near stagnation allowing convergence of the Newton iterations on coarse grids, (2) the boundary relaxation technique to facilitate relaxation and residual restriction near the boundaries, (3) a modified relaxation scheme to prevent initial error amplification, and (4) new general analysis techniques for multigrid solvers. Convergence of algebraic errors below the level of discretization errors is attained by a full multigrid (FMG) solver with one full approximation scheme (FAS) cycle per grid. Asymptotic convergence rates of the FAS cycles for the full system of flow equations are very fast, approaching those for scalar elliptic equations.

Diskin, Boris

Fast algorithm for calculating chemical kinetics in turbulent reacting flow

This paper addresses the need for a fast batch chemistry solver to perform the kinetics part of a split operator formulation of turbulent reacting flows, with special attention focused on the solution of the ordinary differential equations governing a homogeneous gas-phase chemical reaction. For this purpose, a two-part predictor-corrector algorithm which incorporates an exponentially fitted trapezoidal method was developed. The algorithm performs filtering of ill-posed initial conditions, automatic step-size selection, and automatic selection of Jacobi-Newton or Newton-Raphson iteration for convergence to achieve maximum computational efficiency while observing a prescribed error tolerance. The new algorithm, termed CREK1D (combustion reaction kinetics, one-dimensional), compared favorably with the code LSODE when tested on two representative problems drawn from combustion kinetics, and is faster than LSODE.

Radhakrishnan, K.

Parallel-vector computation for linear structural analysis and non-linear unconstrained optimization problems

Several parallel-vector computational improvements to the unconstrained optimization procedure are described which speed up the structural analysis-synthesis process. A fast parallel-vector Choleski-based equation solver, pvsolve, is incorporated into the well-known SAP-4 general-purpose finite-element code. The new code, denoted PV-SAP, is tested for static structural analysis. Initial results on a four processor CRAY 2 show that using pvsolve reduces the equation solution time by a factor of 14-16 over the original SAP-4 code. In addition, parallel-vector procedures for the Golden Block Search technique and the BFGS method are developed and tested for nonlinear unconstrained optimization. A parallel version of an iterative solver and the pvsolve direct solver are incorporated into the BFGS method. Preliminary results on nonlinear unconstrained optimization test problems, using pvsolve in the analysis, show excellent parallel-vector performance indicating that these parallel-vector algorithms can be used in a new generation of finite-element based structural design/analysis-synthesis codes.

Nguyen, D. T.

A fast, preconditioned conjugate gradient Toeplitz solver

A simple factorization is given of an arbitrary hermitian, positive definite matrix in which the factors are well-conditioned, hermitian, and positive definite. In fact, given knowledge of the extreme eigenvalues of the original matrix A, an optimal improvement can be achieved, making the condition numbers of each of the two factors equal to the square root of the condition number of A. This technique is to applied to the solution of hermitian, positive definite Toeplitz systems. Large linear systems with hermitian, positive definite Toeplitz matrices arise in some signal processing applications. A stable fast algorithm is given for solving these systems that is based on the preconditioned conjugate gradient method. The algorithm exploits Toeplitz structure to reduce the cost of an iteration to O(n log n) by applying the fast Fourier Transform to compute matrix-vector products. Matrix factorization is used as a preconditioner.

Pan, Victor

Polarized Bidirectional Reflectance of Optically Thick Sparse Particulate Layers: an Efficient Numerically Exact Radiative-Transfer Solution

We describe a simple yet efficient numerical algorithm for computing polarized bidirectional reflectance of an optically thick (semi-infinite), macroscopically flat layer composed of statistically isotropic and mirror symmetric random particles. The spatial distribution of the particles is assumed to be sparse, random, and statistically uniform. The 44 Stokes reflection matrix is calculated by iterating the Ambartsumian's vector nonlinear integral equation. The result is a numerically exact solution of the vector radiative transfer equation and as such fully satisfies the energy conservation law and the fundamental reciprocity relation. Since this technique bypasses the computation of the internal radiation field, it is very fast and highly accurate. The FORTRAN implementation of the technique is publicly available on the World Wide Web at http://www.giss.nasa.gov/staff/ mmishchenko/brf. It can be combined with several existing computer programs providing the requisite single-scattering properties of spherical or morphologically complex particles and applied to a wide range of optical characterization problems. Benchmark results obtained with this program can be used for testing alternative solvers of the vector radiative transfer equation.

radiative transfer

A dual potential formulation of the Navier-Stokes equations

A dual potential formulation for numerically solving the Navier-Stokes equations is developed and presented. The velocity field is decomposed using a scalar and vector potential. Vorticity and dilatation are used as the dependent variables in the momentum equations. Test cases in two dimensions verify the capability to solve flows using approximations from potential flow to full Navier-Stokes simulations. A three-dimensional incompressible flow formulation is also described. An interesting feature of this approach to solving the Navier-Stokes equations is the decomposition of the velocity field into a rotational part (vector potential) and an irrotational part (scalar potential). The Helmholtz decomposition theorem allows this splitting of the velocity field. This approach has had only limited use since it increases the number of dependent variables in the solution. However, it has often been used for incompressible flows where the solution scheme is known to be fast and accurate. This research extends the usage of this method to fully compressible Navier-Stokes simulations by using the dilatation variable along with vorticity. A time-accurate, iterative algorithm is used for the uncoupled solution of the governing equations. Several levels of flow approximation are available within the framework of this method. Potential flow, Euler and full Navier-Stokes solutions are possible using the dual potential formulation. Solution efficiency can be enhanced in a straightforward way. For some flows, the vorticity and/or dilatation may be negligible in certain regions (e.g., far from a viscous boundary in an external flow). It is possible to drop the calculation of these variables then and optimize the solution speed. Also, efficient Poisson solvers are available for the potentials. The relative merits of non-primitive variables versus primitive variables for solution of the Navier-Stokes equations are also discussed.

Gegg, S. G.