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All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

Summary Report: Multigrid for Systems of Elliptic PDEs

We are interested in determining if multigrid can be effectively applied to the system. The conclusion that I seem to be drawn to is that it is impossible to develop a blackbox multigrid solver for these general systems. Analysis of the system of PDEs must be conducted first to determine pre-processing procedures on the continuous problem before applying a multigrid method. Determining this pre-processing is currently not incorporated in black-box multigrid strategies. Nevertheless, we characterize some system features that will make the system more amenable to multigrid approaches, techniques that may lead to more amenable systems, and multigrid procedures that are generally more appropriate for these systems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Parallel Multigrid in Time and Space for Extreme-Scale Computational Science: Chaotic and Hyperbolic Problems

The coming massive parallelism of exascale computing presents a pressing challenge for the many DOE simulations of time-dependent partial differential equations (PDEs), which typically use traditional sequential time stepping methods. Since this traditional approach is inherently serial, it presents a sequential bottleneck when moving to exascale computing, because future performance gains will come through greater concurrency, not faster clock speeds. Thus, the goal of this work is to research parallelism in time, i.e., methods that compute multiple time values simultaneously, not sequentially. The focus will be on hyperbolic and chaotic problems of interest to DOE, with the goal of enabling scalable simulations of time-dependent hyperbolic and chaotic problems on future architectures. The chosen methodology for solving these problems parallel-in-time is multigrid, because multigrid (when it works) is a powerful, optimal, and scalable solver for discretized PDEs. Multigrid is already commonly used in many DOE simulations for scalably and optimally solving space-only PDE problems. The areas of hyperbolic and chaotic problems are chosen because of their relevance to problems of programmatic interest to DOE. However, these problems are also well-known to be difficult for parallelin-time methods, with the most common method, parareal, diverging in many cases. The current stateof-the-art for parallel-in-time at LLNL is the multigrid reduction in time (MGRIT) XBraid package, which also struggles for such problems, while still showing some improvement over parareal. In summary, new methods are needed for an efficient parallel-in-time scheme for hyperbolic and chaotic problems, and this work shall research promising new multigrid methods in this area. In particular, we take inspiration from the Least Squares Shadowing (LSS by Wang) approach for solving chaotic problems. Here, an optimization approach is able to find “well-conditioned” shadow trajectories/solutions to the original “ill-conditioned” chaotic problem. Thus, the new multigrid methods researched here also arise in an optimization context.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Multigrid Reduction in Time for Chaotic and Hyperbolic Problems (Final Report)

The coming massive parallelism of exascale computing presents a pressing challenge for the many DOE simulations of time-dependent partial differential equations (PDEs), which typically use traditional sequential time stepping methods. Since this traditional approach is inherently serial, it presents a sequential bottleneck when moving to exascale computing, because future performance gains will come through greater concurrency, not faster clock speeds. Thus, the goal of this work is to research parallelism in time, i.e., methods that compute multiple time values simultaneously, not sequentially. The focus will be on hyperbolic and chaotic problems of interest to DOE, with the goal of enabling scalable simulations of time-dependent hyperbolic and chaotic problems on future architectures. The chosen methodology for solving these problems parallel-in-time is multigrid, because multigrid (when it works) is a powerful, optimal, and scalable solver for discretized PDEs. Multigrid is already commonly used in many DOE simulations for scalably and optimally solving space-only PDE problems. The areas of hyperbolic and chaotic problems are chosen because of their relevance to problems of programmatic interest to DOE. However, these problems are also well-known to be difficult for parallelin-time methods, with the most common method, parareal, diverging in many cases. The current state-of-the-art for parallel-in-time at LLNL is the multigrid reduction in time (MGRIT) XBraid package, which also struggles for such problems, while still showing some improvement over parareal. In summary, new methods are needed for an efficient parallel-in-time scheme for hyperbolic and chaotic problems, and this work shall research promising new multigrid methods in this area. In particular, this work shall continue researching the directions from the current collaboration with Dr. Falgout, which are laid out in the work Toward Parallel in Time for Chaotic Dynamical Systems and showed the first known results of a parallel-in-time speedup for a chaotic problem. This work outlines two key improvements to XBraid for chaotic problems, the so-called “theta” and “delta-correction” methods. Here, these two improvements will be implemented in a high-performance but general way in XBraid and explored for more complicated problems. We will additionally research, as time allows, improvements to these techniques, as well as multigrid relaxation techniques based on Least Squares Shadowing (LSS by Wang) and a nonintrusive block tridiagonal solver based on MGRIT, called TriMGRIT.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Parallel Algebraic Multigrid for Fusion and Higher-Order PDEs

Multigrid methods play a key role in large-scale scientific simulation because they are among the fastest and most scalable approaches for solving the underlying sparse linear systems of equations that arise from a wide array of Partial Differential Equation (PDE) discretizations. Algebraic multigrid (AMG) is a special type of multigrid method that depends only on the description of the linear system, giving it better portability and broader applicability than geometric multigrid, as it requires no explicit knowledge of the problem geometry. Even though these methods are widely used today, there are still applications where further development is needed. In this report, we focus on PDEs with higher-order terms (e.g., fourth order), concentrating on a PDE that arises in tokamak edge plasma simulations (a tokamak is a machine that confines a plasma using magnetic fields and is believed to be the leading plasma confinement concept for future fusion power plants). General multigrid relaxes a linear system on coarser grids and reverses this process with interpolation, but standard AMG methods struggle with the aforementioned higher-order PDEs. We investigate cyclic coarsening and interpolation heuristics, as well as new iterative approximation methods of refining the solution at each grid to improve the existing multigrid approach. To this end, we ensure that these techniques are transferable to a parallelized setting with LLNL’s supercomputers.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1996

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↗
NASA NTRS2011

A Critical Study of Agglomerated Multigrid Methods for Diffusion

Agglomerated multigrid techniques used in unstructured-grid methods are studied critically for a model problem representative of laminar diffusion in the incompressible limit. The studied target-grid discretizations and discretizations used on agglomerated grids are typical of current node-centered formulations. Agglomerated multigrid convergence rates are presented using a range of two- and three-dimensional randomly perturbed unstructured grids for simple geometries with isotropic and stretched grids. Two agglomeration techniques are used within an overall topology-preserving agglomeration framework. The results show that multigrid with an inconsistent coarse-grid scheme using only the edge terms (also referred to in the literature as a thin-layer formulation) provides considerable speedup over single-grid methods but its convergence deteriorates on finer grids. Multigrid with a Galerkin coarse-grid discretization using piecewise-constant prolongation and a heuristic correction factor is slower and also grid-dependent. In contrast, grid-independent convergence rates are demonstrated for multigrid with consistent coarse-grid discretizations. Convergence rates of multigrid cycles are verified with quantitative analysis methods in which parts of the two-grid cycle are replaced by their idealized counterparts.

Nishikawa, Hiroaki↗
DOE OSTI2022

An aggregation-based nonlinear multigrid solver for two-phase flow and transport in porous media

A nonlinear multigrid solver for two-phase flow and transport in a mixed fractional-flow velocity-pressure-saturation formulation is proposed. The solver, which is under the framework of the full approximation scheme (FAS), extends our previous work on nonlinear multigrid for heterogeneous diffusion problems. The coarse spaces in the multigrid hierarchy are constructed by first aggregating degrees of freedom, and then solving some local flow problems. The mixed formulation and the choice of coarse spaces allow us to assemble the coarse problems without visiting finer levels during the solving phase, which is crucial for the scalability of multigrid methods. Specifically, a natural generalization of the upwind flux can be evaluated directly on coarse levels using the precomputed coarse flux basis vectors. We find that the resulting solver is applicable to problems discretized on general unstructured grids. The performance of the proposed nonlinear multigrid solver in comparison with the standard single level Newton's method is demonstrated through challenging numerical examples. It is observed that the proposed solver is robust for highly nonlinear problems and clearly outperforms Newton's method in the case of high Courant-Friedrichs-Lewy (CFL) numbers.

58 GEOSCIENCES↗
DOE OSTI2018

Algebraic multigrid for directed graph Laplacian linear systems (NS‐LAMG)

Summary We propose nonsymmetric lean algebraic multigrid (NS‐LAMG), a new algebraic multigrid algorithm for directed graph Laplacian systems that combines ideas from undirected graph Laplacian multigrid solvers and multigrid algorithms for Markov chain stationary distribution systems. Low‐degree elimination, proposed in LAMG for undirected graphs, is generalized to directed graphs and is a key component of NS‐LAMG. In the setup phase, we propose a simple stationary‐aggregation multigrid algorithms for Markov chain stationary distribution systems solver enhanced by low‐degree elimination to find the right null‐space vector that is used for the intergrid transfer operators. Numerical results show that low‐degree elimination improves performance and that NS‐LAMG outperforms generalized minimal residual method with restart and stable bi‐conjugate gradient method for real‐world, directed graph Laplacian linear systems.

Fox, Alyson↗
DOE OSTI2019

Efficient Operator-Coarsening Multigrid Schemes for Local Discontinuous Galerkin Methods

An efficient hp-multigrid scheme is presented for local discontinuous Galerkin (LDG) discretizations of elliptic problems, formulated around the idea of separately coarsening the underlying discrete gradient and divergence operators. We show that traditional multigrid coarsening of the primal formulation leads to poor and suboptimal multigrid performance, whereas coarsening of the flux formulation leads to essentially optimal convergence and is equivalent to a purely geometric multigrid method. The resulting operator-coarsening schemes do not require the entire mesh hierarchy to be explicitly built, thereby obviating the need to compute quadrature rules, lifting operators, and other mesh-related quantities on coarse meshes. We show that good multigrid convergence rates are achieved in a variety of numerical tests on two-dimensional and three-dimensional uniform and adaptive Cartesian grids, as well as for curved domains using implicitly defined meshes and for multiphase elliptic interface problems with complex geometry. Extensions, e.g., to non-LDG discretizations and fully unstructured meshes, are briefly discussed.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Multigrid Reduction in Time for Chaotic and Hyperbolic Problems (Final Report)

The coming massive parallelism of exascale computing presents a pressing challenge for the many DOE simulations of time-dependent partial differential equations (PDEs), which typically use traditional sequential time stepping methods. Since this traditional approach is inherently serial, it presents a sequential bottleneck when moving to exascale computing, because future performance gains will come through greater concurrency, not faster clock speeds. Thus, the goal of this work is to research parallelism in time, i.e., methods that compute multiple time values simultaneously, not sequentially. The focus will be on hyperbolic and chaotic problems of interest to DOE, with the goal of enabling scalable simulations of time-dependent hyperbolic and chaotic problems on future architectures. The chosen methodology for solving these problems parallel-in-time is multigrid, because multigrid (when it works) is a powerful, optimal, and scalable solver for discretized PDEs. Multigrid is already commonly used in many DOE simulations for scalably and optimally solving space-only PDE problems. The areas of hyperbolic and chaotic problems are chosen because of their relevance to problems of programmatic interest to DOE. However, these problems are also well-known to be difficult for parallel-in-time methods, with the most common method, parareal, diverging in many cases. The current state of-the-art for parallel-in-time at LLNL is the multigrid reduction in time (MGRIT) XBraid package, which also struggles for such problems, while still showing some improvement over parareal. In summary, new methods are needed for an efficient parallel-in-time scheme for hyperbolic and chaotic problems, and this work shall research promising new multigrid methods in this area. In particular, this work shall continue researching the directions from the current collaboration with Dr. Falgout, which are laid out in the work Toward Parallel in Time for Chaotic Dynamical Systems and showed the first known results of a parallel-in-time speedup for a chaotic problem. This work outlines two key improvements to XBraid for chaotic problems, the so-called “theta” and “delta-correction” methods. Here, these two improvements will be further researched and improved (including with a new relaxation method inspired by on Least Squares Shadowing (LSS)) and explored for more complicated problems.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1981

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.↗
NASA NTRS1986

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.↗
NASA NTRS1991

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.↗
NASA NTRS1989

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.↗
NASA NTRS1993

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↗
NASA NTRS1993

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.↗
NASA NTRS1993

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↗
NASA NTRS1994

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.↗