Time-parallel optimal control of nonlinear dynamical systems
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This paper presents a multigrid reduction in time (MGRIT) algorithm for achieving time parallelism using multistep backward difference formula (BDF) methods on variably-spaced temporal grids. This MGRIT approach transforms the linear multistep methods into single step methods applied to groups of time steps. Stability considerations are addressed through lowering of the order on coarse grids. The methods are presented for fixed and variable time step formulations. Furthermore, numerical results show moderate speedups for the heat equation as well as two IEEE power grid test problems characterized by nonlinear differential algebraic equations (DAE) of index 1. The performance of MGRIT with BDF is compared to MGRIT with Runge-Kutta for both the fixed and variable step methods of the same order.
Both commercial and open source power system simulators run quasi-static time-series (QSTS) simulations sequentially. For yearlong high-resolution load profiles this sequential execution of load flows incurs long computation times. Parallelizing QSTS simulations on multiple processors is one possible way to reduce the computation time. Parallelization however introduces errors in the simulation results as the initial state of the system at the beginning of each parallelized time period is not known. In this work a Monte Carlo-based approach has been proposed to estimate the initial state of the system for each parallel simulation run to mitigate the errors in the final results. Classical sequential QSTS simulation is the chosen base case against which all other methods have been compared. Results presented in this paper show that the proposed method improves the simulation results considerably. This paper also discusses possible sensitivities of the proposed method to a number of tunable parameters. Additionally, sensitivity analysis results for a number of parameters have also been presented in the results section.
This paper presents a non-intrusive framework for integrating existing unsteady partial differential equation (PDE) solvers into a parallel-in-time simultaneous optimization algorithm. The time-parallelization is provided by the non-intrusive software library XBraid [Parallel multigrid in time, software available at http://llnl.gov/casc/xbraid], which applies an iterative multigrid reduction technique to the time domain of existing time-marching schemes for solving unsteady PDEs. Its general user-interface has been extended in [S. Günther, N.R. Gauger, and J.B. Schroder, A non-intrusive parallel-in-time adjoint solver with the XBraid library, Comput. Vis. Sci. 19 (2018), pp. 85–95. Available at arXiv, math.OC/1705.00663] for computing adjoint sensitivities such that gradients of output quantities with respect to design changes can be computed parallel-in-time alongside with the primal PDE solution. In this paper, the primal and adjoint XBraid iterations are embedded into a simultaneous optimization framework, namely the One-shot method. In this method, design updates towards optimality are employed after each state and adjoint update such that optimality and feasibility of the design and the PDE solution are reached simultaneously. Finally, the time-parallel optimization method is validated on an advection-dominated flow control problem which shows significant speedup over a classical time-serial optimization algorithm.
To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a backward-in-time adjoint equation to evaluate the reduced gradient in each iteration of the optimization method. In this study, we investigate the use of the parallel-in-time method PFASST in the setting of PDE-constrained optimization. In order to develop an efficient fully time-parallel algorithm, we discuss different options for applying PFASST to adjoint gradient computation, including the possibility of doing PFASST iterations on both the state and the adjoint equations simultaneously. Here, we also explore the additional gains in efficiency from reusing information from previous optimization iterations when solving each equation. Numerical results for both a linear and a nonlinear reaction-diffusion optimal control problem demonstrate the parallel speedup and efficiency of different approaches.
Here, we consider the parallel-in-time solution of scalar nonlinear conservation laws in one spatial dimension. The equations are discretized in space with a conservative finite-volume method using weighted essentially nonoscillatory (WENO) reconstructions, and in time with high-order explicit Runge–Kutta methods. The solution of the global, discretized space-time problem is sought via a nonlinear iteration that uses a novel linearization strategy in cases of nondifferentiable equations. Under certain choices of discretization and algorithmic parameters, the nonlinear iteration coincides with Newton’s method, although, more generally, it is a preconditioned residual correction scheme. At each nonlinear iteration, the linearized problem takes the form of a certain discretization of a linear conservation law over the space-time domain in question. An approximate parallel-in-time solution of the linearized problem is computed with a single multigrid reduction-in-time (MGRIT) iteration; however, any other effective parallel-in-time method could be used in its place. The MGRIT iteration employs a novel coarse-grid operator that is a modified conservative semi-Lagrangian discretization and generalizes those we have developed previously for nonconservative scalar linear hyperbolic problems. Numerical tests are performed for the inviscid Burgers and Buckley–Leverett equations. For many test problems, the solver converges in just a handful of iterations with a convergence rate independent of mesh resolution, including problems with (interacting) shocks and rarefactions.
Massively parallel computer architectures create new opportunities for the performance of long-time scale molecular dynamics (MD) simulations. Here, we introduce the path-accelerated molecular dynamics method that takes advantage of distributed computing to reduce the wall-clock time of MD simulation via parallelization with respect to stochastic MD time steps. The marginal distribution for the time evolution of a system is expressed in terms of a path integral, enabling the use of path sampling techniques to numerically integrate MD trajectories. By parallelizing the evaluation of the path action with respect to time and by initializing the path configurations from a nonequilibrium distribution, the algorithm enables significant speedups in terms of the length of MD trajectories that can be integrated in a given amount of wall-clock time. The method is demonstrated for Brownian dynamics, although it is generalizable to other stochastic equations of motion including open systems. We apply the method to two simple systems, a harmonic oscillator and a Lennard-Jones liquid, and we show that in comparison to the conventional Euler integration scheme for Brownian dynamics, the new method can reduce the wall-clock time for integrating trajectories of a given length by more than three orders of magnitude in the former system and more than two in the latter. This new method for parallelizing MD in the dimension of time can be trivially combined with algorithms for parallelizing the MD force evaluation to achieve further speedup.
We consider the parallel-in-time solution of both linear and nonlinear hyperbolic partial differential equation (PDE) systems in one spatial dimension. In the nonlinear setting, the discretized equations are solved with a preconditioned residual iteration based on a global linearization. The linear(ized) equation systems are approximately solved parallel-in-time using a block preconditioner applied in the characteristic variables of the underlying linear(ized) hyperbolic PDE. This change of variables is motivated by the observation that intervariable coupling between characteristic variables is weak, at least locally where spatio-temporal variations in the eigenvectors of the associated flux Jacobian are sufficiently small, while that between the original variables is not. For an ℓ-dimensional system of PDEs, applying the preconditioner consists of solving a sequence of ℓ scalar linear(ized)-advection-like problems, each associated with a different characteristic wave-speed in the underlying linear(ized) PDE. Furthermore, we approximately solve these linear advection problems using multigrid reduction-in-time (MGRIT); however, any other suitable parallel-in-time method could be used. Numerical examples are shown for the (linear) acoustics equations in heterogeneous media and for the (nonlinear) shallow water equations and Euler equations of gas dynamics with shocks and rarefactions. For many test problems, the solver converges in just a handful of iterations and with mesh-independent convergence rates.