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Asynchronous multilevel adaptive methods for solving partial differential equations on multiprocessors - Performance results

The fast adaptive composite grid method (FAC) is an algorithm that uses various levels of uniform grids (global and local) to provide adaptive resolution and fast solution of PDEs. Like all such methods, it offers parallelism by using possibly many disconnected patches per level, but is hindered by the need to handle these levels sequentially. The finest levels must therefore wait for processing to be essentially completed on all the coarser ones. A recently developed asynchronous version of FAC, called AFAC, completely eliminates this bottleneck to parallelism. This paper describes timing results for AFAC, coupled with a simple load balancing scheme, applied to the solution of elliptic PDEs on an Intel iPSC hypercube. These tests include performance of certain processes necessary in adaptive methods, including moving grids and changing refinement. A companion paper reports on numerical and analytical results for estimating convergence factors of AFAC applied to very large scale examples.

Mccormick, S.↗

Final Report - Subcontract B629114

During my visits to LLNL August 20-24, 2018, and September 10-14, 2018, I worked on linear system solvers. The two level hierarchical solver that initiated our study was developed to solve linear systems arising from $hp$ adaptive finite element calculations, and is implemented in the PLTMG software package, version 13. This preconditioner typically requires 3 – 20% of the space used by the stiffness matrix for higher order elements. It has multigrid like convergence rates for a wide variety of PDEs (self-adjoint positive definite elliptic equations, convection dominated convection-diffusion equations, and highly indefinite Helmholtz equations, among others). The convergence rate is not independent of the polynomial degree $p$ as $p → ∞$, but but remains strong for $p ≤$ 9, which is the highest polynomial degree allowed in PLTMG , due to limitations of the numerical quadrature rules implemented in the software package. A more complete description of the method and some numerical experiments illustrating its effectiveness appear. Like traditional geometric multilevel methods, this scheme relies on knowledge of the underlying finite element space in order to construct the smoother and the coarse grid correction.

97 MATHEMATICS AND COMPUTING↗

Subcontract B635525 (Final Report)

During my visits to LLNL July 8–12 and July 22–26, 2019, I worked on linear system solvers. The two level hierarchical solver that initiated our study was developed to solve linear systems arising from $\textit{hp}$ adaptive finite element calculations, and is implemented in the $\textit{PLTMG}$ software package, version 13. This preconditioner typically requires 3–20% of the space used by the stiffness matrix for higher order elements. It has multigrid like convergence rates for a wide variety of PDEs (self-adjoint positive definite elliptic equations, convection dominated convection-diffusion equations, and highly indefinite Helmholtz equations, among others). The convergence rate is not independent of the polynomial degree $\textit{p}$ as $\textit{p} → ∞$, but remains strong for $\textit{p}$ ≤ 9, which is the highest polynomial degree allowed in $\textit{PLTMG}$, due to limitations of the numerical quadrature rules implemented in the soft- ware package. A more complete description of the method and some numerical experiments illustrating its effectiveness appear in. Like traditional geometric multilevel methods, this scheme relies on knowledge of the underlying finite element space in order to construct the smoother and the coarse grid correction.

97 MATHEMATICS AND COMPUTING↗

Multilevel techniques for nonelliptic problems

Multigrid and multilevel methods are extended to the solution of nonelliptic problems. A framework for analyzing these methods is established. A simple nonelliptic problem is given, and it is shown how a multilevel technique can be used for its solution. Emphasis is on smoothness properties of eigenvectors and attention is drawn to the possibility of conditioning the eigensystem so that eigenvectors have the desired smoothness properties.

Jespersen, D. C.↗

Progress in the Simulation of Steady and Time-Dependent Flows with 3D Parallel Unstructured Cartesian Methods

The proposed paper will present recent extensions in the development of an efficient Euler solver for adaptively-refined Cartesian meshes with embedded boundaries. The paper will focus on extensions of the basic method to include solution adaptation, time-dependent flow simulation, and arbitrary rigid domain motion. The parallel multilevel method makes use of on-the-fly parallel domain decomposition to achieve extremely good scalability on large numbers of processors, and is coupled with an automatic coarse mesh generation algorithm for efficient processing by a multigrid smoother. Numerical results are presented demonstrating parallel speed-ups of up to 435 on 512 processors. Solution-based adaptation may be keyed off truncation error estimates using tau-extrapolation or a variety of feature detection based refinement parameters. The multigrid method is extended to for time-dependent flows through the use of a dual-time approach. The extension to rigid domain motion uses an Arbitrary Lagrangian-Eulerlarian (ALE) formulation, and results will be presented for a variety of two- and three-dimensional example problems with both simple and complex geometry.

Aftosmis, M. J.↗

Multilevel Monte Carlo methods for the Grad-Shafranov free boundary problem

The equilibrium configuration of a plasma in an axially symmetric reactor is described mathematically by a free boundary problem associated with the celebrated Grad-Shafranov equation. The presence of uncertainty in the model parameters introduces the need to quantify the variability in the predictions. This is often done by computing a large number of model solutions on a computational grid for an ensemble of parameter values and then obtaining estimates for the statistical properties of solutions. In this study, we explore the savings that can be obtained using multilevel Monte Carlo methods, which reduce costs by performing the bulk of the computations on a sequence of spatial grids that are coarser than the one that would typically be used for a simple Monte Carlo simulation. We examine this approach using both a set of uniformly refined grids and a set of adaptively refined grids guided by a discrete error estimator. Numerical experiments show that multilevel methods dramatically reduce the cost of simulation, with cost reductions typically on the order of 60 or more and possibly as large as 200. Furthermore, adaptive griding results in more accurate computation of geometric quantities such as x-points associated with the model.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo

In this work we develop a new hierarchical multilevel approach to generate Gaussian random field realizations in an algorithmically scalable manner that is well suited to incorporating into multilevel Markov chain Monte Carlo (MCMC) algorithms. This approach builds off of other partial differential equation (PDE) approaches for generating Gaussian random field realizations; in particular, a single field realization may be formed by solving a reaction-diffusion PDE with a spatial white noise source function as the right-hand side. While these approaches have been explored to accelerate forward uncertainty quantification tasks, e.g., multilevel Monte Carlo, the previous constructions are not directly applicable to multilevel MCMC frameworks which build fine-scale random fields in a hierarchical fashion from coarse-scale random fields. Our new hierarchical multilevel method relies on a hierarchical decomposition of the white noise source function in $L^2$ which allows us to form Gaussian random field realizations across multiple levels of discretization in a way that fits into multilevel MCMC algorithmic frameworks. After presenting our main theoretical results and numerical scaling results to showcase the utility of this new hierarchical PDE method for generating Gaussian random field realizations, this method is tested on a four-level MCMC algorithm to explore its feasibility.

algebraic multigrid↗

Weighted relaxation for multigrid reduction in time

Current trends in computer architectures now mean that faster computation speed must come primarily from increased concurrency, not faster clock speeds, which are stagnating. Thus, this situation creates bottlenecks for serial algorithms, including the well-known bottleneck for sequential time-integration, where each individual time-value (i.e., time-step) is computed sequentially. One approach to alleviate this and achieve parallelism in time is with multigrid. Here, in this work, we consider multigrid-reduction-in-time (MGRIT), a multilevel method applied to the time dimension that computes multiple time-steps in parallel. Like all multigrid methods, MGRIT relies on the complementary relationship between relaxation on a fine-grid and a correction from the coarse grid to solve the problem. All current MGRIT implementations are based on unweighted-Jacobi relaxation; here we introduce the concept of weighted relaxation to MGRIT. We derive new convergence bounds for weighted relaxation, and use this analysis to guide the selection of relaxation weights. Numerical results then demonstrate that by choosing appropriate non-unitary relaxation weights, one can achieve faster convergence rates and lower iteration counts for MGRIT when compared with unweighted relaxation. In most cases, weighted relaxation yields a 10%–20% saving in iterations, which is significant when using large high-performance computers. For A-stable integration schemes, results also illustrate that under-relaxation can restore convergence in some cases where unweighted relaxation is not convergent.

97 MATHEMATICS AND COMPUTING↗

Generalized Bootstrap AMG and AIR-AMG for coupled PDE systems with a focus on spacetime discretizatoins

The Pennsylvania State University (“Subcontractor”) has worked on the design of new algebraic, parallel, multilevel methods that obtain the full space and time solution of systems of PDEs. In particular, the PI and his collaborators explored semi-intrusive approaches based on algebraic multigrid (AMG). The focus of the research has been on the development of these techniques for the Euler equations in 1d and 2d. The overall research focused on the development of adaptive AIR (approximate ideal restriction) AMG solvers for these problems. The PI also explored the use of smoothed aggregation and root-node energy-based AMG solvers for these problems.

97 MATHEMATICS AND COMPUTING↗

Block smoothers and generalized ideal interpolation in AMG (Final Report)

The Pennsylvania State University (“Subcontractor”) worked on developing new parallel algebraic multilevel methods suitable for solving PDEs. Specifically, work on the design of multigrid solvers for coupled systems of partial differential equations arising in numerical modeling of various applications was completed. A main emphasis was on the design of new ideal algebraic multigrid interpolation for problems such as Maxwell’s equations where block smoothers are needed and the standard form of ideal interpolation is not an effective choice.

97 MATHEMATICS AND COMPUTING↗

On Managing the Use of Surrogates in General Nonlinear Optimization and MDO

This paper is concerned with a trust region approximation management framework (AMF) for solving the nonlinear programming problem in general and multidisciplinary optimization problems in particular The intent of the AMF methodology is to facilitate the solution of optimization problems with high-fidelity models. While such models are designed to approximate the physical phenomena they describe to a high degree of accuracy, their use in a repetitive procedure, for example, iterations of an optimization or a search algorithm, make such use prohibitively expensive. An improvement in design with lower-fidelity, cheaper models, however, does not guarantee a corresponding improvement for the higher-fidelity problem. The AMF methodology proposed here is based on a class of multilevel methods for constrained optimization and is designed to manage the use of variable-fidelity approximations or models in a systematic way that assures convergence to critical points of the original high-fidelity problem.

Alexandrov, Natalia M.↗

Advanced Multilevel Monte Carlo Methods

This article reviews the application of some advanced Monte Carlo techniques in the context of multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations, which can be biassed in some sense, for instance, by using the discretization of an associated probability law. The MLMC approach works with a hierarchy of biassed approximations, which become progressively more accurate and more expensive. Additionally, using a telescoping representation of the most accurate approximation, the method is able to reduce the computational cost for a given level of error versus i.i.d. sampling from this latter approximation. All of these ideas originated for cases where exact sampling from couples in the hierarchy is possible. This article considers the case where such exact sampling is not currently possible. We consider some Markov chain Monte Carlo and sequential Monte Carlo methods, which have been introduced in the literature, and we describe different strategies that facilitate the application of MLMC within these methods.

97 MATHEMATICS AND COMPUTING↗

Zero-Cost Closed-Loop Discharging Method for Modular Multilevel Converter Submodules Without External Circuits

A novel submodule capacitor discharging control strategy is introduced and implemented for modular multilevel converters (MMCs). By sequentially controlling the arm currents of anMMC,all submodule capacitors are discharged rapidly through internal arm resistors without additional devices and circuits, resulting in improved performance and reduced cost. A closed-loop control method is explored for the effectiveness of the new control strategy.Acomparison study is evaluated between the proposed method and the traditional methods using bleeding resistors, auxiliary resistors, and load resistors. Confirmed by the simulation and experiment, the proposed method has the maximum benefits including zero hardware cost, fast discharging time, and negligible load current impact

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Scalable multilevel Monte Carlo methods exploiting parallel redistribution on coarse levels

Here, we study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the number of MPI processes used on the finest level. The overall procedure generates coarse elements (general unstructured unions of fine grid elements) within the framework of element-based algebraic multigrid methods (or AMGe) studied previously. The AMGe-generated coarse spaces have the ability to exhibit approximation properties of the same order as the fine-level spaces since by construction they contain the piecewise polynomials of the same order as on the fine level. These approximation properties are key for the successful use of AMGe in multilevel solvers for nonlinear partial differential equations as well as for multilevel Monte Carlo (MLMC) simulations. The ability to coarsen without being constrained by the number of MPI processes, as described in the present paper, allows to improve the scalability of these solvers as well as the overall MLMC method. The paper illustrates this latter fact with detailed scalability study of MLMC simulations applied to model Darcy equations with a stochastic log-normal permeability field.

AMGe↗

A multilevel adaptive projection method for unsteady incompressible flow

There are two main requirements for practical simulation of unsteady flow at high Reynolds number: the algorithm must accurately propagate discontinuous flow fields without excessive artificial viscosity, and it must have some adaptive capability to concentrate computational effort where it is most needed. We satisfy the first of these requirements with a second-order Godunov method similar to those used for high-speed flows with shocks, and the second with a grid-based refinement scheme which avoids some of the drawbacks associated with unstructured meshes. These two features of our algorithm place certain constraints on the projection method used to enforce incompressibility. Velocities are cell-based, leading to a Laplacian stencil for the projection which decouples adjacent grid points. We discuss features of the multigrid and multilevel iteration schemes required for solution of the resulting decoupled problem. Variable-density flows require use of a modified projection operator--we have found a multigrid method for this modified projection that successfully handles density jumps of thousands to one. Numerical results are shown for the 2D adaptive and 3D variable-density algorithms.

Howell, Louis H.↗