Search NASA⌕ Search

SEARCH · Search NASA

Results for “iterative linear solution”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 379 records · Page 21

Exponential Runge-Kutta Parareal for non-diffusive equations

Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial time-stepping methods. However, like many parallel-in-time methods it can fail to converge when applied to non-diffusive equations such as hyperbolic systems or dispersive nonlinear wave equations. Here, this paper explores the use of exponential integrators within the Parareal iteration. Exponential integrators are particularly interesting candidates for Parareal because of their ability to resolve fast-moving waves, even at the large stepsizes used by coarse propagators. This work begins with an introduction to exponential Parareal integrators followed by several motivating numerical experiments involving the nonlinear Schrödinger equation. These experiments are then analyzed using linear analysis that approximates the stability and convergence properties of the exponential Parareal iteration on nonlinear problems. The paper concludes with two additional numerical experiments involving the dispersive Kadomtsev-Petviashvili equation and the hyperbolic Vlasov-Poisson equation. These experiments demonstrate that exponential Parareal methods offer improved time-to-solution compared to serial exponential integrators when solving certain non-diffusive equations.

97 MATHEMATICS AND COMPUTING↗

The computation of optimal control programmes using a modified successive sweep method.

A second-order method for numerically solving control optimization problems has been developed. The method, referred to as the modified sweep method (MSM), differs from the successive sweep method (SSM) proposed by McReynolds and Bryson (1965) in that the conditions for local control optimality are used to determine the control as an explicit function of the state variables and time. The control is eliminated from the problem and the solution to the resulting two-point boundary value problem can be obtained by linear perturbation methods. The modified sweep method proposed here uncouples the perturbation equations for the state variables and the Lagrange multipliers by using a generalized matrix-Riccati transformation of variables. The resulting algorithm for the numerical iteration process is concerned with determining the initial values of a set of Lagrange multipliers rather than correcting a numerical control programme over the entire time interval of interest.

Colunga, D.↗

Sensitivity of constrained linear inversions to the selection of the Lagrange multiplier

The influence of the choice of the Lagrange multiplier on constrained linear inversions is explored, with reference made to applications in inferring the columnar aerosol size distributions from spectral aerosol optical depth measurements. A range of the Lagrange multiplier is examined to find all positive solutions for the solution vector, which represents modifying factors to the assumed form of the size distribution. An iterative method is devised to constrain the calculations to consideration of only positive quantities and a requirement that the regression fit to data be consistent with measurement errors. The determination of the variances and covariances is formulated and applied to existing data sets for optical depth. Variances in the solution are found to be large for particle radii when the information content of the data is small.

King, M. D.↗

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↗

Complex generalized minimal residual algorithm for iterative solution of quantum-mechanical reactive scattering equations

Complex dense matrices corresponding to the D + H2 and O + HD reactions were solved using a complex generalized minimal residual (GMRes) algorithm described by Saad and Schultz (1986) and Saad (1990). To provide a test case with a different structure, the H + H2 system was also considered. It is shown that the computational effort for solutions with the GMRes algorithm depends on the dimension of the linear system, the total energy of the scattering problem, and the accuracy criterion. In several cases with dimensions in the range 1110-5632, the GMRes algorithm outperformed the LAPACK direct solver, with speedups for the linear equation solution as large as a factor of 23.

Chatfield, David C.↗

Batched Sparse Linear Algebra (Final Report for Subcontract B648960)

This report finalizes design specifications for developing batched kernels for small tensor operations for unassembled matrix-free iterative solvers, batched solvers for partially assembled operators, and batched solvers with support for various sparse formats. The outcome of the project milestones is a set of interfaces to Batched Sparse LA solvers running on hardware accelerators for use in ECP Libraries and Applications. It is part of the development of sparse batched kernels, solvers/preconditioners as well as creating interoperability in xSDK libraries with sparse and dense batched functions to benefit ECP applications. The participants included representatives from ECP libraries (not limited to the xSDK project), applications, and vendors (AMD, Intel, and NVIDIA). Batched sparse linear algebra solvers form the new frontier for algorithmic development and performance engineering. Many applications (ECP and non-ECP alike) require simultaneous solutions of small linear systems of equations that are structurally sparse. To move towards high hardware utilization, it is important to provide these applications with appropriate interfaces to efficient batched sparse solvers running on modern hardware accelerators. We present interface designs in use by HPC software libraries supporting batched sparse linear algebra and the development of sparse batched kernel codes for solvers and preconditioners. We also address the potential interoperability opportunities to keep the software portable between the major hardware accelerators from AMD, Intel, and NVIDIA. The presented interface specifications includes batched band, sparse iterative, and sparse direct solvers. This report summarizes progress in Kokkos Kernels and the xSDK libraries MAGMA, Ginkgo, hypre, SUNDIALS, and SuperLU_dist.

97 MATHEMATICS AND COMPUTING↗

Diffusion Synthetic Acceleration for High Order S{sub N} Transport on Meshes with Curved Surfaces

Thermal radiation transport is integral to multiphysics applications such as inertial confinement fusion and astrophysics. Materials in these problems can be exceptionally optically thick and diffusive. A transport solver must be capable of accurate and efficient solutions to such problems. Previously, Woods et al. established a proof-of-concept for high order (HO) discontinuous Galerkin finite element (DGFEM) transport on meshes with curved surfaces. They numerically demonstrated the spatial convergence is order p + 1. Remarkably, these convergence rates are relatively invariant to the amount of curvature of the spatial mesh. We present here an extension of this work that demonstrates a rapidly-convergent iterative solver for the FEM transport equations on meshes with curved sides. We use the modified interior penalty (MIP) diffusion synthetic acceleration (DSA) established by Wang and Ragusa. The partially consistent MIP equations stem from the symmetric interior penalty (IP) derivation of the diffusion equation. The IP method is not stable for optically thick cells so it was combined with the diffusion conforming form (DCF), a discretized diffusion equation derived from the discretized S N equations that is not stable for intermediate optical thicknesses. The MIP equations adapt a 'switch' to the IP method in optically thinner regions and the DCF method in optically thicker regions. The literature does not reveal any Fourier analyses performed for iterative transport on meshes with curved surfaces. Wang and Ragusa performed a Fourier analysis for orthogonal meshes and our results appear to be as expected. Previous literature has reported on some of the sensitivities that affect the spectral radius of DSA schemes: polynomial order, and scattering ratios. Presently, we focus on the sensitivity of the spectral radius to polynomial order, scattering ratio, the constant C, and mesh curvature for varying cell thicknesses. We also numerically study the behavior of the spectral radius to verify our DSA implementation. A sequence of problems is designed to exercise the acceleration. As the problems become more optically thick and diffusive, the accelerated solution continues to converge toward the analytic solution. We employ the Modular Finite Element Methods (MFEM) package, developed at Lawrence Livermore National Laboratory, to generate the linear algebraic system of equations for each angle in the discrete ordinates quadrature set, and use UMFPack to solve this system of equations.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Space-Dependent Wielandt Shifts for Multigroup Diffusion Eigenvalue Problems

We present a new concept—the space-dependent Wielandt shift (SDWS)—for accelerating the convergence of the power iteration (PI) scheme for multigroup diffusion k-eigenvalue problems. The SDWS improves on standard Wielandt shift (WS) techniques, which are empirical in nature and are typically effective only when the current estimate of the solution is reasonably converged. By accounting for the physics of the problem through SDWS, we are able to improve the acceleration for the initial iterates when the current estimate of the solution is not close to convergence. Numerical results from one-dimensional problems suggest that, compared to standard WS techniques, the new SDWS techniques can provide upward of a 46% reduction in the number of PIs required for convergence and a 40% reduction in the computational time required. This improvement is sensitive to several problem-dependent factors, such as the geometry and energy-dependence of the problem, the spatial discretization, and the initial guess. The reduction in computational time is also dependent on the linear solver in the PI scheme, as it is well known that WSs can significantly worsen the conditioning of the diffusion linear system. In this paper, we provide a detailed study of the impact of WSs on the performance of several iterative linear solvers. Results from our implementation of SDWS in the three-dimensional (3D) code MPACT show that SDWS can provide similar speedups for 3D multigroup diffusion eigenvalue problems. These results also show that moderate speedups can be obtained by applying SDWS to the coarse mesh finite difference (CMFD) solver in a CMFD-accelerated transport scheme. However, the benefit of doing this may be limited because all but the first few CMFD solves are relatively easy to converge, regardless of the WS used.

Nuclear Science & Technology↗

An Optimization-Based Law of Mass Action Precipitation/Dissolution Model

Rare earth elements (REE) and many other critical minerals are necessary for the manufacturing of modern everyday technologies, including microchips, batteries and electric motors. Recovery of these materials typically involves aqueous systems which can be modeled as chemical equilibrium problems. One common method for solving these problems is the law of mass action approach (LMA), where a system of non-linear equations involving the equilibrium constants is solved. However, despite being theoretically simple, these problems are in practice very difficult to solve. Currently, the use of iterative heuristics based on saturation indices to decide on which species and reactions to include in the calculations is the state of the art to arrive at a solution. Here, we present an optimization-based alternative to solve chemical equilibria problems involving precipitation/dissolution reactions without the need for such heuristics. Our approach is first validated against the LMA software MINTEQ and PHREEQC for a number of case studies, and then applied to a novel REE recovery process reported in the literature. Overall, our approach was found to have close agreement with MINTEQ and PHREEQC, and we were able to successfully replicate the reported yield and purity for the published REE process.

42 ENGINEERING↗

A finite element tensor approach to plate buckling and postbuckling.

A practical finite element method is presented for geometrically nonlinear (von Karman) plate problems. Symmetric strain energy tensors provide an efficient formulation and solution, and allow the effects of initial imperfections to be considered. An unbalanced force iteration is employed, with the advantage that the time consuming Gauss decomposition needs to be performed only once. The convergence is controlled by an automatically computed relaxation factor, and this makes the method applicable in advanced stages of non-linearity. Several different triangular elements are used in explicitly deriving the required tensors.

Vos, R. G.↗

Analysis and design of a six-degree-of-freedom Stewart platform-based robotic wrist

The kinematic analysis and implementation of a six degree of freedom robotic wrist which is mounted to a general open-kinetic chain manipulator to serve as a restbed for studying precision robotic assembly in space is discussed. The wrist design is based on the Stewart Platform mechanism and consists mainly of two platforms and six linear actuators driven by DC motors. Position feedback is achieved by linear displacement transducers mounted along the actuators and force feedback is obtained by a 6 degree of freedom force sensor mounted between the gripper and the payload platform. The robot wrist inverse kinematics which computes the required actuator lengths corresponding to Cartesian variables has a closed-form solution. The forward kinematics is solved iteratively using the Newton-Ralphson method which simultaneously provides a modified Jacobian Matrix which relates length velocities to Cartesian translational velocities and time rates of change of roll-pitch-yaw angles. Results of computer simulation conducted to evaluate the efficiency of the forward kinematics and Modified Jacobian Matrix are discussed.

Nguyen, Charles C.↗

A computationally efficient P 1 radiation model for modern combustion systems utilizing pre-conditioned conjugate gradient methods

The iterative convergence of the P 1 radiation model can be slow in optically thin scenarios when employing classical iterative methods. In order to remedy this shortcoming, an in-house P 1 radiation model was interfaced with high performance, scalable, linear solver libraries. Next, the accuracies of P 1 radiation model calculations was assessed by comparing its predictions against discrete ordinates (DO) model calculations for prototypical problems representative of modern combustion systems. Corresponding benchmark results were also included for comparison. Utilizing Pre-Conditioners (PC) to the Conjugate Gradients (CG) method, the convergence time of the P 1 radiation model reduced by a factor of 30 for modest problem sizes and a factor of 70 for larger sized problems when compared against classical Gauss Seidel sweeps. Additionally, PC provided 50% computational savings compared to employing CG in a standalone mode. The P 1 model calculation times were about 25–30% of the DO model calculation time. The time to solution also scaled linearly with an increase in problem size. The weighted sum of gray gases model employed in this study in conjunction with the P 1 model provided good agreement against benchmark data with L 2 error norms (defined relative to corresponding DO calculations) improving when isotropic intensities were prevalent.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

An Evaluation of an Algorithm for Linear Inequalities and Its Applications

An algorithm is presented for obtaining a solution alpha to a set of inequalities (A alpha) 0 where A is an N x m-matrix and alpha is an m-vector. If the set of inequalities is consistant, then the algorithm is guaranteed to arrive at a solution in a finite number of steps. Also, if in the iteration, a negative vector is obtained, then the initial set of inequalities is inconsistant, and the iteration is terminated.

Jurgensen, J.↗

A Comparison of Classical and Aggregation-Based Algebraic Multigrid Preconditioners for High-Fidelity Simulation of Wind Turbine Incompressible Flows

This paper presents a comparison of parallel strong scaling performance of classical and aggregation algebraic multigrid (AMG) preconditioners in the context of wind turbine simulations. Fluid motion is governed by the incompressible Navier--Stokes equations, discretized in space with control-volume finite elements and in time with an inexact projection scheme using an implicit integrator. A discontinuous-Galerkin sliding-mesh algorithm captures rotor motion. The momentum equations are solved with iterative Krylov methods, preconditioned by symmetric Gauss--Seidel (SGS) in Trilinos and $\ell_1$ SGS in hypre. The mass-continuity equation is solved with GMRES preconditioned by AMG and can account for the majority of simulation time. Reducing this continuity solve time is crucial. Wind turbine simulations present two unique challenges for AMG preconditioned solvers: the computational meshes include strongly anisotropic elements, and mesh motion requires matrix reinitialization and computation of preconditioners at each time step. Detailed timing profiles are presented and analyzed, and best practices are discussed for both classical and aggregation-based AMG. Results are presented for simulations of two different wind turbines with up to 6 billion grid points on two different computer architectures. For moving mesh problems that require linear-system reinitialization, the well-established strategy of amortizing preconditioner setup costs over a large number of time steps to reduce the solve time is no longer valid. Instead, results show that faster time to solution is achieved by reducing preconditioner setup costs at the expense of linear-system solve costs. Standard smoothed aggregation with Chebyshev relaxation was found to perform poorly when compared with classical AMG in terms of solve time and robustness. However, plain aggregation was comparable to classical AMG.

97 MATHEMATICS AND COMPUTING↗

Progress on a Taylor weak statement finite element algorithm for high-speed aerodynamic flows

A new finite element numerical Computational Fluid Dynamics (CFD) algorithm has matured to the point of efficiently solving two-dimensional high speed real-gas compressible flow problems in generalized coordinates on modern vector computer systems. The algorithm employs a Taylor Weak Statement classical Galerkin formulation, a variably implicit Newton iteration, and a tensor matrix product factorization of the linear algebra Jacobian under a generalized coordinate transformation. Allowing for a general two-dimensional conservation law system, the algorithm has been exercised on the Euler and laminar forms of the Navier-Stokes equations. Real-gas fluid properties are admitted, and numerical results verify solution accuracy, efficiency, and stability over a range of test problem parameters.

Baker, A. J.↗

Implicit Multirate GARK Methods

This article considers multirate generalized-structure additively partitioned Runge–Kutta methods for solving stiff systems of ordinary differential equations with multiple time scales. These methods treat different partitions of the system with different timesteps for a more targeted and efficient solution compared to monolithic single rate approaches. With implicit methods used across all partitions, methods must find a balance between stability and the cost of solving nonlinear equations for the stages. In order to characterize this important trade-off, we explore multirate coupling strategies, problems for assessing linear stability, and techniques to efficiently implement Newton iterations for stage equations. Unlike much of the existing multirate stability analysis which is limited in scope to particular methods, we present general statements on stability and describe fundamental limitations for certain types of multirate schemes. New implicit multirate methods up to fourth order are derived, and their accuracy and efficiency properties are verified with numerical tests.

97 MATHEMATICS AND COMPUTING↗

PyAMG: Algebraic Multigrid Solvers in Python

PyAMG is a Python package of algebraic multigrid (AMG) solvers and supporting tools for approximating the solution to large, sparse linear systems of algebraic equations, Ax = b, where A is an n × n sparse matrix. Sparse linear systems arise in a range of problems in science, from fluid flows to solid mechanics to data analysis. While the direct solvers available in SciPy’s sparse linear algebra package (scipy.sparse.linalg) are highly efficient, in many cases iterative methods are preferred due to overall complexity. However, the iterative methods in SciPy, such as CG and GMRES, often require an efficient preconditioner in order to achieve a lower complexity. Preconditioning is a powerful tool whereby the conditioning of the linear system and convergence rate of the iterative method are both dramatically improved. PyAMG constructs multigrid solvers for use as a preconditioner in this setting. A summary of multigrid and algebraic multigrid solvers can be found in Olson (2015a), in Olson (2015b), and in Falgout (2006); a detailed description can be found in Briggs et al. (2000) and Trottenberg et al. (2001).

97 MATHEMATICS AND COMPUTING↗

Relaxation methods in fluid mechanics

The present work considers the iterative solution of a coupled set of difference equations and examines methods that carry successive approximates to a state that is invariant with further iteration and independent of the initial guess. Methods are studied with regard to their efficiency and economy of computer resources. The basic principles of classical relaxation are set forth, with attention confined to linear elliptic equations. This discussion involves the evaluation of the spectral radius that is the magnitude of the eigenvalue with largest modulus. The subject of relaxation is then related to the study of ordinary differential equations and hyperbolic partial differential equations. Problems that occur when linearly dependent eigenvectors appear in the relaxation matrix are discussed, leading to multiply connected eigenvalues in the Jordan canonical form. Finally, a brief survey of relaxation methods used in aerodynamics is given.

Lomax, H.↗