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Multigrid techniques for unstructured meshes

An overview of current multigrid techniques for unstructured meshes is given. The basic principles of the multigrid approach are first outlined. Application of these principles to unstructured mesh problems is then described, illustrating various different approaches, and giving examples of practical applications. Advanced multigrid topics, such as the use of algebraic multigrid methods, and the combination of multigrid techniques with adaptive meshing strategies are dealt with in subsequent sections. These represent current areas of research, and the unresolved issues are discussed. The presentation is organized in an educational manner, for readers familiar with computational fluid dynamics, wishing to learn more about current unstructured mesh techniques.

Mavriplis, D. J.↗

New multigrid approach for three-dimensional unstructured, adaptive grids

A new multigrid method with adaptive unstructured grids is presented. The three-dimensional Euler equations are solved on tetrahedral grids that are adaptively refined or coarsened locally. The multigrid method is employed to propagate the fine grid corrections more rapidly by redistributing the changes-in-time of the solution from the fine grid to the coarser grids to accelerate convergence. A new approach is employed that uses the parent cells of the fine grid cells in an adapted mesh to generate successively coaser levels of multigrid. This obviates the need for the generation of a sequence of independent, nonoverlapping grids as well as the relatively complicated operations that need to be performed to interpolate the solution and the residuals between the independent grids. The solver is an explicit, vertex-based, finite volume scheme that employs edge-based data structures and operations. Spatial discretization is of central-differencing type combined with a special upwind-like smoothing operators. Application cases include adaptive solutions obtained with multigrid acceleration for supersonic and subsonic flow over a bump in a channel, as well as transonic flow around the ONERA M6 wing. Two levels of multigrid resulted in reduction in the number of iterations by a factor of 5.

Parthasarathy, Vijayan↗

Solving Upwind-Biased Discretizations: Multigrid Solver Using Semicoarsening - 2

This paper studies a novel multigrid approach to the solution for a second order upwind biased discretization of the convection equation in two dimensions. This approach is based on semi-coarsening and well balanced explicit correction terms added to coarse-grid operators to maintain on coarse-grid the same cross-characteristic interaction as on the target (fine) grid. Colored relaxation schemes are used on all the levels allowing a very efficient parallel implementation. The results of the numerical tests can be summarized as follows: 1) The residual asymptotic convergence rate of the proposed V(0, 2) multigrid cycle is about 3 per cycle. This convergence rate far surpasses the theoretical limit (4/3) predicted for standard multigrid algorithms using full coarsening. The reported efficiency does not deteriorate with increasing the cycle, depth (number of levels) and/or refining the target-grid mesh spacing. 2) The full multi-grid algorithm (FMG) with two V(0, 2) cycles on the target grid and just one V(0, 2) cycle on all the coarse grids always provides an approximate solution with the algebraic error less than the discretization error. Estimates of the total work in the FMG algorithm are ranged between 18 and 30 minimal work units (depending on the target (discretizatioin). Thus, the overall efficiency of the FMG solver closely approaches (if does not achieve) the goal of the textbook multigrid efficiency. 3) A novel approach to deriving a discrete solution approximating the true continuous solution with a relative accuracy given in advance is developed. An adaptive multigrid algorithm (AMA) using comparison of the solutions on two successive target grids to estimate the accuracy of the current target-grid solution is defined. A desired relative accuracy is accepted as an input parameter. The final target grid on which this accuracy can be achieved is chosen automatically in the solution process. the actual relative accuracy of the discrete solution approximation obtained by AMA is always better than the required accuracy; the computational complexity of the AMA algorithm is (nearly) optimal (comparable with the complexity of the FMG algorithm applied to solve the problem on the optimally spaced target grid).

Diskin, Boris↗

Multigrid approaches to non-linear diffusion problems on unstructured meshes

The efficiency of three multigrid methods for solving highly non-linear diffusion problems on two-dimensional unstructured meshes is examined. The three multigrid methods differ mainly in the manner in which the nonlinearities of the governing equations are handled. These comprise a non-linear full approximation storage (FAS) multigrid method which is used to solve the non-linear equations directly, a linear multigrid method which is used to solve the linear system arising from a Newton linearization of the non-linear system, and a hybrid scheme which is based on a non-linear FAS multigrid scheme, but employs a linear solver on each level as a smoother. Results indicate that all methods are equally effective at converging the non-linear residual in a given number of grid sweeps, but that the linear solver is more efficient in cpu time due to the lower cost of linear versus non-linear grid sweeps.

Mavriplis, Dimitri J.↗

Evaluation of a Multigrid Scheme for the Incompressible Navier-Stokes Equations

A fast multigrid solver for the steady, incompressible Navier-Stokes equations is presented. The multigrid solver is based upon a factorizable discrete scheme for the velocity-pressure form of the Navier-Stokes equations. This scheme correctly distinguishes between the advection-diffusion and elliptic parts of the operator, allowing efficient smoothers to be constructed. To evaluate the multigrid algorithm, solutions are computed for flow over a flat plate, parabola, and a Karman-Trefftz airfoil. Both nonlifting and lifting airfoil flows are considered, with a Reynolds number range of 200 to 800. Convergence and accuracy of the algorithm are discussed. Using Gauss-Seidel line relaxation in alternating directions, multigrid convergence behavior approaching that of O(N) methods is achieved. The computational efficiency of the numerical scheme is compared with that of Runge-Kutta and implicit upwind based multigrid methods.

Swanson, R. C.↗

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 highly 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. Actual cycle results are verified using quantitative analysis methods in which parts of the cycle are replaced by their idealized counterparts.

Thomas, James L.↗

On the use of a multigrid-reduction-in-time algorithm for multiscale convergence of turbulence simulations

Simulations of turbulent flow present challenges in terms of accuracy and affordability on modern highly-parallel computer architectures. A multigrid-reduction-in-time algorithm is used to provide a framework for separately evolving different scales of turbulence and for parallelizing the temporal domain, thereby increasing the concurrency. It is hypothesized that the space–time locality of the small scales of turbulence can be used to circumvent difficulties in applying temporal multigrid to flows dominated by inertial physics. For algorithms that fall well short of spectral accuracy (fourth-order is used in this work) attention must be paid to the accuracy of features on scales transferred between multigrid levels. Numerical experiments were performed using implicit large-eddy simulation. Results from applying the approach to an infinite-Reynolds number Taylor–Green flow and a double-shear flow at a Reynolds number of 11650 provide strong evidence that the approach has merit. The multigrid-reduction-in-time framework can be used to parallelize the temporal domain of a high-Reynolds-number turbulent flow and permit independent convergence of different scales. Establishing this foundation allows for future research in reducing the wall-clock time to solve turbulent flows while retaining the same accuracy as sequential solvers. In conclusion, current performance results from parallelizing the temporal domain are not competitive with those from sequential-in-time methods.

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↗

Segmental Refinement: A Multigrid Technique for Data Locality

In this paper, we investigate a domain decomposed multigrid technique, termed segmental refinement, for solving general nonlinear elliptic boundary value problems. We extend the method first proposed in 1994 by analytically and experimentally investigating its complexity. We confirm that communication of traditional parallel multigrid is eliminated on fine grids, with modest amounts of extra work and storage, while maintaining the asymptotic exactness of full multigrid. We observe an accuracy dependence on the segmental refinement subdomain size, which was not considered in the original analysis. Finally, we present a communication complexity analysis that quantifies the communication costs ameliorated by segmental refinement and report performance results with up to 64K cores on a Cray XC30.

97 MATHEMATICS AND COMPUTING↗

Multigrid Reduction in Time for Nonlinear Parabolic Problems: A Case Study

The need for parallelism in the time dimension is being driven by changes in computer architectures, where performance increases are now provided through greater concurrency, not faster clock speeds. This creates a bottleneck for sequential time marching schemes because they lack parallelism in the time dimension. Multigrid reduction in time (MGRIT) is an iterative procedure that allows for temporal parallelism by utilizing multigrid reduction techniques and a multilevel hierarchy of coarse time grids. MGRIT has been shown to be effective for linear problems, with speedups of up to 50 times. The goal of this work is the efficient solution of nonlinear problems with MGRIT, where efficiency is defined as achieving similar performance when compared to an equivalent linear problem. The benchmark nonlinear problem is the p-Laplacian, where p=4 corresponds to a well-known nonlinear diffusion equation and p=2 corresponds to the standard linear diffusion operator, our benchmark linear problem. The key difficulty encountered is that the nonlinear time-step solver becomes progressively more expensive on coarser time levels as the time-step size increases. To overcome such difficulties, multigrid research has historically targeted an accumulated body of experience regarding how to choose an appropriate solver for a specific problem type. To that end, this paper develops a library of MGRIT optimizations and modifications, most important an alternate initial guess for the nonlinear time-step solver and delayed spatial coarsening, that will allow many nonlinear parabolic problems to be solved with parallel scaling behavior comparable to the corresponding linear problem.

parareal↗

On several aspects and applications of the multigrid method for solving partial differential equations

Several aspects of multigrid methods are briefly described. The main subjects include the development of very efficient multigrid algorithms for systems of elliptic equations (Cauchy-Riemann, Stokes, Navier-Stokes), as well as the development of control and prediction tools (based on local mode Fourier analysis), used to analyze, check and improve these algorithms. Preliminary research on multigrid algorithms for time dependent parabolic equations is also described. Improvements in existing multigrid processes and algorithms for elliptic equations were studied.

Dinar, N.↗

Black box multigrid

The black box multigrid (BOXMG) code, which only needs specification of the matrix problem for application in the multigrid method was investigated. It is contended that a major problem with the multigrid method is that each new grid configuration requires a major programming effort to develop a code that specifically handles that grid configuration. The SOR and ICCG methods only specify the matrix problem, no matter what the grid configuration. It is concluded that the BOXMG does everything else necessary to set up the auxiliary coarser problems to achieve a multigrid solution.

Dendy, J. E., Jr.↗

Conduct of the International Multigrid Conference

The 1983 International Multigrid Conference was held at Colorado's Copper Mountain Ski Resort, April 5-8. It was organized jointly by the Institute for Computational Studies at Colorado State University, U.S.A., and the Gasellschaft fur Mathematik und Datenverarbeitung Bonn, F.R. Germany, and was sponsored by the Air Force Office of Sponsored Research and National Aeronautics and Space Administration Headquarters. The conference was attended by 80 scientists, divided by institution almost equally into private industry, research laboratories, and academia. Fifteen attendees came from countries other than the U.S.A. In addition to the fruitful discussions, the most significant factor of the conference was of course the lectures. The lecturers include most of the leaders in the field of multigrid research. The program offered a nice integrated blend of theory, numerical studies, basic research, and applications. Some of the new areas of research that have surfaced since the Koln-Porz conference include: the algebraic multigrid approach; multigrid treatment of Euler equations for inviscid fluid flow problems; 3-D problems; and the application of MG methods on vector and parallel computers.

Mccormick, S.↗

Multigrid techniques for the numerical solution of the diffusion equation

An accurate numerical solution of diffusion problems containing large local gradients can be obtained with a significant reduction in computational time by using a multigrid computational scheme. The spatial domain is covered with sets of uniform square grids of different sizes. The finer grid patterns overlap the coarse grid patterns. The finite-difference expressions for each grid pattern are solved independently by iterative techniques. Two interpolation methods were used to establish the values of the potential function on the fine grid boundaries with information obtained from the coarse grid solution. The accuracy and computational requirements for solving a test problem by a simple multigrid and a multilevel-multigrid method were compared. The multilevel-multigrid method combined with a Taylor series interpolation scheme was found to be best.

Phillips, R. E.↗

On the connection between multigrid and cyclic reduction

A technique is shown whereby it is possible to relate a particular multigrid process to cyclic reduction using purely mathematical arguments. This technique suggest methods for solving Poisson's equation in 1-, 2-, or 3-dimensions with Dirichlet or Neumann boundary conditions. In one dimension the method is exact and, in fact, reduces to cyclic reduction. This provides a valuable reference point for understanding multigrid techniques. The particular multigrid process analyzed is referred to here as Approximate Cyclic Reduction (ACR) and is one of a class known as Multigrid Reduction methods in the literature. It involves one approximation with a known error term. It is possible to relate the error term in this approximation with certain eigenvector components of the error. These are sharply reduced in amplitude by classical relaxation techniques. The approximation can thus be made a very good one.

Merriam, M. L.↗

Multigrid applications to three-dimensional elliptic coordinate generation

The multigrid algorithm was applied to solve the coupled set of elliptic quasilinear partial differential equations associated with three-dimensional coordinate generation. The results indicate that the multigrid scheme is more than twice as fast as conventional relaxation schemes on moderate-size grids. Convergence factors of order 0.90 per work unit were achieved on 36,000-point grids. The paper covers the form of transformation, develops the set of generation equations, and gives details on the multigrid approach used. Included are a development of the full-approximation storage scheme, details of the smoothing-rate analysis, and a section devoted to rational programming techniques applicable to the multigrid algorithm.

Thames, F. C.↗

Multigrid methods for bifurcation problems: The self adjoint case

This paper deals with multigrid methods for computational problems that arise in the theory of bifurcation and is restricted to the self adjoint case. The basic problem is to solve for arcs of solutions, a task that is done successfully with an arc length continuation method. Other important issues are, for example, detecting and locating singular points as part of the continuation process, switching branches at bifurcation points, etc. Multigrid methods have been applied to continuation problems. These methods work well at regular points and at limit points, while they may encounter difficulties in the vicinity of bifurcation points. A new continuation method that is very efficient also near bifurcation points is presented here. The other issues mentioned above are also treated very efficiently with appropriate multigrid algorithms. For example, it is shown that limit points and bifurcation points can be solved for directly by a multigrid algorithm. Moreover, the algorithms presented here solve the corresponding problems in just a few work units (about 10 or less), where a work unit is the work involved in one local relaxation on the finest grid.

Taasan, Shlomo↗

Multigrid solution of the Euler equations on unstructured and adaptive meshes

A multigrid algorithm has been developed for solving the steady-state Euler equations in two dimensions on unstructured triangular meshes. The method assumes the various coarse and fine grids of the multigrid sequence to be independent of one another, thus decoupling the grid generation procedure from the multigrid algorithm. The transfer of variables between the various meshes employs a tree-search algorithm which rapidly identifies regions of overlap between coarse and fine grid cells. Finer meshes are obtained either by regenerating new globally refined meshes, or by adaptively refining the previous coarser mesh. For both cases, the observed convergence rates are comparable to those obtained with structured multigrid Euler solvers. The adaptively generated meshes are shown to produce solutions of higher accuracy with fewer mesh points.

Mavriplis, Dimitri↗