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DOE OSTI2016

Annual Copper Mountain Conferences on Multigrid and Iterative Methods, Copper Mountain, Colorado

This project supported the Copper Mountain Conference on Multigrid and Iterative Methods, held from 2007 to 2015, at Copper Mountain, Colorado. The subject of the Copper Mountain Conference Series alternated between Multigrid Methods in odd-numbered years and Iterative Methods in even-numbered years. Begun in 1983, the Series represents an important forum for the exchange of ideas in these two closely related fields. This report describes the Copper Mountain Conference on Multigrid and Iterative Methods, 2007-2015. Information on the conference series is available at http://grandmaster.colorado.edu/~copper/.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗
DOE OSTI2025

Chiral rank-$k$ truncations for the multigrid preconditioner of Wilson fermions in lattice QCD

We present a modification to the setup algorithm for the multigrid preconditioner of Wilson fermions in lattice QCD. A larger number of test vectors than that used in conventional multigrid is generated by the smoother. This set of test vectors is then truncated by a singular value decomposition on the chiral components of the test vectors, which are subsequently used to form the prolongation and restriction matrices of the multigrid hierarchy. This modification is demonstrated to improve the convergence of linear equations on an anisotropic lattice with 𝑚𝜋 ≈ 280 MeV from the Hadron Spectrum Collaboration and an isotropic lattice with 𝑚𝜋 ≈ 220 MeV from the MILC Collaboration. The lattice volume dependence of the method is also examined.

Whyte, Travis [Jülich Supercomputing Center, Jülic↗
DOE OSTI2017

Two-Level Convergence Theory for Multigrid Reduction in Time (MGRIT)

Here we develop a two-grid convergence theory for the parallel-in-time scheme known as multigrid reduction in time (MGRIT), as it is implemented in the open-source package [XBraid: Parallel Multigrid in Time, http://llnl.gov/casc/xbraid]. MGRIT is a scalable and multilevel approach to parallel-in-time simulations that nonintrusively uses existing time-stepping schemes, and in a specific two-level setting it is equivalent to the widely known parareal algorithm. The goal of this paper is twofold. First, we present a two-level MGRIT convergence analysis for linear problems where the spatial discretization matrix can be diagonalized, and then apply this analysis to our two basic model problems, the heat equation and the advection equation. One important assumption is that the coarse and fine time-grid propagators can be diagaonalized by the same set of eigenvectors, which is often the case when the same spatial discretization operator is used on the coarse and fine time grids. In many cases, the MGRIT algorithm is guaranteed to converge, and we demonstrate numerically that the theoretically predicted convergence rates are sharp in practice for our model problems. Second, we explore how the convergence of MGRIT compares to the stability of the chosen time-stepping scheme. In particular, we demonstrate that a stable time-stepping scheme does not necessarily imply convergence of MGRIT, although MGRIT with FCF-relaxation always converges for the diffusion dominated problems considered here.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

A Scalable Multigrid Reduction Framework for Multiphase Poromechanics of Heterogeneous Media

Simulation of multiphase poromechanics involves solving a multiphysics problem in which multiphase flow and transport are tightly coupled with the porous medium deformation. To capture this dynamic interplay, fully implicit methods, also known as monolithic approaches, are usually preferred. The main bottleneck of a monolithic approach is that it requires solution of large linear systems that result from the discretization and linearization of the governing balance equations. Because such systems are nonsymmetric, indefinite, and highly ill-conditioned, preconditioning is critical for fast convergence. Recently, most efforts in designing efficient preconditioners for multiphase poromechanics have been dominated by physics-based strategies. Current state-of-the-art “black-box” solvers such as algebraic multigrid (AMG) are ineffective because they cannot effectively capture the strong coupling between the mechanics and the flow subproblems, as well as the coupling inherent in the multiphase flow and transport process. In this work, we develop an algebraic framework based on multigrid reduction (MGR) that is suited for tightly coupled systems of PDEs. Using this framework, the decoupling between the equations is done algebraically through defining appropriate interpolation and restriction operators. One can then employ existing solvers for each of the decoupled blocks or design a new solver based on knowledge of the physics. We demonstrate the applicability of our framework when used as a “black-box” solver for multiphase poromechanics. Here, we show that the framework is flexible to accommodate a wide range of scenarios, as well as efficient and scalable for large problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Multigrid Reduction in Time for Chaotic Dynamical Systems

As CPU clock speeds have stagnated and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes can be a significant bottleneck, as many types of simulations require large numbers of time-steps which must be computed sequentially. Parallel-in-time schemes, such as the Multigrid Reduction in Time (MGRIT) method, remedy this by parallelizing across time-steps and have shown promising results for parabolic problems. However, chaotic problems have proved more difficult, since chaotic initial value problems (IVPs) are inherently ill-conditioned. MGRIT relies on a hierarchy of successively coarser time-grids to iteratively correct the solution on the finest time-grid, but due to the nature of chaotic systems, small inaccuracies on the coarser levels can be greatly magnified and lead to poor coarse-grid corrections. Here we introduce a modified MGRIT algorithm based on an existing quadratically converging nonlinear extension to the multigrid Full Approximation Scheme (FAS), as well as a novel time-coarsening scheme. Together, these approaches better capture long-term chaotic behavior on coarse-grids and greatly improve convergence of MGRIT for chaotic IVPs. Further, we introduce a novel low-memory variant of the algorithm for solving chaotic PDEs with MGRIT which not only solves the IVP, but also provides estimates for the unstable Lyapunov vectors of the system. Finally, we provide supporting numerical results for the Lorenz system and demonstrate parallel speedup for the chaotic Kuramoto–Sivashinsky PDE over a significantly longer time-domain than in previous works.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Parallel performance of algebraic multigrid domain decomposition

Algebraic multigrid (AMG) is a widely used scalable solver and preconditioner for large-scale linear systems resulting from the discretization of a wide class of elliptic PDEs. While AMG has optimal computational complexity, the cost of communication has become a significant bottleneck that limits its scalability as processor counts continue to grow on modern machines. This article examines the design, implementation, and parallel performance of a novel algorithm, algebraic multigrid domain decomposition (AMG-DD), designed specifically to limit communication. The goal of AMG-DD is to provide a low-communication alternative to standard AMG V-cycles by trading some additional computational overhead for a significant reduction in communication cost. Numerical results show that AMG-DD achieves superior accuracy per communication cost compared with AMG, and speedup over AMG is demonstrated on a large GPU cluster.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Multigrid methods with space–time concurrency

Here, we consider the comparison of multigrid methods for parabolic partial differential equations that allow space–time concurrency. With current trends in computer architectures leading towards systems with more, but not faster, processors, space–time concurrency is crucial for speeding up time-integration simulations. In contrast, traditional time-integration techniques impose serious limitations on parallel performance due to the sequential nature of the time-stepping approach, allowing spatial concurrency only. This paper considers the three basic options of multigrid algorithms on space–time grids that allow parallelism in space and time: coarsening in space and time, semicoarsening in the spatial dimensions, and semicoarsening in the temporal dimension. We develop parallel software and performance models to study the three methods at scales of up to 16K cores and introduce an extension of one of them for handling multistep time integration. We then discuss advantages and disadvantages of the different approaches and their benefit compared to traditional space-parallel algorithms with sequential time stepping on modern architectures.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Scalable DPG multigrid solver for Helmholtz problems: A study on convergence

This paper presents a scalable multigrid preconditioner targeting large-scale systems arising from discontinuous Petrov–Galerkin (DPG) discretizations of high-frequency wave operators. This work is built on previously developed multigrid preconditioning techniques of Petrides and Demkowicz (Comput. Math. Appl. 87 (2021) pp. 12–26) and extends the convergence results from $\mathscr{O}$(10 7 ) degrees of freedom (DOFs) to $\mathscr{O}$(10 9 ) DOFs using a new scalable parallel MPI/OpenMP implementation. Novel contributions of this paper include an alternative definition of coarse-grid systems based on restriction of fine-grid operators, yielding superior convergence results. In the uniform refinement setting, a detailed convergence study is provided, demonstrating h and p robust convergence and linear scaling with respect to the wave frequency. Finally, the paper concludes with numerical results on hp -adaptive simulations including a large-scale seismic modeling benchmark problem with high material contrast.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Multigrid treatment of implicit continuum diffusion

Implicit treatment of diffusive terms of various differential orders common in continuum mechanics modeling, such as computational fluid dynamics, is investigated with spectral and multigrid algorithms in non-periodic 2D domains. In doubly periodic time dependent problems these terms are handled efficiently by spectral methods, but in non-periodic systems solved with distributed memory parallel computing and 2D domain decomposition, this efficiency is lost for a large number of processors. Here, we built and present here a multigrid algorithm for these types of problems that outperforms a spectral solution employing the highly optimized FFTW library. This solver is suitable for high performance computing and may be able to efficiently treat implicit diffusion of arbitrary order by introducing auxiliary equations of lower order. We test these solvers for fourth and sixth order diffusion with harmonic test functions as well as turbulent 2D magnetohydrodynamic simulations. It is also shown that an anisotropic operator without mixed-derivative terms improves model accuracy and speed, and we examine the impact that the various diffusion operators have on the energy, the enstrophy, and the qualitative aspect of a simulation.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2019

FFT, FMM, and multigrid on the road to exascale: Performance challenges and opportunities

FFT, FMM, and multigrid methods are widely used fast and highly scalable solvers for elliptic PDEs. However, emerging large-scale computing systems are introducing challenges in comparison to current petascale computers. Recent efforts (Dongarra et al. 2011) have identified several constraints in the design of exascale software that include massive concurrency, resilience management, exploiting the high performance of heterogeneous systems, energy efficiency, and utilizing the deeper and more complex memory hierarchy expected at exascale. In this paper, we perform a model-based comparison of the FFT, FMM, and multigrid methods in the context of these projected constraints. Finally, we use performance models to offer predictions about the expected performance on upcoming exascale system configurations based on current technology trends.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Accelerating Multigrid-based Hierarchical Scientific Data Refactoring on GPUs

Rapid growth in scientific data and a widening gap between computational speed and I/O bandwidth make it increasingly infeasible to store and share all data produced by scientific simulations. Instead, we need methods for reducing data volumes: ideally, methods that can scale data volumes adaptively so as to enable negotiation of performance and fidelity tradeoffs in different situations. Multigrid-based hierarchical data representations hold promise as a solution to this problem, allowing for flexible conversion between different fidelities so that, for example, data can be created at high fidelity and then transferred or stored at lower fidelity via logically simple and mathematically sound operations. However, the effective use of such representations has been hindered until now by the relatively high costs of creating, accessing, reducing, and otherwise operating on such representations. We describe here highly optimized data refactoring kernels for GPU accelerators that enable efficient creation and manipulation of data in multigrid-based hierarchical forms. We demonstrate that our optimized design can achieve up to 250 TB/s aggregated data refactoring throughput—83% of theoretical peak—on 1024 nodes of the Summit supercomputer. We showcase our optimized design by applying it to a large-scale scientific visualization workflow and the MGARD lossy compression software.

Data refactoring↗
DOE OSTI2017

Algebraic Multigrid Preconditioners for Multiphase Flow in Porous Media

Multiphase flow is a critical process in a wide range of applications, including carbon sequestration, contaminant remediation, and groundwater management. Typically, this process is modeled by a nonlinear system of partial differential equations derived by considering the mass conservation of each phase (e.g., oil, water), along with constitutive laws for the relationship of phase velocity to phase pressure. In this study, we develop and study efficient solution algorithms for solving the algebraic systems of equations derived from a fully coupled and time-implicit treatment of models of multiphase flow. We explore the performance of several preconditioners based on algebraic multigrid (AMG) for solving the linearized problem, including “black-box” AMG applied directly to the system, a new version of constrained pressure residual multigrid (CPR-AMG) preconditioning, and a new preconditioner derived using an approximate Schur complement arising from the block factorization of the Jacobian. Finally, we show that the new methods are the most robust with respect to problem character, as determined by varying effects of capillary pressures, and we show that the block factorization preconditioner both is efficient and scales optimally with problem size.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Parallel-In-Time Multigrid with Adaptive Spatial Coarsening for The Linear Advection and Inviscid Burgers Equations

We apply a multigrid reduction-in-time (MGRIT) algorithm to hyperbolic partial differential equations in one spatial dimension. This study is motivated by the observation that sequential time-stepping is a computational bottleneck when attempting to implement highly concurrent algorithms; thus parallel-in-time methods are desirable. MGRIT adds parallelism by using a hierarchy of successively coarser temporal levels to accelerate the solution on the finest level. In the case of explicit time-stepping, spatial coarsening is a suitable approach to ensure that stability conditions are satisfied on all levels, and it may be useful for implicit time-stepping by producing cheaper multigrid cycles. Unfortunately, uniform spatial coarsening results in extremely slow convergence when the wave speed is near zero, even if only locally. We present an adaptive spatial coarsening strategy that addresses this issue for the variable coefficient linear advection equation and the inviscid Burgers equation using first-order explicit or implicit time-stepping methods. Serial numerical results show this method offers significant improvements over uniform coarsening and is convergent for the inviscid Burgers equation with and without shocks. Parallel scaling tests on up to 128K cores indicate that run-time improvements over serial time-stepping strategies are possible when spatial parallelism alone saturates, and that scalability is robust for oscillatory solutions which change on the scale of the grid spacing.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Monolithic Multigrid for a Reduced-Quadrature Discretization of Poroelasticity

Advanced finite-element discretizations and preconditioners for models of poroelasticity have attracted significant attention in recent years. The equations of poroelasticity offer significant challenges in both areas, due to the potentially strong coupling between unknowns in the system, saddle-point structure, and the need to account for wide ranges of parameter values, including limiting behavior such as incompressible elasticity. This paper was motivated by an attempt to develop monolithic multigrid preconditioners for the discretization developed in [C. Rodrigo et al., Comput. Methods App. Mech. Engrg, 341 (2018), pp. 467--484]; we show here why this is a difficult task and, as a result, we modify the discretization in [Rodrigo et al.] through the use of a reduced-quadrature approximation, yielding a more “solver-friendly” discretization. Local Fourier analysis is used to optimize parameters in the resulting monolithic multigrid method, allowing a fair comparison between the performance and costs of methods based on Vanka and Braess--Sarazin relaxation. Further, numerical results are presented to validate the local Fourier analysis predictions and demonstrate efficiency of the algorithms. Finally, a comparison to existing block-factorization preconditioners is also given.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Is the Multigrid Method Fault Tolerant? The Two-Grid Case

The predicted reduced resiliency of next-generation high performance computers means that it will become necessary to take into account the effects of randomly occurring faults on numerical methods. Further, in the event of a hard fault occurring, a decision has to be made as to what remedial action should be taken in order to resume the execution of the algorithm. The action that is chosen can have a dramatic effect on the performance and characteristics of the scheme. Ideally, the resulting algorithm should be subjected to the same kind of mathematical analysis that was applied to the original, deterministic variant. The purpose of this work is to provide an analysis of the behaviour of the multigrid algorithm in the presence of faults. Multigrid is arguably the method of choice for the solution of large-scale linear algebra problems arising from discretization of partial differential equations and it is of considerable importance to anticipate its behaviour on an exascale machine. The analysis of resilience of algorithms is in its infancy and the current work is perhaps the first to provide a mathematical model for faults and analyse the behaviour of a state-of-the-art algorithm under the model. It is shown that the Two Grid Method fails to be resilient to faults. Attention is then turned to identifying the minimal necessary remedial action required to restore the rate of convergence to that enjoyed by the ideal fault-free method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Algebraic multigrid preconditioning of the Hessian in optimization constrained by a partial differential equation

Summary We construct an algebraic multigrid (AMG) based preconditioner for the reduced Hessian of a linear‐quadratic optimization problem constrained by an elliptic partial differential equation. While the preconditioner generalizes a geometric multigrid preconditioner introduced in earlier works, its construction relies entirely on a standard AMG infrastructure built for solving the forward elliptic equation, thus allowing for it to be implemented using a variety of AMG methods and standard packages. Our analysis establishes a clear connection between the quality of the preconditioner and the AMG method used. The proposed strategy has a broad and robust applicability to problems with unstructured grids, complex geometry, and varying coefficients. The method is implemented using the Hypre package and several numerical examples are presented.

Barker, Andrew T.↗
DOE OSTI2017

Is the Multigrid Method Fault Tolerant? The Two-Grid Case

The predicted reduced resiliency of next-generation high performance computers means that it will become necessary to take into account the effects of randomly occurring faults on numerical methods. Further, in the event of a hard fault occurring, a decision has to be made as to what remedial action should be taken in order to resume the execution of the algorithm. The action that is chosen can have a dramatic effect on the performance and characteristics of the scheme. Ideally, the resulting algorithm should be subjected to the same kind of mathematical analysis that was applied to the original, deterministic variant. The purpose of this work is to provide the first rigorous analysis of the behavior of the multigrid algorithm in the presence of faults. Specifically, we prove estimates on the behavior of the Two Grid Method similar to the classical asymptotic results. Multigrid is arguably the method of choice for the solution of large-scale linear algebra problems arising from discretization of partial differential equations, and it is of considerable importance to anticipate its behavior on an exascale machine. The analysis of resilience of algorithms is in its infancy, and the current work is perhaps the first to provide a mathematical model for faults and analyze the behavior of a state-of-the-art algorithm under the model. It is shown that the Two Grid Method fails to be resilient to faults. Attention is then turned to identifying the minimal necessary remedial action required to restore the rate of convergence to that enjoyed by the ideal fault-free method.

Mathematics↗
DOE OSTI2022

Asynchronous Truncated Multigrid-Reduction-in-Time

In this paper, we present the new “asynchronous truncated multigrid-reduction-in-time” (AT-MGRIT) algorithm for introducing time parallelism to the solution of discretized time-dependent problems. The new algorithm is based on the multigrid-reduction-in-time (MGRIT) approach, which, in certain settings, is equivalent to another common multilevel parallel-in-time method, Parareal. In contrast to Parareal and MGRIT that both consider a global temporal grid over the entire time interval on the coarsest level, the AT-MGRIT algorithm uses truncated local time grids on the coarsest level, each grid covering certain temporal subintervals. Further, these local grids can be solved completely in an independent way from each other, which reduces the sequential part of the algorithm and, thus, increases parallelism in the method. Here, we study the effect of using truncated local coarse grids on the convergence of the algorithm, both theoretically and numerically, and show, using challenging nonlinear problems, that the new algorithm consistently outperforms classical Parareal/MGRIT in terms of time to solution.

97 MATHEMATICS AND COMPUTING↗