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At least 55 records · Page 3

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.↗

An improved multilevel optimization approach for the design of complex engineering systems

Multilevel optimization methods are being considered for the design of complex systems on distributed networks of computers or even parallel processors. An obstacle to the use of multilevel methods is that they can be computationally expensive because of the cycling necessary to account for the coupling between the subproblems. This research effort aims at increasing the efficiency of multilevel optimization by adapting two techniques that are widely used in conventional one-level optimization: constraint approximation and temporary constraint deletion. These improvements are implemented and tested on three-, ten- and 52-bar planar truss designs. The results show that for larger problems (approximately 100 design variables and larger), the cost of analysis dominates the total cost so that multilevel optimization is no more expensive than one-level optimization. If parallel processing is used or the analysis process itself is decomposed, then multilevel optimization stands to become more economical than one-level optimization.

Barthelemy, J.-F. M.↗

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.↗

Multilevel algorithms for nonlinear optimization

Multidisciplinary design optimization (MDO) gives rise to nonlinear optimization problems characterized by a large number of constraints that naturally occur in blocks. We propose a class of multilevel optimization methods motivated by the structure and number of constraints and by the expense of the derivative computations for MDO. The algorithms are an extension to the nonlinear programming problem of the successful class of local Brown-Brent algorithms for nonlinear equations. Our extensions allow the user to partition constraints into arbitrary blocks to fit the application, and they separately process each block and the objective function, restricted to certain subspaces. The methods use trust regions as a globalization strategy, and they have been shown to be globally convergent under reasonable assumptions. The multilevel algorithms can be applied to all classes of MDO formulations. Multilevel algorithms for solving nonlinear systems of equations are a special case of the multilevel optimization methods. In this case, they can be viewed as a trust-region globalization of the Brown-Brent class.

Alexandrov, Natalia↗

Multigrid Algorithms with Projection and Prolongation over Elements of the Phase Space for K-Eigenvalue Transport Problems

This paper describes new multilevel acceleration methods for solving the multigroup neu- tron transport eigenvalue problems. These multilevel algorithms use different projection and prolongation operators in the phase space. The Nonlinear Diffusion Acceleration (NDA) method with multiple grids in energy is formulated with the prolongation oper- ator based on multiplication iterative correction and linear-in-energy mapping. Another multilevel NDA method uses the projection operator with coarsening in energy between the high-order transport and low-order NDA equations. The third algorithm is formu- lated with the partial-current based CMFD low-order equations and applies projection operators in space and energy. The numerical results are presented.

Cornejo, Luke↗

Integrated control/structure optimization by multilevel decomposition

A method for integrated control/structure optimization by multilevel decomposition is presented. It is shown that several previously reported methods were actually partial decompositions wherein only the control was decomposed into a subsystem design. One of these partially decomposed problems was selected as a benchmark example for comparison. The system is fully decomposed into structural and control subsystem designs and an improved design is produced. Theory, implementation, and results for the method are presented and compared with the benchmark example.

Zeiler, Thomas A.↗

Integrated control/structure optimization by multilevel decomposition

A method for integrated control/structure optimization by multilevel decomposition is presented. It is shown that several previously reported methods were actually partial decompositions wherein only the control was decomposed into a subsystem design. One of these partially decomposed problems was selected as a benchmark example for comparison. The present paper fully decomposes the system into structural and control subsystem designs and produces an improved design. Theory, implementation, and results for the method are presented and compared with the benchmark example.

Zeiler, Thomas A.↗

Theoretical and software considerations for general dynamic analysis using multilevel substructured models

The dynamic analysis of complex structural systems using the finite element method and multilevel substructured models is presented. The fixed-interface method is selected for substructure reduction because of its efficiency, accuracy, and adaptability to restart and reanalysis. This method is extended to reduction of substructures which are themselves composed of reduced substructures. The implementation and performance of the method in a general purpose software system is emphasized. Solution algorithms consistent with the chosen data structures are presented. It is demonstrated that successful finite element software requires the use of software executives to supplement the algorithmic language. The complexity of the implementation of restart and reanalysis porcedures illustrates the need for executive systems to support the noncomputational aspects of the software. It is shown that significant computational efficiencies can be achieved through proper use of substructuring and reduction technbiques without sacrificing solution accuracy. The restart and reanalysis capabilities and the flexible procedures for multilevel substructured modeling gives economical yet accurate analyses of complex structural systems.

Schmidt, R. J.↗

Structural optimization by multilevel decomposition

A method is described for decomposing an optimization problem into a set of subproblems and a coordination problem which preserves coupling between the subproblems. The method is introduced as a special case of multilevel, multidisciplinary system optimization and its algorithm is fully described for two level optimization for structures assembled of finite elements of arbitrary type. Numerical results are given for an example of a framework to show that the decomposition method converges and yields results comparable to those obtained without decomposition. It is pointed out that optimization by decomposition should reduce the design time by allowing groups of engineers, using different computers to work concurrently on the same large problem.

Sobieszczanski-Sobieski, J.↗

Space construction base control system

Several approaches for an attitude control system are studied and developed for a large space construction base that is structurally flexible. Digital simulations were obtained using the following techniques: (1) the multivariable Nyquist array method combined with closed loop pole allocation, (2) the linear quadratic regulator method. Equations for the three-axis simulation using the multilevel control method were generated and are presented. Several alternate control approaches are also described. A technique is demonstrated for obtaining the dynamic structural properties of a vehicle which is constructed of two or more submodules of known dynamic characteristics.

Kaczynski, R. F.↗

A multilevel control system for the large space telescope

A multilevel scheme was proposed for control of Large Space Telescope (LST) modeled by a three-axis-six-order nonlinear equation. Local controllers were used on the subsystem level to stabilize motions corresponding to the three axes. Global controllers were applied to reduce (and sometimes nullify) the interactions among the subsystems. A multilevel optimization method was developed whereby local quadratic optimizations were performed on the subsystem level, and global control was again used to reduce (nullify) the effect of interactions. The multilevel stabilization and optimization methods are presented as general tools for design and then used in the design of the LST Control System. The methods are entirely computerized, so that they can accommodate higher order LST models with both conceptual and numerical advantages over standard straightforward design techniques.

D D Siljak↗

Multigrid methods for flow transition in three-dimensional boundary layers with surface roughness

The efficient multilevel adaptive method has been successfully applied to perform direct numerical simulations (DNS) of flow transition in 3-D channels and 3-D boundary layers with 2-D and 3-D isolated and distributed roughness in a curvilinear coordinate system. A fourth-order finite difference technique on stretched and staggered grids, a fully-implicit time marching scheme, a semi-coarsening multigrid method associated with line distributive relaxation scheme, and an improved outflow boundary-condition treatment, which needs only a very short buffer domain to damp all order-one wave reflections, are developed. These approaches make the multigrid DNS code very accurate and efficient. This allows us not only to be able to do spatial DNS for the 3-D channel and flat plate at low computational costs, but also to do spatial DNS for transition in the 3-D boundary layer with 3-D single and multiple roughness elements, which would have extremely high computational costs with conventional methods. Numerical results show good agreement with the linear stability theory, the secondary instability theory, and a number of laboratory experiments. The contribution of isolated and distributed roughness to transition is analyzed.

Liu, Chaoqun↗

High-order accurate solutions of the point kinetics equations with the spectral deferred correction method

Solving initial value problems with higher-order methods can improve the accuracy of the simulation results or the efficiency of the calculation. In this paper, we apply the spectral deferred correction (SDC) method to solve the initial value problem of the point kinetics equations (PKE). SDC is a stable, robust, and efficient high-order time-integration method capable of an arbitrary order of accuracy. For our implementation we show that it is A-stable for orders up to 8 and the order of accuracy is verified for PKE problems with a range of different reactivities. A 5.-order SDC method was then implemented to solve the exact PKE (EPKE) in the Transient Multilevel (TML) method of MPACT. The error from solutions of the EPKE is shown to be negligible. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Multigrid techniques for the solution of the passive scalar advection-diffusion equation

The solution of elliptic passive scalar advection-diffusion equations is required in the analysis of many turbulent flow and convective heat transfer problems. The accuracy of the solution may be affected by the presence of regions containing large gradients of the dependent variables. The multigrid concept of local grid refinement is a method for improving the accuracy of the calculations in these problems. In combination with the multilevel acceleration techniques, an accurate and efficient computational procedure is developed. In addition, a robust implementation of the QUICK finite-difference scheme is described. Calculations of a test problem are presented to quantitatively demonstrate the advantages of the multilevel-multigrid method.

Phillips, R. E.↗

Multilevel Monte Carlo Predictions of First Passage Times in Three-Dimensional Discrete Fracture Networks: A Graph-Based Approach

In this paper, we present a method combining multilevel Monte Carlo (MLMC) and a graph-based primary subnetwork identification algorithm to provide estimates of the mean and variance of the distribution of first passage times in fracture media at significantly lower computational cost than standard Monte Carlo (MC) methods. Simulations of solute transport are performed using a discrete fracture network (DFN), and instead of using various grid resolutions for levels in the MLMC, which is standard practice in MLMC, we identify a hierarchy of subnetworks in the DFN based on the shortest topological paths through the network using a graph-based method. While the mean of these ensembles is of critical importance, the variance is also essential in fractured media where uncertainty is an overarching theme, and understanding variability across an ensemble is a requirement for safety assessments. The method provides good estimates of the mean and variance at two orders of magnitude lower computational cost than MC.

54 ENVIRONMENTAL SCIENCES↗