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At least 91 records · Page 5

A low-rank solver for the stochastic unsteady Navier–Stokes problem

Here we study a low-rank iterative solver for the unsteady Navier–Stokes equations for incompressible flows with a stochastic viscosity. The equations are discretized using the stochastic Galerkin method, and we consider an all-at-once formulation where the algebraic systems at all the time steps are collected and solved simultaneously. The problem is linearized with Picard’s method. To efficiently solve the linear systems at each step, we use low-rank tensor representations within the Krylov subspace method, which leads to significant reductions in storage requirements and computational costs. Combined with effective mean-based preconditioners and the idea of inexact solve, we show that only a small number of linear iterations are needed at each Picard step. The proposed algorithm is tested with a model of flow in a two-dimensional symmetric step domain with different settings to demonstrate the computational efficiency.

97 MATHEMATICS AND COMPUTING↗

Summer Proceedings 2016: The Center for Computing Research at Sandia National Laboratories

Solving sparse linear systems from the discretization of elliptic partial differential equations (PDEs) is an important building block in many engineering applications. Sparse direct solvers can solve general linear systems, but are usually slower and use much more memory than effective iterative solvers. To overcome these two disadvantages, a hierarchical solver (LoRaSp) based on H2-matrices was introduced in [22]. Here, we have developed a parallel version of the algorithm in LoRaSp to solve large sparse matrices on distributed memory machines. On a single processor, the factorization time of our parallel solver scales almost linearly with the problem size for three-dimensional problems, as opposed to the quadratic scalability of many existing sparse direct solvers. Moreover, our solver leads to almost constant numbers of iterations, when used as a preconditioner for Poisson problems. On more than one processor, our algorithm has significant speedups compared to sequential runs. With this parallel algorithm, we are able to solve large problems much faster than many existing packages as demonstrated by the numerical experiments.

97 MATHEMATICS AND COMPUTING↗

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↗

Fast Multilevel Solvers for a Class of Discrete Fourth Order Parabolic Problems

In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to construct efficient preconditioners. We provide eigenvalue analysis for the preconditioned system and estimate the convergence rate of the preconditioned GMRes method. Furthermore, we show that these preconditioners only need to be solved inexactly by optimal multigrid algorithms. Our numerical examples indicate that the proposed preconditioners are very efficient and robust with respect to both discretization parameters and diffusion coefficients. We also investigate the performance of multigrid algorithms with either collective smoothers or distributive smoothers when solving the preconditioner systems.

97 MATHEMATICS AND COMPUTING↗

On the Convergence of Inexact Predictor-Corrector Methods for Linear Programming

Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear system of equations at each iteration. In common applications of linear programming, particularly in machine learning and scientific computing, the size of this linear system can become prohibitively large, requiring the use of iterative solvers, which provide an approximate solution to the linear system. However, approximately solving the linear system at each iteration of an IPM invalidates the theoretical guarantees of common IPM analyses. To remedy this, we theoretically and empirically analyze (slightly modified) predictor-corrector IPMs when using approximate linear solvers: our approach guarantees that, when certain conditions are satisfied, the number of IPM iterations does not increase and that the final solution remains feasible. We also provide practical instantiations of approximate linear solvers that satisfy these conditions for special classes of constraint matrices using randomized linear algebra.

Dexter, Gregory↗

Multigrid in energy preconditioner for Krylov solvers

We have added a new multigrid in energy (MGE) preconditioner to the Denovo discrete-ordinates radiation transport code. This preconditioner takes advantage of a new multilevel parallel decomposition. A multigroup Krylov subspace iterative solver that is decomposed in energy as well as space-angle forms the backbone of the transport solves in Denovo. The space-angle-energy decomposition facilitates scaling to hundreds of thousands of cores. The multigrid in energy preconditioner scales well in the energy dimension and significantly reduces the number of Krylov iterations required for convergence. This preconditioner is well-suited for use with advanced eigenvalue solvers such as Rayleigh Quotient Iteration and Arnoldi.

97 MATHEMATICS AND COMPUTING↗

A parallel strategy for density functional theory computations on accelerated nodes

Using the Löwdin orthonormalization of tall-skinny matrices as a proxy-app for wavefunction-based Density Functional Theory solvers, we investigate a distributed memory parallel strategy focusing on Graphics Processing Unit (GPU)-accelerated nodes as available on some of the top ranked supercomputers at the present time. Here we present numerical results in the strong limit regime, as it is particularly relevant for First-Principles Molecular Dynamics. We also examine how matrix product-based iterative solvers provide a competitive alternative to dense eigensolvers on GPUs, allowing to push the strong scaling limit of these computations to a larger number of distributed tasks. Our strategy, which relies on replicated Gram matrices and efficient collective communications using the NCCL library, leads to a time-to-solution under 0.5 s for the Löwdin orthonormalization of a tall-skinny matrix of 3000 columns on Summit at Oak Ridge Leadership Facility (OLCF). Given the similarity in computational operations between one iteration of a DFT solver and this proxy-app, this shows the possibility of solving accurately the DFT equations well under a minute for 3000 electronic wave functions, and thus perform First-Principles molecular dynamics of physical systems much larger than traditionally solved on CPU systems.

97 MATHEMATICS AND COMPUTING↗

Quantum annealing for systems of polynomial equations

Abstract Numerous scientific and engineering applications require numerically solving systems of equations. Classically solving a general set of polynomial equations requires iterative solvers, while linear equations may be solved either by direct matrix inversion or iteratively with judicious preconditioning. However, the convergence of iterative algorithms is highly variable and depends, in part, on the condition number. We present a direct method for solving general systems of polynomial equations based on quantum annealing, and we validate this method using a system of second-order polynomial equations solved on a commercially available quantum annealer. We then demonstrate applications for linear regression, and discuss in more detail the scaling behavior for general systems of linear equations with respect to problem size, condition number, and search precision. Finally, we define an iterative annealing process and demonstrate its efficacy in solving a linear system to a tolerance of 10 −8 .

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

An investigation of Newton-Sketch and subsampled Newton methods

Sketching, a dimensionality reduction technique, has received much attention in the statistics community. In this paper, we study sketching in the context of Newton's method for solving finite-sum optimization problems in which the number of variables and data points are both large. In this work, we study two forms of sketching that perform dimensionality reduction in data space: Hessian subsampling and randomized Hadamard transformations. Each has its own advantages, and their relative tradeoffs have not been investigated in the optimization literature. Additionally, our study focuses on practical versions of the two methods in which the resulting linear systems of equations are solved approximately, at every iteration, using an iterative solver. The advantages of using the conjugate gradient method vs. a stochastic gradient iteration are revealed through a set of numerical experiments, and a complexity analysis of the Hessian subsampling method is presented.

97 MATHEMATICS AND COMPUTING↗

HyKKT: a hybrid direct-iterative method for solving KKT linear systems

Here, we propose a solution strategy for the large indefinite linear systems arising in interior methods for nonlinear optimization. The method is suitable for implementation on hardware accelerators such as graphical processing units (GPUs). The current gold standard for sparse indefinite systems is the LBLT factorization where L is a lower triangular matrix and B is 1×1 or 2×2 block diagonal. However, this requires pivoting, which substantially increases communication cost and degrades performance on GPUs. Our approach solves a large indefinite system by solving multiple smaller positive definite systems, using an iterative solver on the Schur complement and an inner direct solve (via Cholesky factorization) within each iteration. Cholesky is stable without pivoting, thereby reducing communication and allowing reuse of the symbolic factorization. We demonstrate the practicality of our approach on large optimal power flow problems and show that it can efficiently utilize GPUs and outperform LBL T factorization of the full system.

97 MATHEMATICS AND COMPUTING↗

TH-AB-BRA-09: Stability Analysis of a Novel Dose Calculation Algorithm for MRI Guided Radiotherapy

Purpose: To determine the iterative deterministic solution stability of the Linear Boltzmann Transport Equation (LBTE) in the presence of magnetic fields. Methods: The LBTE with magnetic fields under investigation is derived using a discrete ordinates approach. The stability analysis is performed using analytical and numerical methods. Analytically, the spectral Fourier analysis is used to obtain the convergence rate of the source iteration procedures based on finding the largest eigenvalue of the iterative operator. This eigenvalue is a function of relevant physical parameters, such as magnetic field strength and material properties, and provides essential information about the domain of applicability required for clinically optimal parameter selection and maximum speed of convergence. The analytical results are reinforced by numerical simulations performed using the same discrete ordinates method in angle, and a discontinuous finite element spatial approach. Results: The spectral radius for the source iteration technique of the time independent transport equation with isotropic and anisotropic scattering centers inside infinite 3D medium is equal to the ratio of differential and total cross sections. The result is confirmed numerically by solving LBTE and is in full agreement with previously published results. The addition of magnetic field reveals that the convergence becomes dependent on the strength of magnetic field, the energy group discretization, and the order of anisotropic expansion. Conclusion: The source iteration technique for solving the LBTE with magnetic fields with the discrete ordinates method leads to divergent solutions in the limiting cases of small energy discretizations and high magnetic field strengths. Future investigations into non-stationary Krylov subspace techniques as an iterative solver will be performed as this has been shown to produce greater stability than source iteration. Furthermore, a stability analysis of a discontinuous finite element space-angle approach (which has been shown to provide the greatest stability) will also be investigated. Dr. B Gino Fallone is a co-founder and CEO of MagnetTx Oncology Solutions (under discussions to license Alberta bi-planar linac MR for commercialization)

60 APPLIED LIFE SCIENCES↗

An Easy Method To Accelerate An Iterative Algebraic Equation Solver

This article proposes to add a simple term to an iterative algebraic equation solver with an order n convergence rate, and to raise the order of convergence to (2n - 1). In particular, a simple algebraic equation solver with the 5th order convergence but uses only 4 function values in each iteration, is described in details. When this scheme is applied to a Newton-Raphson method of the quadratic convergence for a system of algebraic equations, a cubic convergence can be achieved with an low overhead cost of function evaluation that can be ignored as the size of the system increases.

97 MATHEMATICS AND COMPUTING↗

ELSI — An open infrastructure for electronic structure solvers

Routine applications of electronic structure theory to molecules and periodic systems need to compute the electron density from given Hamiltonian and, in case of non-orthogonal basis sets, overlap matrices. System sizes can range from few to thousands or, in some examples, millions of atoms. Different discretization schemes (basis sets) and different system geometries (finite non-periodic vs. infinite periodic boundary conditions) yield matrices with different structures. The ELectronic Structure Infrastructure (ELSI) project provides an open-source software interface to facilitate the implementation and optimal use of high-performance solver libraries covering cubic scaling eigensolvers, linear scaling density-matrix-based algorithms, and other reduced scaling methods in between. In this paper, we present recent improvements and developments inside ELSI, mainly covering (1) new solvers connected to the interface, (2) matrix layout and communication adapted for parallel calculations of periodic and/or spin-polarized systems, (3) routines for density matrix extrapolation in geometry optimization and molecular dynamics calculations, and (4) general utilities such as parallel matrix I/O and JSON output. The ELSI interface has been integrated into four electronic structure code projects (DFTB+, DGDFT, FHI-aims, SIESTA), allowing us to rigorously benchmark the performance of the solvers on an equal footing. Based on results of a systematic set of large-scale benchmarks performed with Kohn–Sham density-functional theory and density-functional tight-binding theory, we identify factors that strongly affect the efficiency of the solvers, and propose a decision layer that assists with the solver selection process. As a result, we describe a reverse communication interface encoding matrix-free iterative solver strategies that are amenable, e.g., for use with planewave basis sets.

97 MATHEMATICS AND COMPUTING↗

Pushing memory bandwidth limitations through efficient implementations of Block-Krylov space solvers on GPUs

Lattice quantum chromodynamics simulations in nuclear physics have benefited from a tremendous number of algorithmic advances such as multigrid and eigenvector deflation. These improve the time to solution but do not alleviate the intrinsic memory-bandwidth constraints of the matrix-vector operation dominating iterative solvers. Batching this operation for multiple vectors and exploiting cache and register blocking can yield a super-linear speed up. Block-Krylov solvers can naturally take advantage of such batched matrix-vector operations, further reducing the iterations to solution by sharing the Krylov space between solves. However, practical implementations typically suffer from the quadratic scaling in the number of vector-vector operations. Here, using the QUDA library, we present an implementation of a block-CG solver on NVIDIA GPUs which reduces the memory-bandwidth complexity of vector-vector operations from quadratic to linear. We present results for the HISQ discretization, showing a 5x speedup compared to highly-optimized independent Krylov solves on NVIDIA's SaturnV cluster.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Realizability-preserving discontinuous Galerkin method for spectral two-moment radiation transport in special relativity

Here we present a realizability-preserving numerical method for solving a spectral two-moment model to simulate the transport of massless, neutral particles interacting with a steady background material moving with relativistic velocities. The model is obtained as the special relativistic limit of a four-momentum-conservative general relativistic two-moment model. Using a maximum-entropy closure, we solve for the Eulerian-frame energy and momentum. The proposed numerical method is designed to preserve moment realizability, which corresponds to moments defined by a nonnegative phase-space density. The realizability-preserving method is achieved with the following key components: (i) a discontinuous Galerkin phase-space discretization with specially constructed numerical fluxes in the spatial and energy dimensions; (ii) a strong stability-preserving implicit-explicit time-integration method; (iii) a realizability-preserving conserved to primitive moment solver; (iv) a realizability-preserving implicit collision solver; and (v) a realizability-enforcing limiter. Component (iii) is necessitated by the closure procedure, which closes higher order moments nonlinearly in terms of primitive moments. The nonlinear conserved to primitive and the implicit collision solves are formulated as fixed-point problems, which are solved with custom iterative solvers designed to preserve the realizability of each iterate. With a series of numerical tests, we demonstrate the accuracy and robustness of this discontinuous-Galerkin-implicit-explicit method.

79 ASTRONOMY AND ASTROPHYSICS↗

Implementation of a Red-Black SOR CMFD Solver in MPACT

As part of the Consortium for Advanced Simulation of Light Water Reactors (CASL), the Virtual Environment for Reactor Applications (VERA) is being developed to provide high-fidelity multi-physics simulations of nuclear reactor cores. The MPACT code being developed collaboratively by Oak Ridge National Laboratory and the University of Michigan includes the primary deterministic neutron transport solver available within VERA. MPACT employs the 2D/1D method to solve three-dimensional problems, using 2D method of characteristics (MOC) radial transport solvers with 1D NEM-SP3 axial transport solvers, which are coupled using axial and radial transverse leakages. A 3D coarse mesh finite difference (CMFD) solver is used to provide accelerated convergence that is more stable. The Portable, Extensible Tool kit for Scientific Computation (PETSc) generalized minimal residual (GMRES) iterative solver with a block Jacobi preconditioner has been used to solve the CMFD linear systems. This work focused on the addition of a red-black successive over-relaxation (RBSOR) solver to reduce overall runtime by reducing time spent solving the CMFD linear systems. (authors)

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Stochastic multiscale flux basis for Stokes-Darcy flows

Three algorithms are developed for uncertainty quantification in modeling coupled Stokes and Darcy flows. The porous media may consist of multiple regions with different properties. The permeability is modeled as a non-stationary stochastic variable, with its log represented as a sum of local Karhunen-Loève (KL) expansions. The problem is approximated by stochastic collocation on either tensor-product or sparse grids, coupled with a multiscale mortar mixed finite element method for the spatial discretization. A non-overlapping domain decomposition algorithm reduces the global problem to a coarse scale mortar interface problem, which is solved by an iterative solver, for each stochastic realization. In the traditional domain decomposition implementation, each subdomain solves a local Dirichlet or Neumann problem in every interface iteration. To reduce this cost, two additional algorithms based on deterministic or stochastic multiscale flux basis are introduced. The basis consists of the local flux (or velocity trace) responses from each mortar degree of freedom. It is computed for each subdomain independently before the interface iteration begins. The use of the multiscale flux basis avoids the need for subdomain solves on each iteration. The deterministic basis is computed at each stochastic collocation and used only at this realization. The stochastic basis is formed by further looping over all local realizations of a subdomain's KL region before the stochastic collocation begins. It is used over multiple realizations. Numerical tests are presented to illustrate the performance of the three algorithms, with the stochastic multiscale flux basis showing significant savings in computational cost compared to the other two algorithms.

97 MATHEMATICS AND COMPUTING↗

Improvements to the Griffin Transport Solvers

Griffin is a Multiphysics Object-Oriented Simulation Environment (MOOSE) based reactor multiphysics analysis application jointly developed by Idaho National Laboratory and Argonne National Laboratory. The code includes a variety of steady-state solvers for fixed-source, k-eigenvalue, adjoint, and subcritical multiplication, as well as transient solvers for point-kinetics, improved quasi-static, and spatial dynamics. This document summarizes the transport solver development efforts pursued during Fiscal Year 2022. We added the multiphysics transient capability for the coarse-mesh finite difference accelerated Richardson iteration for discontinuous finite element method discrete ordinates (DFEM-SN) scheme to support high-order heterogeneous transport simulations. HFEM (hybrid finite element method) - PN (spherical harmonics expansion) was completed and red-black iteration was added for solving the HFEM-PN system with both preconditioned Jacobian-free Newton Krylov and Richardson iteration solvers. The HFEM-PN scheme, as one of the low-order transport schemes, is expected for supporting routine design simulations. Pin power reconstruction capability was also designed and implemented with the Griffin ISOXML module to enhance all the low-order transport solvers for more accurate multiphysics simulations. Numerical results are presented for demonstrating the capabilities and verifying their performance, and future works are discussed.

97 MATHEMATICS AND COMPUTING↗