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Two-level overlapping additive Schwarz preconditioner for training scientific machine learning applications

In this work we introduce a novel two-level overlapping additive Schwarz preconditioner for accelerating the training of scientific machine learning applications. The design of the proposed preconditioner is motivated by the nonlinear two-level overlapping additive Schwarz preconditioner. The neural network parameters are decomposed into groups (subdomains) with overlapping regions. In addition, the network’s feed-forward structure is indirectly imposed through a novel subdomain-wise synchronization strategy and a coarse-level training step. Through a series of numerical experiments, which consider physicsinformed neural networks and operator learning approaches, we demonstrate that the proposed two-level preconditioner significantly speeds up the convergence of the standard (LBFGS) optimizer while also yielding more accurate machine learning models. Moreover, the devised preconditioner is designed to take advantage of model-parallel computations, which can further reduce the training time.

97 MATHEMATICS AND COMPUTING

Parallel-in-Time Solution of Scalar Nonlinear Conservation Laws

Here, we consider the parallel-in-time solution of scalar nonlinear conservation laws in one spatial dimension. The equations are discretized in space with a conservative finite-volume method using weighted essentially nonoscillatory (WENO) reconstructions, and in time with high-order explicit Runge–Kutta methods. The solution of the global, discretized space-time problem is sought via a nonlinear iteration that uses a novel linearization strategy in cases of nondifferentiable equations. Under certain choices of discretization and algorithmic parameters, the nonlinear iteration coincides with Newton’s method, although, more generally, it is a preconditioned residual correction scheme. At each nonlinear iteration, the linearized problem takes the form of a certain discretization of a linear conservation law over the space-time domain in question. An approximate parallel-in-time solution of the linearized problem is computed with a single multigrid reduction-in-time (MGRIT) iteration; however, any other effective parallel-in-time method could be used in its place. The MGRIT iteration employs a novel coarse-grid operator that is a modified conservative semi-Lagrangian discretization and generalizes those we have developed previously for nonconservative scalar linear hyperbolic problems. Numerical tests are performed for the inviscid Burgers and Buckley–Leverett equations. For many test problems, the solver converges in just a handful of iterations with a convergence rate independent of mesh resolution, including problems with (interacting) shocks and rarefactions.

97 MATHEMATICS AND COMPUTING

Parallel-in-Time Solution of Hyperbolic PDE Systems via Characteristic-Variable Block Preconditioning

We consider the parallel-in-time solution of both linear and nonlinear hyperbolic partial differential equation (PDE) systems in one spatial dimension. In the nonlinear setting, the discretized equations are solved with a preconditioned residual iteration based on a global linearization. The linear(ized) equation systems are approximately solved parallel-in-time using a block preconditioner applied in the characteristic variables of the underlying linear(ized) hyperbolic PDE. This change of variables is motivated by the observation that intervariable coupling between characteristic variables is weak, at least locally where spatio-temporal variations in the eigenvectors of the associated flux Jacobian are sufficiently small, while that between the original variables is not. For an ℓ-dimensional system of PDEs, applying the preconditioner consists of solving a sequence of ℓ scalar linear(ized)-advection-like problems, each associated with a different characteristic wave-speed in the underlying linear(ized) PDE. Furthermore, we approximately solve these linear advection problems using multigrid reduction-in-time (MGRIT); however, any other suitable parallel-in-time method could be used. Numerical examples are shown for the (linear) acoustics equations in heterogeneous media and for the (nonlinear) shallow water equations and Euler equations of gas dynamics with shocks and rarefactions. For many test problems, the solver converges in just a handful of iterations and with mesh-independent convergence rates.

97 MATHEMATICS AND COMPUTING

An Adaptive Newton-Based Free-Boundary Grad–Shafranov Solver

Equilibria in magnetic confinement devices result from force balancing between the Lorentz force and the plasma pressure gradient. In an axisymmetric configuration like a tokamak, such an equilibrium is described by an elliptic equation for the poloidal magnetic flux, commonly known as the Grad–Shafranov equation. It is challenging to develop a scalable and accurate free-boundary Grad–Shafranov solver, since it is a fully nonlinear optimization problem that simultaneously solves for the magnetic field coil current outside the plasma to control the plasma shape. In this work, we develop a Newton-based free-boundary Grad–Shafranov solver using adaptive finite elements and preconditioning strategies. The free-boundary interaction leads to the evaluation of a domain-dependent nonlinear form of which its contribution to the Jacobian matrix is achieved through shape calculus. The optimization problem aims to minimize the distance between the plasma boundary and specified control points while satisfying two nontrivial constraints, which correspond to the nonlinear finite element discretization of the Grad–Shafranov equation and a constraint on the total plasma current involving a nonlocal coupling term. The linear system is solved by a block factorization, and AMG is called for subblock elliptic operators. The unique contributions of this work include the treatment of a global constraint, preconditioning strategies, nonlocal reformulation, and the implementation of adaptive finite elements. Furthermore, it is found that the resulting Newton solver is robust, successfully reducing the nonlinear residual to 1e-6 and lower in a small handful of iterations while addressing the challenging case to find a Taylor state equilibrium where conventional Picard-based solvers fail to converge.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY

Implicit full-F simulations of neoclassical ion transport

The development of implicit time integration capabilities for axisymmetric full-F continuum simulations of ion neoclassical transport is reported. The approach involves the implicit treatment of the gyrokinetic Vlasov equation coupled to the nonlinear Fokker–Planck collision model in the long-wavelength limit approximation. To facilitate implicit simulations, advanced preconditioning of individual physics operators is developed, and a global multi-physics preconditioner is constructed by adopting an operator splitting methodology. The algorithm is implemented in the finite-volume code COGENT and is applied to study neoclassical transport properties for both the main ion species and the lithium impurity species in the closed-field-line region of the LTX- β tokamak. The implicit COGENT simulations elucidate the role of non-local transport effects, while demonstrating substantial speedup over the corresponding explicit approach.

Dorf, Mikhail [Lawrence Livermore National Laborat

Integral Kernel Methods for Nonlinear Parabolic-Elliptic Systems

Nonlinear parabolic-elliptic systems arise in many physical, biological, and chemical phenomena such as chemotaxis, ion transport, self-gravitating particles, and Brownian vortices. Existing methods struggle with the strong coupling and high nonlinearity and nonlocality of some of these systems, especially the ill-conditioned, convection-dominated problems. To overcome numerical difficulties, current approaches rely on initial guesses, preconditioning, or iterative techniques with no convergence guarantees. They might suffer from poor scalability, large memory usage, and difficulty to parallelize. Inspired by the connection of parabolic-elliptic systems to stochastic processes, we introduce a novel meshless, monolithic, and fully explicit method that naturally encapsulates the elliptic and parabolic operators into a single step which updates each node deterministically with global information. By being fully quadrature-based, it avoids solving systems of discretized equations and does not utilize initial guesses or preconditioning, while requiring little memory and being easy to parallelize. We first derive the method in an integral kernel formulation with quadratic complexity in the number of integration nodes and then leverage kernel-independent fast multipole methods (FMM) to present a scalable algorithm with linear complexity. We provide numerical examples for the Poisson-Nernst-Planck equations in one, two, and three dimensions, together with the derivation of the integral kernel for each case. Furthermore, the examples demonstrate the fast convergence and scalability of the FMM-accelerated algorithm, as well as its suitability for convection-dominated problems, making it competitive against traditional PDE solvers.

PDE systems

A robust fourth-order finite-difference discretization for the strongly anisotropic transport equation in magnetized plasmas

We propose a second-order temporally implicit, fourth-order-accurate spatial discretization scheme for the strongly anisotropic heat transport equation characteristic of hot, fusion-grade plasmas. Following Du Toit et al. (2018), the scheme transforms mixed-derivative diffusion fluxes (which are responsible for the lack of a discrete maximum principle) into nonlinear advective fluxes, amenable to nonlinear-solver-friendly monotonicity-preserving limiters. The scheme enables accurate multi-dimensional heat transport simulations with up to seven orders of magnitude of heat-transport-coefficient anisotropies with low cross-field numerical error pollution and excellent algorithmic performance, with the number of linear iterations scaling very weakly with grid resolution and grid anisotropy, and scaling with the square-root of the implicit timestep. We propose a multigrid preconditioning strategy based on a lower-order approximation that renders the scheme efficient and scalable under grid refinement. Several numerical tests are presented that display the expected spatial convergence rates and strong algorithmic performance, including fully nonlinear magnetohydrodynamics simulations of kink instabilities in a Bennett pinch in 2D helical geometry and of ITER in 3D toroidal geometry.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY

A scalable multidimensional fully implicit solver for Hall magnetohydrodynamics

We propose an optimally performant fully implicit algorithm for the Hall magnetohydrodynamics (HMHD) equations based on multigrid-preconditioned Jacobian-free Newton-Krylov methods. HMHD is a challenging system to solve numerically because it supports stiff fast dispersive waves. The preconditioner is formulated using an operator-split approximate block factorization (Schur complement), informed by physics insight. We use a vector-potential formulation (instead of a magnetic field one) to allow a clean segregation of the problematic $\nabla$ x $\nabla$ x operator in the electron Ohm's law subsystem. This segregation allows the formulation of an effective damped block-Jacobi smoother for multigrid. We demonstrate by analysis that our proposed block-Jacobi iteration is convergent and has the smoothing property. The resulting HMHD solver is verified linearly with wave propagation examples, and nonlinearly with the GEM challenge reconnection problem by comparison against another HMHD code. We demonstrate the excellent algorithmic and parallel performance of the algorithm up to 16384 MPI tasks in two dimensions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC

Semi-implicit continuum kinetic modeling of weakly collisional parallel transport in a magnetic mirror

We present implicit-explicit (IMEX) kinetic simulations of weakly collisional parallel plasma transport in magnetic mirror configurations using the continuum code COGENT. The numerical scheme employs a Jacobian-free Newton–Krylov method with algebraic multigrid preconditioning to overcome the severe time step limitations imposed by strong mirror forces in fully explicit schemes. Applied to parameters relevant to the Wisconsin HTS Axisymmetric Mirror experiment, the IMEX approach enables time steps up to 2.5×10 4 times larger than those permitted by explicit methods, resulting in a 2500× speedup in 1D–2V simulations of parallel transport with kinetic ions and Boltzmann electrons. Additionally, a reduced bounce-averaged model for a square mirror is implemented to support the computationally intensive fully kinetic simulations. The bounce-averaged formulation is used to evaluate the numerical convergence of the velocity-space discretization algorithms and to assess the role of the collision model by comparing simulations employing the nonlinear Fokker–Planck and the simplified Lenard–Bernstein–Dougherty collision operators.

Collision theories

Algebraic Multigrid with Filtering: An Efficient Preconditioner for Interior Point Methods in Large-Scale Contact Mechanics Optimization

Large-scale contact mechanics simulations are crucial in many engineering fields such as structural design and manufacturing. In the frictionless case, contact can be modeled by minimizing an energy functional; however, these problems are often nonlinear, nonconvex, and increasingly difficult to solve as mesh resolution increases. In this work, we employ a Newton-based interior-point (IP) filter line-search method, an effective approach for large-scale constrained optimization. While this method converges rapidly, each iteration requires solving a large saddle-point linear system that becomes ill-conditioned as the optimization process converges, largely due to IP treatment of the contact constraints. Such ill-conditioning can hinder solver scalability and increase iteration counts with mesh refinement. Here, to address this, we introduce a novel preconditioner, algebraic multigrid with filtering (AMGF), tailored to the Schur complement of the saddle-point system. Building on the classical AMG solver, commonly used for elasticity, we augment it with a specialized subspace correction that filters near null space components introduced by contact interface constraints. Through theoretical analysis and numerical experiments on a range of linear and nonlinear contact problems, we demonstrate that the proposed solver achieves mesh independent convergence and maintains robustness against the ill-conditioning that notoriously plagues IP methods. These results indicate that AMGF makes contact mechanics simulations more tractable and broadens the applicability of Newton-based IP methods in challenging engineering scenarios. More broadly, AMGF is well suited for problems, optimization or otherwise, where solver performance is limited by a low-dimensional subspace, such as those arising from localized constraints, interface conditions, or model heterogeneities. This makes the method widely applicable beyond contact mechanics and constrained optimization.

Mathematics and Computing