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At least 19 records

Multilevel filtering elliptic preconditioners

A class of preconditioners is presented for elliptic problems built on ideas borrowed from the digital filtering theory and implemented on a multilevel grid structure. They are designed to be both rapidly convergent and highly parallelizable. The digital filtering viewpoint allows the use of filter design techniques for constructing elliptic preconditioners and also provides an alternative framework for understanding several other recently proposed multilevel preconditioners. Numerical results are presented to assess the convergence behavior of the new methods and to compare them with other preconditioners of multilevel type, including the usual multigrid method as preconditioner, the hierarchical basis method and a recent method proposed by Bramble-Pasciak-Xu.

Kuo, C. C. Jay↗

Element-topology-independent preconditioners for parallel finite element computations

A family of preconditioners for the solution of finite element equations are presented, which are element-topology independent and thus can be applicable to element order-free parallel computations. A key feature of the present preconditioners is the repeated use of element connectivity matrices and their left and right inverses. The properties and performance of the present preconditioners are demonstrated via beam and two-dimensional finite element matrices for implicit time integration computations.

Park, K. C.↗

Assessment of Preconditioner for a USM3D Hierarchical Adaptive Nonlinear Method (HANIM) (Invited)

Enhancements to the previously reported mixed-element USM3D Hierarchical Adaptive Nonlinear Iteration Method (HANIM) framework have been made to further improve robustness, efficiency, and accuracy of computational fluid dynamic simulations. The key enhancements include a multi-color line-implicit preconditioner, a discretely consistent symmetry boundary condition, and a line-mapping method for the turbulence source term discretization. The USM3D iterative convergence for the turbulent flows is assessed on four configurations. The configurations include a two-dimensional (2D) bump-in-channel, the 2D NACA 0012 airfoil, a three-dimensional (3D) bump-in-channel, and a 3D hemisphere cylinder. The Reynolds Averaged Navier Stokes (RANS) solutions have been obtained using a Spalart-Allmaras turbulence model and families of uniformly refined nested grids. Two types of HANIM solutions using line- and point-implicit preconditioners have been computed. Additional solutions using the point-implicit preconditioner alone (PA) method that broadly represents the baseline solver technology have also been computed. The line-implicit HANIM shows superior iterative convergence in most cases with progressively increasing benefits on finer grids.

Pandya, Mohagna J.↗

Preconditioners for the spectral multigrid method

The systems of algebraic equations which arise from spectral discretizations of elliptic equations are full and direct solutions of them are rarely feasible. Iterative methods are an attractive alternative because Fourier transform techniques enable the discrete matrix-vector products to be computed with nearly the same efficiency as is possible for corresponding but sparse finite difference discretizations. For realistic Dirichlet problems preconditioning is essential for acceptable convergence rates. A brief description of Chebyshev spectral approximations and spectral multigrid methods for elliptic problems is given. A survey of preconditioners for Dirichlet problems based on second-order finite difference methods is made. New preconditioning techniques based on higher order finite differences and on the spectral matrix itself are presented. The preconditioners are analyzed in terms of their spectra and numerical examples are presented.

Phillips, T. N.↗

Preconditioners for the spectral multigrid method

The systems of algebraic equations which arise from spectral discretizations of elliptic equations are full and direct solutions of them are rarely feasible. Iterative methods are an attractive alternative because Fourier transform techniques enable the discrete matrix-vector products to be computed with nearly the same efficiency as is possible for corresponding but sparse finite difference discretizations. For realistic Dirichlet problem preconditioning is essential for acceptable convergence rates. A brief description of Chebyshev spectral approximations and spectral multigrid methods for elliptic problems is given. A survey of preconditioners for Dirichlet problems based on second-order finite difference methods is made. New preconditioning techniques based on higher order finite differences and on the spectral matrix itself are presented. The preconditioners are analyzed in terms of their spectra and numerical examples are presented.

Phillips, T. N.↗

Wavelet Sparse Approximate Inverse Preconditioners

There is an increasing interest in using sparse approximate inverses as preconditioners for Krylov subspace iterative methods. Recent studies of Grote and Huckle and Chow and Saad also show that sparse approximate inverse preconditioner can be effective for a variety of matrices, e.g. Harwell-Boeing collections. Nonetheless a drawback is that it requires rapid decay of the inverse entries so that sparse approximate inverse is possible. However, for the class of matrices that, come from elliptic PDE problems, this assumption may not necessarily hold. Our main idea is to look for a basis, other than the standard one, such that a sparse representation of the inverse is feasible. A crucial observation is that the kind of matrices we are interested in typically have a piecewise smooth inverse. We exploit this fact, by applying wavelet techniques to construct a better sparse approximate inverse in the wavelet basis. We shall justify theoretically and numerically that our approach is effective for matrices with smooth inverse. We emphasize that in this paper we have only presented the idea of wavelet approximate inverses and demonstrated its potential but have not yet developed a highly refined and efficient algorithm.

Chan, Tony F.↗

A Portable MPI Implementation of the SPAI Preconditioner in ISIS++

A parallel MPI implementation of the Sparse Approximate Inverse (SPAI) preconditioner is described. SPAI has proven to be a highly effective preconditioner, and is inherently parallel because it computes columns (or rows) of the preconditioning matrix independently. However, there are several problems that must be addressed for an efficient MPI implementation: load balance, latency hiding, and the need for one-sided communication. The effectiveness, efficiency, and scaling behavior of our implementation will be shown for different platforms.

Barnard, Stephen T.↗

Tensor-Product Preconditioners for Higher-Order Space-Time Discontinuous Galerkin Methods

space-time discontinuous-Galerkin spectral-element discretization is presented for direct numerical simulation of the compressible Navier-Stokes equat ions. An efficient solution technique based on a matrix-free Newton-Krylov method is developed in order to overcome the stiffness associated with high solution order. The use of tensor-product basis functions is key to maintaining efficiency at high order. Efficient preconditioning methods are presented which can take advantage of the tensor-product formulation. A diagonalized Alternating-Direction-Implicit (ADI) scheme is extended to the space-time discontinuous Galerkin discretization. A new preconditioner for the compressible Euler/Navier-Stokes equations based on the fast-diagonalization method is also presented. Numerical results demonstrate the effectiveness of these preconditioners for the direct numerical simulation of subsonic turbulent flows.

Diosady, Laslo T.↗

Domain decomposition preconditioners for the spectral collocation method

Several block iteration preconditioners are proposed and analyzed for the solution of elliptic problems by spectral collocation methods in a region partitioned into several rectangles. It is shown that convergence is achieved with a rate which does not depend on the polynomial degree of the spectral solution. The iterative methods here presented can be effectively implemented on multiprocessor systems due to their high degree of parallelism.

Quarteroni, Alfio↗

On conjugate gradient type methods and polynomial preconditioners for a class of complex non-Hermitian matrices

Conjugate gradient type methods are considered for the solution of large linear systems Ax = b with complex coefficient matrices of the type A = T + i(sigma)I where T is Hermitian and sigma, a real scalar. Three different conjugate gradient type approaches with iterates defined by a minimal residual property, a Galerkin type condition, and an Euclidian error minimization, respectively, are investigated. In particular, numerically stable implementations based on the ideas behind Paige and Saunder's SYMMLQ and MINRES for real symmetric matrices are proposed. Error bounds for all three methods are derived. It is shown how the special shift structure of A can be preserved by using polynomial preconditioning. Results on the optimal choice of the polynomial preconditioner are given. Also, some numerical experiments for matrices arising from finite difference approximations to the complex Helmholtz equation are reported.

Freund, Roland↗

Augmented weak forms and element-by-element preconditioners: Efficient iterative strategies for structural finite elements. A preliminary study

A weak formulation in structural analysis that provides well conditioned matrices suitable for iterative solutions is presented. A mixed formulation ensures the proper representation of the problem and the constitutive relations are added in a penalized form. The problem is solved by a double conjugate gradient algorithm combined with an element by element approximate factorization procedure. The double conjugate gradient strategy resembles Uzawa's variable-length type algorithms the main difference is the presence of quadratic terms in the mixed variables. In the case of shear deformable beams these terms ensure that the proper finite thickness solution is obtained.

Muller, A.↗

A Study of Multigrid Preconditioners Using Eigensystem Analysis

The convergence properties of numerical schemes for partial differential equations are studied by examining the eigensystem of the discrete operator. This method of analysis is very general, and allows the effects of boundary conditions and grid nonuniformities to be examined directly. Algorithms for the Laplace equation and a two equation model hyperbolic system are examined.

Roberts, Thomas W.↗

The multigrid preconditioned conjugate gradient method

A multigrid preconditioned conjugate gradient method (MGCG method), which uses the multigrid method as a preconditioner of the PCG method, is proposed. The multigrid method has inherent high parallelism and improves convergence of long wavelength components, which is important in iterative methods. By using this method as a preconditioner of the PCG method, an efficient method with high parallelism and fast convergence is obtained. First, it is considered a necessary condition of the multigrid preconditioner in order to satisfy requirements of a preconditioner of the PCG method. Next numerical experiments show a behavior of the MGCG method and that the MGCG method is superior to both the ICCG method and the multigrid method in point of fast convergence and high parallelism. This fast convergence is understood in terms of the eigenvalue analysis of the preconditioned matrix. From this observation of the multigrid preconditioner, it is realized that the MGCG method converges in very few iterations and the multigrid preconditioner is a desirable preconditioner of the conjugate gradient method.

Tatebe, Osamu↗

Higher Order, Hybrid BEM/FEM Methods Applied to Antenna Modeling

In this presentation, the authors address topics relevant to higher order modeling using hybrid BEM/FEM formulations. The first of these is the limitation on convergence rates imposed by geometric modeling errors in the analysis of scattering by a dielectric sphere. The second topic is the application of an Incomplete LU Threshold (ILUT) preconditioner to solve the linear system resulting from the BEM/FEM formulation. The final tOpic is the application of the higher order BEM/FEM formulation to antenna modeling problems. The authors have previously presented work on the benefits of higher order modeling. To achieve these benefits, special attention is required in the integration of singular and near-singular terms arising in the surface integral equation. Several methods for handling these terms have been presented. It is also well known that achieving ~he high rates of convergence afforded by higher order bases may als'o require the employment of higher order geometry models. A number of publications have described the use of quadratic elements to model curved surfaces. The authors have shown in an EFIE formulation, applied to scattering by a PEC .sphere, that quadratic order elements may be insufficient to prevent the domination of modeling errors. In fact, on a PEC sphere with radius r = 0.58 Lambda(sub 0), a quartic order geometry representation was required to obtain a convergence benefi.t from quadratic bases when compared to the convergence rate achieved with linear bases. Initial trials indicate that, for a dielectric sphere of the same radius, - requirements on the geometry model are not as severe as for the PEC sphere. The authors will present convergence results for higher order bases as a function of the geometry model order in the hybrid BEM/FEM formulation applied to dielectric spheres. It is well known that the system matrix resulting from the hybrid BEM/FEM formulation is ill -conditioned. For many real applications, a good preconditioner is required to obtain usable convergence from an iterative solver. The authors have examined the use of an Incomplete LU Threshold (ILUT) preconditioner . to solver linear systems stemming from higher order BEM/FEM formulations in 2D scattering problems. Although the resulting preconditioner provided aD excellent approximation to the system inverse, its size in terms of non-zero entries represented only a modest improvement when compared with the fill-in associated with a sparse direct solver. Furthermore, the fill-in of the preconditioner could not be substantially reduced without the occurrence of instabilities. In addition to the results for these 2D problems, the authors will present iterative solution data from the application of the ILUT preconditioner to 3D problems.

Fink, P. W.↗