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At least 19 records

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↗

Multigrid Reduction in Time for Chaotic and Hyperbolic Problems (Final Report)

The coming massive parallelism of exascale computing presents a pressing challenge for the many DOE simulations of time-dependent partial differential equations (PDEs), which typically use traditional sequential time stepping methods. Since this traditional approach is inherently serial, it presents a sequential bottleneck when moving to exascale computing, because future performance gains will come through greater concurrency, not faster clock speeds. Thus, the goal of this work is to research parallelism in time, i.e., methods that compute multiple time values simultaneously, not sequentially. The focus will be on hyperbolic and chaotic problems of interest to DOE, with the goal of enabling scalable simulations of time-dependent hyperbolic and chaotic problems on future architectures. The chosen methodology for solving these problems parallel-in-time is multigrid, because multigrid (when it works) is a powerful, optimal, and scalable solver for discretized PDEs. Multigrid is already commonly used in many DOE simulations for scalably and optimally solving space-only PDE problems. The areas of hyperbolic and chaotic problems are chosen because of their relevance to problems of programmatic interest to DOE. However, these problems are also well-known to be difficult for parallelin-time methods, with the most common method, parareal, diverging in many cases. The current state-of-the-art for parallel-in-time at LLNL is the multigrid reduction in time (MGRIT) XBraid package, which also struggles for such problems, while still showing some improvement over parareal. In summary, new methods are needed for an efficient parallel-in-time scheme for hyperbolic and chaotic problems, and this work shall research promising new multigrid methods in this area. In particular, this work shall continue researching the directions from the current collaboration with Dr. Falgout, which are laid out in the work Toward Parallel in Time for Chaotic Dynamical Systems and showed the first known results of a parallel-in-time speedup for a chaotic problem. This work outlines two key improvements to XBraid for chaotic problems, the so-called “theta” and “delta-correction” methods. Here, these two improvements will be implemented in a high-performance but general way in XBraid and explored for more complicated problems. We will additionally research, as time allows, improvements to these techniques, as well as multigrid relaxation techniques based on Least Squares Shadowing (LSS by Wang) and a nonintrusive block tridiagonal solver based on MGRIT, called TriMGRIT.

97 MATHEMATICS AND COMPUTING↗

Multigrid Reduction in Time for Chaotic and Hyperbolic Problems (Final Report)

The coming massive parallelism of exascale computing presents a pressing challenge for the many DOE simulations of time-dependent partial differential equations (PDEs), which typically use traditional sequential time stepping methods. Since this traditional approach is inherently serial, it presents a sequential bottleneck when moving to exascale computing, because future performance gains will come through greater concurrency, not faster clock speeds. Thus, the goal of this work is to research parallelism in time, i.e., methods that compute multiple time values simultaneously, not sequentially. The focus will be on hyperbolic and chaotic problems of interest to DOE, with the goal of enabling scalable simulations of time-dependent hyperbolic and chaotic problems on future architectures. The chosen methodology for solving these problems parallel-in-time is multigrid, because multigrid (when it works) is a powerful, optimal, and scalable solver for discretized PDEs. Multigrid is already commonly used in many DOE simulations for scalably and optimally solving space-only PDE problems. The areas of hyperbolic and chaotic problems are chosen because of their relevance to problems of programmatic interest to DOE. However, these problems are also well-known to be difficult for parallel-in-time methods, with the most common method, parareal, diverging in many cases. The current state of-the-art for parallel-in-time at LLNL is the multigrid reduction in time (MGRIT) XBraid package, which also struggles for such problems, while still showing some improvement over parareal. In summary, new methods are needed for an efficient parallel-in-time scheme for hyperbolic and chaotic problems, and this work shall research promising new multigrid methods in this area. In particular, this work shall continue researching the directions from the current collaboration with Dr. Falgout, which are laid out in the work Toward Parallel in Time for Chaotic Dynamical Systems and showed the first known results of a parallel-in-time speedup for a chaotic problem. This work outlines two key improvements to XBraid for chaotic problems, the so-called “theta” and “delta-correction” methods. Here, these two improvements will be further researched and improved (including with a new relaxation method inspired by on Least Squares Shadowing (LSS)) and explored for more complicated problems.

97 MATHEMATICS AND COMPUTING↗

On the use of a multigrid-reduction-in-time algorithm for multiscale convergence of turbulence simulations

Simulations of turbulent flow present challenges in terms of accuracy and affordability on modern highly-parallel computer architectures. A multigrid-reduction-in-time algorithm is used to provide a framework for separately evolving different scales of turbulence and for parallelizing the temporal domain, thereby increasing the concurrency. It is hypothesized that the space–time locality of the small scales of turbulence can be used to circumvent difficulties in applying temporal multigrid to flows dominated by inertial physics. For algorithms that fall well short of spectral accuracy (fourth-order is used in this work) attention must be paid to the accuracy of features on scales transferred between multigrid levels. Numerical experiments were performed using implicit large-eddy simulation. Results from applying the approach to an infinite-Reynolds number Taylor–Green flow and a double-shear flow at a Reynolds number of 11650 provide strong evidence that the approach has merit. The multigrid-reduction-in-time framework can be used to parallelize the temporal domain of a high-Reynolds-number turbulent flow and permit independent convergence of different scales. Establishing this foundation allows for future research in reducing the wall-clock time to solve turbulent flows while retaining the same accuracy as sequential solvers. In conclusion, current performance results from parallelizing the temporal domain are not competitive with those from sequential-in-time methods.

97 MATHEMATICS AND COMPUTING↗

Efficient Multigrid Reduction-in-Time for Method-of-Lines Discretizations of Linear Advection

Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that many of these methods perform quite poorly for advection-dominated problems. In this report we analyze the particular iterative parallel-in-time algorithm of multigrid reduction-in-time (MGRIT) for discretizations of constant-wave-speed linear advection problems. We focus on common method-of-lines discretizations that employ upwind finite differences in space and Runge-Kutta methods in time. Using a convergence framework we developed in previous work, we prove for a subclass of these discretizations that, if using the standard approach of rediscretizing the fine-grid problem on the coarse grid, robust MGRIT convergence with respect to CFL number and coarsening factor is not possible. This poor convergence and non-robustness is caused, at least in part, by an inadequate coarse-grid correction for smooth Fourier modes in space-time known as characteristic components. We propose an alternative coarse-grid operator that provides a better correction of these modes. This coarse-grid operator is related to previous work and uses a semi-Lagrangian discretization combined with an implicitly treated truncation error correction. Theory and numerical experiments show the proposed coarse-grid operator yields fast MGRIT convergence for many of the method-of-lines discretizations considered, including for both implicit and explicit discretizations of high order. Parallel results demonstrate speed-up over sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗

Fast Multigrid Reduction-in-Time for Advection via Modified Semi-Lagrangian Coarse-Grid Operators

Many iterative parallel-in-time algorithms have been shown to be highly efficient for diffusion-dominated partial differential equations (PDEs) but are inefficient or even divergent when applied to advection-dominated PDEs. We consider the application of the multigrid reduction-in-time (MGRIT) algorithm to linear advection PDEs. Here, the key to efficient time integration with this method is using a coarse-grid operator that provides a sufficiently accurate approximation to the so-called ideal coarse-grid operator. For certain classes of semi-Lagrangian discretizations, we present a novel semi-Lagrangian-based coarse-grid operator that leads to fast and scalable multilevel time integration of linear advection PDEs. The coarse-grid operator is composed of a semi-Lagrangian discretization followed by a correction term, with the correction designed so that the leading-order truncation error of the composite operator is approximately equal to that of the ideal coarse-grid operator. Parallel results show substantial speed-ups over sequential time integration for variable-wave-speed advection problems in one and two spatial dimensions, and using high-order discretizations up to order five. The proposed approach establishes the first practical method that provides small and scalable MGRIT iteration counts for advection problems.

97 MATHEMATICS AND COMPUTING↗

Non-Intrusive Parallel-in-Time Solvers for Partial Differential Equations (Final Report)

Many time-dependent problems and simulations are often modeled using Partial Differential Equations. Traditional modeling approaches that use sequential time-stepping are reaching a bottleneck in optimizing efficiency. The Center of Applied Science and Computing at Lawrence Livermore National Laboratory extensively works on parallelizing these algorithms to leverage the increasing computational power from the growing number of processors in computer hardware. In particular, they aim to design non-intrusive algorithms that can generalize to a variety of problems and sizes without requiring additional information from or modifications on the original problems. Multigrid Reduction in Time (MGRIT) is a parallel-in-time algorithm that is designed to be non-intrusive. This project focuses on increasing the efficiency of MGRIT by approximating the coarse-grid operator using machine learning approaches as a means to find the most non-intrusive, or general, solution.

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 Methods for Method-of-Lines Discretizations of Nonlinear Hyperbolic PDEs and Systems (Final Report)

The work for the subcontract is situated in the area of parallel-in-time integration for hyperbolic partial differential equations (PDEs). Parallel-in-time integration is an active area of research due to its ability to enable faster numerical simulations for applications throughout many areas of science. The work in this subcontract builds on a variety of results that were obtained, as part of the work performed for Subcontract No. B648355, for the Multigrid Reduction-in-Time (MGRIT) method from [1] applied to hyperbolic PDEs. This subcontract extends these results further to more efficient methods and to the case of method-of-lines discretizations for nonlinear hyperbolic PDES and systems of PDEs. The following is a summary of the research performed and results achieved during milestone periods 1, 2 and 3 by the PI (Hans De Sterck) and Postdoctoral Research Associate (Oliver Krzysik), for required tasks 1-4 (as listed in the Statement of Work): Research over the previous year has been split into three main projects: (i) solution of acoustic equation system; (ii) solution of nonlinear scalar hyperbolic PDEs; (iii) solution of nonlinear hyperbolic systems of PDEs.

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↗

TorchBraid: High-Performance Layer-Parallel Training of Deep Neural Networks with MPI and GPU Acceleration

TorchBraid is a high-performance implementation of layer-parallel training for deep neural networks (DNNs) supporting MPI-based parallelism and GPU acceleration. Layer-parallel training has been developed to overcome the serialization inherent in forward and backward propagation of DNNs that limits utilization of computational resources in the strong scaling limit. To achieve this, TorchBraid integrates the PyTorch neural network framework with the state-of-the-art XBraid time-parallel library. Furthermore, this article presents the use and performance of TorchBraid, in addition to solutions for overcoming the algorithmic challenges inherent in combining automatic differentiation with layer-parallel. Results are presented with and without GPU acceleration for the Tiny ImageNet and MNIST image classification data sets, as well as recurrent neural networks. Overall, TorchBraid enables fast training of DNNs, both in a strong and weak scaling context. In addition to the TorchBraid software, several new advances in applying layer-parallel algorithms are detailed. Integration of layer-parallel with data-parallel algorithms is presented for the first time, showing the computational advantages of the combination. Standard deep learning techniques, like batch-normalization, are developed for layer-parallel training. Finally, a new approach combining layer-parallel with spatial coarsening in order to accelerate training for 3D image classification shows roughly a 10× speedup over serial execution.

Layer-parallel↗

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.↗

Multigrid Approach to Incompressible Viscous Cavity Flows

Two-dimensional incompressible viscous driven-cavity flows are computed for Reynolds numbers on the range 100-20,000 using a loosely coupled, implicit, second-order centrally-different scheme. Mesh sequencing and three-level V-cycle multigrid error smoothing are incorporated into the symmetric Gauss-Seidel time-integration algorithm. Parametrics on the numerical parameters are performed, achieving reductions in solution times by more than 60 percent with the full multigrid approach. Details of the circulation patterns are investigated in cavities of 2-to-1, 1-to-1, and 1-to-2 depth to width ratios.

Wood, William A.↗

Convergence acceleration of the Proteus computer code with multigrid methods

This report presents the results of a study to implement convergence acceleration techniques based on the multigrid concept in the two-dimensional and three-dimensional versions of the Proteus computer code. The first section presents a review of the relevant literature on the implementation of the multigrid methods in computer codes for compressible flow analysis. The next two sections present detailed stability analysis of numerical schemes for solving the Euler and Navier-Stokes equations, based on conventional von Neumann analysis and the bi-grid analysis, respectively. The next section presents details of the computational method used in the Proteus computer code. Finally, the multigrid implementation and applications to several two-dimensional and three-dimensional test problems are presented. The results of the present study show that the multigrid method always leads to a reduction in the number of iterations (or time steps) required for convergence. However, there is an overhead associated with the use of multigrid acceleration. The overhead is higher in 2-D problems than in 3-D problems, thus overall multigrid savings in CPU time are in general better in the latter. Savings of about 40-50 percent are typical in 3-D problems, but they are about 20-30 percent in large 2-D problems. The present multigrid method is applicable to steady-state problems and is therefore ineffective in problems with inherently unstable solutions.

Demuren, A. O.↗

Thin-layer and full Navier-Stokes calculations for turbulent supersonic flow over a cone at an angle of attack

The proper use of a computational fluid dynamics code requires a good understanding of the particular code being applied. In this report the application of CFL3D, a thin-layer Navier-Stokes code, is compared with the results obtained from PARC3D, a full Navier-Stokes code. In order to gain an understanding of the use of this code, a simple problem was chosen in which several key features of the code could be exercised. The problem chosen is a cone in supersonic flow at an angle of attack. The issues of grid resolution, grid blocking, and multigridding with CFL3D are explored. The use of multigridding resulted in a significant reduction in the computational time required to solve the problem. Solutions obtained are compared with the results using the full Navier-Stokes equations solver PARC3D. The results obtained with the CFL3D code compared well with the PARC3D solutions.

Smith, Crawford F.↗

A multigrid nonoscillatory method for computing high speed flows

A multigrid method using different smoothers has been developed to solve the Euler equations discretized by a nonoscillatory scheme up to fourth order accuracy. The best smoothing property is provided by a five-stage Runge-Kutta technique with optimized coefficients, yet the most efficient smoother is a backward Euler technique in factored and diagonalized form. The singlegrid solution for a hypersonic, viscous conic flow is in excellent agreement with the solution obtained by the third order MUSCL and Roe's method. Mach 8 inviscid flow computations for a complete entry probe have shown that the accuracy is at least as good as the symmetric TVD scheme of Yee and Harten. The implicit multigrid method is four times more efficient than the explicit multigrid technique and 3.5 times faster than the single-grid implicit technique. For a Mach 8.7 inviscid flow over a blunt delta wing at 30 deg incidence, the CPU reduction factor from the three-level multigrid computation is 2.2 on a grid of 37 x 41 x 73 nodes.

Li, C. P.↗

A multi-level solution algorithm for steady-state Markov chains

A new iterative algorithm, the multi-level algorithm, for the numerical solution of steady state Markov chains is presented. The method utilizes a set of recursively coarsened representations of the original system to achieve accelerated convergence. It is motivated by multigrid methods, which are widely used for fast solution of partial differential equations. Initial results of numerical experiments are reported, showing significant reductions in computation time, often an order of magnitude or more, relative to the Gauss-Seidel and optimal SOR algorithms for a variety of test problems. The multi-level method is compared and contrasted with the iterative aggregation-disaggregation algorithm of Takahashi.

Horton, Graham↗

Implicit Preconditioning for Explicit Multigrid Solvers on Cut-Cell Cartesian Meshes

This work assesses the effectiveness of linearized implicit Euler preconditioning for multigrid solvers using an unpreconditioned, Jacobian-free Newton Krylov method to converge the linear system of equations. Multigrid convergence rates improve to approximately 0.75 across the cases tested including a Mach 2 supersonic wedge, transonic NACA 0012 airfoil, and ONERA M6 wing. While larger Krylov subspaces increase the convergence rate, they also increase the computational cost, such that 4-8 Krylov vectors often offers the fastest turnaround. Further reductions in computational cost are achieved with a sequential hybrid preconditioner that begins with the explicit multigrid solver before transitioning to the preconditioned algorithm later on. In addition, a novel implementation of dual time stepping is extended to include both common BDF methods as well as high-order implicit Runge-Kutta schemes. This particular formulation, which uses A −1 preconditioning, is amenable to matrix-free solvers, and the L-stable methods are especially suited for meshes with arbitrarily small cut-cells. Asymptotic order of convergence is demonstrated for BDF1, BDF2, SDIRK2, and 3rd-order Radau IIA time integration with unsteady 2D vortex simulations.

ARMD↗