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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.
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.
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.
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.
The Helmholtz Equation (-delta-K(2)n(2))u=0 with a variable index of refraction, n, and a suitable radiation condition at infinity serves as a model for a wide variety of wave propagation problems. A numerical algorithm was developed and a computer code implemented that can effectively solve this equation in the intermediate frequency range. The equation is discretized using the finite element method, thus allowing for the modeling of complicated geometrices (including interfaces) and complicated boundary conditions. A global radiation boundary condition is imposed at the far field boundary that is exact for an arbitrary number of propagating modes. The resulting large, non-selfadjoint system of linear equations with indefinite symmetric part is solved using the preconditioned conjugate gradient method applied to the normal equations. A new preconditioner is developed based on the multigrid method. This preconditioner is vectorizable and is extremely effective over a wide range of frequencies provided the number of grid levels is reduced for large frequencies. A heuristic argument is given that indicates the superior convergence properties of this preconditioner.
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.
Unstructured multigrid techniques for relieving the stiffness associated with high-Reynolds number viscous flow simulations on extremely stretched grids are investigated. One approach consists of employing a semi-coarsening or directional-coarsening technique, based on the directions of strong coupling within the mesh, in order to construct more optimal coarse grid levels. An alternate approach is developed which employs directional implicit smoothing with regular fully coarsened multigrid levels. The directional implicit smoothing is obtained by constructing implicit lines in the unstructured mesh based on the directions of strong coupling. Both approaches yield large increases in convergence rates over the traditional explicit full-coarsening multigrid algorithm. However, maximum benefits are achieved by combining the two approaches in a coupled manner into a single algorithm. An order of magnitude increase in convergence rate over the traditional explicit full-coarsening algorithm is demonstrated, and convergence rates for high-Reynolds number viscous flows which are independent of the grid aspect ratio are obtained. Further acceleration is provided by incorporating low-Mach-number preconditioning techniques, and a Newton-GMRES strategy which employs the multigrid scheme as a preconditioner. The compounding effects of these various techniques on speed of convergence is documented through several example test cases.
A three-stage Runge-Kutta (RK) scheme with multigrid and an implicit preconditioner has been shown to be an effective solver for the fluid dynamic equations. This scheme has been applied to both the compressible and essentially incompressible Reynolds-averaged Navier-Stokes (RANS) equations using the algebraic turbulence model of Baldwin and Lomax (BL). In this paper we focus on the convergence of the RK/implicit scheme when the effects of turbulence are represented by either the Spalart-Allmaras model or the Wilcox k-! model, which are frequently used models in practical fluid dynamic applications. Convergence behavior of the scheme with these turbulence models and the BL model are directly compared. For this initial investigation we solve the flow equations and the partial differential equations of the turbulence models indirectly coupled. With this approach we examine the convergence behavior of each system. Both point and line symmetric Gauss-Seidel are considered for approximating the inverse of the implicit operator of the flow solver. To solve the turbulence equations we use a diagonally dominant alternating direction implicit (DDADI) scheme. Computational results are presented for three airfoil flow cases and comparisons are made with experimental data. We demonstrate that the two-dimensional RANS equations and transport-type equations for turbulence modeling can be efficiently solved with an indirectly coupled algorithm that uses the RK/implicit scheme for the flow equations.
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.
The convergence of a Runge-Kutta (RK) scheme with multigrid is accelerated by preconditioning with a fully implicit operator. With the extended stability of the Runge-Kutta scheme, CFL numbers as high as 1000 can be used. The implicit preconditioner addresses the stiffness in the discrete equations associated with stretched meshes. This RK/implicit scheme is used as a smoother for multigrid. Fourier analysis is applied to determine damping properties. Numerical dissipation operators based on the Roe scheme, a matrix dissipation, and the CUSP scheme are considered in evaluating the RK/implicit scheme. In addition, the effect of the number of RK stages is examined. Both the numerical and computational efficiency of the scheme with the different dissipation operators are discussed. The RK/implicit scheme is used to solve the two-dimensional (2-D) and three-dimensional (3-D) compressible, Reynolds-averaged Navier-Stokes equations. Turbulent flows over an airfoil and wing at subsonic and transonic conditions are computed. The effects of the cell aspect ratio on convergence are investigated for Reynolds numbers between 5:7 x 10(exp 6) and 100 x 10(exp 6). It is demonstrated that the implicit preconditioner can reduce the computational time of a well-tuned standard RK scheme by a factor between four and ten.
A preconditioning theory for Schwarz methods is presented. The theory establishes sufficient conditions for multiplicative and additive Schwarz algorithms to yield self-adjoint positive definite preconditioners. It allows for the analysis and use of non-variational and non-convergent linear methods as preconditioners for conjugate gradient methods, and it is applied to domain decomposition and multigrid. This paper illustrates why symmetrizing may be a bad idea for linear methods. Numerical examples are presented for a test problem.
The goal of this thesis is to develop an efficient and robust locally preconditioned semi-coarsening multigrid algorithm for the two-dimensional Navier-Stokes equations. This thesis examines the performance of the multigrid algorithm with local preconditioning for an upwind-discretization of the Navier-Stokes equations. A block Jacobi iterative scheme is used because of its high frequency error mode damping ability. At low Mach numbers, the performance of a flux preconditioner is investigated. The flux preconditioner utilizes a new limiting technique based on local information that was developed by Siu. Full-coarsening and-semi-coarsening are examined as well as the multigrid V-cycle and full multigrid. The numerical tests were performed on a NACA 0012 airfoil at a range of Mach numbers. The tests show that semi-coarsening with flux preconditioning is the most efficient and robust combination of coarsening strategy, and iterative scheme - especially at low Mach numbers.
In this paper an algebraic substructuring preconditioner is considered for nonconforming finite element approximations of second order elliptic problems in 3D domains with a piecewise constant diffusion coefficient. Using a substructuring idea and a block Gauss elimination, part of the unknowns is eliminated and the Schur complement obtained is preconditioned by a spectrally equivalent very sparse matrix. In the case of quasiuniform tetrahedral mesh an appropriate algebraic multigrid solver can be used to solve the problem with this matrix. Explicit estimates of condition numbers and implementation algorithms are established for the constructed preconditioner. It is shown that the condition number of the preconditioned matrix does not depend on either the mesh step size or the jump of the coefficient. Finally, numerical experiments are presented to illustrate the theory being developed.
This work addresses preconditioning approaches for an implicit high-order solver frame-work applied to multiple physics. The solver is based on a space-time spectral element method and matrix-free Newton-Krylov solver developed at NASA over the recent years. Within this context, most preconditioning methods are impractical, as the computational time and memory requirements scale poorly with increasing polynomial orders. To improve computational efficiency, we first describe a novel entity-based Block Jacobi preconditioner for the continuous-Galerkin solution of the linear-elasticity and linear-shell equations. Second, we introduce a multigrid algorithm to further reduce time-to-solution on stiff cases arising from continuous-and discontinuous-Galerkin discretizations. Results obtained on relevant single-physics reference solutions, demonstrate the feasibility of the methods, paving the way for high-order solutions of fully coupled multi-physics problems.
Multigrid methods can be formulated as an algorithm for an abstract problem that is independent of the partial differential equation, domain, and discretization method. In such an abstract setting, problems not arising from partial differential equations can be treated. A general theory exists for linear problems. The general theory was motivated by a series of abstract solvers (Madpack). The latest version was motivated by the theory. Madpack now allows for a wide variety of iterative and direct solvers, preconditioners, and interpolation and projection schemes, including user callback ones. It allows for sparse, dense, and stencil matrices. Mildly nonlinear problems can be handled. Also, there is a fast, multigrid Poisson solver (two and three dimensions). The type of solvers and design decisions (including language, data structures, external library support, and callbacks) are discussed. Based on the author's experiences with two versions of Madpack, a better approach is proposed. This is based on a mixed language formulation (C and FORTRAN + preprocessor). Reasons for not using FORTRAN, C, or C++ (individually) are given. Implementing the proposed strategy is not difficult.
The convergence of a Runge-Kutta (RK) scheme with multigrid is accelerated by preconditioning with a fully implicit operator. With the extended stability of the Runge-Kutta scheme, CFL numbers as high as 1000 could be used. The implicit preconditioner addresses the stiffness in the discrete equations associated with stretched meshes. Numerical dissipation operators (based on the Roe scheme, a matrix formulation, and the CUSP scheme) as well as the number of RK stages are considered in evaluating the RK/implicit scheme. Both the numerical and computational efficiency of the scheme with the different dissipation operators are discussed. The RK/implicit scheme is used to solve the two-dimensional (2-D) and three-dimensional (3-D) compressible, Reynolds-averaged Navier-Stokes equations. In two dimensions, turbulent flows over an airfoil at subsonic and transonic conditions are computed. The effects of mesh cell aspect ratio on convergence are investigated for Reynolds numbers between 5.7 x 10(exp 6) and 100.0 x 10(exp 6). Results are also obtained for a transonic wing flow. For both 2-D and 3-D problems, the computational time of a well-tuned standard RK scheme is reduced at least a factor of four.
A multigrid algorithm is analyzed which is used for solving iteratively the algebraic system resulting from tha approximation of a second order problem by spectral or spectral element methods. The analysis, performed here in the one dimensional case, justifies the good smoothing properties of the Jacobi preconditioner that was presented in Part 1 of this paper.
A multigrid algorithm is analyzed which is used for solving iteratively the algebraic system resulting from the approximation of a second order problem by spectral or spectral element methods. The analysis, performed here in the one-dimensional case, justifies the good smoothing properties of the Jacobi preconditioner that was presented in Part 1 of this paper.